337 citations · 1.6k across the 34 of their papers we have counts for
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stat.ME2011★ 20 cited
A Sparse SVD Method for High-dimensional Data
Dan Yang, Zongming Ma, Andreas Buja
We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded…
math.ST2011★ 337 cited
Sparse principal component analysis and iterative thresholding
Zongming Ma
Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance m…
math.PR2011★ 39 cited
Fast approach to the Tracy-Widom law at the edge of GOE and GUE
Iain M. Johnstone, Zongming Ma
We study the rate of convergence for the largest eigenvalue distributions in the Gaussian unitary and orthogonal ensembles to their Tracy-Widom limits. We show that one can achieve…