337 citations · 1.6k across the 34 of their papers we have counts for
4 papers · 1 filter
Sparse CCA: Adaptive Estimation and Computational Barriers
Chao Gao, Zongming Ma, Harrison H. Zhou
Canonical correlation analysis is a classical technique for exploring the relationship between two sets of variables. It has important applications in analyzing high dimensional da…
Rate Optimal Denoising of Simultaneously Sparse and Low Rank Matrices
Dan Yang, Zongming Ma, Andreas Buja
We study minimax rates for denoising simultaneously sparse and low rank matrices in high dimensions. We show that an iterative thresholding algorithm achieves (near) optimal rates…
Minimax estimation in sparse canonical correlation analysis
Chao Gao, Zongming Ma, Zhao Ren +1
Canonical correlation analysis is a widely used multivariate statistical technique for exploring the relation between two sets of variables. This paper considers the problem of est…
Adaptive Estimation in Two-way Sparse Reduced-rank Regression
Zhuang Ma, Zongming Ma, Tingni Sun
This paper studies the problem of estimating a large coefficient matrix in a multiple response linear regression model when the coefficient matrix could be both of low rank and spa…