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20052024
most citedNearly unbiased variable selection under minimax concave penalty

4k citations · 6.4k across the 63 of their papers we have counts for

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64 papers

stat.ML2024

On Lai's Upper Confidence Bound in Multi-Armed Bandits

Huachen Ren, Cun-Hui Zhang

In this memorial paper, we honor Tze Leung Lai's seminal contributions to the topic of multi-armed bandits, with a specific focus on his pioneering work on the upper confidence bou…

math.ST2023

Adaptive Linear Estimating Equations

Mufang Ying, Koulik Khamaru, Cun-Hui Zhang

Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanis…

math.ST2023

Choosing the in loss: rate adaptivity on the symmetric location problem

Yu-Chun Kao, Min Xu, Cun-Hui Zhang

Given univariate random variables with the distribution, the sample midrange is the MLE for …

math.ST2021

High-Order Statistical Functional Expansion and Its Application To Some Nonsmooth Problems

Fan Zhou, Ping Li, Cun-Hui Zhang

Let $\bx_j = \btheta +\bep_j, j=1,...,n$, be observations of an unknown parameter $\btheta$ in a Euclidean or separable Hilbert space $\scrH$, where $\bep_j$ are noises as random e…

stat.ME2021

CP Factor Model for Dynamic Tensors

Yuefeng Han, Dan Yang, Cun-Hui Zhang +1

Observations in various applications are frequently represented as a time series of multidimensional arrays, called tensor time series, preserving the inherent multidimensional str…

stat.ML2021

Tensor Principal Component Analysis in High Dimensional CP Models

Yuefeng Han, Cun-Hui Zhang

The CP decomposition for high dimensional non-orthogonal spiked tensors is an important problem with broad applications across many disciplines. However, previous works with theore…