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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…
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…
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…
Asymptotic normality of robust -estimators with convex penalty
Pierre C Bellec, Yiwei Shen, Cun-Hui Zhang
This paper develops asymptotic normality results for individual coordinates of robust M-estimators with convex penalty in high-dimensions, where the dimension is at most of the…
Simultaneous Decorrelation of Matrix Time Series
Yuefeng Han, Rong Chen, Cun-Hui Zhang +1
We propose a contemporaneous bilinear transformation for a matrix time series to alleviate the difficulties in modeling and forecasting matrix time series when and/…