Showing math.STShow all
3 papers · 1 filter
math.ST2026
Spike Estimation from Heteroscedastic Noise via Random Splitting
Zhigang Bao, Kha Man Cheong, Yuji Li +1
In this paper, we consider a spiked Wigner type matrix with a heteroscedastic and unknown variance profile. It is well known that in the supercritical regime of the BBP transition,…
math.ST2025
Signal detection from spiked noise via asymmetrization
Zhigang Bao, Kha Man Cheong, Jaehun Lee +1
The signal plus noise model is a fundamental model in signal detection when a low rank signal is polluted by noise . In the high-dimensional setting, one often uses…
math.ST2023
A leave-one-out approach to approximate message passing
Zhigang Bao, Qiyang Han, Xiaocong Xu
Approximate message passing (AMP) has emerged both as a popular class of iterative algorithms and as a powerful analytic tool in a wide range of statistical estimation problems and…