4 papers · 1 filter
Matrix Decomposition and Applications
Jun Lu
In 1954, Alston S. Householder published Principles of Numerical Analysis, one of the first modern treatments on matrix decomposition that favored a (block) LU decomposition-the fa…
A rigorous introduction to linear models
Jun Lu
This book is meant to provide an introduction to linear models and the theories behind them. Our goal is to give a rigorous introduction to the readers with prior exposure to ordin…
Practical Topics in Optimization
Jun Lu
In an era where data-driven decision-making and computational efficiency are paramount, optimization plays a foundational role in advancing fields such as mathematics, computer sci…
Adaptive weighted approach for high-dimensional statistical learning and inference
Jun Lu, Xiaoyu Mao, Mengyao Li +1
We propose a new weighted average estimator for the high dimensional parameters under the distributed learning system, in which the weight assigned to each coordinate is precisely…