139 citations · 725 across the 72 of their papers we have counts for
12 papers · 1 filter
Bayesian Fusion Estimation via t-Shrinkage
Qifan Song, Guang Cheng
Shrinkage prior has gained great successes in many data analysis, however, its applications mostly focus on the Bayesian modeling of sparse parameters. In this work, we will apply…
Distributed Nearest Neighbor Classification
Jiexin Duan, Xingye Qiao, Guang Cheng
Nearest neighbor is a popular nonparametric method for classification and regression with many appealing properties. In the big data era, the sheer volume and spatial/temporal disp…
Optimal False Discovery Control of Minimax Estimator
Qifan Song, Guang Cheng
Two major research tasks lie at the heart of high dimensional data analysis: accurate parameter estimation and correct support recovery. The existing literature mostly aims for eit…
Statistical Optimality of Interpolated Nearest Neighbor Algorithms
Yue Xing, Qifan Song, Guang Cheng
In the era of deep learning, understanding over-fitting phenomenon becomes increasingly important. It is observed that carefully designed deep neural networks achieve small testing…
Finite Time Analysis of Vector Autoregressive Models under Linear Restrictions
Yao Zheng, Guang Cheng
This paper develops a unified finite-time theory for the ordinary least squares estimation of possibly unstable and even slightly explosive vector autoregressive models under linea…
High Dimensional Robust Inference for Cox Regression Models
Shengchun Kong, Zhuqing Yu, Xianyang Zhang +1
We consider high-dimensional inference for potentially misspecified Cox proportional hazard models based on low dimensional results by Lin and Wei [1989]. A de-sparsified Lasso est…