87 citations · 310 across the 25 of their papers we have counts for
26 papers
A new model for preferential attachment scheme with time-varying parameters
Bo Zhang, Hanyang Tian, Guangming Pan
We propose an extension of the preferential attachment scheme by allowing the connecting probability to depend on time t. We estimate the parameters involved in the model by minimi…
Large-Dimensional Random Matrix Theory and Its Applications in Deep Learning and Wireless Communications
Jungang Ge, Ying-Chang Liang, Zhidong Bai +1
Large-dimensional random matrix theory, RMT for short, which originates from the research field of quantum physics, has shown tremendous capability in providing deep insights into…
Factor Modelling for Clustering High-dimensional Time Series
Bo Zhang, Guangming Pan, Qiwei Yao +1
We propose a new unsupervised learning method for clustering a large number of time series based on a latent factor structure. Each cluster is characterized by its own cluster-spec…
Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices
Zhixiang Zhang, Guangming Pan
Let $\bY =\bR+\bX$ be an matrix, where $\bR$ is a rectangular diagonal matrix and $\bX$ consists of entries. This is a signal-plus-noise type model. Its signal…
Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices
Zhixiang Zhang, Shurong Zheng, Guangming Pan +1
We consider general high-dimensional spiked sample covariance models and show that their leading sample spiked eigenvalues and their linear spectral statistics are asymptotically i…
Estimation of Cross-Sectional Dependence in Large Panels
Jiti Gao, Guangming Pan, Yanrong Yang +1
Accurate estimation for extent of cross{sectional dependence in large panel data analysis is paramount to further statistical analysis on the data under study. Grouping more data w…