5 papers · 1 filter
Minimax estimation of functionals in sparse vector model with correlated observations
Yuhao Wang, Pengkun Yang, Alexandre B. Tsybakov
We consider the observations of an unknown -sparse vector corrupted by Gaussian noise with zero mean and unknown covariance matrix . We propos…
Information-Theoretic and Computational Limits of Correlation Detection under Graph Sampling
Dong Huang, Pengkun Yang
Correlation analysis is a fundamental problem in statistics. In this paper, we consider the correlation detection problem between a pair of Erdos-Renyi graphs. Specifically, the pr…
Nonparametric Inference on Unlabeled Histograms
Yun Ma, Pengkun Yang
Statistical inference on histograms and frequency counts plays a central role in categorical data analysis. Moving beyond classical methods that directly analyze labeled frequencie…
Identifiability and Estimation in High-Dimensional Nonparametric Latent Structure Models
Yichen Lyu, Pengkun Yang
This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalize…
Sample Complexity of Correlation Detection in the Gaussian Wigner Model
Dong Huang, Pengkun Yang
Correlation analysis is a fundamental step in uncovering meaningful insights from complex datasets. In this paper, we study the problem of detecting correlations between two random…