3 papers
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.ST2026
A spectral approach for online covariance change point detection
Zhigang Bao, Kha Man Cheong, Yuji Li +1
Change point detection in covariance structures is a fundamental and crucial problem for sequential data. Under the high-dimensional setting, most of the existing research has focu…
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…