4 papers
Sparse -spatial-median clustering for high-dimensional data
Ping Zhao, Dan Zhuang, Long Feng
We propose a robust clustering framework for high-dimensional data with heavy tails and a large fraction of irrelevant variables. The method replaces the mean updates of Lloyd's $K…
Adaptive Test for High Dimensional Quantile Regression
Ping Zhao, Zhenyu Liu, Dan Zhuang
Testing high-dimensional quantile regression coefficients is crucial, as tail quantiles often reveal more than the mean in many practical applications. Nevertheless, the sparsity p…
Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by -stable Lévy Process
Jianhai Bao, Haitao Wang, Yue Wu +1
In this paper, we examine the performance of randomised Euler-Maruyama (EM) method for additive time-inhomogeneous SDEs with an irregular drift driven by symmetric -table proces…
Spatial Sign based Direct Sparse Linear Discriminant Analysis for High Dimensional Data
Dan Zhuang, Long Feng
This paper investigates the robust linear discriminant analysis (LDA) problem with elliptical distributions in high-dimensional data. We propose a robust classification method, nam…