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stat.ME2022
Homogeneity and Sub-homogeneity Pursuit: Iterative Complement Clustering PCA
Daning Bi, Le Chang, Yanrong Yang
Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity withi…
stat.ME2021
AR-sieve Bootstrap for High-dimensional Time Series
Daning Bi, Han Lin Shang, Yanrong Yang +1
This paper proposes a new AR-sieve bootstrap approach to high-dimensional time series. The major challenge of classical bootstrap methods on high-dimensional time series is two-fol…