Showing math.STShow all
2 papers · 1 filter
math.ST2026
Distributed Online Estimation of Spiked Eigenvalues with Adaptive Weighting under Persistent Aspect Ratio Heterogeneity
Lu Yan, Jiang Hu, Yonghan Zhang +1
We study online estimation of spiked covariance eigenvalues from observations distributed across nodes with heterogeneous and persistent effective sample sizes. In the proporti…
math.ST2023
Distributed estimation of spiked eigenvalues in spiked population models
Lu Yan, Jiang Hu
The proliferation of science and technology has led to the prevalence of voluminous data sets that are distributed across multiple machines. It is an established fact that conventi…