4 papers
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…
Transfer Learning for Linear Discriminant Analysis with a Shared Classification Signal
Yonghan Zhang, Yimeng Fan, Wenya Luo +1
This paper studies transfer learning for linear discriminant analysis in high-dimensional two-class classification. We consider one target domain and several source domains, where…
Structural Effect and Spectral Enhancement of High-Dimensional Regularized Linear Discriminant Analysis
Yonghan Zhang, Zhangni Pu, Lu Yan +1
Regularized linear discriminant analysis (RLDA) is a widely used tool for classification and dimensionality reduction, but its performance in high-dimensional scenarios is inconsis…
The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
Jiang Hu, Jiahui Xie, Yangchun Zhang +1
Standard methods for determining the number of factors often overestimate the true number when data exhibit heavy-tailed randomness, misinterpreting noise-induced outliers as genui…