5 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…
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…