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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…
stat.ME2026
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…