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math.ST2026
On the Log Determinant of Sample Correlation Matrices under Gaussianity
Hongru Zhao
We prove a central limit theorem for the log determinant of a Gaussian Pearson sample correlation matrix as the dimension diverges. Only two conditions are imposed: the population…
math.ST2024
Globally-Optimal Greedy Experiment Selection for Active Sequential Estimation
Xiaoou Li, Hongru Zhao
Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequent…