156 citations · 523 across the 21 of their papers we have counts for
6 papers · 1 filter
Optimal High-order Tensor SVD via Tensor-Train Orthogonal Iteration
Yuchen Zhou, Anru R. Zhang, Lili Zheng +1
This paper studies a general framework for high-order tensor SVD. We propose a new computationally efficient algorithm, tensor-train orthogonal iteration (TTOI), that aims to estim…
Optimal large-scale quantum state tomography with Pauli measurements
Tony Cai, Donggyu Kim, Yazhen Wang +2
Quantum state tomography aims to determine the state of a quantum system as represented by a density matrix. It is a fundamental task in modern scientific studies involving quantum…
Asymptotic equivalence of quantum state tomography and noisy matrix completion
Yazhen Wang
Matrix completion and quantum tomography are two unrelated research areas with great current interest in many modern scientific studies. This paper investigates the statistical rel…
Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors
Minjing Tao, Yazhen Wang, Harrison H. Zhou
Stochastic processes are often used to model complex scientific problems in fields ranging from biology and finance to engineering and physical science. This paper investigates rat…
Sparse linear discriminant analysis by thresholding for high dimensional data
Jun Shao, Yazhen Wang, Xinwei Deng +1
In many social, economical, biological and medical studies, one objective is to classify a subject into one of several classes based on a set of variables observed from the subject…
Vast volatility matrix estimation for high-frequency financial data
Yazhen Wang, Jian Zou
High-frequency data observed on the prices of financial assets are commonly modeled by diffusion processes with micro-structure noise, and realized volatility-based methods are oft…