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20102023
most citedSparse linear discriminant analysis by thresholding for high dimensional data

156 citations · 523 across the 21 of their papers we have counts for

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Showing 2013Show all

2 papers · 1 filter

math.ST2013★ 22 cited

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…

math.ST2013★ 68 cited

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…