3 papers
math.ST2026
Approximate Message Passing with Random Initialization for Phase Retrieval
Yuchen Chen, Yandi Shen, Xingyu Xu
We analyze approximate message passing (AMP) with an independent Gaussian initialization for noiseless phase retrieval in the proportional asymptotic regime. A random initializatio…
cs.LG2025
The Power of Preconditioning in Overparameterized Low-Rank Matrix Sensing
Xingyu Xu, Yandi Shen, Yuejie Chi +1
We propose $\textsf{ScaledGD($λ$)}$, a preconditioned gradient descent method to tackle the low-rank matrix sensing problem when the true rank is unknown, and when the matrix is p…
math.ST2024
Empirical Bayes estimation: When does -modeling beat -modeling in theory (and in practice)?
Yandi Shen, Yihong Wu
Empirical Bayes (EB) is a popular framework for large-scale inference that aims to find data-driven estimators to compete with the Bayesian oracle that knows the true prior. Two pr…