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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…
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…
math.ST2024
Generalized kernel distance covariance in high dimensions: non-null CLTs and power universality
Qiyang Han, Yandi Shen
Distance covariance is a popular dependence measure for two random vectors and of possibly different dimensions and types. Recent years have witnessed concentrated efforts…