98 citations · 130 across the 2 of their papers we have counts for
2 papers
stat.ML2014★ 32 cited
Nonconvex Statistical Optimization: Minimax-Optimal Sparse PCA in Polynomial Time
Zhaoran Wang, Huanran Lu, Han Liu
Sparse principal component analysis (PCA) involves nonconvex optimization for which the global solution is hard to obtain. To address this issue, one popular approach is convex rel…
stat.ML2013★ 98 cited
A Direct Estimation of High Dimensional Stationary Vector Autoregressions
Fang Han, Huanran Lu, Han Liu
The vector autoregressive (VAR) model is a powerful tool in modeling complex time series and has been exploited in many fields. However, fitting high dimensional VAR model poses so…