331 citations · 1.3k across the 39 of their papers we have counts for
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math.ST2012★ 108 cited
Minimax sparse principal subspace estimation in high dimensions
Vincent Q. Vu, Jing Lei
We study sparse principal components analysis in high dimensions, where (the number of variables) can be much larger than (the number of observations), and analyze the prob…
stat.ME2012★ 14 cited
Distribution Free Prediction Bands
Jing Lei, Larry Wasserman
We study distribution free, nonparametric prediction bands with a special focus on their finite sample behavior. First we investigate and develop different notions of finite sample…
stat.ML2012
Minimax Rates of Estimation for Sparse PCA in High Dimensions
Vincent Q. Vu, Jing Lei
We study sparse principal components analysis in the high-dimensional setting, where (the number of variables) can be much larger than (the number of observations). We prov…