15 citations · 34 across the 15 of their papers we have counts for
Showing 2018 · math.STShow all
3 papers · 2 filters
math.ST2018
Heteroskedastic PCA: Algorithm, Optimality, and Applications
Anru R. Zhang, T. Tony Cai, Yihong Wu
A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iterativ…
math.ST2018
Optimal Sparse Singular Value Decomposition for High-dimensional High-order Data
Anru Zhang, Rungang Han
In this article, we consider the sparse tensor singular value decomposition, which aims for dimension reduction on high-dimensional high-order data with certain sparsity structure.…
math.ST2018
Sparse and Low-rank Tensor Estimation via Cubic Sketchings
Botao Hao, Anru Zhang, Guang Cheng
In this paper, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse te…