activity
20102026
most citedSparse PCA: Optimal rates and adaptive estimation

307 citations · 907 across the 65 of their papers we have counts for

collaborators

67 papers

cs.IT2026

Entropy of Bernoulli Measures Conditioned on Affine Subspaces and a Problem of Ancheta--Massey

Yihong Wu

A textbook result in information theory is that linear encoders achieve the entropy for lossless compression of Bernoulli source with parameter . For lossy compression, however,…

math.ST2023★ 1 cited

Empirical Bayes via ERM and Rademacher complexities: the Poisson model

Soham Jana, Yury Polyanskiy, Anzo Teh +1

We consider the problem of empirical Bayes estimation for (multivariate) Poisson means. Existing solutions that have been shown theoretically optimal for minimizing the regret (exc…

math.ST2023

Entropic characterization of optimal rates for learning Gaussian mixtures

Zeyu Jia, Yury Polyanskiy, Yihong Wu

We consider the question of estimating multi-dimensional Gaussian mixtures (GM) with compactly supported or subgaussian mixing distributions. Minimax estimation rate for this class…

math.ST2023

Large-scale Multiple Testing: Fundamental Limits of False Discovery Rate Control and Compound Oracle

Yutong Nie, Yihong Wu

The false discovery rate (FDR) and the false non-discovery rate (FNR), defined as the expected false discovery proportion (FDP) and the false non-discovery proportion (FNP), are th…

cs.IT2022

Random linear estimation with rotationally-invariant designs: Asymptotics at high temperature

Yufan Li, Zhou Fan, Subhabrata Sen +1

We study estimation in the linear model , in a Bayesian setting where has an entrywise i.i.d. prior and the design is rotationally-invariant in law. In…

math.ST2022

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…

cs.DS2022★ 1 cited

Random graph matching at Otter's threshold via counting chandeliers

Cheng Mao, Yihong Wu, Jiaming Xu +1

We propose an efficient algorithm for graph matching based on similarity scores constructed from counting a certain family of weighted trees rooted at each vertex. For two Erdős-Ré…

math.ST2022★ 2 cited

Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods

Soham Jana, Yury Polyanskiy, Yihong Wu

The Robbins estimator is the most iconic and widely used procedure in the empirical Bayes literature for the Poisson model. On one hand, this method has been recently shown to be m…

math.ST2022★ 6 cited

Random Graph Matching in Geometric Models: the Case of Complete Graphs

Haoyu Wang, Yihong Wu, Jiaming Xu +1

This paper studies the problem of matching two complete graphs with edge weights correlated through latent geometries, extending a recent line of research on random graph matching…

math.ST2021★ 17 cited

Testing network correlation efficiently via counting trees

Cheng Mao, Yihong Wu, Jiaming Xu +1

We propose a new procedure for testing whether two networks are edge-correlated through some latent vertex correspondence. The test statistic is based on counting the co-occurrence…

math.ST2021★ 6 cited

Sharp regret bounds for empirical Bayes and compound decision problems

Yury Polyanskiy, Yihong Wu

We consider the classical problems of estimating the mean of an -dimensional normally (with identity covariance matrix) or Poisson distributed vector under the squared loss. In…

math.ST2021★ 1 cited

Optimal prediction of Markov chains with and without spectral gap

Yanjun Han, Soham Jana, Yihong Wu

We study the following learning problem with dependent data: Observing a trajectory of length from a stationary Markov chain with states, the goal is to predict the next st…

math.PR2021★ 10 cited

The replica-symmetric free energy for Ising spin glasses with orthogonally invariant couplings

Zhou Fan, Yihong Wu

We study a variant of the Sherrington-Kirkpatrick (S-K) spin glass model with external field, where the random symmetric couplings matrix does not consist of i.i.d. entries but is…

math.ST2021★ 12 cited

Polynomial methods in statistical inference: theory and practice

Yihong Wu, Pengkun Yang

This survey provides an exposition of a suite of techniques based on the theory of polynomials, collectively referred to as polynomial methods, which have recently been applied to…

math.ST2021★ 3 cited

The planted matching problem: Sharp threshold and infinite-order phase transition

Jian Ding, Yihong Wu, Jiaming Xu +1

We study the problem of reconstructing a perfect matching hidden in a randomly weighted bipartite graph. The edge set includes every node pair in and each o…

math.ST2021★ 5 cited

Settling the Sharp Reconstruction Thresholds of Random Graph Matching

Yihong Wu, Jiaming Xu, Sophie H. Yu

This paper studies the problem of recovering the hidden vertex correspondence between two edge-correlated random graphs. We focus on the Gaussian model where the two graphs are com…

math.ST2020★ 17 cited

Self-regularizing Property of Nonparametric Maximum Likelihood Estimator in Mixture Models

Yury Polyanskiy, Yihong Wu

Introduced by Kiefer and Wolfowitz \cite{KW56}, the nonparametric maximum likelihood estimator (NPMLE) is a widely used methodology for learning mixture odels and empirical Bayes e…

math.ST2020

Learning Mixtures of Permutations: Groups of Pairwise Comparisons and Combinatorial Method of Moments

Cheng Mao, Yihong Wu

In applications such as rank aggregation, mixture models for permutations are frequently used when the population exhibits heterogeneity. In this work, we study the widely used Mal…

math.ST2020★ 1 cited

Note on approximating the Laplace transform of a Gaussian on a complex disk

Yury Polyanskiy, Yihong Wu

In this short note we study how well a Gaussian distribution can be approximated by distributions supported on . Perhaps, the natural conjecture is that for large the a…

math.ST2020★ 10 cited

Testing correlation of unlabeled random graphs

Yihong Wu, Jiaming Xu, Sophie H. Yu

We study the problem of detecting the edge correlation between two random graphs with unlabeled nodes. This is formalized as a hypothesis testing problem, where under the null…

math.ST2020★ 1 cited

Extrapolating the profile of a finite population

Soham Jana, Yury Polyanskiy, Yihong Wu

We study a prototypical problem in empirical Bayes. Namely, consider a population consisting of individuals each belonging to one of types (some types can be empty). Withou…

math.ST2020

Likelihood landscape and maximum likelihood estimation for the discrete orbit recovery model

Zhou Fan, Yi Sun, Tianhao Wang +1

We study the non-convex optimization landscape for maximum likelihood estimation in the discrete orbit recovery model with Gaussian noise. This model is motivated by applications i…

math.ST2020

Optimal estimation of high-dimensional location Gaussian mixtures

Natalie Doss, Yihong Wu, Pengkun Yang +1

This paper studies the optimal rate of estimation in a finite Gaussian location mixture model in high dimensions without separation conditions. We assume that the number of compone…

cs.DS2019★ 1 cited

Consistent recovery threshold of hidden nearest neighbor graphs

Jian Ding, Yihong Wu, Jiaming Xu +1

Motivated by applications such as discovering strong ties in social networks and assembling genome subsequences in biology, we study the problem of recovering a hidden -nearest…