3 papers
math.ST2026
A spectral approach for online covariance change point detection
Zhigang Bao, Kha Man Cheong, Yuji Li +1
Change point detection in covariance structures is a fundamental and crucial problem for sequential data. Under the high-dimensional setting, most of the existing research has focu…
math.NA2024
On the adaptive deterministic block coordinate descent methods with momentum for solving large linear least-squares problems
Long-Ze Tan, Ming-Yu Deng, Jia-Li Qiu +1
In this work, we first present an adaptive deterministic block coordinate descent method with momentum (mADBCD) to solve the linear least-squares problem, which is based on Polyak'…
stat.ME2024
Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix
Jiaxin Qiu, Zeng Li, Jianfeng Yao
Determining the number of factors in high-dimensional factor modeling is essential but challenging, especially when the data are heavy-tailed. In this paper, we introduce a new est…