185 citations · 931 across the 49 of their papers we have counts for
4 papers · 1 filter
Exact Separation of Eigenvalues of Large Dimensional Noncentral Sample Covariance Matrices
Zhidong Bai, Jiang Hu, Jack W. Silverstein +1
Let $ \bbB_n =\frac{1}{n}(\bbR_n + \bbT^{1/2}_n \bbX_n)(\bbR_n + \bbT^{1/2}_n \bbX_n)^* $ where $ \bbX_n $ is a matrix with independent standardized random variables…
KOO approach for scalable variable selection problem in large-dimensional regression
Zhidong Bai, Kwok Pui Choi, Yasunori Fujikoshi +1
An important issue in many multivariate regression problems is to eliminate candidate predictors with null predictor vectors. In large-dimensional (LD) setting where the numbers of…
No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Large Dimensional noncentral Sample Covariance Matrices
Zhidong Bai, Jiang Hu, Jack W. Silverstein +1
Let $ \bbB_n =\frac{1}{n}(\bbR_n + \bbT^{1/2}_n \bbX_n)(\bbR_n + \bbT^{1/2}_n \bbX_n)^* $, where $ \bbX_n $ is a matrix with independent standardized random variable…
Application of fused graphical lasso to statistical inference for multiple sparse precision matrices
Qiuyan Zhang, Zhidong Bai, Lingrui Li +1
In this paper, the fused graphical lasso (FGL) method is used to estimate multiple precision matrices from multiple populations simultaneously. The lasso penalty in the FGL model i…