124 citations · 953 across the 47 of their papers we have counts for
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stat.ML2013★ 3 cited
Sparse Principal Component Analysis for High Dimensional Vector Autoregressive Models
Zhaoran Wang, Fang Han, Han Liu
We study sparse principal component analysis for high dimensional vector autoregressive time series under a doubly asymptotic framework, which allows the dimension to scale wit…
stat.ML2013★ 88 cited
Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
Zhaoran Wang, Han Liu, Tong Zhang
We provide theoretical analysis of the statistical and computational properties of penalized -estimators that can be formulated as the solution to a possibly nonconvex optimizat…