60 citations · 172 across the 17 of their papers we have counts for
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3 papers · 1 filter
stat.ME2017★ 5 cited
Generalized High-Dimensional Trace Regression via Nuclear Norm Regularization
Jianqing Fan, Wenyan Gong, Ziwei Zhu
We study the generalized trace regression with a near low-rank regression coefficient matrix, which extends notion of sparsity for regression coefficient vectors. Specifically, giv…
stat.ME2017★ 3 cited
Taming heavy-tailed features by shrinkage
Ziwei Zhu, Wenjing Zhou
In this work, we focus on a variant of the generalized linear model (GLM) called corrupted GLM (CGLM) with heavy-tailed features and responses. To robustify the statistical inferen…
stat.CO2017★ 26 cited
Distributed Estimation of Principal Eigenspaces
Jianqing Fan, Dong Wang, Kaizheng Wang +1
Principal component analysis (PCA) is fundamental to statistical machine learning. It extracts latent principal factors that contribute to the most variation of the data. When data…