Qiang Sun

activity

20172026

most citedPrincipal component analysis for big data

18 citations · 30 across the 17 of their papers we have counts for

collaborators

Showing 2019 · math.STShow all

3 papers · 2 filters

math.ST2019★ 2 cited

Bayesian high-dimensional linear regression with generic spike-and-slab priors

Bai Jiang, Qiang Sun

Spike-and-slab priors are popular Bayesian solutions for high-dimensional linear regression problems. Previous theoretical studies on spike-and-slab methods focus on specific prior…

math.ST2019

Iteratively Reweighted $ℓ_{1}$ -Penalized Robust Regression

Xiaoou Pan, Qiang Sun, Wen-Xin Zhou

This paper investigates tradeoffs among optimization errors, statistical rates of convergence and the effect of heavy-tailed errors for high-dimensional robust regression with nonc…

math.ST2019

Gaussian Approximations for Maxima of Random Vectors under $(2 + ι)$ -th Moments

Qiang Sun

We derive a Gaussian approximation result for the maximum of a sum of random vectors under $(2 + ι)$ -th moments. Our main theorem is abstract and nonasymptotic, and can be applied to…

Bayesian high-dimensional linear regression with generic spike-and-slab priors

Iteratively Reweighted ℓ1​-Penalized Robust Regression

Gaussian Approximations for Maxima of Random Vectors under (2+ι)-th Moments

Iteratively Reweighted $ℓ_{1}$ -Penalized Robust Regression

Gaussian Approximations for Maxima of Random Vectors under $(2 + ι)$ -th Moments