18 citations · 28 across the 12 of their papers we have counts for
6 papers · 1 filter
Distributed Adaptive Huber Regression
Jiyu Luo, Qiang Sun, Wenxin Zhou
Distributed data naturally arise in scenarios involving multiple sources of observations, each stored at a different location. Directly pooling all the data together is often prohi…
Adaptive Capped Least Squares
Qiang Sun, Rui Mao, Wen-Xin Zhou
This paper proposes the capped least squares regression with an adaptive resistance parameter, hence the name, adaptive capped least squares regression. The key observation is, by…
Modeling Symmetric Positive Definite Matrices with An Application to Functional Brain Connectivity
Zhenhua Lin, Dehan Kong, Qiang Sun
In neuroscience, functional brain connectivity describes the connectivity between brain regions that share functional properties. Neuroscientists often characterize it by a time se…
Bayesian Factor-adjusted Sparse Regression
Jianqing Fan, Bai Jiang, Qiang Sun
This paper investigates the high-dimensional linear regression with highly correlated covariates. In this setup, the traditional sparsity assumption on the regression coefficients…
User-Friendly Covariance Estimation for Heavy-Tailed Distributions
Yuan Ke, Stanislav Minsker, Zhao Ren +2
We offer a survey of recent results on covariance estimation for heavy-tailed distributions. By unifying ideas scattered in the literature, we propose user-friendly methods that fa…
Principal component analysis for big data
Jianqing Fan, Qiang Sun, Wen-Xin Zhou +1
Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. The complexity of big data often makes d…