22 citations · 84 across the 31 of their papers we have counts for
6 papers · 1 filter
Diagonal Attenuation: A Finite-Sample Correction for PCA
Qiang Sun
Principal component analysis (PCA) can rotate away from its population target when a covariance matrix is estimated from limited data. We introduce diagonal attenuation, which pres…
Online Generalized Sparse Regression: How Does Overparametrization Help?
Shuoguang Yang, Qiang Sun
Regularized sparse regression has been extensively studied in the offline setting, but online formulation remains relatively under-explored. This gap stems from four key challenges…
Statistical Analysis of Karcher Means for Random Restricted PSD Matrices
Hengchao Chen, Xiang Li, Qiang Sun
Non-asymptotic statistical analysis is often missing for modern geometry-aware machine learning algorithms due to the possibly intricate non-linear manifold structure. This paper s…
Online Linearized LASSO
Shuoguang Yang, Yuhao Yan, Xiuneng Zhu +1
Sparse regression has been a popular approach to perform variable selection and enhance the prediction accuracy and interpretability of the resulting statistical model. Existing ap…
Robust Sparse Reduced Rank Regression in High Dimensions
Kean Ming Tan, Qiang Sun, Daniela Witten
We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex rela…
Graphical Nonconvex Optimization for Optimal Estimation in Gaussian Graphical Models
Qiang Sun, Kean Ming Tan, Han Liu +1
We consider the problem of learning high-dimensional Gaussian graphical models. The graphical lasso is one of the most popular methods for estimating Gaussian graphical models. How…