Fan Yang

most citedCovariate Assisted Variable Ranking

3 citations · 3 across the 3 of their papers we have counts for

collaborators

3 papers

stat.ME2019

Diagonally-Dominant Principal Component Analysis

Zheng Tracy Ke, Lingzhou Xue, Fan Yang

We consider the problem of decomposing a large covariance matrix into the sum of a low-rank matrix and a diagonally dominant matrix, and we call this problem the "Diagonally-Domina…

math-ph2017

Generic continuous spectrum for multi-dimensional quasi periodic Schrödinger operators with rough potentials

Rui Han, Fan Yang

We study the multi-dimensional operator $(H_{x} u)_{n} = \sum_{∣ m - n ∣ = 1} u_{m} + f (T^{n} (x)) u_{n}$ , where $T$ is the shift of the torus $\T^d$. When $d = 2$ , we show the spectrum of $H_{x}$ is almos…

stat.ME2017★ 3 cited

Covariate Assisted Variable Ranking

Zheng Tracy Ke, Fan Yang

Consider a linear model $y = X β + z$ , $z \sim N (0, σ^{2} I_{n})$ . The Gram matrix $Θ = \frac{1}{n} X^{'} X$ is non-sparse, but it is approximately the sum of two components, a low-rank matr…