Fan Yang

activity

20172020

most citedPure point spectrum for the Maryland model: a constructive proof

16 citations · 19 across the 4 of their papers we have counts for

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2 papers · 1 filter

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…

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…