92 citations · 218 across the 14 of their papers we have counts for
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math.ST2020★ 4 cited
On Projection Robust Optimal Transport: Sample Complexity and Model Misspecification
Tianyi Lin, Zeyu Zheng, Elynn Y. Chen +2
Optimal transport (OT) distances are increasingly used as loss functions for statistical inference, notably in the learning of generative models or supervised learning. Yet, the be…
math.ST2020★ 81 cited
Statistical Inference for High-Dimensional Matrix-Variate Factor Model
Elynn Y. Chen, Jianqing Fan
This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \time…