Search Results - "Tony Cai, T."
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1
OPTIMAL RATES OF CONVERGENCE FOR NOISY SPARSE PHASE RETRIEVAL VIA THRESHOLDED WIRTINGER FLOW
Published in The Annals of statistics (01-10-2016)“…This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal x ϵ ℝp from noisy quadratic measurements yj = (a′jx)² + εj, j = 1 , …”
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2
Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models
Published in Journal of the American Statistical Association (03-04-2021)“…High-dimensional logistic regression is widely used in analyzing data with binary outcomes. In this article, global testing and large-scale multiple testing…”
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3
SPARSE PCA: OPTIMAL RATES AND ADAPTIVE ESTIMATION
Published in The Annals of statistics (01-12-2013)“…Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax…”
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4
Transfer learning for high‐dimensional linear regression: Prediction, estimation and minimax optimality
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01-02-2022)“…This paper considers estimation and prediction of a high‐dimensional linear regression in the setting of transfer learning where, in addition to observations…”
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5
Two‐sample test of high dimensional means under dependence
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01-03-2014)“…The paper considers in the high dimensional setting a canonical testing problem in multivariate analysis, namely testing the equality of two mean vectors. We…”
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Minimax and Adaptive Prediction for Functional Linear Regression
Published in Journal of the American Statistical Association (01-09-2012)“…This article considers minimax and adaptive prediction with functional predictors in the framework of functional linear model and reproducing kernel Hilbert…”
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7
The cost of privacy: Optimal rates of convergence for parameter estimation with differential privacy
Published in The Annals of statistics (01-10-2021)“…Privacy-preserving data analysis is a rising challenge in contemporary statistics, as the privacy guarantees of statistical methods are often achieved at the…”
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8
Semisupervised inference for explained variance in high dimensional linear regression and its applications
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01-04-2020)“…Summary The paper considers statistical inference for the explained variance βTΣβ under the high dimensional linear model Y=Xβ+ε in the semisupervised setting,…”
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LIMITING LAWS FOR DIVERGENT SPIKED EIGENVALUES AND LARGEST NONSPIKED EIGENVALUE OF SAMPLE COVARIANCE MATRICES
Published in The Annals of statistics (01-06-2020)“…We study the asymptotic distributions of the spiked eigenvalues and the largest nonspiked eigenvalue of the sample covariance matrix under a general covariance…”
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10
LIMITING LAWS OF COHERENCE OF RANDOM MATRICES WITH APPLICATIONS TO TESTING COVARIANCE STRUCTURE AND CONSTRUCTION OF COMPRESSED SENSING MATRICES
Published in The Annals of statistics (01-06-2011)“…Testing covariance structure is of significant interest in many areas of statistical analysis and construction of compressed sensing matrices is an important…”
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11
High dimensional linear discriminant analysis: optimality, adaptive algorithm and missing data
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01-09-2019)“…The paper develops optimality theory for linear discriminant analysis in the high dimensional setting. A data-driven and tuning-free classification rule, which…”
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12
Confidence intervals for causal effects with invalid instruments by using two-stage hard thresholding with voting
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01-09-2018)“…A major challenge in instrumental variable (IV) analysis is to find instruments that are valid, or have no direct effect on the outcome and are ignorable…”
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13
Estimation and Inference for High-Dimensional Generalized Linear Models with Knowledge Transfer
Published in Journal of the American Statistical Association (02-04-2024)“…Transfer learning provides a powerful tool for incorporating data from related studies into a target study of interest. In epidemiology and medical studies,…”
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14
Prediction in Functional Linear Regression
Published in The Annals of statistics (01-10-2006)“…There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. However, as in the case…”
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15
Optimal Permutation Recovery in Permuted Monotone Matrix Model
Published in Journal of the American Statistical Association (2021)“…Motivated by recent research on quantifying bacterial growth dynamics based on genome assemblies, we consider a permuted monotone matrix model , where the rows…”
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ESTIMATING SPARSE PRECISION MATRIX: OPTIMAL RATES OF CONVERGENCE AND ADAPTIVE ESTIMATION
Published in The Annals of statistics (01-04-2016)“…Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of…”
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17
Optimal statistical inference for individualized treatment effects in high‐dimensional models
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01-09-2021)“…The ability to predict individualized treatment effects (ITEs) based on a given patient's profile is essential for personalized medicine. We propose a…”
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18
Matrix Reordering for Noisy Disordered Matrices: Optimality and Computationally Efficient Algorithms
Published in IEEE transactions on information theory (01-01-2024)“…Motivated by applications in single-cell biology and metagenomics, we investigate the problem of matrix reordering based on a noisy disordered monotone…”
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OPTIMAL RATES OF CONVERGENCE FOR SPARSE COVARIANCE MATRIX ESTIMATION
Published in The Annals of statistics (01-10-2012)“…This paper considers estimation of sparse covariance matrices and establishes the optimal rate of convergence under a range of matrix operator norm and Bregman…”
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20
Heteroskedastic PCA: Algorithm, optimality, and applications
Published in The Annals of statistics (01-02-2022)“…A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA,…”
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