Recent studies of high-dimensional covariance estimation often assume th...
Recent work [Papyan, Han, and Donoho, 2020] discovered a phenomenon call...
Consider a multiple hypothesis testing setting involving rare/weak featu...
We derive a formula for optimal hard thresholding of the singular value
...
Modern practice for training classification deepnets involves a Terminal...
Given two samples from possibly different discrete distributions over a
...
Modern data science research can involve massive computational
experimen...
We study estimation of the covariance matrix under relative condition nu...