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10/20/2022
CLT for random quadratic forms based on sample means and sample covariance matrices
In this paper, we use the dimensional reduction technique to study the c...
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04/25/2022
A new model for preferential attachment scheme with time-varying parameters
We propose an extension of the preferential attachment scheme by allowin...
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05/03/2021
Spectral Machine Learning for Pancreatic Mass Imaging Classification
We present a novel spectral machine learning (SML) method in screening f...
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01/06/2021
Factor Modelling for Clustering High-dimensional Time Series
We propose a new unsupervised learning method for clustering a large num...
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09/25/2020
Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices
Let =+ be an M× N matrix, where is a rectangular diagonal matrix and c...
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09/23/2020
Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices
We consider general high-dimensional spiked sample covariance models and...
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04/15/2019
Estimation of Cross-Sectional Dependence in Large Panels
Accurate estimation for extent of crosssectional dependence in large pan...
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11/01/2017