Jianfeng Yao | DeepAI

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Featured Co-authors

Yuan Cao
82 publications
Fang Han
32 publications
Wang Zhou
21 publications
Qiwei Yao
14 publications
Zeng Li
12 publications
Johannes Heiny
11 publications
Weiming Li
10 publications
Zhonghua Liu
8 publications
Qinwen Wang
6 publications
Benoît Collins
3 publications
Xuran Meng
3 publications

∙ 08/21/2022

Multiple Descent in the Multiple Random Feature Model

Recent works have demonstrated a double descent phenomenon in over-param...

5 Xuran Meng, et al. ∙

∙ 12/11/2021

On spectral distribution of sample covariance matrices from large dimensional and large k-fold tensor products

We study the eigenvalue distributions for sums of independent rank-one k...

0 Benoît Collins, et al. ∙

∙ 11/26/2021

Implicit Data-Driven Regularization in Deep Neural Networks under SGD

Much research effort has been devoted to explaining the success of deep ...

0 Xuran Meng, et al. ∙

∙ 09/14/2021

Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n →∞ and applications

The asymptotic normality for a large family of eigenvalue statistics of ...

0 Jiaxin Qiu, et al. ∙

∙ 08/04/2021

Linear regression under model uncertainty

We reexamine the classical linear regression model when the model is sub...

0 Shuzhen Yang, et al. ∙

∙ 05/17/2021

Eigenvalue distribution of a high-dimensional distance covariance matrix with application

We introduce a new random matrix model called distance covariance matrix...

0 Weiming Li, et al. ∙

∙ 04/05/2021

ERStruct: An Eigenvalue Ratio Approach to Inferring Population Structure from Sequencing Data

Inference of population structure from genetic data plays an important r...

0 Yuyang Xu, et al. ∙

∙ 03/10/2021

Extension of the Lagrange multiplier test for error cross-section independence to large panels with non normal errors

This paper reexamines the seminal Lagrange multiplier test for cross-sec...

0 Zhaoyuan Li, et al. ∙

∙ 06/03/2020

Whitening long range dependence in large sample covariance matrices of multivariate stationary processes

Let 𝐗 be an N× T data matrix which can be represented as 𝐗=𝐂_N^1/2𝐙𝐑_T^1...

0 Peng Tian, et al. ∙

∙ 03/08/2020

Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations

Consider a p-dimensional population x∈R^p with iid coordinates in the do...

0 Johannes Heiny, et al. ∙

∙ 06/23/2019

Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model

This paper studies the joint limiting behavior of extreme eigenvalues an...

0 Zeng Li, et al. ∙

∙ 01/28/2019

On eigenvalues of a high-dimensional spatial-sign covariance matrix

Sample spatial-sign covariance matrix is a much-valued alternative to sa...

0 Weiming Li, et al. ∙

∙ 01/08/2019

On Laplacian spectrum of dendrite trees

For dendrite graphs from biological experiments on mouse's retinal gangl...

0 Yuyang Xu, et al. ∙

∙ 08/10/2018

On testing for high-dimensional white noise

Testing for white noise is a classical yet important problem in statisti...

0 Zeng Li, et al. ∙

∙ 01/20/2018

Joint CLT for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application

Let X_n=(x_ij) be a k × n data matrix with complex-valued, independent a...

0 Weiming Li, et al. ∙