no code implementations • 24 Mar 2024 • Mengyue Zha
We also propose a differentially private algorithm for estimating $M$ based on Riemannian optimization (DP-RGrad), which achieves a near-optimal convergence rate with the DP-initialization and sample size of $n \geq \wt O(r (d_1 + d_2))$.
no code implementations • 8 Jan 2024 • T. Tony Cai, Dong Xia, Mengyue Zha
Estimating a covariance matrix and its associated principal components is a fundamental problem in contemporary statistics.
1 code implementation • 14 Jan 2022 • Mengyue Zha, SiuTim Wong, Mengqi Liu, Tong Zhang, Kani Chen
This paper shows that masked autoencoder with extrapolator (ExtraMAE) is a scalable self-supervised model for time series generation.
no code implementations • 14 Jan 2022 • Mengyue Zha, Kani Chen, Tong Zhang
We enhance the accuracy and generalization of univariate time series point prediction by an explainable ensemble on the fly.