Search Results for author: Mengyue Zha

Found 4 papers, 1 papers with code

Near-Optimal differentially private low-rank trace regression with guaranteed private initialization

no code implementations24 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 $n \geq \wt O(r (d_1 + d_2))$.

regression Riemannian optimization

Optimal Differentially Private PCA and Estimation for Spiked Covariance Matrices

no code implementations8 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.

valid

Time Series Generation with Masked Autoencoder

1 code implementation14 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.

Data Augmentation Imputation +6

IDEA: Interpretable Dynamic Ensemble Architecture for Time Series Prediction

no code implementations14 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.

Time Series Time Series Prediction

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