Search Results for author: Peng Tian

Found 2 papers, 0 papers with code

On the Sample Complexity of Rank Regression from Pairwise Comparisons

no code implementations4 May 2021 Berkan Kadioglu, Peng Tian, Jennifer Dy, Deniz Erdogmus, Stratis Ioannidis

We consider a rank regression setting, in which a dataset of $N$ samples with features in $\mathbb{R}^d$ is ranked by an oracle via $M$ pairwise comparisons.

regression

Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening

no code implementations3 Jun 2020 Peng Tian, Jianfeng Yao

We consider a data matrix $X:=C_N^{1/2}ZR_M^{1/2}$ from a multivariate stationary process with a separable covariance function, where $C_N$ is a $N\times N$ positive semi-definite matrix, $Z$ a $N\times M$ random matrix of uncorrelated standardized white noise, and $R_M$ a $M\times M$ Toeplitz matrix.

Probability Methodology Primary 62M15, Secondary 62H10, 15B52

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