Search Results for author: Yinan Shen

Found 2 papers, 0 papers with code

Computationally Efficient and Statistically Optimal Robust High-Dimensional Linear Regression

no code implementations10 May 2023 Yinan Shen, Jingyang Li, Jian-Feng Cai, Dong Xia

The algorithm is not only computationally efficient with linear convergence but also statistically optimal, be the noise Gaussian or heavy-tailed with a finite 1 + epsilon moment.

regression Vocal Bursts Intensity Prediction

Computationally Efficient and Statistically Optimal Robust Low-rank Matrix and Tensor Estimation

no code implementations2 Mar 2022 Yinan Shen, Jingyang Li, Jian-Feng Cai, Dong Xia

Lastly, RsGrad is applicable for low-rank tensor estimation under heavy-tailed noise where a statistically optimal rate is attainable with the same phenomenon of dual-phase convergence, and a novel shrinkage-based second-order moment method is guaranteed to deliver a warm initialization.

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