Browsing by Author "Wang, Tengyao"

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  • Spectral methods and computational trade-offs in high-dimensional statistical inference 

    Wang, Tengyao (Department of Pure Mathematics and Mathematical Statistics, University of CambridgeUniversity of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsFaculty of MathematicsSt John's College, 2016-10-04)
    Spectral methods have become increasingly popular in designing fast algorithms for modern highdimensional datasets. This thesis looks at several problems in which spectral methods play a central role. In some cases, we ...

  • Statistical and computational trade-offs in estimation of sparse principal components 

    Wang, Tengyao; Berthet, Quentin; Samworth, Richard John (Institute of Mathematical StatisticsAnnals of Statistics, 2016)
    In recent years, Sparse Principal Component Analysis has emerged as an extremely popular dimension reduction technique for highdimensional data. The theoretical challenge, in the simplest case, is to estimate the leading ...