韩潇
特任教授
所属大学: 中国科学技术大学
所属学院: 国际金融研究院
研究领域
大维随机矩阵;高维统计推断;
近期论文
Eigen Selection in Spectral Clustering: A Theory-Guided Practice , Journal of the American Statistical Association , 2023 , 118: 109-121 Universal Rank Inference via Residual Subsampling with Application to Large Networks , Annals of Statistics , 2023 , 51(3): 1109-1133 SIMPLE: Statistical inference on membership profiles in large networks , Journal of the Royal Statistical Society Series B-Statistical Methodology , 2022 , 630-653 Asymptotic theory of eigenvectors for random matrices with diverging spikes , Journal of the American Statistical Association , 2022 , 117: 996-1009 Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices , Annals of Statistics , 2020 , 48(3): 1255-1280 The Tracy–Widom law for the largest eigenvalue of F type matrices , Annals of Statistics , 2016 , 44(4): 1564-1592 Individual-centered Partial Information in Social Networks , Journal of Machine Learning Research , 2024 , 25: 1-60 A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications , Bernoulli , 2018 , 24(4B): 3447-3468