Haipeng Shen

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All published works

Action	Title	Year	Authors
+	Nonparametric Independent Component Analysis for the Sources with Mixed Spectra	2022	Seonjoo Lee Haipeng Shen Young K. Truong
+ PDF Chat	Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data	2021	Xin Chen Dan Yang Yan Xu Xia Yin Dong Wang Haipeng Shen
+	Network regression and supervised centrality estimation	2021	Junhui Cai Dan Yang Wu Zhu Haipeng Shen Linda Zhao
+	Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data	2020	Xin Chen Dan Yang Yan Xu Xia Yin Dong Wang Haipeng Shen
+ PDF Chat	Efficient dimension reduction for high-dimensional matrix-valued data	2016	Dong Wang Haipeng Shen Young K. Truong
+	Consistency of sparse PCA in High Dimension, Low Sample Size contexts	2012	Dan Shen Haipeng Shen J. S. Marron
+	A two-way regularization method for MEG source reconstruction	2012	Tian Siva Tian Jianhua Z. Huang Haipeng Shen Zhimin Li
+ PDF Chat	Comment	2012	Jiaping Wang Haipeng Shen Hongtu Zhu
+	Biclustering via Sparse Singular Value Decomposition	2010	Mihee Lee Haipeng Shen Jianhua Z. Huang J. S. Marron

Common Coauthors

Coauthor	Papers Together
Dan Yang	3
Xia Yin	2
Yan Xu	2
Young K. Truong	2
J. S. Marron	2
Dong Wang	2
Hongtu Zhu	1
Xin Chen	1
Xin Chen	1
Jianhua Z. Huang	1
Dan Shen	1
Linda Zhao	1
Jianhua Z. Huang	1
Jiaping Wang	1
Dong Wang	1
Wu Zhu	1
Tian Siva Tian	1
Seonjoo Lee	1
Junhui Cai	1
Mihee Lee	1
Zhimin Li	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Regularized estimation of large covariance matrices	2008	Peter J. Bickel Elizaveta Levina	3
+	High-dimensional graphs and variable selection with the Lasso	2006	Nicolai Meinshausen Peter Bühlmann	3
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	3
+	Two sample tests for high-dimensional covariance matrices	2012	Jun Li Song Xi Chen	2
+	On General Adaptive Sparse Principal Component Analysis	2009	Chenlei Leng Hansheng Wang	2
+ PDF Chat	Constrained Factor Models for High-Dimensional Matrix-Variate Time Series	2019	Elynn Chen Ruey S. Tsay Rong Chen	2
+ PDF Chat	Test for high-dimensional correlation matrices	2019	Shurong Zheng Guanghui Cheng Jianhua Guo Hongtu Zhu	2
+	Tests for separability in nonparametric covariance operators of random surfaces	2017	John A. D. Aston Davide Pigoli Shahin Tavakoli	2
+ PDF Chat	Graph Estimation for Matrix-variate Gaussian Data	2017	Xi Chen Weidong Liu	2
+ PDF Chat	Factor models for matrix-valued high-dimensional time series	2018	Dong Wang Xialu Liu Rong Chen	2
+	Principal Component Analysis	2005	Ian T. Jolliffe	2
+ PDF Chat	Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices	2011	Tommaso Cai Tiefeng Jiang	2
+	Gemini: Graph estimation with matrix variate normal instances	2014	Shuheng Zhou	2
+ PDF Chat	High-dimensional covariance estimation by minimizing ℓ1-penalized log-determinant divergence	2011	Pradeep Ravikumar Martin J. Wainwright Garvesh Raskutti Bin Yu	2
+	Gaussian graphical model estimation with false discovery rate control	2013	Weidong Liu	2
+ PDF Chat	A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation	2011	Tommaso Cai Weidong Liu Xi Luo	2
+ PDF Chat	The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes	2013	Patrick Danaher Pei Wang Daniela Witten	2
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	2
+	Estimation of a multiplicative covariance structure in the large dimensional case	2016	Christian Hafner Oliver Linton Haihan Tang	2
+ PDF Chat	Multiple Matrix Gaussian Graphs Estimation	2018	Yunzhang Zhu Lexin Li	2
+ PDF Chat	Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis	2016	Xia Yin Lexin Li	2
+	OUP accepted manuscript	2017	Panayiotis Constantinou Piotr Kokoszka Matthew Reimherr	2
+ PDF Chat	Autoregressive models for matrix-valued time series	2020	Rong Chen Xiao Han Dan Yang	2
+	Optimal rates of convergence for sparse covariance matrix estimation	2012	Tommaso Cai Harrison H. Zhou	2
+	Sparse inverse covariance estimation with the graphical lasso	2007	Jerome H. Friedman Trevor Hastie R. Tibshirani	2
+	Covariance regularization by thresholding	2008	Peter J. Bickel Elizaveta Levina	2
+	Optimal Rates of Convergence for Latent Generalized Correlation Matrix Estimation in Transelliptical Distribution	2013	Fang Han Han Liu	2
+	Sparse Matrix Graphical Models	2012	Chenlei Leng Cheng Yong Tang	2
+ PDF Chat	Comparing Large Covariance Matrices under Weak Conditions on the Dependence Structure and its Application to Gene Clustering	2016	Jinyuan Chang Wen Zhou Wen-Xin Zhou Lan Wang	2
+	Generalized Thresholding of Large Covariance Matrices	2009	Adam Rothman Elizaveta Levina Ji Zhu	2
+	KoPA: Automated Kronecker Product Approximation	2019	Chencheng Cai Rong Chen Xiao Han	2
+	Inference for high-dimensional differential correlation matrices	2015	Tommaso Cai Anru R. Zhang	2
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf	2
+ PDF Chat	A new approach to Cholesky-based covariance regularization in high dimensions	2010	Adam J. Rothman Elizaveta Levina Ji Zhu	2
+	Biclustering via Sparse Singular Value Decomposition	2010	Mihee Lee Haipeng Shen Jianhua Z. Huang J. S. Marron	2
+	Optimal hypothesis testing for high dimensional covariance matrices	2013	Tommaso Cai Zongming Ma	2
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li	2
+ PDF Chat	On the “degrees of freedom” of the lasso	2007	Hui Zou Trevor Hastie Robert Tibshirani	2
+ PDF Chat	Joint Estimation of Multiple Graphical Models from High Dimensional Time Series	2015	Huitong Qiu Fang Han Han Liu Brian Caffo	2
+ PDF Chat	A Penalized Likelihood Method for Classification With Matrix-Valued Predictors	2018	Aaron J. Molstad Adam Rothman	2
+	Model selection and estimation in the Gaussian graphical model	2007	Ming Yuan Yi Lin	2
+	Model selection and estimation in the matrix normal graphical model	2012	Jianxin Yin Hongzhe Li	2
+ PDF Chat	Adaptive Thresholding for Sparse Covariance Matrix Estimation	2011	Tommaso Cai Weidong Liu	2
+ PDF Chat	Large-Scale Multiple Testing of Correlations	2015	Tommaso Cai Weidong Liu	2
+ PDF Chat	Convergence and prediction of principal component scores in high-dimensional settings	2010	Seunggeun Lee Fei Zou Fred A. Wright	1
+	Spatiotemporal Bayesian inference dipole analysis for MEG neuroimaging data	2005	Sung Chan Jun John George E. Juliana Paré‐Blagoev Sergey M. Plis Doug Ranken David Schmidt C. C. Wood	1
+ PDF Chat	Absolute continuity of eigenvectors of time-varying operators	1974	Andrew Acker	1
+	Basic mathematical and electromagnetic concepts of the biomagnetic inverse problem	1987	Jukka Sarvas	1
+ PDF Chat	Hanson-Wright inequality and sub-gaussian concentration	2013	Mark Rudelson Roman Vershynin	1
+	Tensor Decompositions and Applications	2009	Tamara G. Kolda Brett W. Bader	1