Cheng Wang

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All published works

Action	Title	Year	Authors
+ PDF Chat	Statistical inference on kurtosis of elliptical distributions	2024	Bowen Zhou Peirong Xu Cheng Wang
+	High dimensional discriminant analysis under weak sparsity	2024	Yao Wang Zeyu Wu Cheng Wang
+ PDF Chat	GTP-4o: Modality-prompted Heterogeneous Graph Learning for Omni-modal Biomedical Representation	2024	Chenxin Li Xinyu Liu Cheng Wang Yifan Liu Weihao Yu Jing Shao Yixuan Yuan
+	High‐dimensional differential networks with sparsity and reduced‐rank	2024	Yao Wang Cheng Wang Binyan Jiang
+ PDF Chat	HiQR: An efficient algorithm for high-dimensional quadratic regression with penalties	2023	Cheng Wang Haozhe Chen Binyan Jiang
+	On eigenvalues of a high-dimensional Kendall’s rank correlation matrix with dependence	2023	Zeng Li Cheng Wang Qinwen Wang
+	HiQR: An efficient algorithm for high-dimensional quadratic regression with penalties	2023	Cheng Wang Haozhe Chen Binyan Jiang
+	RiskQ: Risk-sensitive Multi-Agent Reinforcement Learning Value Factorization	2023	Siqi Shen Chennan Ma Chao Li Weiquan Liu Yongquan Fu Mei Song-zhu Xinwang Liu Cheng Wang
+ PDF Chat	Limiting spectral distribution of large dimensional Spearman’s rank correlation matrices	2022	Zeyu Wu Cheng Wang
+	Tuning selection for two-scale kernel density estimators	2022	Xinyang Yu Cheng Wang Zhongqing Yang Binyan Jiang
+ PDF Chat	Random matrix description of dynamically backscattered coherent waves propagating in a wide-field-illuminated random medium	2022	Peng Miao Yifan Zhang Cheng Wang Shanbao Tong
+ PDF Chat	Penalized Interaction Estimation for Ultrahigh Dimensional Quadratic Regression	2019	Cheng Wang Binyan Jiang Li Zhu
+ PDF Chat	A fast iterative algorithm for high-dimensional differential network	2019	Zhou Tang Zhangsheng Yu Cheng Wang
+ PDF Chat	An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss	2019	Cheng Wang Binyan Jiang
+	On the dimension effect of regularized linear discriminant analysis	2018	Cheng Wang Binyan Jiang
+	Estimation of variances and covariances for high‐dimensional data: a selective review	2014	Tiejun Tong Cheng Wang Yuedong Wang
+ PDF Chat	Asymptotic power of likelihood ratio tests for high dimensional data	2014	Cheng Wang
+	Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices	2014	Cheng Wang Tiejun Tong Longbing Cao Miao Bai-qi
+ PDF Chat	Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data	2013	Cheng Wang Longbing Cao Miao Bai-qi
+	Identity tests for high dimensional data using RMT	2013	Cheng Wang Jing Yang Miao Bai-qi Longbing Cao
+	On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)	2011	Cheng Wang Baisuo Jin Miao Bai-qi
+	Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA	2009	Baisuo Jin Cheng Wang Miao Bai-qi Mong‐Na Lo Huang

Common Coauthors

Coauthor	Papers Together
Binyan Jiang	7
Miao Bai-qi	5
Longbing Cao	3
Haozhe Chen	2
Tiejun Tong	2
Zeyu Wu	2
Yao Wang	2
Baisuo Jin	2
Mong‐Na Lo Huang	1
Zeng Li	1
Zhangsheng Yu	1
Weiquan Liu	1
Jing Yang	1
Zhongqing Yang	1
Yixuan Yuan	1
Shanbao Tong	1
Peng Miao	1
Mei Song-zhu	1
Zhou Tang	1
Chao Li	1
Yifan Liu	1
Yifan Zhang	1
Xinyu Liu	1
Li Zhu	1
Yuedong Wang	1
Qinwen Wang	1
Xinyang Yu	1
Xinwang Liu	1
Jing Shao	1
Peirong Xu	1
Weihao Yu	1
Bowen Zhou	1
Yongquan Fu	1
Chennan Ma	1
Siqi Shen	1
Chenxin Li	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson	7
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	6
+ PDF Chat	An Introduction to Multivariate Statistical Analysis	2004		6
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein	6
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	5
+ PDF Chat	Sparse linear discriminant analysis by thresholding for high dimensional data	2011	Jun Shao Yazhen Wang Xinwei Deng Sijian Wang	5
+	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices	1995	Jack W. Silverstein Zhidong Bai	4
+ PDF Chat	A Direct Estimation Approach to Sparse Linear Discriminant Analysis	2011	Tommaso Cai Weidong Liu	4
+ PDF Chat	A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation	2011	Tommaso Cai Weidong Liu Xi Luo	4
+	Sparse inverse covariance estimation with the graphical lasso	2007	Jerome H. Friedman Trevor Hastie R. Tibshirani	4
+	Sparse precision matrix estimation via lasso penalized D-trace loss	2014	Tong Zhang Hui Zou	4
+ PDF Chat	An overview of the estimation of large covariance and precision matrices	2016	Jianqing Fan Yuan Liao Han Liu	3
+ PDF Chat	A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant	2012	Jianqing Fan Yang Feng Xin Tong	3
+ PDF Chat	Differential network analysis via lasso penalized D-trace loss	2017	Huili Yuan Ruibin Xi Chong Chen Minghua Deng	3
+ PDF Chat	Direct estimation of differential networks	2014	Sihai Dave Zhao Tommaso Cai Huilin Li	3
+ PDF Chat	A direct approach to sparse discriminant analysis in ultra-high dimensions	2012	Qun Mai Hui Zou Ming Yuan	3
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li	3
+ PDF Chat	A convex optimization approach to high-dimensional sparse quadratic discriminant analysis	2021	Tommaso Cai Linjun Zhang	3
+ PDF Chat	Corrections to LRT on large-dimensional covariance matrix by RMT	2009	Zhidong Bai Dandan Jiang Jianfeng Yao Shurong Zheng	3
+	Covariance regularization by thresholding	2008	Peter J. Bickel Elizaveta Levina	3
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou	3
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone	3
+	Sparse Quadratic Discriminant Analysis For High Dimensional Data	2014	Quefeng Li Jun Shao	3
+ PDF Chat	Regularized estimation of large covariance matrices	2008	Peter J. Bickel Elizaveta Levina	3
+ PDF Chat	Improved mean estimation and its application to diagonal discriminant analysis	2011	Tiejun Tong Liang Chen Hongyu Zhao	2
+ PDF Chat	High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation	2010	Noureddine El Karoui	2
+	METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW	2008	Zhidong Bai	2
+	The Nonparanormal: Semiparametric Estimation of High Dimensional Undirected Graphs	2009	Han Liu John Lafferty Larry Wasserman	2
+	Estimation of variances and covariances for high‐dimensional data: a selective review	2014	Tiejun Tong Cheng Wang Yuedong Wang	2
+	Model Selection Through Sparse Maximum Likelihood Estimation for Multivariate Gaussian or Binary Data	2008	Onureena Banerjee Laurent El Ghaoui Alexandre d’Aspremont	2
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein	2
+ PDF Chat	Learning Interactions via Hierarchical Group-Lasso Regularization	2014	Michael Lim Trevor Hastie	2
+	Optimal hypothesis testing for high dimensional covariance matrices	2013	Tommaso Cai Zongming Ma	2
+	LARGE SAMPLE COVARIANCE MATRICES WITHOUT INDEPENDENCE STRUCTURES IN COLUMNS	2008	Zhidong Bai Zhou Wang	2
+	Two sample tests for high-dimensional covariance matrices	2012	Jun Li Song Xi Chen	2
+	Variable Selection With the Strong Heredity Constraint and Its Oracle Property	2010	Nam Hee Choi William Li Ji Zhu	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
+ PDF Chat	Model Selection for High-Dimensional Quadratic Regression via Regularization	2016	Ning Hao Yang Feng Hao Helen Zhang	2
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf	2
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein	2
+	A NEW MEASURE OF RANK CORRELATION	1938	M. G. Kendall	2
+	Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data	2008	Tatsuya Kubokawa Muni S. Srivastava	2
+ PDF Chat	Optimal Tests Shrinking Both Means and Variances Applicable to Microarray Data Analysis	2010	J. T. Gene Hwang Peng Liu	2
+	Variable Selection Using Adaptive Nonlinear Interaction Structures in High Dimensions	2010	Peter Radchenko Gareth James	2
+	Model selection and estimation in the Gaussian graphical model	2007	Ming Yuan Yi Lin	2
+	Fast and adaptive sparse precision matrix estimation in high dimensions	2014	Weidong Liu Xi Luo	2
+ PDF Chat	Adaptive Thresholding for Sparse Covariance Matrix Estimation	2011	Tommaso Cai Weidong Liu	2
+	A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems	2009	Amir Beck Marc Teboulle	2
+ PDF Chat	Some Tests Concerning the Covariance Matrix in High Dimensional Data	2005	Muni S. Srivastava	2
+ PDF Chat	First-Order Methods for Sparse Covariance Selection	2008	Alexandre d’Aspremont Onureena Banerjee Laurent El Ghaoui	2