Harrison H. Zhou

Identifiers

• name variant Harrison H. Zhou 0.60 · backfill

Papers (33)

1. Theoretical and Computational Guarantees of Mean Field Variational Inference for Community Detection math.ST · 2017 · author #2
2. Structured Matrix Estimation and Completion math.ST · 2017 · author #5
3. Statistical and Computational Guarantees of Lloyd's Algorithm and its Variants math.ST · 2016 · author #2
4. Community Detection in Degree-Corrected Block Models math.ST · 2016 · author #4
5. Optimal large-scale quantum state tomography with Pauli measurements math.ST · 2016 · author #5
6. Estimating sparse precision matrices astro-ph.IM · 2015 · author #3
7. Optimal Estimation and Completion of Matrices with Biclustering Structures math.ST · 2015 · author #4
8. Minimax Rates of Community Detection in Stochastic Block Models math.ST · 2015 · author #2
9. A General Framework for Bayes Structured Linear Models math.ST · 2015 · author #3
10. Achieving Optimal Misclassification Proportion in Stochastic Block Model math.ST · 2015 · author #4
11. Bernstein-von Mises Theorems for Functionals of Covariance Matrix math.ST · 2014 · author #2
12. Rate-optimal graphon estimation math.ST · 2014 · author #3
13. Sparse CCA: Adaptive Estimation and Computational Barriers stat.ME · 2014 · author #3
14. Minimax estimation in sparse canonical correlation analysis math.ST · 2014 · author #4
15. Rate exact Bayesian adaptation with modified block priors math.ST · 2013 · author #2
16. Rate-optimal posterior contraction for sparse PCA math.ST · 2013 · author #2
17. Sparse CCA via Precision Adjusted Iterative Thresholding math.ST · 2013 · author #4
18. Asymptotic normality and optimalities in estimation of large Gaussian graphical models math.ST · 2013 · author #4
19. Optimal sparse volatility matrix estimation for high-dimensional It\^{o} processes with measurement errors math.ST · 2013 · author #3
20. Law of Log Determinant of Sample Covariance Matrix and Optimal Estimation of Differential Entropy for High-Dimensional Gaussian Distributions math.ST · 2013 · author #3
21. Optimal rates of convergence for sparse covariance matrix estimation math.ST · 2013 · author #2
22. Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation math.ST · 2012 · author #3
23. Discussion: Latent variable graphical model selection via convex optimization math.ST · 2012 · author #2
24. Estimation in Functional Regression for General Exponential Families math.ST · 2011 · author #3
25. Optimal rates of convergence for covariance matrix estimation math.ST · 2010 · author #3
26. Nonparametric regression in exponential families math.ST · 2010 · author #3
27. Estimation in functional regression for general exponential families math.ST · 2010 · author #3
28. Asymptotic equivalence and adaptive estimation for robust nonparametric regression math.ST · 2009 · author #2
29. A data-driven block thresholding approach to wavelet estimation math.ST · 2009 · author #2
30. Asymptotic equivalence of spectral density estimation and gaussian white noise math.ST · 2009 · author #3
31. Robust nonparametric estimation via wavelet median regression math.ST · 2008 · author #3
32. A complement to Le Cam's theorem math.ST · 2007 · author #2
33. Minimax estimation with thresholding and its application to wavelet analysis math.ST · 2005 · author #1

Mentions

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Frequent Coauthors

• Chao Gao 11 shared papers
• T. Tony Cai 8 shared papers
• Zongming Ma 5 shared papers
• Anderson Y. Zhang 4 shared papers
• Yu Lu 4 shared papers
• Zhao Ren 4 shared papers
• Cun-Hui Zhang 2 shared papers
• David Pollard 2 shared papers
• Lawrence D. Brown 2 shared papers
• Winston Wei Dou 2 shared papers
• Yazhen Wang 2 shared papers
• Aad W. van der Vaart 1 shared papers
• Alexandre B. Tsybakov (ENSAE ParisTech 1 shared papers
• CREST) 1 shared papers
• Donggyu Kim 1 shared papers
• Georgi K. Golubev 1 shared papers
• J. T. Gene Hwang 1 shared papers
• Mark G. Low 1 shared papers
• Martin White 1 shared papers
• Mengjie Chen 1 shared papers