| Publication | Date of Publication | Type |
|---|
Improved rates of bootstrap approximation for the operator norm: a coordinate-free approach
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2025-09-29 | Paper |
Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA
STATISTICA SINICA | 2023-11-17 | Paper |
A bootstrap method for spectral statistics in high-dimensional elliptical models
Electronic Journal of Statistics | 2023-08-10 | Paper |
A bootstrap method for spectral statistics in high-dimensional elliptical models
Electronic Journal of Statistics | 2023-08-10 | Paper |
High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data
Journal of the American Statistical Association | 2023-07-03 | Paper |
Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
Bernoulli | 2022-12-19 | Paper |
Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
Bernoulli | 2022-12-19 | Paper |
Central limit theorem and bootstrap approximation in high dimensions: near \(1/\sqrt{n}\) rates via implicit smoothing
The Annals of Statistics | 2022-12-08 | Paper |
A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions
Electronic Journal of Statistics | 2022-05-11 | Paper |
A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions
Electronic Journal of Statistics | 2022-05-11 | Paper |
Measuring the algorithmic convergence of randomized ensembles: the regression setting
SIAM Journal on Mathematics of Data Science | 2022-03-01 | Paper |
Central Limit Theorem and Bootstrap Approximation in High Dimensions: Near $1/\sqrt{n}$ Rates via Implicit Smoothing
(available as arXiv preprint) | 2020-09-13 | Paper |
Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data
The Annals of Statistics | 2020-08-28 | Paper |
Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data
The Annals of Statistics | 2020-08-28 | Paper |
Bootstrapping spectral statistics in high dimensions
Biometrika | 2020-01-30 | Paper |
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching
(available as arXiv preprint) | 2019-09-13 | Paper |
Estimating a sharp convergence bound for randomized ensembles
Journal of Statistical Planning and Inference | 2019-08-09 | Paper |
| A bootstrap method for error estimation in randomized matrix multiplication | 2019-05-02 | Paper |
A bootstrap method for error estimation in randomized matrix multiplication
(available as arXiv preprint) | 2019-05-02 | Paper |
Estimating the algorithmic variance of randomized ensembles via the bootstrap
The Annals of Statistics | 2019-03-06 | Paper |
Estimating the algorithmic variance of randomized ensembles via the bootstrap
The Annals of Statistics | 2019-03-06 | Paper |
Unknown Sparsity in Compressed Sensing: Denoising and Inference
IEEE Transactions on Information Theory | 2017-04-28 | Paper |
Improved Rates of Bootstrap Approximation for the Operator Norm: A Coordinate-Free Approach
(available as arXiv preprint) | N/A | Paper |
