skip to main content


The NSF Public Access Repository (NSF-PAR) system and access will be unavailable from 11:00 PM ET on Thursday, May 23 until 2:00 AM ET on Friday, May 24 due to maintenance. We apologize for the inconvenience.

Search for: All records

Creators/Authors contains: "Ma, Yucong"

Note: When clicking on a Digital Object Identifier (DOI) number, you will be taken to an external site maintained by the publisher. Some full text articles may not yet be available without a charge during the embargo (administrative interval).
What is a DOI Number?

Some links on this page may take you to non-federal websites. Their policies may differ from this site.

  1. null (Ed.)
    The spiked covariance model has gained increasing popularity in high-dimensional data analysis. A fundamental problem is determination of the number of spiked eigenvalues, K. For estimation of K, most attention has focused on the use of top eigenvalues of sample covariance matrix, and there is little investigation into proper ways of using bulk eigenvalues to estimate K. We propose a principled approach to incorporating bulk eigenvalues in the estimation of K. Our method imposes a working model on the residual covariance matrix, which is assumed to be a diagonal matrix whose entries are drawn from a gamma distribution. Under this model, the bulk eigenvalues are asymptotically close to the quantiles of a fixed parametric distribution. This motivates us to propose a two-step method: the first step uses bulk eigenvalues to estimate parameters of this distribution, and the second step leverages these parameters to assist the estimation of K. The resulting estimator Kˆ aggregates information in a large number of bulk eigenvalues. We show the consistency of Kˆ under a standard spiked covariance model. We also propose a confidence interval estimate for K. Our extensive simulation studies show that the proposed method is robust and outperforms the existing methods in a range of scenarios. We apply the proposed method to analysis of a lung cancer microarray dataset and the 1000 Genomes dataset. 
    more » « less