学习大数据非常好的一本书,作者: Jianfeng Yao has rich research experience on random matrix theory and its applications to high-dimensional statistics. In recent years, he has published many authoritative papers in these areas and organised several international workshops on related
topics.
S
HURONG Z
HENG is author of several influential results in random matrix theory
including a widely used central limit theorem for eigenvalue statistics of a random
Fisher matrix. She has also developed important applications of the inference theory
presented in the book to real-life high-dimensional statistics.
Z
HIDONG B
AI is a world-leading expert in randommatrix theory and high-dimensional
statistics. He has published more than 200 research papers and several specialized
monographs, including Spectral Analysis of Large Dimensional Random Matrices
(with J. W. Silverstein), for which he won the Natural Science Award of China
(Second Class in 2012)