Ziping Zhao

Preprints

• High-Dimensional Huber Regression over Networks
  Wenfu Xia, Quan Wei, Ziping Zhao. Short version at SAM 2024.

• Discerning and Enhancing the Weighted Sum-Rate Maximization Algorithms [Arxiv]
  Zepeng Zhang, Ziping Zhao, Kaiming Shen, Daniel P. Palomar, Wei Yu. Short version at ICASSP 2023.

• Novel Penalty Methods for Maximum Likelihood Estimation of Gaussian and Student's GARCH
  Chenyu Gao, Ziping Zhao, Daniel P. Palomar. Short version at SSP 2023.
  

• Towards Understanding Graph Neural Networks: An Algorithm Unrolling Perspective [Arxiv]
  Zepeng Zhang, Ziping Zhao. Short version at DLG 2022.
  

• Rate Maximizations for RIS-Aided Wireless Networks: A Unified Framework via Block Minorization-Maximization [Arxiv]
  Zepeng Zhang, Ziping Zhao. Short version at SPAWC 2021.
  

• ML Estimation of the Generalized Gaussian Distribution with Applications to GARCH Models
  Chenyu Gao, Ziping Zhao. Short version at SSP 2021.
  

Published

• Compressive Covariance Sketching: Efficient Rank-1 Sampling and Optimal Recovery
  Wenbin Wang, Ziping Zhao
  The 15th International Conference on Sampling Theory and Applications, Vienna, Austria, July 28-August 1, 2025.
  

• Achieving Oracle Rate for Large Covariance Matrix Estimation From Quadratic Measurements
  Wenbin Wang, Ziping Zhao
  The IEEE International Symposium on Information Theory, Ann Arbor, USA, June 22-27, 2025.
  

• Covariance Selection over Networks (Sparse Inverse Covariance Matrix Estimation over Networks)
  Wenfu Xia, Fengpei Li, Ying Sun, Ziping Zhao
  The 28th International Conference on Artificial Intelligence and Statistics, Mai Khao, Thailand, May 3-5, 2025.
  

• Large Covariance Matrix Estimation With Nonnegative Correlations
  Yixin Yan, Qiao Bill Yang, Ziping Zhao
  The 28th International Conference on Artificial Intelligence and Statistics, Mai Khao, Thailand, May 3-5, 2025.
  

• Beyond Jensen's Inequality: Speeding Up ML Estimation of Generalized Hyperbolic Distributions
  Chenyu Gao, Ziping Zhao
  The 50th IEEE International Conference on Acoustics, Speech, and Signal Processing, Hyderabad, India, April 6-11, 2025.
  

• Sparse PCA with Oracle Rate in High Dimensions
  Wenfu Zhong, Ziping Zhao
  The 50th IEEE International Conference on Acoustics, Speech, and Signal Processing, Hyderabad, India, April 6-11, 2025.
  

• Large Covariance Matrix Estimation for Groups of Highly Correlated Variables via Nonconvex Optimization
  Shanshan Zou, Ziping Zhao
  The 50th IEEE International Conference on Acoustics, Speech, and Signal Processing, Hyderabad, India, April 6-11, 2025.
  

• A Joint Graph Signal and Laplacian Denoising Network Inspired by Majorization-Minimization
  Zepeng Zhang, Ziping Zhao
  The 16th Asia-Pacific Signal and Information Processing Conference, Macau, China, Dec. 3-6, 2024.
  

• Sparse Blind Deconvolution and Demixing via Block Majorization-Minimization
  Mengting Chen, Ziping Zhao
  The 16th Asia-Pacific Signal and Information Processing Conference, Macau, China, Dec. 3-6, 2024.
  

• Graph Neural Networks With Adaptive Structures
  Zepeng Zhang, Songtao Lu, Zengfeng Huang, Ziping Zhao
  IEEE Journal of Selected Topics in Signal Processing: Special Series on AI in Signal & Data Science, 2024. Short version at GSP 2024.
  

• Geometric Analysis of Non-convex Optimization Landscapes for Robust M-Estimation of Location
  Hongyuan Yang, Ziping Zhao, Ying Sun
  The IEEE Information Theory Workshop, Shenzhen, China, Nov. 24-28, 2024.
  

• Improved Stability Bounds for Graph Convolutional Neural Networks under Graph Perturbations
  Jun Zhang, Ziping Zhao
  The IEEE Information Theory Workshop, Shenzhen, China, Nov. 24-28, 2024.
  

• Accelerating Quadratic Transform and WMMSE
  Kaiming Shen, Ziping Zhao, Yannan Chen, Zepeng Zhang, Hei Victor Cheng
  IEEE Journal on Selected Areas in Communications: Special Issue on Advanced Optimization Theory and Algorithms for Next Generation Wireless Communication Networks, 2024. Short version at ISIT 2024.
  

• Two-way Sparse Reduced-Rank Regression via Scaled Gradient Descent with Hard Thresholding
  Cheng Cheng, Ziping Zhao
  The 13th IEEE Sensor Array and Multichannel Signal Processing Workshop, Corvallis, OR, USA, July 8-11, 2024.
  

• Distributed Sparse Covariance Matrix Estimation
  Wenfu Xia, Ziping Zhao, Ying Sun
  The 13th IEEE Sensor Array and Multichannel Signal Processing Workshop, Corvallis, OR, USA, July 8-11, 2024.
  

• High-Dimensional Constrained Huber Regression [Best Student Paper Award Finalist]
  Quan Wei, Ziping Zhao
  The 13th IEEE Sensor Array and Multichannel Signal Processing Workshop, Corvallis, OR, USA, July 8-11, 2024.
  

• Guaranteed Robust Large Precision Matrix Estimation Under -distribution
  Fengpei Li, Ziping Zhao
  The IEEE International Symposium on Information Theory, Athens, Greece, July 7-12, 2024.
  

• Efficient Nonconvex Optimization for Two-way Sparse Reduced-Rank Regression
  Cheng Cheng, Ziping Zhao
  The IEEE International Symposium on Information Theory, Athens, Greece, July 7-12, 2024.
  

• Accelerating Quadratic Transform and WMMSE
  Kaiming Shen, Ziping Zhao, Yannan Chen, Zepeng Zhang, Hei Victor Cheng
  The IEEE International Symposium on Information Theory, Athens, Greece, July 7-12, 2024.
  

• On Stability of GCNN Under Graph Perturbations
  Jun Zhang, Ziping Zhao
  The Graph Signal Processing Workshop, Delft, Netherlands, June 24-26, 2024.
  

• Graph Neural Networks With Adaptive Structures
  Zepeng Zhang, Songtao Lu, Zengfeng Huang, Ziping Zhao
  The Graph Signal Processing Workshop, Delft, Netherlands, June 24-26, 2024.
  

• Large Covariance Matrix Estimation Based on Factor Models via Nonconvex Optimization
  Shanshan Zou, Ziping Zhao
  The 49th IEEE International Conference on Acoustics, Speech, and Signal Processing, Seoul, Korea, April 14-19, 2024.
  

• Accelerating Gradient Descent for Over-parameterized Asymmetric Low-rank Matrix Sensing via Preconditioning
  Cheng Cheng, Ziping Zhao
  The 49th IEEE International Conference on Acoustics, Speech, and Signal Processing, Seoul, Korea, April 14-19, 2024.
  

• Joint Blind Deconvolution and Demixing of Sparse Signals via Factorization and Nonconvex Optimization
  Mengting Chen, Ziping Zhao
  The 49th IEEE International Conference on Acoustics, Speech, and Signal Processing, Seoul, Korea, April 14-19, 2024.
  

• Large Covariance Matrix Estimation With Oracle Statistical Rate via Majorization-Minimization [errata]
  Quan Wei, Ziping Zhao
  IEEE Transactions on Signal Processing, vol. 71, pp. 3328-3342, September 2023. Short version at ICASSP 2023.
  

• Efficient Sparse Reduced-Rank Regression With Covariance Estimation
  Fengpei Li, Ziping Zhao
  The 22nd IEEE Statistical Signal Processing Workshop, Hanoi, Vietnam, July 2-5, 2023.
  

• C-ISTA: Iterative Shrinkage-Thresholding Algorithm for Sparse Covariance Matrix Estimation
  Wenfu Xia, Ziping Zhao, Ying Sun
  The 22nd IEEE Statistical Signal Processing Workshop, Hanoi, Vietnam, July 2-5, 2023.
  

• A Novel Algorithm for GARCH Model Estimation
  Chenyu Gao, Ziping Zhao, Daniel P. Palomar
  The 22nd IEEE Statistical Signal Processing Workshop, Hanoi, Vietnam, July 2-5, 2023.
  

• Large Covariance Matrix Estimation With Oracle Statistical Rate [Best Student Paper Award]
  Quan Wei, Ziping Zhao
  The 48th IEEE International Conference on Acoustics, Speech, and Signal Processing, Rhodes Island, Greece, June 4-10, 2023.
  

• Enhancing the Efficiency of WMMSE and FP for Beamforming by Minorization-Maximization
  Zepeng Zhang, Ziping Zhao, Kaiming Shen
  The 48th IEEE International Conference on Acoustics, Speech, and Signal Processing, Rhodes Island, Greece, June 4-10, 2023.
  

• Designing Graph Neural Networks via Algorithm Unrolling
  Zepeng Zhang, Ziping Zhao
  The 8th International Workshop on Deep Learning on Graphs: Methods and Applications, Washington DC Convention Center, USA, August 14-18, 2022.
  

• Sparse Reduced-Rank Regression With Adaptive Selection of Groups of Predictors
  Quan Wei, Yujia Zhang, Ziping Zhao
  The 55th Annual Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, USA, Oct. 31st - Nov. 3rd, 2021.
  

• Multi-Period Portfolio Optimization for Index Tracking in Finance
  Xiuyuan Huang, Zepeng Zhang, Ziping Zhao
  The 55th Annual Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, USA, Oct. 31st - Nov. 3rd, 2021.
  

• Waveform Design for Mutual Information Maximization via Minorization-Maximization
  Huanyu Zhang, Linlong Wu, Ziping Zhao
  The 55th Annual Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, USA, Oct. 31st - Nov. 3rd, 2021.
  

• Weighted Sum-Rate Maximization for Multi-Hop RIS-Aided Multi-User Communications: A Minorization-Maximization Approach [Best Student Paper Award Finalist]
  Zepeng Zhang, Ziping Zhao
  The 22nd IEEE International Workshop on Signal Processing Advances in Wireless Communications, Lucca, Italy, Sep. 27‐30, 2021.
  

• Joint Design of Transmit Waveforms and Reveive Filters for MIMO Radar via Manifold Optimization
  Huanyu Zhang, Ziping Zhao
  The 29th European Signal Processing Conference, Dublin, Ireland, Aug. 23-27, 2021.
  

• Vast Portfolio Selection With Submodular Norm Regularization
  Zepeng Zhang, Ziping Zhao
  The 29th European Signal Processing Conference, Dublin, Ireland, Aug. 23-27, 2021.
  

• Scalable Financial Index Tracking With Graph Neural Networks
  Zepeng Zhang, Ziping Zhao
  The 21st IEEE Statistical Signal Processing Workshop, Rio de Janeiro, Brazil, July 11-14, 2021.
  

• Globally Convergent Algorithms For Learning Multivariate Generalized Gaussian Distributions
  Bin Wang, Huanyu Zhang, Ziping Zhao, Ying Sun
  The 21st IEEE Statistical Signal Processing Workshop, Rio de Janeiro, Brazil, July 11-14, 2021.
  

• A Deep Learning-Aided Approach to Portfolio Design for Financial Index Tracking
  Zepeng Zhang, Ziping Zhao
  The 54th Annual Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, USA, Nov. 1-4, 2020.
  

• Online Robust Reduced-Rank Regression [Best Student Paper Award Finalist]
  Yangzhuoran Fin Yang, Ziping Zhao
  The 11th IEEE Sensor Array and Multichannel Signal Processing Workshop, Hangzhou, China, June 8-11, 2020.
  

• Joint Transmit Waveforms and Receive Filters Design for Large-Scale MIMO Beampattern Synthesis
  Ziping Zhao
  The 11th IEEE Sensor Array and Multichannel Signal Processing Workshop, Hangzhou, China, June 8-11, 2020.
  

• FUSIONNDVI: A Novel Fusion Method for NDVI in Remote Sensing
  Mengliang Zhang, Ziping Zhao, Yuerong Chen, Zhongyuan Wang, Xin Tian
  The 45th IEEE International Conference on Acoustics, Speech, and Signal Processing, Barcelona, Spain, May 4-8, 2020.
  

• Large-Scale Regularized Portfolio Selection via Convex Optimization [Invited Paper]
  Ziping Zhao, Daniel P. Palomar
  The 7th IEEE Global Conference on Signal and Information Processing, Ottawa, ON, Canada, Nov. 11-14, 2019.
  

• Perturbed Projected Gradient Descent Converges To Approximate Second-Order Points For Bound Constrained Nonconvex Problems
  Ziping Zhao*, Songtao Lu*, Kejun Huang, Mingyi Hong (* = eq. contr.)
  The 44th IEEE International Conference on Acoustics, Speech, and Signal Processing, Brighton, UK, May 12-17, 2019.
  

• Unified Framework For Minimax MIMO Transmit Beampattern Matching Under Waveform Constraints
  Ziping Zhao*, Rui Zhou*, Daniel P. Palomar (* = eq. contr.)
  The 44th IEEE International Conference on Acoustics, Speech, and Signal Processing, Brighton, UK, May 12-17, 2019.
  

• Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance
  Ziping Zhao, Rui Zhou, Daniel P. Palomar
  IEEE Transactions on Signal Processing, vol. 67, no. 7, pp. 1681-1695, April 2019. Short version at SSP 2018.
  

• Distributed Optimization for Generalized Phase Retrieval over Networks
  Ziping Zhao, Songtao Lu, Mingyi Hong, Daniel P. Palomar
  The 52nd Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, USA, Oct. 28-31, 2018.
  

• Limited Feedback Double Directional Massive MIMO Channel Estimation: From Low-Rank Modeling to Deep Learning [Invited Paper]
  Haoran Sun, Ziping Zhao, Xiao Fu, Mingyi Hong
  The 19th IEEE International Workshop on Signal Processing Advances in Wireless Communications, Kalamata, Greece, June 25-28, 2018.
  

• Optimal Portfolio Design for Statistical Arbitrage in Finance
  Ziping Zhao, Rui Zhou, Zhongju Wang, Daniel P. Palomar
  The 20th IEEE Statistical Signal Processing Workshop, Freiburg, Germany, June 10-13, 2018.
  

• Sparse Reduced Rank Regression with Nonconvex Regularization
  Ziping Zhao, Daniel P. Palomar
  The 20th IEEE Statistical Signal Processing Workshop, Freiburg, Germany, June 10-13, 2018.
  

• Mean-Reverting Portfolio with Budget Constraint
  Ziping Zhao, Daniel P. Palomar
  IEEE Transactions on Signal Processing, vol. 66, no. 9, pp. 2342-2357, May 2018. Short version at Asilomar 2016.
  

• MIMO Transmit Beampattern Matching under Waveform Constraints
  Ziping Zhao, Daniel P. Palomar
  The 43rd IEEE International Conference on Acoustics, Speech, and Signal Processing, Calgary, AB, Canada, April 15-20, 2018.
  

• Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model
  Ziping Zhao, Daniel P. Palomar
  The 5th IEEE Global Conference on Signal and Information Processing, Montreal, QC, Canada, Nov. 14-16, 2017.
  

• Mean-Reverting Portfolio Design via Majorization-Minimization Method
  Ziping Zhao, Daniel P. Palomar
  The 50th Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, USA, Nov. 6-9, 2016.
  

Ph.D. Thesis

• Ziping Zhao, “Signal Processing and Machine Learning for Statistical Arbitrage in Finance: Models, Algorithms, and Analysis,” Ph.D. dissertation, the Hong Kong University of Science and Technology (HKUST), Hong Kong, Aug. 2019