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Financial Econometrics, Biostatistics, Mathematical Statistics.
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WORKING PAPER:(*CORRESPONDING,#STUDENT SUPERVISED)
Liu D#, Zhao C#, He Y*, Guo Y, Liu L, Zhang X. Simultaneous Cluster Structure Learning and Estimation of Heterogeneous Graphs for Matrix-variate fMRI Data. Biometrics, revision under review. arXiv:2110.04516
He Y, Li Q#, Hu Q, Liu L. Transfer Learning in High-dimensional Semi-parametric Graphical Models with Application to Brain Connectivity Analysis. Statistics in Medicine, under revision. arXiv:2112.13356
He Y, Kong X, Yu L, Zhao P. Quantile factor analysis for large-dimensional time series with statistical guarantee. arXiv:2006.08214
He Y, Kong X, Trapani L, Yu L. One-way or Two-way Factor Model for Matrix Sequences? arXiv:2110.01008
He Y, Kong X, Trapani L, Yu L. Online Change-point Detection for Matrix-valued Time Series with Latent Two-way Factor Structure. arXiv:2112.13479
He Y, Kong X, Yu L, Zhang X, Zhao C#. Statistical Inference for Large-dimensional Matrix Factor Model from Least Squares and Huber Loss Points of View. arXiv:2112.04186
Chen H#, Guo Y, He Y*, Liu D#, Liu L, Zhou X. Joint Learning of Multiple Differential Networks for Matrix-variate Data with Application to Brain Connectivity Alteration Detection. arXiv:2106.03334
Yu L, He Y, Zhang X, Zhu J. Network-Assisted Estimation for Large-dimensional Factor Model with Guaranteed Convergence Rate Improvement. arXiv:2001.10955.
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