
Scientific Research
Working-Papers
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Financial statistics, Econometrics, Mathematical statistics, Biostatistics
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.
Paper Publications
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陈昊.
COOPERATIVE DIFFERENTIAL NETWORK LEARNING WITH HUB DETECTION FOR MULTICENTER NEUROIMAGING DATA.
Annals of Applied Statistics,
19,
1578-1602,
2025.
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ONLINE CHANGE-POINT DETECTION FOR MATRIX-VALUED TIME SERIES WITH LATENT TWO-WAY FACTOR STRUCTURE.
ANNALS OF STATISTICS,
52,
1646-1670,
2024.
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Distributed Learning for Principal Eigenspaces without Moment Constraints.
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS,
2024.
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何勇.
Matrix Factor Analysis: From Least Squares to Iterative Projection.
Journal of Business and Economic Statistics,
2024.
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何勇.
One-way or two-way factor model for matrix sequences?.
JOURNAL OF ECONOMETRICS,
235,
1981-2004,
2024.
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何勇.
另类数据在中国股票市场投资中有用吗?——基于财经短视频、图像、文本数据的探究.
计量经济学报,
3,
1008-1031,
2024.
Patents
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Published Books
Research Projects
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加速扩散采样的策略研究与理论探索
, 2024-11-01
-2025-10-31
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基于非独立同分布大数据的策略概率极限理论-2
, 2023-12-01
-2028-11-30
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基于非线性期望的地下工程风险度量理论与方法
, 2024-01-01
-2026-12-30
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基于时空多组学数据的肿瘤时空特征算法开发
, 2022-12-31
-2024-12-31
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基于非独立同分布大数据的策略概率极限理论
, 2023-12-01
-2028-11-30
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多尺度高维中介因果推断统计方法研究
, 2022-07-21
-2024-07-20
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复杂结构大数据的统计学理论及方法
, 2022-07-21
-2024-07-20
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(包干项目)基于深度学习的乳腺癌发病风险评估专业模型的建立与验证
, 2021-12-23
-2024-12-31
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高维矩阵值观测数据若干统计建模方法研究
, 2021-10-12
-2025-12-31
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高维矩阵值观测数据若干统计建模方法研究
, 2021-08-18
-2025-12-31
Research Team
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He Yong

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