Research

Published and accepted papers

1. Hypothesis Test and Confidence Analysis with Wasserstein Distance on General Dimension (with M. Imaizumi and T. Hamaguchi). Neural Computation. 34 (6), 2022, 1448--1487.

2. Quantile Regression Approach to Conditional Mode Estimation (with K. Kato and S. Hara), Electron. J. Statist. 13, 2019, 3120--3160.  arXiv:1811.05379. 

3. Post Selection Inference with Incomplete Maximum Mean Discrepancy Estimator (with M. Yamada, D. Wu, Y. H. Tsai, R. Salakhutdinov, I. Takeuchi, and K. Fukumizu).  ICLR2019.

Working Papers

• Quantile Approach to Intertemporal Consumption with Multiple Assets (with A. Galvao and L. de Castro). submitted.

• Conformalized testing for √n-outlier without any reference set.

• Outlier detection and inference in contaminated high-dimensional linear models (with M. Xie and L. Zhang)

• A simple method to improve inference accuracy for linear functionals of a semi-supervised regression model.

Working Projects

• Uniform inference on quantile models (with A. Galvao and L. de Castro)

Technical Reports

• Semi-parametric Estimation of Weighted Average Derivative of Single Index Modal Regression Model