Research

Publications

Korting, C., Lieberman, C., Matsudaira, J., Pei, Z. and Shen, Y. Visual inference and graphical representation in regression discontinuity designs. The Quarterly Journal of Economics, 138(3), 1977–2019, 2023.

Shen, Y., Wang, Y. and Zhang, N. An aggregated model for Karlin stable processes. ALEA, Lat. Am. J. Probab. Math. Stat. 20, 1187–1210, 2023.

Shen, Y., Zhang, Z. On discrete-time self-similar processes with stationary increments. Electronic Journal of Probability 26, 1-24, 2021.

Shen, Y. and Wang, Y. Operator-scaling Gaussian random fields via aggregation. Bernoulli, 26(1), 500-530, 2020.

Hou, S.-Y., Cao, N., Lu, S., Shen, Y., Poon, Y.-T., Zeng, B. Determining system Hamiltonian from eigenstate measurements without correlation functions. New Journal of Physics 22, 083088, 2020.

Shen, J., Shen, Y., Wang, B. and Wang, R. Distributional compatibility for change of measures. Finance and Stochastics, 23(3), 761-794, 2019.

Shen, Y. and Wirjanto, T. S. Stationarity as a path property. Probability and Mathematical Statistics, 39(2), 403-422, 2019.

       Shen, J., Shen, Y. and Wang, R. Random Locations of Periodic Stationary Processes. Stochastic Processes and their Applications, 129(3), 878-901, 2019.

Shen, Y. Location of the path supremum for self-similar processes with stationary increments. Annales de l'Institut Henri Poincaré, 54(4), 2349-2360, 2018.

       Lu, S., Huang, S., Li, K., Li, J., Chen, J., Ji, Z., Shen, Y., Zhou, D., Zeng, B. A Separability-Entanglement Classifier via Machine Learning. Physical Review A 98, 012315, 2018.

       Pei, Z. and Shen, Y. The devil is in the tails: regression discontinuity design with measurement error in the assignment variable. Advances in Econometrics Vol. 38. Regression Discontinuity Designs: Theory and Applications 455-502, 2017.

       Shen, Y. Random locations, ordered random sets and stationarity. Stochastic Processes and their Applications 126:3, 906-929, 2016.

       Chen, J., Ji, Z., Liu, Z., Shen, Y. and Zeng, B. Geometry of reduced density matrices for symmetry-protected topological phase. Physical Review A 93, 012309, 2016.

       Chen, J., Ji, Z., Li, C-K., Poon, Y-T., Shen, Y., Yu, N., Zeng, B. and Zhou, D. Discontinuity of maximum entropy inference and quantum phase transitions. New Journal of Physics 17 083019, 2015.

        Samorodnitsky, G. and Shen, Y. Intrinsic location functionals of stationary processes. Stochastic Processes and their Applications 123:11, 4040-4064, 2013.

        Samorodnitsky, G. and Shen, Y. Is the location of the supremum of a stationary process nearly uniformly distributed? Annals of Probability 41:5, 3494-3517, 2013.

        Samorodnitsky, G. and Shen, Y. Distribution of the supremum location of stationary processes. Electronic Journal of Probability 17:42, 1-17, 2012.

        Shen, Y., Zhu, D. and Liu, W. Fermi-Dirac statistics of complex networks. Chinese Physics Letters 22, 1281-1285, 2005.

        Shen, Y. Stationarities and Random Locations. Ph.D. Thesis, 2013.

        Shen, Y. Heath-Jarrow-Morton type modeling for equity markets. Final project in Ecole Polytechnique, 2008.

        Shen, Y. An extension of some variational formulas for a class of Poincaré-type inequalities (in Chinese). Bachelor thesis, 2005.

Working papers

       Marriott, P., Qi, W. and Shen, Y. (2024+) Local behavior of critical points of isotropic Gaussian random fields.

Luo, S., Shen, J. and Shen, Y. (2018): A Noether theorem for random locations.