Grants:
Shenzhen SZRI2023-TBRF-03, Smart Healthcare – Accessibility, Quality and Affordability, 2022-2027.
Hong Kong RECAP: A Systematic Response Strategy for Novel Infectious Disease Pandemic. Co-PI. CRF Project C7162-20GF, Jul. 2021- Dec. 2025.
Statistical Learning with Big Data of Dynamic Tensor Structure. PI. GRF Project No. 17301620, Jan. 2021 - Jun. 2024.
NSF BIGDATA, IIS-1741390, Statistical Learning with Large Dynamic Tensor Data, Co-PI, 2017-2020.
Preprints:
Junhui Cai, Dan Yang, Ran Chen, Wu Zhu, Haipeng Shen and Linda Zhao (2025)
Network Regression and Supervised Centrality Estimation.
Major revision at Journal of the American Statistical Association
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3963523
Rong Chen, Yuefeng Han, Zebang Li, Han Xiao, Dan Yang, Ruofan Yu (2022)
Analysis of Tensor Time Series: tensorTS.
Sanyou Wu, Dan Yang, Yan Xu, and Long Feng (2025)
Sparsity-Induced Global Matrix Autoregressive Model with Auxiliary Network Data
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5174546
Jianlong Shao, Dong Wang, Dan Yang, Haipeng Shen and Yan Xu (2025)
Multi-Group Multi-Subject Independent Component Analysis with Application in Global Portfolio Management
Junhui Cai, Ran Chen, Qitao Huang, Martin Wainwright, Dan Yang, Linda Zhao, and Wu Zhu (2025)
Optimal Assortment and Pricing via Generalized MNL Models with Novel Poisson Arrivals
Publications:
Dan Yang, Jianlong Shao, Haipeng Shen, and Hongtu Zhu (2025+)
Optimal functional bilinear regression with matrix covariates via reproducing kernel Hilbert space.
Journal of Machine Learning Research, accepted
http://arxiv.org/abs/2311.12597
Yuefeng Han, Rong Chen, Dan Yang, and Cun-Hui Zhang (2024)
Tensor factor model estimation by iterative projection.
Annals of Statistics, 52(6), 2641 - 2667
Yuefeng Han, Dan Yang, Cun-Hui Zhang and Rong Chen (2024)
CP Factor Model for Dynamic Tensors.
The Journal of the Royal Statistical Society, Series B, 86(5), 1383–1413
Xin Chen, Dan Yang, Yan Xu, Yin Xia, Dong Wang, and Haipeng Shen (2023)
Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data.
Journal of Econometrics, 232(2), 544-564
Junhui Cai, Dan Yang, Linda Zhao and Wu Zhu (2023)
Discussion of ‘Vintage Factor Analysis with Varimax Performs Statistical Inference’ by Rohe & Zeng.
Journal of the Royal Statistical Society. Series B: Statistical Methodology, 85(4), 1076–1080
Rong Chen, Dan Yang, and Cun-Hui Zhang (2022)
Rejoinder: Factor models for high-dimensional tensor time series.
Journal of the American Statistical Association, Vol.117 (537), p.128-132
Rong Chen, Dan Yang, and Cun-Hui Zhang (2022)
Factor models for high-dimensional tensor time series (with discussion).
Journal of the American Statistical Association, Vol.117 (537), p.94-116
https://arxiv.org/abs/1905.07530
Rong Chen, Han Xiao, and Dan Yang (2021)
Autoregressive models for matrix-valued time series.
Journal of Econometrics, 222(1):539-560.
https://arxiv.org/abs/1812.08916
Lutao Dai, Dan Yang, Haipeng Shen (2020).
The Power of Clinical Data Empowered by Clinical Prediction Model,
Annals of Translational Medicine, 8, 1-4.
Gen Li, Dan Yang, Haipeng Shen, and Andrew B Nobel (2016)
Supervised Singular Value Decomposition and Its Asymptotic Properties.
Journal of Multivariate Analysis, 146:7-17.
Dan Yang, Zongming Ma, and Andreas Buja (2016)
Rate optimal denoising of simultaneously sparse and low rank matrices.
Journal of Machine Learning Research, Vol.17(92), pp.1-27.
https://arxiv.org/abs/1405.0338
Dan Yang, Zongming Ma, and Andreas Buja (2014)
A sparse singular value decomposition method for high-dimensional data.
Journal of Computational and Graphical Statistics, 23(4):923-942.
Dan Yang, Dylan Small, Jeffrey H. Silber, and Paul R. Rosenbaum (2012)
Optimal matching with minimal deviation from fine balance in a study of obesity and surgical outcomes.
Biometrics, Volume 68, Issue 2, pages 628-636.
Dan Yang and Dylan Small (2012).
An R package and a study of methods for computing empirical likelihood.
Journal of Statistical Computation and Simulation, 83(7), 1363-1372.
Work in progress:
Matrix mixed data sampling with application in nowcasting of group macroeconomics, with Elynn Chen, Huan Lian, and Yan Xu.
Chinese Equity Holding Networks Structure, with Junhui Cai, Haipeng Shen, Wu Zhu, and Linda Zhao.
Scalar-on-matrix bilinear regression analysis, with Dong Wang, Haipeng Shen, and Hongtu Zhu.
Matrix GARCH model and portfolio construction, with Jianlong Shao, Haipeng Shen and Yan Xu.
Tensor decomposition and optimization of food delivery services, with Haobo Yu and Wei Zhang.
Parametric portfolio with expected return via Kronecker product decomposition, with Hanni Jie and Yan Xu.
The role of AI chatbot in auti-fraud phone call, with Xiaoliang Chen, Guoyu Kang, Haipeng Shen, and Echo Wan.
Three-way PCA for the factor zoo problem, with Tong Xu and Yan Xu.