This website is not up-to-date. Please visit Dan Yang’s homepage  for recent information.

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.

Google Scholar page

Preprints:

• Guoxing He, Dan Yang, and Wei Zhang (2026)

Post-Experiment Decisions: The Dual Adjustments for Rollout and Downstream Optimizations 

Accepted by MSOM 2026 SIG Day

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6203681

http://arxiv.org/abs/2603.10511 

• Guoyu Kang, Ruotian Wang, Yan Xu, and Dan Yang (2026)

Concealed Skewness: Extracting Global and Country-specific Components of Currency Excess Returns

• Rong Chen, Yuefeng Han, Zebang Li, Han Xiao, Dan Yang, Ruofan Yu (2025)
  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

• Dan Yang, Yan Xu, Jianlong Shao, and Haipeng Shen (2025)

Global Investment with MOSAICA: a Multi-grOup Structured Adaptive Independent Component Analysis

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5635411

Publications:

• Junhui Cai, Dan Yang, Ran Chen, Haipeng Shen, Linda Zhao, and Wu Zhu (2026)

Network Regression and Supervised Centrality Estimation.

Journal of the American Statistical Association, 121(554), 1269–1283 

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3963523

• 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, 26(270):1−52 

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

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3950370

• 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 discussions).

Journal of the American Statistical Association, Vol.117 (537), p.94-116 

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5633370

• Rong Chen, Han Xiao, and Dan Yang (2021)

Autoregressive models for matrix-valued time series.

Journal of Econometrics, 222(1):539-560.

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5633310

• 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:

• Optimal Assortment and Pricing via Generalized MNL Models with Poisson Arrivals, with Junhui Cai, Ran Chen, Qitao Huang, Martin Wainwright, Linda Zhao, and Wu Zhu.

• Matrix mixed data sampling with application in nowcasting of group macroeconomics, with Elynn Chen, Huan Lian, and Yan Xu.

• Tensor MDP in food delivery services, with Haobo Yu and Wei Zhang.

• Three-way PCA for the factor zoo problem, with Tong Xu and Yan Xu.

• Chinese Equity Holding Networks Structure, with Junhui Cai, Haipeng Shen, Wu Zhu, and Linda Zhao.

• Matrix GARCH model and portfolio construction, with Jianlong Shao, Haipeng Shen and Yan Xu.

• The role of AI chatbot in auti-fraud phone call, with Xiaoliang Chen, Guoyu Kang, Haipeng Shen, and Echo Wan.