Grants:
Statistical Learning with Big Data of Dynamic Tensor Structure. PI. GRF Project No. 17301620, Jan. 2021 - Dec. 2023.
Hong Kong RECAP: A Systematic Response Strategy for Novel Infectious Disease Pandemic. Co-PI. CRF Project C7162-20GF, Jul. 2021-Jun. 2023.
NSF BIGDATA, IIS-1741390, Statistical Learning with Large Dynamic Tensor Data, Co-PI, 2017-2020
Shenzhen SZRI2023-TBRF-03, Smart Healthcare – Accessibility, Quality and Affordability, 2022-2027.
Preprints:
Junhui Cai, Dan Yang, Wu Zhu, Haipeng Shen and Linda Zhao (2021)
Network Regression and Supervised Centrality Estimation.
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3963523
https://arxiv.org/abs/2111.12921
Rong Chen, Yuefeng Han, Zebang Li, Han Xiao, Dan Yang, Ruofan Yu (2022)
Analysis of Tensor Time Series: tensorTS.
Dan Yang, Dong Wang, Jianlong Shao, Haipeng Shen and Hongtu Zhu (2020)
Optimal functional bilinear regression with matrix covariates via reproducing kernel Hilbert space.
http://arxiv.org/abs/2311.12597
Jianlong Shao, Dong Wang, Dan Yang, Haipeng Shen and Yan Xu (2022)
Multi-Group Multi-Subject Independent Component Analysis with Application in Global Portfolio Management
Publications:
Yuefeng Han, Rong Chen, Dan Yang, and Cun-Hui Zhang (2024+)
Tensor factor model estimation by iterative projection.
Annals of Statistics, accepted
https://arxiv.org/abs/2006.02611
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, accepted
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://arxiv.org/abs/2006.16501
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.
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
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 (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:
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 auto-regression with network information, with Sanyou Wu, Long Feng, and Yan Xu