Publications (30)
Tensor Neyman-Pearson Classification: Theory, Algorithms, and Error Control
Lingchong Liu, Elynn Chen, Yuefeng Han +1
Biochemical discovery increasingly relies on classifying molecular structures when the consequences of different errors are highly asymmetric. In mutagenicity and carcinogenicity,…
Bandable Cumulant Tensors: Optimal Estimation and Applications in Non-Gaussian Data Modeling
Runshi Tang, Anru R. Zhang, Yuefeng Han +1
Higher-order cumulants capture the non-Gaussian dependence that covariance misses, but they are hard to use in high dimensions. An order- cumulant tensor has entries, and…
Diffusion Index Forecasting with Tensor Data
Bin Chen, Yuefeng Han, Qiyang Yu
In this paper, we consider diffusion index forecasting with both tensor and non-tensor predictors, where the tensor structure is preserved with a Canonical Polyadic (CP) tensor fac…
Estimation and Inference for CP Tensor Factor Models
Bin Chen, Yuefeng Han, Qiyang Yu
High-dimensional tensor-valued data have recently gained attention from researchers in economics and finance. We consider the estimation and inference of high-dimensional tensor fa…
Covariate-Adjusted Deep Causal Learning for Heterogeneous Panel Data Models
Guanhao Zhou, Yuefeng Han, Xiufan Yu
This paper studies the task of estimating heterogeneous treatment effects in causal panel data models, in the presence of covariate effects. We propose a novel Covariate-Adjusted D…
Dynamic Matrix Factor Models for High Dimensional Time Series
Ruofan Yu, Rong Chen, Han Xiao +1
Matrix time series, which consist of matrix-valued data observed over time, are prevalent in various fields such as economics, finance, and engineering. Such matrix time series dat…