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20082026
most citedFramelet Representation of Tensor Nuclear Norm for Third-Order Tensor Completion

185 citations

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16 papers · 1 filter

stat.ME2023★ 10 cited

Ensemble methods for testing a global null

Yaowu Liu, Zhonghua Liu, Xihong Lin

Testing a global null is a canonical problem in statistics and has a wide range of applications. In view of the fact that no uniformly most powerful test exists, prior and/or domai…

stat.ME2022★ 11 cited

Imputations for High Missing Rate Data in Covariates via Semi-supervised Learning Approach

Wei Lan, Xuerong Chen, Tao Zou +1

Advancements in data collection techniques and the heterogeneity of data resources can yield high percentages of missing observations on variables, such as block-wise missing data.…

stat.ME2022★ 11 cited

Inward and Outward Network Influence Analysis

Yujia Wu, Wei Lan, Tao Zou +1

Measuring heterogeneous influence across nodes in a network is critical in network analysis. This paper proposes an Inward and Outward Network Influence (IONI) model to assess noda…

stat.ME2021★ 41 cited

Modelling matrix time series via a tensor CP-decomposition

Jinyuan Chang, Jing He, Lin Yang +1

We consider to model matrix time series based on a tensor CP-decomposition. Instead of using an iterative algorithm which is the standard practice for estimating CP-decompositions,…

stat.ME2021★ 11 cited

Evaluating Effectiveness of Public Health Intervention Strategies for Mitigating COVID-19 Pandemic

Shanghong Xie, Wenbo Wang, Qinxia Wang +2

Coronavirus disease 2019 (COVID-19) pandemic is an unprecedented global public health challenge. In the United States (US), state governments have implemented various non-pharmaceu…

stat.ME2020

Testing for unit roots based on sample autocovariances

Jinyuan Chang, Guanghui Cheng, Qiwei Yao

We propose a new unit-root test for a stationary null hypothesis against a unit-root alternative . Our approach is nonparametric as only assumes that the process c…

stat.ME2018★ 18 cited

High-dimensional empirical likelihood inference

Jinyuan Chang, Song Xi Chen, Cheng Yong Tang +1

High-dimensional statistical inference with general estimating equations are challenging and remain less explored. In this paper, we study two problems in the area: confidence set…

stat.ME2018★ 32 cited

Estimation of subgraph density in noisy networks

Jinyuan Chang, Eric D. Kolaczyk, Qiwei Yao

While it is common practice in applied network analysis to report various standard network summary statistics, these numbers are rarely accompanied by uncertainty quantification. Y…

stat.ME2017★ 10 cited

Simultaneous Detection of Signal Regions Using Quadratic Scan Statistics With Applications in Whole Genome Association Studies

Zilin Li, Yaowu Liu, Xihong Lin

We consider in this paper detection of signal regions associated with disease outcomes in whole genome association studies. Gene- or region-based methods have become increasingly p…

stat.ME2016★ 42 cited

Distributed Simultaneous Inference in Generalized Linear Models via Confidence Distribution

Lu Tang, Ling Zhou, Peter X. -K. Song

We propose a distributed method for simultaneous inference for datasets with sample size much larger than the number of covariates, i.e., N >> p, in the generalized linear models f…

stat.ME2016★ 52 cited

Testing for high-dimensional white noise using maximum cross-correlations

Jinyuan Chang, Qiwei Yao, Wen Zhou

We propose a new omnibus test for vector white noise using the maximum absolute auto-correlations and cross-correlations of the component series. Based on the newly established app…

stat.ME2016★ 41 cited

Confidence regions for entries of a large precision matrix

Jinyuan Chang, Yumou Qiu, Qiwei Yao +1

Precision matrices play important roles in many practical applications. Motivated by temporally dependent multivariate data in modern social and scientific studies, we consider the…

stat.ME2015★ 62 cited

Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering

Jinyuan Chang, Wen Zhou, Wen-Xin Zhou +1

Comparing large covariance matrices has important applications in modern genomics, where scientists are often interested in understanding whether relationships (e.g., dependencies…

stat.ME2014★ 56 cited

Principal component analysis for second-order stationary vector time series

Jinyuan Chang, Bin Guo, Qiwei Yao

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a -varia…

stat.ME2014★ 2 cited

A Factor-Adjusted Multiple Testing Procedure with Application to Mutual Fund Selection

Wei Lan, Lilun Du

In this article, we propose a factor-adjusted multiple testing (FAT) procedure based on factor-adjusted p-values in a linear factor model involving some observable and unobservable…

stat.ME2013

Estimation of Extreme Quantiles for Functions of Dependent Random Variables

Jinguo Gong, Yadong Li, Liang Peng +1

We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value t…