185 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of Electronic Science and Technology of ChinaCN23 papers
- Sichuan UniversityCN18 papers
- University of Hong KongHK11 papers
- London School of Economics and Political ScienceGB9 papers
- Southwest Jiaotong UniversityCN9 papers
- University of GroningenNL8 papers
- Hong Kong Polytechnic UniversityHK6 papers
- The University of MelbourneAU6 papers
- University of PittsburghUS6 papers
- Chengdu UniversityCN5 papers
- Chinese Academy of SciencesCN5 papers
- Hong Kong University of Science and TechnologyHK5 papers
18 papers · 1 filter
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
Jinyuan Chang, Qiao Hu, Cheng Liu +1
We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors…
Classification of stacked central configurations in R^3
Xiang Yu, Shuqiang Zhu
We classify the extensions of n-body central configurations to (n + 1)-body central configurations in R3, in both the collinear case and the non-collinear case. We completely solve…
Global Closed-form Approximation of Free Boundary for Optimal Investment Stopping Problems
Jingtang Ma, Jie Xing, Harry Zheng
In this paper we study a utility maximization problem with both optimal control and optimal stopping in a finite time horizon. The value function can be characterized by a variatio…
The healing strategy by prioritizing minimum degree against localized attacks on interdependent spatially embedded networks
Kai Gong, Jia-Jian Wu, Qing Li +1
Many real infrastructure networks, such as power grids and communication networks, are not only depend on one another to function, but also embedded in space. A lot of works have b…
Rain Streak Removal for Single Image via Kernel Guided CNN
Ye-Tao Wang, Xi-Le Zhao, Tai-Xiang Jiang +3
Rain streak removal is an important issue and has recently been investigated extensively. Existing methods, especially the newly emerged deep learning methods, could remove the rai…
Stochastic Tensors to Stochastic Tensor Complementarity Problems
Maolin Che, Liqun Qi, Yimin Wei
The main purpose of this paper is devoted to an introduction of the stochastic tensor complementarity problem. We consider the expected residual minimization formulation of the sto…
Change Point Estimation in Panel Data with Time-Varying Individual Effects
Otilia Boldea, Bettina Drepper, Zhuojiong Gan
This paper proposes a method for estimating multiple change points in panel data models with unobserved individual effects via ordinary least-squares (OLS). Typically, in this sett…
Energy equality in compressible fluids with physical boundaries
Robin Ming Chen, Zhilei Liang, Dehua Wang +1
We study the energy balance for weak solutions of the three-dimensional compressible Navier--Stokes equations in a bounded domain. We establish an - regularity conditions…
Mean Values for a Class of Arithmetic Functions in Short Intervals
Jie Wu, Qiang Wu
In this paper, we shall establish a rather general asymptotic formula in short intervals for a classe of arithmetic functions and announce two applications about the distribution o…
A limited-memory block bi-diagonal Toeplitz preconditioner for block lower triangular Toeplitz system from time-space fractional diffusion equation
Yong-Liang Zhao, Pei-Yong Zhu, Xian-Ming Gu +2
A block lower triangular Toeplitz system arising from time-space fractional diffusion equation is discussed. For efficient solutions of such the linear system, the preconditioned b…
Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity
Ben-zhang Yang, Jia Yue, Ming-hui Wang +1
In this paper, a pricing formula for volatility swaps is delivered when the underlying asset follows the stochastic volatility model with jumps and stochastic intensity. By using F…
Covariance-Insured Screening
Kevin He, Jian Kang, Hyokyoung Grace Hong +5
Modern bio-technologies have produced a vast amount of high-throughput data with the number of predictors far greater than the sample size. In order to identify more novel biomarke…
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…
Joint Analysis of Individual-level and Summary-level GWAS Data by Leveraging Pleiotropy
Mingwei Dai, Xiang Wan, Hao Peng +5
A large number of recent genome-wide association studies (GWASs) for complex phenotypes confirm the early conjecture for polygenicity, suggesting the presence of large number of va…
Random Asynchronous Iterations in Distributed Coordination Algorithms
Yao Chen, Weiguo Xia, Ming Cao +1
Distributed coordination algorithms (DCA) carry out information processing processes among a group of networked agents without centralized information fusion. Though it is well kno…
BIVAS: A scalable Bayesian method for bi-level variable selection with applications
Mingxuan Cai, Mingwei Dai, Jingsi Ming +3
In this paper, we consider a Bayesian bi-level variable selection problem in high-dimensional regressions. In many practical situations, it is natural to assign group membership to…
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…
A frequency domain analysis of the error distribution from noisy high-frequency data
Jinyuan Chang, Aurore Delaigle, Peter Hall +1
Data observed at high sampling frequency are typically assumed to be an additive composite of a relatively slow-varying continuous-time component, a latent stochastic process or a…