activity
20152021
most citedRare Feature Selection in High Dimensions

50 citations · 105 across the 8 of their papers we have counts for

collaborators

8 papers

math.AG2021★ 1 cited

Quantum K-theory of flag varieties via non-abelian localization

Xiaohan Yan

In this paper, we reconstruct explicitly the generating function of genus-zero K-theoretic permutation-invariant Gromov-Witten invariants, known as the big -function,…

stat.ME2020

An Improved Online Penalty Parameter Selection Procedure for -Penalized Autoregressive with Exogenous Variables

William B. Nicholson, Xiaohan Yan

Many recent developments in the high-dimensional statistical time series literature have centered around time-dependent applications that can be adapted to regularized least square…

math.AG2020★ 9 cited

Quantum K-theory of grassmannians and non-abelian localization

Alexander Givental, Xiaohan Yan

In the example of complex grassmannians, we demonstrate various techniques available for computing genus-0 K-theoretic GW-invariants of flag manifolds and more general quiver varie…

stat.ML2020

On a Bernoulli Autoregression Framework for Link Discovery and Prediction

Xiaohan Yan, Avleen S. Bijral

We present a dynamic prediction framework for binary sequences that is based on a Bernoulli generalization of the auto-regressive process. Our approach lends itself easily to varia…

math.ST2018★ 2 cited

Testing for Conditional Mean Independence with Covariates through Martingale Difference Divergence

Ze Jin, Xiaohan Yan, David S. Matteson

As a crucial problem in statistics is to decide whether additional variables are needed in a regression model. We propose a new multivariate test to investigate the conditional mea…

stat.ME2018★ 50 cited

Rare Feature Selection in High Dimensions

Xiaohan Yan, Jacob Bien

It is common in modern prediction problems for many predictor variables to be counts of rarely occurring events. This leads to design matrices in which many columns are highly spar…