4 papers
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…
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…
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…
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…