activity
20142023
most citedRegression-adjusted average treatment effect estimates in stratified randomized experiments

5 citations · 17 across the 13 of their papers we have counts for

collaborators

13 papers

stat.ME2023

A model-free feature selection technique of feature screening and random forest based recursive feature elimination

Siwei Xia, Yuehan Yang

In this paper, we propose a model-free feature selection method for ultra-high dimensional data with mass features. This is a two phases procedure that we propose to use the fused…

stat.ME2022

Dimension reduction of high-dimension categorical data with two or multiple responses considering interactions between responses

Yuehan Yang

This paper models categorical data with two or multiple responses, focusing on the interactions between responses. We propose an efficient iterative procedure based on sufficient d…

stat.ME2022★ 1 cited

A sequential stepwise screening procedure for sparse recovery in high-dimensional multiresponse models with complex group structures

Weixiong Liang, Yuehan Yang

Multiresponse data with complex group structures in both responses and predictors arises in many fields, yet, due to the difficulty in identifying complex group structures, only a…

stat.ME2021★ 3 cited

Design-based theory for Lasso adjustment in randomized block experiments and rerandomized experiments

Ke Zhu, Hanzhong Liu, Yuehan Yang

Blocking, a special case of rerandomization, is routinely implemented in the design stage of randomized experiments to balance the baseline covariates. This study proposes a regres…

stat.ME2021

Randomization-based joint central limit theorem and efficient covariate adjustment in stratified factorial experiments

Hanzhong Liu, Jiyang Ren, Yuehan Yang

Randomized block factorial experiments are widely used in industrial engineering, clinical trials, and social science. Researchers often use a linear model and analysis of covarian…

stat.ME2020★ 1 cited

Interaction Pursuit Biconvex Optimization

Yuehan Yang, Siwei Xia, Hu Yang

Multivariate regression models are widely used in various fields such as biology and finance. In this paper, we focus on two key challenges: (a) When should we favor a multivariate…

math.ST2019★ 5 cited

Regression-adjusted average treatment effect estimates in stratified randomized experiments

Hanzhong Liu, Yuehan Yang

Researchers often use linear regression to analyse randomized experiments to improve treatment effect estimation by adjusting for imbalances of covariates in the treatment and cont…

stat.ME2019★ 1 cited

Sparse Laplacian Shrinkage with the Graphical Lasso Estimator for Regression Problems

Yuehan Yang, Siwei Xia, Hu Yang

This paper considers a high-dimensional linear regression problem where there are complex correlation structures among predictors. We propose a graph-constrained regularization pro…

stat.ME2019

Smooth Adjustment for Correlated Effects

Yuehan Yang, Hu Yang

This paper considers a high dimensional linear regression model with corrected variables. A variety of methods have been developed in recent years, yet it is still challenging to k…

stat.ME2018

MSP: A Multi-step Screening Procedure for Sparse Recovery

Yuehan Yang, Ji Zhu, Edward I. George

We propose a Multi-step Screening Procedure (MSP) for the recovery of sparse linear models in high-dimensional data. This method is based on a repeated small penalty strategy that…

math.ST2018★ 3 cited

Penalized regression adjusted causal effect estimates in high dimensional randomized experiments

Hanzhong Liu, Yuehan Yang

Regression adjustments are often considered by investigators to improve the estimation efficiency of causal effect in randomized experiments when there exists many pre-experiment c…

math.ST2015★ 2 cited

Model Selection Consistency of Lasso for Empirical Data

Yuehan Yang, Hu Yang

Large-scale empirical data, the sample size and the dimension are high, often exhibit various characteristics. For example, the noise term follows unknown distributions or the mode…

stat.ME2014★ 1 cited

Adaptive elastic net and Separate Selection from Least Squares for ultra-high dimensional regression models

Yuehan Yang, Hu Yang

This paper studies the asymptotic properties of the adaptive elastic net in ultra-high dimensional sparse linear regression models and proposes a new method called SSLS (Separate S…