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20082026
most citedOptimal selection of reduced rank estimators of high-dimensional matrices

183 citations · 469 across the 31 of their papers we have counts for

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8 papers · 1 filter

stat.ME2024

Skewed Pivot-Blend Modeling with Applications to Semicontinuous Outcomes

Yiyuan She, Xiaoqiang Wu, Lizhu Tao +1

Skewness is a common occurrence in statistical applications. In recent years, various distribution families have been proposed to model skewed data by introducing unequal scales ba…

stat.ME2021

On Generalization and Computation of Tukey's Depth: Part II

Yiyuan She, Shao Tang, Jingze Liu

This paper studies how to generalize Tukey's depth to problems defined in a restricted space that may be curved or have boundaries, and to problems with a nondifferentiable objecti…

stat.ME2021

On Generalization and Computation of Tukey's Depth: Part I

Yiyuan She, Shao Tang, Jingze Liu

Tukey's depth offers a powerful tool for nonparametric inference and estimation, but also encounters serious computational and methodological difficulties in modern statistical dat…

stat.ME2021★ 3 cited

Gaining Outlier Resistance with Progressive Quantiles: Fast Algorithms and Theoretical Studies

Yiyuan She, Zhifeng Wang, Jiahui Shen

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduce…

stat.ME2018

On Cross-validation for Sparse Reduced Rank Regression

Yiyuan She, Hoang Tran

In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it i…

stat.ME2014

Robust Orthogonal Complement Principal Component Analysis

Yiyuan She, Shijie Li, Dapeng Wu

Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type…

stat.ME2014★ 9 cited

Selective Factor Extraction in High Dimensions

Yiyuan She

This paper studies simultaneous feature selection and extraction in supervised and unsupervised learning. We propose and investigate selective reduced rank regression for construct…

stat.ME2010★ 4 cited

Outlier Detection Using Nonconvex Penalized Regression

Yiyuan She, Art B. Owen

This paper studies the outlier detection problem from the point of view of penalized regressions. Our regression model adds one mean shift parameter for each of the data points…