10 citations · 12 across the 10 of their papers we have counts for
10 papers
Learning Fair Decisions with Factor Models: Applications to Annuity Pricing
Fei Huang, Junhao Shen, Yanrong Yang +1
Fairness-aware statistical learning is essential for mitigating discrimination against protected attributes such as gender, race, and ethnicity in data-driven decision-making. This…
Robust Statistical Inference for Large-dimensional Matrix-valued Time Series via Iterative Huber Regression
Yong He, Xin-Bing Kong, Dong Liu +1
Matrix factor model is drawing growing attention for simultaneous two-way dimension reduction of well-structured matrix-valued observations. This paper focuses on robust statistica…
An Efficient Iterative Least Squares Algorithm for Large-dimensional Matrix Factor Model via Random Projection
Yong He, Ran Zhao, Wen-Xin Zhou
The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In this pa…
Some Developments in Clustering Analysis on Stochastic Processes
Qidi Peng, Nan Rao, Ran Zhao
We review some developments on clustering stochastic processes and come with the conclusion that asymptotically consistent clustering algorithms can be obtained when the processes…
Cluster Analysis on Locally Asymptotically Self-similar Processes with Known Number of Clusters
Qidi Peng, Nan Rao, Ran Zhao
We conduct cluster analysis on a class of locally asymptotically self-similar stochastic processes, which includes multifractional Brownian motion as a representative. When the tru…
Covariance-based Dissimilarity Measures Applied to Clustering Wide-sense Stationary Ergodic Processes
Qidi Peng, Nan Rao, Ran Zhao
We introduce a new unsupervised learning problem: clustering wide-sense stationary ergodic stochastic processes. A covariance-based dissimilarity measure together with asymptotical…
A General Class of Multifractional Processes and Stock Price Informativeness
Qidi Peng, Ran Zhao
We introduce a general class of stochastic processes driven by a multifractional Brownian motion (mBm) and study the estimation problems of their pointwise Hölder exponents (PHE) b…
A String Model of Liquidity in Financial Markets
Sergey Lototsky, Henry Schellhorn, Ran Zhao
We consider a dynamic market model of liquidity where unmatched buy and sell limit orders are stored in order books. The resulting net demand surface constitutes the sole input to…
A Comparison of Clustering and Missing Data Methods for Health Sciences
Ran Zhao, Deanna Needell, Christopher Johansen +1
In this paper, we compare and analyze clustering methods with missing data in health behavior research. In particular, we propose and analyze the use of compressive sensing's matri…
Randomized Block Kaczmarz Method with Projection for Solving Least Squares
Deanna Needell, Ran Zhao, Anastasios Zouzias
The Kaczmarz method is an iterative method for solving overcomplete linear systems of equations Ax=b. The randomized version of the Kaczmarz method put forth by Strohmer and Vershy…