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stat.ME2024
Two-way Homogeneity Pursuit for Quantile Network Vector Autoregression
Wenyang Liu, Ganggang Xu, Jianqing Fan +1
We propose a two-way grouped network quantile (TGNQ) autoregression model for time series data observed on networks with substantial heterogeneity and complex directional interacti…
stat.ME2023
Neyman-Pearson and equal opportunity: when efficiency meets fairness in classification
Jianqing Fan, Xin Tong, Yanhui Wu +2
Organizations often rely on statistical algorithms to make socially and economically impactful decisions. We must address the fairness issues in these important automated decisions…