2 citations · 2 across the 4 of their papers we have counts for
4 papers
A Survey on Time-Series Distance Measures
John Paparrizos, Haojun Li, Fan Yang +3
Distance measures have been recognized as one of the fundamental building blocks in time-series analysis tasks, e.g., querying, indexing, classification, clustering, anomaly detect…
Estimation of the Adjusted Standard-deviatile for Extreme Risks
Haoyu Chen, Tiantian Mao, Fan Yang
In this paper, we modify the Bayes risk for the expectile, the so-called variantile risk measure, to better capture extreme risks. The modified risk measure is called the adjusted…
Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
Xiucai Ding, Yun Li, Fan Yang
This paper focuses on investigating Stein's invariant shrinkage estimators for large sample covariance matrices and precision matrices in high-dimensional settings. We consider mod…
Disentangle Estimation of Causal Effects from Cross-Silo Data
Yuxuan Liu, Haozhao Wang, Shuang Wang +4
Estimating causal effects among different events is of great importance to critical fields such as drug development. Nevertheless, the data features associated with events may be d…