1 citations · 3 across the 14 of their papers we have counts for
4 papers · 2 filters
Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing
Liyuan Cui, Guanhao Feng, Yuefeng Han +1
We tackle the challenge of estimating grouping structures and factor loadings in asset pricing models, where traditional regressions struggle due to sparse data and high noise. Exi…
Tensor Neyman-Pearson Classification: Theory, Algorithms, and Error Control
Lingchong Liu, Elynn Chen, Yuefeng Han +1
Biochemical discovery increasingly relies on classifying molecular structures when the consequences of different errors are highly asymmetric. In mutagenicity and carcinogenicity,…
Modewise Additive Factor Model for Matrix Time Series
Elynn Chen, Yuefeng Han, Jiayu Li +1
We introduce a Modewise Additive Factor Model (MAFM) for matrix-valued time series that captures row-specific and column-specific latent effects through an additive structure, offe…
WISE: A Weighted Similarity Aggregation Test for Serial Independence
Qihua Zhu, Mingshuo Liu, Yuefeng Han +1
We propose a nonparametric test for serial independence that aggregates pairwise similarities of observations with lag-dependent weights. The resulting statistic is powerful to gen…