496 citations · 1.9k across the 52 of their papers we have counts for
16 papers · 1 filter
Asymptotic Properties of High-Dimensional Random Forests
Chien-Ming Chi, Patrick Vossler, Yingying Fan +1
As a flexible nonparametric learning tool, the random forests algorithm has been widely applied to various real applications with appealing empirical performance, even in the prese…
Eigen selection in spectral clustering: a theory guided practice
Xiao Han, Xin Tong, Yingying Fan
Based on a Gaussian mixture type model , we derive an eigen selection procedure that improves the usual spectral clustering in high-dimensional settings. Concretely, we derive the…
Universal Rank Inference via Residual Subsampling with Application to Large Networks
Xiao Han, Qing Yang, Yingying Fan
Determining the precise rank is an important problem in many large-scale applications with matrix data exploiting low-rank plus noise models. In this paper, we suggest a universal…
Asymptotic Distributions of High-Dimensional Distance Correlation Inference
Lan Gao, Yingying Fan, Jinchi Lv +1
Distance correlation has become an increasingly popular tool for detecting the nonlinear dependence between a pair of potentially high-dimensional random vectors. Most existing wor…
Asymptotic Theory of Eigenvectors for Random Matrices with Diverging Spikes
Jianqing Fan, Yingying Fan, Xiao Han +1
Characterizing the asymptotic distributions of eigenvectors for large random matrices poses important challenges yet can provide useful insights into a range of statistical applica…
IPAD: Stable Interpretable Forecasting with Knockoffs Inference
Yingying Fan, Jinchi Lv, Mahrad Sharifvaghefi +1
Interpretability and stability are two important features that are desired in many contemporary big data applications arising in economics and finance. While the former is enjoyed…