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stat.ME2026
Personalized Federated Vector Autoregression with Personalization Diversity
Zhiyun Fan, Xiaoyu Zhang, Guodong Li +1
Personalized federated learning can improve estimation for high-dimensional time series while preserving client-specific dynamics. However, parameter heterogeneity creates a fundam…
stat.ME2026
Two-Stage Robust Sparse Gradient Methods for Regression Under Heavy-Tailed Designs
Kaiyuan Zhou, Xiaoyu Zhang, Wenyang Zhang +1
We study high-dimensional sparse regression under simultaneous heavy-tailed covariates and noise. Heavy-tailed data affect sparse optimization in two different ways: extreme covari…
stat.ME2026
Reduced-Rank Network Autoregression with Grouped Edge Effects
Qi Lyu, Xiaoyu Zhang, Guodong Li +1
We propose the Edge-Grouped Reduced-Rank Network Autoregressive model (Edge-Grouped RRNAR) for multivariate time series observed over a network. The model allows transmission effec…