papers
Publications (2)
stat.ME2026
Attribution of Spurious Factors from High-Dimensional Functional Time Series
Adam Nie, Yanrong Yang, Han Lin Shang +1
This article explores a general factor structure for high-dimensional nonstationary functional time series, encompassing a wide range of factor models studied in the existing liter…
math.ST2026
Distributionally Robust PCA with Data-Adaptive Wasserstein Geometry
Chuang Xu, Andrew T. A. Wood, Yanrong Yang
We develop a distributionally robust formulation of principal component analysis that minimizes worst-case reconstruction risk over distributions lying within a Wasserstein neighbo…