3 papers
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…
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…
stat.ME2025
AR-sieve Bootstrap for High-dimensional Time Series
Daning Bi, Han Lin Shang, Yanrong Yang +1
This paper proposes a new AR-sieve bootstrap approach to high-dimensional time series. The major challenge of classical bootstrap methods on high-dimensional time series is two-fol…