2 citations · 5 across the 4 of their papers we have counts for
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stat.ME2025★ 1 cited
Joint Learning of Panel VAR models with Low Rank and Sparse Structure
Yuchen Xu, George Michailidis
Panel vector auto-regressive (VAR) models are widely used to capture the dynamics of multivariate time series across different subpopulations, where each subpopulation shares a com…
stat.ME2021★ 1 cited
Testing Simultaneous Diagonalizability
Yuchen Xu, Marie-Christine Düker, David S. Matteson
This paper proposes novel methods to test for simultaneous diagonalization of possibly asymmetric matrices. Motivated by various applications, a two-sample test as well as a genera…