72 citations · 765 across the 35 of their papers we have counts for
4 papers · 1 filter
Modelling matrix time series via a tensor CP-decomposition
Jinyuan Chang, Jing He, Lin Yang +1
We consider to model matrix time series based on a tensor CP-decomposition. Instead of using an iterative algorithm which is the standard practice for estimating CP-decompositions,…
Edge differentially private estimation in the -model via jittering and method of moments
Jinyuan Chang, Qiao Hu, Eric D. Kolaczyk +2
A standing challenge in data privacy is the trade-off between the level of privacy and the efficiency of statistical inference. Here we conduct an in-depth study of this trade-off…
Culling the herd of moments with penalized empirical likelihood
Jinyuan Chang, Zhentao Shi, Jia Zhang
Models defined by moment conditions are at the center of structural econometric estimation, but economic theory is mostly agnostic about moment selection. While a large pool of val…
Central limit theorems for high dimensional dependent data
Jinyuan Chang, Xiaohui Chen, Mingcong Wu
Motivated by statistical inference problems in high-dimensional time series data analysis, we first derive non-asymptotic error bounds for Gaussian approximations of sums of high-d…