395 citations · 692 across the 25 of their papers we have counts for
8 papers · 1 filter
On a synergistic learning phenomenon in nonparametric domain adaptation
Ling Zhou, Yuhong Yang
Consider nonparametric domain adaptation for regression, which assumes the same conditional distribution of the response given the covariates but different marginal distributions o…
On optimality of Mallows model averaging
Jingfu Peng, Yang Li, Yuhong Yang
In the past decades, model averaging (MA) has attracted much attention as it has emerged as an alternative tool to the model selection (MS) statistical approach. Hansen [Econometri…
Minimax rates of convergence for nonparametric location-scale models
Bingxin Zhao, Yuhong Yang
This paper studies minimax rates of convergence for nonparametric location-scale models, which include mean, quantile and expectile regression settings. Under Hellinger differentia…
High-dimensional Adaptive Minimax Sparse Estimation with Interactions
Chenglong Ye, Yuhong Yang
High-dimensional linear regression with interaction effects is broadly applied in research fields such as bioinformatics and social science. In this paper, we first investigate the…
Bridging AIC and BIC: a new criterion for autoregression
Jie Ding, Vahid Tarokh, Yuhong Yang
We introduce a new criterion to determine the order of an autoregressive model fitted to time series data. It has the benefits of the two well-known model selection techniques, the…
Parametric or nonparametric? A parametricness index for model selection
Wei Liu, Yuhong Yang
In model selection literature, two classes of criteria perform well asymptotically in different situations: Bayesian information criterion (BIC) (as a representative) is consistent…
Maximum L-likelihood estimation
Davide Ferrari, Yuhong Yang
In this paper, the maximum L-likelihood estimator (MLE), a new parameter estimator based on nonextensive entropy [Kibernetika 3 (1967) 30--35] is introduced. The properties o…
Consistency of cross validation for comparing regression procedures
Yuhong Yang
Theoretical developments on cross validation (CV) have mainly focused on selecting one among a list of finite-dimensional models (e.g., subset or order selection in linear regressi…