8 papers
Factor-Adjusted Multiple Testing for High-Dimensional Individual Mediation Effects
Chen Shi, Zhao Chen, Christina Dan Wang
Identifying individual mediators is a central goal of high-dimensional mediation analysis, yet pervasive dependence among mediators can invalidate standard debiased inference and l…
Holistic Multi-Scale Inference of the Leverage Effect: Efficiency under Dependent Microstructure Noise
Ziyang Xiong, Zhao Chen, Christina Dan Wang
This paper addresses the long-standing challenge of estimating the leverage effect from high-frequency data contaminated by dependent, non-Gaussian microstructure noise. We depart…
Goodness-of-fit Tests for Heavy-tailed Random Fields
Ying Niu, Zhao Chen, Christina Dan Wang +1
We develop goodness-of-fit tests for max-stable random fields, which are used to model heavy-tailed spatial data. The test statistics are constructed based on the Fourier transform…
Asymptotic Theory for Regularized Estimation in Functional Time Series Models
Ying Niu, Yuwei Zhao, Zhao Chen +1
Functional autoregressive (FAR) models provide a fundamental framework for analyzing temporally dependent functional data. However, the infinite-dimensional nature of the underlyin…
On the Integration of Spatial-Temporal Knowledge: A Lightweight Approach to Atmospheric Time Series Forecasting
Yisong Fu, Fei Wang, Zezhi Shao +6
Transformers have gained attention in atmospheric time series forecasting (ATSF) for their ability to capture global spatial-temporal correlations. However, their complex architect…
Automatic Doubly Robust Forests
Zhaomeng Chen, Junting Duan, Victor Chernozhukov +1
This paper proposes the automatic Doubly Robust Random Forest (DRRF) algorithm for estimating the conditional expectation of a moment functional in the presence of high-dimensional…