4 papers
TimeAPN: Adaptive Amplitude-Phase Non-Stationarity Normalization for Time Series Forecasting
Yue Hu, Jialiang Tang, Siwei Yu +3
Non-stationarity is a fundamental challenge in multivariate long-term time series forecasting, often manifested as rapid changes in amplitude and phase. These variations lead to se…
Testing the parametric form of the conditional variance in regressions based on distance covariance
Yue Hu, Haiqi Li, Falong Tan
In this paper, we propose a new test for checking the parametric form of the conditional variance based on distance covariance in nonlinear and nonparametric regression models. Inh…
ADMM Algorithmic Regularization Paths for Sparse Statistical Machine Learning
Yue Hu, Eric Chi, Genevera I. Allen
Optimization approaches based on operator splitting are becoming popular for solving sparsity regularized statistical machine learning models. While many have proposed fast algorit…
Local-Aggregate Modeling for Big-Data via Distributed Optimization: Applications to Neuroimaging
Yue Hu, Genevera I. Allen
Technological advances have led to a proliferation of structured big data that have matrix-valued covariates. We are specifically motivated to build predictive models for multi-sub…