24 citations · 50 across the 6 of their papers we have counts for
6 papers
An Algorithm for Graph-Fused Lasso Based on Graph Decomposition
Feng Yu, Yi Yang, Teng Zhang
This work proposes a new algorithm for solving the graph-fused lasso (GFL), a method for parameter estimation that operates under the assumption that the signal tends to be locally…
Tweedie Gradient Boosting for Extremely Unbalanced Zero-inflated Data
He Zhou, Yi Yang, Wei Qian
Tweedie's compound Poisson model is a popular method to model insurance claims with probability mass at zero and nonnegative, highly right-skewed distribution. In particular, it is…
Robust PCA by Manifold Optimization
Teng Zhang, Yi Yang
Robust PCA is a widely used statistical procedure to recover a underlying low-rank matrix with grossly corrupted observations. This work considers the problem of robust PCA as a no…
Flexible Expectile Regression in Reproducing Kernel Hilbert Space
Yi Yang, Teng Zhang, Hui Zou
Expectile, first introduced by Newey and Powell (1987) in the econometrics literature, has recently become increasingly popular in risk management and capital allocation for financ…
Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models
Yi Yang, Wei Qian, Hui Zou
The Tweedie GLM is a widely used method for predicting insurance premiums. However, the structure of the logarithmic mean is restricted to a linear form in the Tweedie GLM, which c…
Multiclass Sparse Discriminant Analysis
Qing Mai, Yi Yang, Hui Zou
In recent years many sparse linear discriminant analysis methods have been proposed for high-dimensional classification and variable selection. However, most of these proposals foc…