activity
20162026
most citedDistance-based and RKHS-based Dependence Metrics in High Dimension

10 citations · 13 across the 7 of their papers we have counts for

collaborators

7 papers

math.PR2026

Deviation inequalities for U-processes of growing order, with applications to half-space depth

Stanislav Minsker, Shunan Yao

We prove new deviation inequalities for infinite-order U-processes, that is, U-processes whose order may increase with the sample size. Our goal is to obtain the sharpest possible…

stat.ME2023

Neyman-Pearson and equal opportunity: when efficiency meets fairness in classification

Jianqing Fan, Xin Tong, Yanhui Wu +2

Organizations often rely on statistical algorithms to make socially and economically impactful decisions. We must address the fairness issues in these important automated decisions…

math.ST2022

Generalized Median of Means Principle for Bayesian Inference

Stanislav Minsker, Shunan Yao

The topic of robustness is experiencing a resurgence of interest in the statistical and machine learning communities. In particular, robust algorithms making use of the so-called m…

stat.ML2021

Asymmetric error control under imperfect supervision: a label-noise-adjusted Neyman-Pearson umbrella algorithm

Shunan Yao, Bradley Rava, Xin Tong +1

Label noise in data has long been an important problem in supervised learning applications as it affects the effectiveness of many widely used classification methods. Recently, imp…

math.ST2019★ 10 cited

Distance-based and RKHS-based Dependence Metrics in High Dimension

Changbo Zhu, Shun Yao, Xianyang Zhang +1

In this paper, we study distance covariance, Hilbert-Schmidt covariance (aka Hilbert-Schmidt independence criterion [Gretton et al. (2008)]) and related independence tests under th…

math.ST2017

Conditional Mean and Quantile Dependence Testing in High Dimension

Xianyang Zhang, Shun Yao, Xiaofeng Shao

Motivated by applications in biological science, we propose a novel test to assess the conditional mean dependence of a response variable on a large number of covariates. Our proce…

stat.ME2016★ 3 cited

Testing mutual independence in high dimension via distance covariance

Shun Yao, Xianyang Zhang, Xiaofeng Shao

In this paper, we introduce a type test for testing mutual independence and banded dependence structure for high dimensional data. The test is constructed based on…