92 citations · 218 across the 14 of their papers we have counts for
14 papers
Time-Varying Matrix Factor Models
Bin Chen, Elynn Y. Chen, Stevenson Bolivar +1
Matrix-variate data of high dimensions are frequently observed in finance and economics, spanning extended time periods, such as the long-term data on international trade flows amo…
Transfer Q-learning
Elynn Chen, Sai Li, Michael I. Jordan
Time-inhomogeneous finite-horizon Markov decision processes (MDP) are frequently employed to model decision-making in dynamic treatment regimes and other statistical reinforcement…
Reinforcement Learning with Heterogeneous Data: Estimation and Inference
Elynn Y. Chen, Rui Song, Michael I. Jordan
Reinforcement Learning (RL) has the promise of providing data-driven support for decision-making in a wide range of problems in healthcare, education, business, and other domains.…
Community Network Auto-Regression for High-Dimensional Time Series
Elynn Y. Chen, Jianqing Fan, Xuening Zhu
Modeling responses on the nodes of a large-scale network is an important task that arises commonly in practice. This paper proposes a community network vector autoregressive (CNAR)…
Semi-parametric TEnsor Factor Analysis by Iteratively Projected Singular Value Decomposition
Elynn Y. Chen, Dong Xia, Chencheng Cai +1
This paper introduces a general framework of Semi-parametric TEnsor Factor Analysis (STEFA) that focuses on the methodology and theory of low-rank tensor decomposition with auxilia…
On Projection Robust Optimal Transport: Sample Complexity and Model Misspecification
Tianyi Lin, Zeyu Zheng, Elynn Y. Chen +2
Optimal transport (OT) distances are increasingly used as loss functions for statistical inference, notably in the learning of generative models or supervised learning. Yet, the be…