Search Results - "Chen, Elynn"
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1
Community network auto-regression for high-dimensional time series
Published in Journal of econometrics (01-08-2023)“…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…”
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2
Statistical Inference for High-Dimensional Matrix-Variate Factor Models
Published in Journal of the American Statistical Association (03-04-2023)“…This article considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the…”
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3
Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
Published in Journal of the American Statistical Association (02-04-2020)“…High-dimensional matrix-variate time series data are becoming widely available in many scientific fields, such as economics, biology, and meteorology. To…”
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4
Semi-parametric tensor factor analysis by iteratively projected singular value decomposition
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (12-07-2024)“…Abstract This paper introduces a general framework of Semi-parametric TEnsor Factor Analysis (STEFA) that focuses on the methodology and theory of low-rank…”
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5
Identification and estimation of threshold matrix‐variate factor models
Published in Scandinavian journal of statistics (01-09-2022)“…Motivated by the growing availability of complex time series observed in real applications, we propose a threshold matrix‐variate factor model, which…”
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6
Modeling Dynamic Transport Network with Matrix Factor Models: an Application to International Trade Flow
Published in Journal of Data Science (01-07-2023)“…International trade research plays an important role to inform trade policy and shed light on wider economic issues. With recent advances in information…”
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Reinforcement Learning in Latent Heterogeneous Environments
Published in Journal of the American Statistical Association (11-06-2024)Get full text
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8
High-Dimensional Tensor Discriminant Analysis with Incomplete Tensors
Published 18-10-2024“…Tensor classification is gaining importance across fields, yet handling partially observed data remains challenging. In this paper, we introduce a novel…”
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High-Dimensional Tensor Classification with CP Low-Rank Discriminant Structure
Published 22-09-2024“…Tensor classification has become increasingly crucial in statistics and machine learning, with applications spanning neuroimaging, computer vision, and…”
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10
Factor Augmented Matrix Regression
Published 27-05-2024“…We introduce \underline{F}actor-\underline{A}ugmented \underline{Ma}trix \underline{R}egression (FAMAR) to address the growing applications of matrix-variate…”
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11
Statistical Inference for High-Dimensional Matrix-Variate Factor Model
Published 19-10-2022“…Journal of the American Statistical Association, 2021 This paper considers the estimation and inference of the low-rank components in high-dimensional…”
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12
Data-Driven Knowledge Transfer in Batch $Q^$ Learning
Published 31-03-2024“…In data-driven decision-making in marketing, healthcare, and education, it is desirable to utilize a large amount of data from existing ventures to navigate…”
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13
Tensor-view Topological Graph Neural Network
Published 22-01-2024“…Graph classification is an important learning task for graph-structured data. Graph neural networks (GNNs) have recently gained growing attention in graph…”
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14
TEAFormers: TEnsor-Augmented Transformers for Multi-Dimensional Time Series Forecasting
Published 27-10-2024“…Multi-dimensional time series data, such as matrix and tensor-variate time series, are increasingly prevalent in fields such as economics, finance, and climate…”
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15
Tensor-Fused Multi-View Graph Contrastive Learning
Published 19-10-2024“…Graph contrastive learning (GCL) has emerged as a promising approach to enhance graph neural networks' (GNNs) ability to learn rich representations from…”
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16
Conditional Prediction ROC Bands for Graph Classification
Published 19-10-2024“…Graph classification in medical imaging and drug discovery requires accuracy and robust uncertainty quantification. To address this need, we introduce…”
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Exploring causal effects of hormone- and radio-treatments in an observational study of breast cancer using copula-based semi-competing risks models
Published 01-07-2024“…Breast cancer patients may experience relapse or death after surgery during the follow-up period, leading to dependent censoring of relapse. This phenomenon,…”
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18
Advancing Information Integration through Empirical Likelihood: Selective Reviews and a New Idea
Published 29-06-2024“…Information integration plays a pivotal role in biomedical studies by facilitating the combination and analysis of independent datasets from multiple studies,…”
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Distributed Tensor Principal Component Analysis
Published 19-05-2024“…As tensors become widespread in modern data analysis, Tucker low-rank Principal Component Analysis (PCA) has become essential for dimensionality reduction and…”
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20
Dynamic Contextual Pricing with Doubly Non-Parametric Random Utility Models
Published 10-05-2024“…In the evolving landscape of digital commerce, adaptive dynamic pricing strategies are essential for gaining a competitive edge. This paper introduces novel…”
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