杨玥含

2026

Sharp Bounds and Covariate Adjustment for Ordinal Outcomes in Stratified Randomized Experiments

Statistica Sinica

DOI

2026

Randomization‐Based Covariate Adjustment for Randomized Block 2K Factorial Experiments With Missing Baselines

Statistics in Medicine

DOI

2026

Individualized dynamic elastic-net model with B-spline approximation for high-dimensional and non-stationary time series data

Statistical Papers

DOI

2026

Denoised variable screening with latent confounding in ultrahigh-dimensional linear models

Journal of Multivariate Analysis

DOI

2026

A clustering-based investment strategy for high-dimensional portfolio optimization

Journal of Applied Statistics

DOI

2026

An effective method for modeling highly correlated interaction models with applications in Alzheimer’s disease analysis

Statistical Methods in Medical Research

DOI

2026

Coefficient-centered regularization for enhanced group learning in sparse regression

Expert Systems with Applications

DOI

2026

Adaptive reweighting for joint estimation of sparse and non-sparse components

Journal of Statistical Planning and Inference

DOI

2026

Coefficient pairing with centralized regularization for structured sparsity

Neural Networks

DOI

2026

Hidden Block Regression: A General Framework for Multi-Response Models with Group Structures and Hidden Variables

Journal of Computational and Graphical Statistics

DOI

2026

A two-stage approach for modeling non-sparse main effects with sparse interaction terms

AStA Advances in Statistical Analysis

DOI

2026

Mixed-score community detection method for weighted stock networks

Statistics and Its Interface

DOI

2025

Design-Based Theory for Lasso Adjustment in Randomized Block Experiments and Rerandomized Experiments

Journal Of Business & Economic Statistics，Vol. 430, No. 3

DOI

2025

Joint estimation of sparse and dense components through structured iteration

Test

DOI

2025

Instrumental variable envelope models for endogenous multivariate regression

Statistics and Computing

DOI

2025

A sparse estimate to varying-coefficient additive models for functional and longitudinal data

Computational Statistics

DOI

2025

Iterative sequential screening strategies for sparse recovery with computational advantages

Journal of Multivariate Analysis

DOI

2025

Cluster Gelnet for estimating Gaussian graphical models with multi-level conditional correlations and block structures

Journal of Statistical Computation and Simulation

DOI

2025

A high-dimensional sparse and correlated investment strategy for portfolio management via the integration of penalties and utility functions

Communications in Statistics - Simulation and Computation

DOI

2025

A model-free multivariate non-recursive feature elimination for feature selection on high-dimensional complex multiple response data

Information Sciences

DOI

2025

Regression and autoregressive models via sparse Laplacian Shrinkage

Journal of Statistical Computation and Simulation

DOI

2025

A sequential stepwise screening procedure for sparse recovery in high-dimensional multiresponse models with complex group structures

Statistics and Its Interface

DOI

2024

Directed association network analysis on the Standard and Poor's 500 Index

Computational Economics，Vol. 630, No. 1

DOI

2024

Joint estimation of transfer learning on time series data

Statistical Papers

DOI

2024

Joint estimation for multisource Gaussian graphical models based on transfer learning

Pattern Recognition

DOI

2024

Adaptive analysis of the heteroscedastic multivariate regression modeling

Journal of Statistical Computation and Simulation

DOI

2024

Nonconvex fusion penalties for high-dimensional hierarchical categorical variables

Information Sciences

DOI

2024

A structured iterative division approach for non-sparse regression models and applications in biological data analysis

Statistical Methods in Medical Research

DOI

2024

A sparse estimate based on variational approximations for semiparametric generalized additive models

Computational Statistics

DOI

2024

A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection

Statistical Papers

DOI

2024

A robust estimation based on penalised regularisation for the varying-coefficient additive model

Journal of nonparametric statistics

DOI

2023

Community detection and clustering characteristics analysis of the stock market

Managerial And Decision Economics，Vol. 440, No. 7

DOI

2023

Dimension reduction of high-dimension categorical data with two or multiple responses considering interactions between responses

Expert Systems With Applications，Vol. 221

DOI

2023

Structurally incoherent adaptive weighted low-rank matrix decomposition for image classification

Applied Intelligence

DOI

2023

A penalized least product relative error loss function based on wavelet decomposition for non-parametric multiplicative additive models

Journal of Computational and Applied Mathematics

DOI

2023

Local linear approximation with Laplacian smoothing penalty and application in biology

Statistical Methods in Medical Research

DOI

2023

Transfer learning on stratified data: joint estimation transferred from strata

Pattern Recognition

DOI

2023

A Model‐Free Feature Selection Technique of Feature Screening and Random Forest‐Based Recursive Feature Elimination

International Journal of Intelligent Systems

DOI

2023

An iterative algorithm with adaptive weights and sparse Laplacian shrinkage for regression problems

Statistics and Its Interface

DOI

2022

Undirected and Directed Network Analysis of the Chinese Stock Market

Computational Economics，Vol. 600, No. 3

DOI

2022

High-dimensional sparse portfolio selection with nonnegative constraint

Applied Mathematics and Computation

DOI

2022

Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures

Computational Statistics & Data Analysis

DOI

2022

Combining random forest and multicollinearity modeling for index tracking

Communications in Statistics - Simulation and Computation

DOI

2022

Randomization-based Joint Central Limit Theorem and Efficient Covariate Adjustment in Randomized Block 2 K Factorial Experiments

Journal of the American Statistical Association

DOI

2022

An integrated precision matrix estimation for multivariate regression problems

Journal of Statistical Planning and Inference

DOI

2022

Community detection for New York stock market by SCORE-CCD

Computational Statistics

DOI

2022

An iterative model-free feature screening procedure: Forward recursive selection

Knowledge-Based Systems

DOI

2022

Multiple penalized regularization for clusters with varying correlation levels

Statistics and Its Interface

DOI

2021

A joint estimation for the high-dimensional regression modeling on stratified data

Communications in Statistics - Simulation and Computation

DOI

2021

Sparse Laplacian Shrinkage with the Graphical Lasso Estimator for Regression Problems

Test

DOI

2021

Community detection for statistical citation network by D-SCORE

Statistics and Its Interface

DOI

2020

A two-step method for estimating high-dimensional Gaussian graphical models

Science China Mathematics

DOI

2020

MuSP: A multistep screening procedure for sparse recovery

Stat

DOI

2020

Adaptive and reversed penalty for analysis of high-dimensional correlated data

Applied Mathematical Modelling

DOI

2020

Regression-adjusted average treatment effect estimates in stratified randomized experiments

Biometrika

DOI

2019

弹性约束估计的显著性检验及其渐近分布

《中国科学:数学》

2019

Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models

Communication in Statistics- Theory and Methods

DOI

2018

Model Selection Consistency of Lasso for Empirical Data

Chinese Annals of Mathematics Series B

DOI

2016

Nonnegative adaptive lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling

Journal of Statistical Planning and Inference

DOI

2025

Pension Finance and the Quality of New Urbanization:Evidence from Provincial Panel Data in China

Proceedings of the 4th International Conference on Financial Technology and Business Analysis（part4）

2025

Transfer Learning with Invariance Structures Across Target and Auxiliary Sources

SSRN Electronic Journal

DOI

2024

Non-zero block selector: A linear correlation coefficient measure for blocking-selection models

arXiv (Cornell University)

DOI

2023

An iterative algorithm for high-dimensional linear models with both sparse and non-sparse structures

arXiv (Cornell University)

DOI

2021

Blocking, rerandomization, and regression adjustment in randomized experiments with high-dimensional covariates

arXiv (Cornell University)

2018

Penalized regression adjusted causal effect estimates in high dimensional randomized experiments

arXiv preprint