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03/07/2023
Statistical inferences for complex dependence of multimodal imaging data
Statistical analysis of multimodal imaging data is a challenging task, s...
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02/23/2023
Efficiently handling constraints with Metropolis-adjusted Langevin algorithm
In this study, we investigate the performance of the Metropolis-adjusted...
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12/28/2022
Statistical inference for high-dimensional spectral density matrix
The spectral density matrix is a fundamental object of interest in time ...
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09/11/2022
Testing the martingale difference hypothesis in high dimension
In this paper, we consider testing the martingale difference hypothesis ...
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12/31/2021
Modelling matrix time series via a tensor CP-decomposition
We propose to model matrix time series based on a tensor CP-decompositio...
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12/19/2021
Edge differentially private estimation in the β-model via jittering and method of moments
A standing challenge in data privacy is the trade-off between the level ...
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08/07/2021
Culling the herd of moments with penalized empirical likelihood
Models defined by moment conditions are at the center of structural econ...
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04/27/2021
Central Limit Theorems for High Dimensional Dependent Data
Motivated by statistical inference problems in high-dimensional time ser...
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08/29/2020
An autocovariance-based learning framework for high-dimensional functional time series
Many scientific and economic applications involve the analysis of high-d...
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06/13/2020
A power one test for unit roots based on sample autocovariances
We propose a new unit-root test for a stationary null hypothesis H_0 aga...
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12/19/2018
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
In this paper, we consider efficiently learning the structural informati...
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05/28/2018
High-dimensional statistical inferences with over-identification: confidence set estimation and specification test
Over-identification is a signature feature of the influential Generalize...
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03/07/2018
Estimation of edge density in noisy networks
While it is common practice in applied network analysis to report variou...
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01/20/2018