Publications

Google Scholar

• Zhang, T. and Yang, Y. (2018+)
  Robust Principal Component Analysis by Manifold Optimization
  [pdf]
  Preprint

• Yu, Y., Yang, Y. and Yang, Y. (2018+)
  Performance Assessment of High-dimensional Variable Identification
  [pdf]
  Preprint

• Ye, C., Yang, Y. and Yang, Y. (2018+)
  Sparsity Oriented Importance Learning for High-dimensional Linear Regression
  [pdf] [supplementary materials] [software]
  Journal of the American Statistical Association. Accepted

• Mai, Q., Yang, Y. and Zou, H. (2018+)
  Multiclass Sparse Discriminant Analysis
  [pdf] [software]
  Statistica Sinica. Accepted

• Yang, Y., Qian, W. and Zou, H. (2018)
  Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models
  [pdf] [supplementary materials] [software]
  Journal of Business & Economic Statistics. 36(3), 456–470.

• Bhatnagar, S., Yang, Y., Khundrakpam, B., Evans, A., Blanchette, M., Bouchard, L., Greenwood, C. (2018)
  An Analytic Approach for Interpretable Predictive Models in High Dimensional Data in the Presence of Interactions with Exposures
  [pdf] [supplementary materials] [software]
  Genetic Epidemiology. 42(3), 233–249.

• Yang, Y., Zhang, T. and Zou. H. (2018)
  Flexible Expectile Regression in Reproducing Kernel Hilbert Space
  [pdf] [supplementary materials] [software]
  Technometrics. 60(1), 26–35.

• Su, Z., Zhu, G., Chen, X. and Yang, Y. (2016)
  Sparse Envelope Model: Efficient Estimation and Response Variable Selection in Multivariate Linear Regression
  [pdf] [supplementary materials]
  Biometrika. 103(3), 579-593.

• Qian, W., Yang, Y. and Zou, H. (2016)
  Tweedie's Compound Poisson Model with Grouped Elastic Net
  [pdf] [appendix] [software]
  Journal of Computational and Graphical Statistics. 25(2), 606-625.

• Yang, Y. and Zou, H. (2015)
  Nonparametric Multiple Expectile Regression via ER-Boost
  [pdf] [software]
  Journal of Statistical Computation and Simulation. 85(7), 1442-1458.

• Cook, D., Su, Z. and Yang, Y. (2015)
  A MATLAB Toolbox for Computing Envelope Estimators in Multivariate Linear Regression
  [pdf] [software]
  Journal of Statistical Software. 62(8).

• Yang, Y. and Zou, H. (2015)
  A Fast Unified Algorithm for Solving Group-Lasso Penalized Learning Problems
  [pdf] [software]
  Statistics and Computing. 25(6), 1129-1141.

• Yang, Y. and Zou, H. (2014)
  A Coordinate Majorization Descent Algorithm for l1 Penalized Learning
  [pdf]
  Journal of Statistical Computation and Simulation. 84(1), 84-95.

• Righi, M., Yang, Y. and Ceretta, P. (2014)
  Nonparametric Expectile Regression for Conditional Autoregressive Expected Shortfall Estimation
  [pdf]
  Contemporary Studies in Economic and Financial Analysis. 96, 83-95.

• Yang, Y. and Zou, H. (2013)
  An Efficient Algorithm for Computing The HHSVM and Its Generalizations
  [pdf] [software]
  Journal of Computational and Graphical Statistics. 22(2), 396-415.

• Wang, S., Yang, Y., Chang, J. S., and Lin, F. P. (2013)
  Using Penalized Regression with Parallel Coordinates for Visualization of Significance in High Dimensional Data
  [pdf]
  International Journal of Advanced Computer Science and Applications. 4(10).

• Yang, Y. and Zou, H. (2013)
  A Cocktail Algorithm for Solving The Elastic Net Penalized Cox’s Regression in High Dimensions
  [pdf] [software]
  Statistics and Its Interface. 6(2), 167-173.