Yingying Fan  
 
 



Yingying Fan

Associate Professor
Data Sciences and Operations Department
Marshall School of Business
University of Southern California
Los Angeles, CA 90089

fanyingy (at) marshall.usc.edu
Office: HOH 522
Phone: (213) 740-9916
Fax: (213) 740-7313

 

Short bio [CV]

Yingying Fan is an Associate Professor in Data Sciences and Operations Department of the Marshall School of Business at the University of Southern California. She received her Ph.D. in Operations Research and Financial Engineering from Princeton University in 2007. Her research interests include high-dimensional statistics, high-dimensional classification, big data problems, statistical machine learning, nonparametric statistics, business applications, and financial econometrics.

Her papers have been published in journals in statistics, economics, and computer science. She serves as an associate editor of Journal of the American Statistical Association (2014-present), Journal of Econometrics (2015-present), Journal of Multivariate Analysis (2013-present), and the Econometrics Journal (2012-present). She is the recipient of the USC Marshall Inaugural Dr. Douglas Basil Award for Junior Business Faculty (2014), the American Statistical Association Noether Young Scholar Award (2013), NSF Faculty Early Career Development (CAREER) Award (2012), Zumberge Individual Award from USC's James H. Zumberge Faculty Research and Innovation Fund (2010), and USC Marshall Dean's Award for Research Excellence (2010), as well as a Plenary Speaker at the 2011 Institute of Mathematical Statistics Workshop on Finance, Probability, and Statistics held at Columbia University.

 
Representative Publications
  • Ren, Z., Kang, Y., Fan, Y. and Lv, J. (2016). Tuning-free heterogeneity pursuit in massive networks. Manuscript. [PDF]
  • Fan, Y., Kong, Y., Li, D. and Lv, J. (2016). Interaction pursuit with feature screening and selection. Manuscript. [PDF]
  • Fan, Y. and Lv, J. (2016). Innovated scalable efficient estimation in ultra-large Gaussian graphical models. The Annals of Statistics, to appear. [PDF]
  • Fan, Y., Kong, Y., Li, D. and Zheng, Z. (2015). Innovated interaction screening for high-dimensional nonlinear classification. The Annals of Statistics 43, 1243–1272. [PDF]
  • Fan, Y. and Lv, J. (2013). Asymptotic equivalence of regularization methods in thresholded parameter space. Journal of the American Statistical Association 108, 1044–1061. [PDF]
  • Fan, Y. and Tang, C. (2013). Tuning parameter selection in high dimensional penalized likelihood. Journal of the Royal Statistical Society Series B 75, 531–552. [PDF]
  • Fan, J. and Fan, Y. (2008). High-dimensional classification using features annealed independence rules. The Annals of Statistics 36, 2605–2637. [PDF]
  • Fan, J., Fan, Y. and Lv, J. (2008). High dimensional covariance matrix estimation using a factor model. Journal of Econometrics 147, 186–197. [PDF]