Yingying Fan  
 
 

Publications[Software][Citations 1 | 2]

2017
Kong, Y., Li, D., Fan, Y. and Lv, J. (2017).
Interaction pursuit in high-dimensional multi-response regression via distance correlation.
The Annals of Statistics 45, 897-922. [PDF] [Supplementary Material] [Technical Report] [Software]

Derenski, J., Fan, Y. and James, G. (2017).
Discussion of "Random-projection ensemble classification."
Journal of the Royal Statistical Society Series B 79, 1009-1010. [PDF]

Fan, Y., Demirkaya, E., Li, G. and Lv, J. (2017).
RANK: large-scale inference with graphical nonlinear knockoffs.
Manuscript
. [PDF] [Technical Report] [Software]

Fan, Y., Demirkaya, E. and Lv, J. (2017).
Nonuniformity of p-values can occur early in diverging dimensions.
Manuscript
. [PDF] [Technical Report]

Candès, E. J., Fan, Y., Janson, L. and Lv, J. (2017).
Panning for gold: Model-free knockoffs for high-dimensional controlled variable selection.
Manuscript.[PDF] [Technical Report] [Software]

Ren, Z., Kang, Y., Fan, Y. and Lv, J. (2017).
Tuning-free heterogeneity pursuit in massive networks.
Manuscript. [PDF] [Technical Report] [Software]


Fan, Y., Kong, Y., Li, D. and Lv, J. (2017).
Interaction pursuit with feature screening and selection.
Manuscript. [PDF] [Technical Report] [Software]


Uematsu, Y., Fan, Y., Chen, K., Lv, J. and Lin, W. (2017).
SOFAR: large-scale association network learning.
Manuscript. [PDF] [Technical Report] [Software]


2016
Fan, Y. and Lv, J. (2016).
Innovated scalable efficient estimation in ultra-large Gaussian graphical models.
The Annals of Statistics 44, 2098-2126. [PDF] [Supplementary Material] [Technical Report] [Software]

2015
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]
[Supplementary Material] [Technical Report] [Software]

Bahadori, M. T., Kale, D., Fan, Y. and Liu, Y. (2015).
Functional subspace clustering with application to time series.
International Conference on Machine Learning (ICML'15). [PDF] [Software]

Fan, Y., James, G. and Radchenko, P. (2015).
Functional additive regression.
The Annals of Statistics 43, 2296-2325. [PDF] [Supplementary Material] [Software]

 
2014
Fan, Y. and Lv, J. (2014).
Asymptotic properties for combined L1 and concave regularization.
Biometrika 101, 57-70. [PDF] [Technical Report] [Software]


Fan, J., Fan, Y. and Barut, E. (2014).
Adaptive robust variable selection.
The Annals of Statistics 42, 324-351. [PDF]
[Supplementary Material] [Technical Report] [Software]

Zheng, Z., Fan, Y. and Lv, J. (2014).
High dimensional thresholded regression and shrinkage effect.
Journal of the Royal Statistical Society Series B 76, 627-649. [PDF]
[Technical Report] [Software]

Fan, Y., Foutz, N., James, G. and Jank, W. (2014).
Functional response additive model estimation with online virtual stock markets.
The Annals of Applied Statistics 8, 2435-2460. [PDF] [Software]

 
2013
Fan, Y., Jin, J. and Yao, Z. (2013).
Optimal classification in sparse Gaussian graphic model.
The Annals of Statistics 41, 2537-2571. [PDF] [Supplementary Material]
[Technical Report]

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] [Technical Report] [Software]


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]
[Technical Report]

Tang, C. and Fan, Y. (2013).
Discussion of "Large covariance estimation by thresholding principal orthogonal complements".
Journal of the Royal Statistical Society Series B 75, 671. [PDF]

 
2012
Fan, Y. and Li, R. (2012).
Variable selection in linear mixed effects models.
The Annals of Statistics 40, 2043-2068. [PDF]
[Technical Report] [Software]
 
2011
Fan, Y. and Fan, J. (2011).
Testing and detecting jumps based on a discretely observed process.
Journal of Econometrics 164, 331-344. [PDF]
[Technical Report]
 
2010
Jiang, J., Fan, Y. and Fan, J. (2010).
Estimation in additive models with highly or non-highly correlated covariates.
The Annals of Statistics 38, 1403-1432. [PDF]


Fan, J., Fan, Y. and Wu, Y. (2010).
High dimensional classification.
High-dimensional Statistical Inference (T. T. Cai and X. Shen, eds.), 3-37. World Scientific, New Jersey. [PDF]

 
2009
Lv, J. and Fan, Y. (2009).
A unified approach to model selection and sparse recovery using regularized least squares.
The Annals of Statistics 37, 3498-3528. [PDF]
[Software]
 
2008
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] [Technical Report]

 
2007
Fan, J., Fan, Y. and Jiang, J. (2007).
Dynamic integration of time- and state-domain methods for volatility estimation.
Journal of the American Statistical Association 102, 618-631. [PDF]


Fan, J., Fan, Y. and Lv, J. (2007).
Aggregation of nonparametric estimators for volatility matrix.
Journal of Financial Econometrics 5, 321-357. [PDF]


Fan, Y. (2007).
Volatility matrix estimation and high dimensional classification.
Ph.D. Dissertation,
Department of Operations Research and Financial Engineering, Princeton University.
 
2006
Fan, J. and Fan, Y. (2006).
Comment on "Quantile autoregression".
Journal of the American Statistical Association 101, 991-994. [PDF]