Yuhong Yang
Selected Publications and Submissions
- Yuhong Yang and Andrew Barron (1998). An Asymptotic Property of Model Selection Criteria, IEEE Transaction on Information Theory, vol. 44, pp. 95-116.
- Yuhong Yang (1999). Model Selection for Nonparametric Regression, Statistica Sinica, vol. 9, pp. 475-499.
There are several errors in the printed version: 1) For an exponential inequality for chi-square distribution, on
the first line of page 491, the sign in front of the first kappa should be negative; 2) on the same page, for display
A.8, the sign in front of the first rho should be negative; 3) on page 492, for the third display (on the 5th line),
the sign in front
of the second rho should be negative; 4) on the same page, on line 13, 4.78 should be 0.478.
- Yuhong Yang (1999). Minimax Nonparametric
Classification---Part I: Rates of Convergence, IEEE
Transaction on Information Theory, vol. 45, pp. 2271-2284.
- Yuhong Yang (1999). Minimax Nonparametric
Classification---Part II: Model Selection for Adaptation, IEEE
Transaction on Information Theory, vol. 45, pp. 2285-2292.
- Yuhong Yang and Andrew Barron (1999). Information Theoretic
Determination of Minimax Rates of Convergence,
Annals of Statistics, vol. 27,
pp. 1564-1599.
- Yuhong Yang (2000). Mixing Strategies for Density Estimation,
Annals of Statistics, vol. 28,
pp. 75-87.
- Yuhong Yang (2000). Combining Different Procedures for Adaptive
Regression, Journal of Multivariate Analysis,
vol. 74, pp. 135-161.
- Yuhong Yang (2000). Adaptive Estimation in Pattern Recognition by Combining
Different Procedures, Statistica
Sinica, vol. 10, pp. 1069-1089.
- Jean Opsomer, Yuedong Wang, and Yuhong Yang (2001). Nonparametric regression with correlated errors,
Statistical Science, vol. 16, 134-153.
- Yuhong Yang (2001). Minimax rate adaptive estimation over
continuous hyper-parameters, IEEE
Transaction on Information Theory, vol. 47, pp. 2081-2085.
- Yuhong Yang (2001). Adaptive regression by mixing,
Journal of American Statistical
Association, vol. 96, pp. 574-588.
- Yuhong Yang (2001). Nonparametric regression and prediction
with dependent errors. A shorter version appeared in
Bernoulli.
vol. 7(4), pp. 633-655. [postscript]
- Yuhong Yang and Dan Zhu (2002). Randomized allocation with nonparametric estimation for a multi-armed bandit
problem with covariates. Annals of
Statistics, vol. 30, pp. 100-121.
- Yuhong Yang (2003). Regression with multiple candidate models:
selecting or mixing? Statistica
Sinica, vol. 13, 783-809.
- Hui Zou and Yuhong Yang (2004). Combining time series
models for forecasting, International Journal of
Forecasting, vol. 20, 69-84.
- Yuhong Yang (2004). Combining forecasting procedures: some
theoretical results, Econometric
Theory, vol. 20, 176-222.
- Yuhong Yang (2004). Aggregating regression procedures to
improve performance, Bernoulli, vol. 10, 25-47.
(An older version is Pre-print #1999-17 at ISU Department of Statistics [pdf])
- Zheng Yuan and Yuhong Yang (2005). Combining Linear
Regression Models: When and How? JASA, 100, 1202-1204.
- Yuhong Yang (2003). Can The Strengths of AIC and BIC Be
Shared? [pdf]
A
revision appeared on Biometrika, 92, 937-950, 2005. Two typos appeared
in the Biometrika version due to a mistake in math format change: on lines 4 and
6 of page 947, the factor 2 should be in the denominator.
- Zhuo Chen and Yuhong Yang (2004). Assessing Forecast
Accuracy Measures. submitted [pdf].
- Minhui Paik and Yuhong Yang (2004). Combining Nearest Neighbor
Classifiers Versus Cross Validation Selection. Statistical Applications
in Genetics and Molecular Biology, vol. 3, No. 1, Article 12. http://www.bepress.com/sagmb/vol3/iss1/art12
- Yuhong Yang (2006). Comparing Learning Methods for
Classification. Statistica Sinica , vol. 16, 635-657.
- Yuhong Yang (2007). Prediction/Estimation with Simple
Linear Model: Is It Really that Simple? Econometric
Theory. vol. 23, 1-36.
- Zhuo Chen and Yuhong Yang (2007).
Time Series Models for Forecasting: Testing or Combining?, Studies in
Nonlinear Dynamics & Econometrics: Vol. 11: No. 1, Article 3.
http://www.bepress.com/snde/vol11/iss1/art3
- Lihua Chen, Panayotis Giannakouros, and Yuhong Yang (2007).
Model Combining in Factorial Data Analysis. Journal of
Statistical Planning and Inference, vol. 137, 2920-2934.
- Yuhong Yang (2007). Consistency of Cross Validation for Comparing
Regression Procedures. Annals of Statistics. vol. 35, 2450-2473.
- Yuhong Yang (2007). How Powerful Can Any Regression Learning
Procedure Be? Proceedings of AI and Statistics 2007. [pdf]
- Yuhong Yang (2008). Localized Model Selection for Regression. Econometric Theory. vol. 24, 472-492.
- Kejia Shan and Yuhong Yang (2009). Combining Regression Quantile Estimators.
Statistica Sinica. vol. 19, 1171-1191.
- Davide Ferrari and Yuhong Yang (2009). Maximum Lq-Likelihood
Estimation. Annals of Statistics vol. 38, 753-783.
- Lihua Chen and Yuhong Yang (2010). Combining statistical procedures, in Frontiers of Statistics book series.
- Wei Liu and Yuhong Yang (2011). Parametric or Nonparametric? A Parametricness Index for Model Selection. Annals of Statistics, vol. 39, 2074-2102. [pdf] [Supplement]
- Yuhong Yang and Gang Cheng (2011). Discussion of "Adaptive confidence intervals for the test error in
classification" by Eric B. Laber and Susan A. Murphy. JASA [pdf], vol. 106, 924-931.
- Song Liu and Yuhong Yang (2012). Combining models in longitudinal data analysis.
Annals of the Institute of Statistical Mathematics. , vol. 64, 233-254. [pdf]
- Xiaoqiao Wei and Yuhong Yang (2012). Robust forecast combinations. Journal of Econometrics, vol. 166, 224-236.
[pdf]
- Xiaoqiao Wei & Yuhong Yang (2012). Robust combination of model selection methods for prediction. Statistica Sinica,
vol. 22, 1021-1040. [pdf]
- Fuchang Gao, Ching-Kang Ing and Yuhong Yang (2013). Metric entropy and sparse linear approximation of lq-Hulls
for 0 < q ≦ 1. Journal of Approximation Theory, vol. 166, 42-55. [pdf]
- Wei Qian and Yuhong Yang (2013). Model selection via standard error adjusted adaptive lasso. Ann Inst Stat Math,
vol. 65,
295–318. [pdf] [An
R package for implementation]
- Song Liu and Yuhong Yang (2013). Mixing partially linear regression models. Sankhya A, vol. 75, 74-95. [pdf]
- Grzegorz A. Rempala and Yuhong Yang (2013) On permutation procedures for strong control in multiple testing with
gene expression data. Statistics and Its Interface, 6, 79-89. [pdf]
- Ying Nan and Yuhong Yang (2014) Variable Selection Diagnostics Measures
for High-Dimensional Regression. Journal of Computational and Graphical
Statistics, vol. 23,
636-656. [pdf] [An
R package to compute VSD and instabilities]
- Craig A. Rolling and Yuhong Yang (2014). Model selection for estimating treatment effects. Journal of the Royal Statistical
Society B, vol. 76, 749-769. [pdf]
- Wang, Z., Paterlini, S., Gao, F., and Yang, Y. (2014) Adaptive minimax
regression estimation over sparse $\ell_q$-hulls. Journal of Machine
Learning Research, vol. 15,
1675-1711. [pdf].
- Xiaoyi Zhu and Yuhong Yang (2014). Variable selection after screening: with or without data
splitting? Computational Statistics, vol. 30, 191-203. [pdf].
- Davide Ferrari and Yuhong Yang (2014). Confidence sets for model selection
by F-testing. Statistica Sinica, vol. 25, 1637-1658. [pdf].
- Gang Cheng and Yuhong Yang (2015). Forecast combination with outlier
protection. International Journal of Forecasting, vol. 31, 223-237. [pdf].
- Yongli Zhang and Yuhong Yang (2015). Cross-validation for selecting a model selection procedure. Journal of Econometrics, vol. 187, 95-112.
[pdf] It also
addresses several seemingly widespread misconceptions on cross-validation.
- Gang Cheng, Sicong Wang and Yuhong Yang (2015). Forecast Combination under
Heavy-Tailed Errors. Econometrics, vol. 3, 797-824. [pdf]
- Wei Qian and Yuhong Yang (2016). Kernel estimation and model combination in a bandit
problem with covariates. Journal of Machine Learning Research, 17(149):1-37. [pdf].
- Wei Qian and Yuhong Yang (2016). Randomized allocation with arm elimination in a bandit problem with covariates. Electronic Journal of Statistics, Volume 10, 242-270.
[pdf].
- Wenjing Yang and Yuhong Yang (2017). Toward an Objective and Reproducible
Model Choice via VariableSelection Deviation, Biometrics, vol. 73, 20-30.
[pdf].
- Chunling Lu, Kai Liu, Lingling Li, Yuhong Yang (2017). Sensitivity of measuring the progress in financial
risk protection to survey design and its socioeconomic and demographic determinants: A case study in
Rwanda, Social Science & Medicine, vol. 178, 11-18.
- James Cockreham; Fuchang Gao; Yuhong Yang (2017).
Metric entropy of $q$-hulls in Banach spaces of type $p$,
Proceedings of AMS, vol. 145, 5205-5214.
- Chenglong Ye, Yi Yang and Yuhong Yang (2018). Sparsity oriented importance learning for high-dimensional linear
regression, Journal of American Statistical Association, vol. 113, 1797-1812. [pdf]
- Jie Ding, Vahid Tarokh, Yuhong Yang (2018). Bridging AIC and BIC: A new criterion for autoregression, IEEE
Transaction on Information Theory, vol. 64, 4024-4043. [pdf]
- Jie Ding, Vahid Tarokh, Yuhong Yang (2018). Model Selection Techniques: An Overview, IEEE Signal Processing
Magazine, November, 1-19. [pdf]
- Chunling Lu and Yuhong Yang (2018). On Assessing Binary Regression Models Based on Ungrouped Data, Biometrics, accepted.
[pdf], [Supplement]
- Craig Rolling, Yuhong Yang and Dagmar Velez (2019). Combining Estimates of Conditional Treatment Effects. Econometric Theory, Vol. 35, 1089-1110. [pdf]
- Chao Zheng, Davide Ferrari and Yuhong Yang (2019). Model selection confidence sets by likelihood ratio
testing. Statistica Sinica, Vol. 29, 827-851.[pdf]
- Guowu Yang and Yuhong Yang (2019). Minimax-Rate Adaptive Nonparametric Regression with Unknown Correlations of Errors. SCIENCE CHINA Mathematics, vol. 62, 227-244. [pdf]
- Wei Qian, Craig A. Rolling, Gang Cheng and Yuhong Yang (2019). On the forecast combination puzzle,
Econometrics , Vol. 39; 6 (1-28). [pdf]
- Chenglong Ye and Yuhong Yang (2019). High-dimensional adaptive minimax sparse estimation with interactions,
IEEE Transaction on Information Theory, Vol. 65, 5367 - 5379.[pdf]
- Yanjia Yu, Yi Yang and Yuhong Yang (2020). Performance Assessment of High-dimensional Variable Identification
Statistics Sinica, to appear. [pdf]
- Sakshi Arya and Yuhong Yang (2020). Randomized Allocation with Nonparametric Estimation for a Contextual Multi-Armed Bandit Problem with Delayed Rewards.
Statistics and Probability Letters, to appear. [pdf]
- Yongli Zhang, Craig Rolling and Yuhong Yang (2021). Estimating and forecasting dynamic correlation matrices: A
nonlinear common factor approach. Journal of Multivariate Analysis, to appear. [pdf]
- Jingfu Peng and Yuhong Yang (2021). On Improvability of Model Selection by Model Averaging. Journal of
Econometrics, to appear. [pdf]
- Yuchen Chen and Yuhong Yang (2021). The One Standard Error Rule for Model Selection: Does It Work?
Stats, 4(4), 868-892. [pdf]
- Jiawei Zhang, Jie Ding and Yuhong Yang (2021). Is a Classification Procedure Good Enough? A Goodness-of-Fit
Assessment Tool for Classification Learning. Journal of American Statistical Association, to appear. [pdf]
- Wei Qian, Craig Rolling, Gang Cheng, and YuhongYang (2021). Combining Forecasts for Universally Optimal
Performance. International Journal of Forecasting, to appear. [pdf]
- Ze Chen, Jianqiang Zhang, Wangli Xu and Yuhong Yang (2021). Consistency of BIC Model Averaging, Statistica
Sinica, to appear. [pdf]
- Yang Li, Rong Li, Yichen Qin, Cunjie Lin, Yuhong Yang (2021). Robust group variable screening based on maximum
Lq-likelihood estimation, Statistics in Medicine, to appear. [pdf]
- Zishu Zhan and Yuhong Yang (2021). Profile Electoral College Cross-Validation. Information Sciences, to appear. [pdf])