University of Southern California

Yingying Fan
Assistant Professor of Data Sciences and Operations

USC Marshall School of Business
Los Angeles, CA 90089-0808

Phone: 
213-740-9916
Education: 
PhD, MS, Princeton University; BS, University of Science and Technology of China

Overview

Yingying Fan's research interests include high dimensional statistical inference, classification and variable selection, nonparametric statistics, and financial econometrics. Her papers have been published in journals including the Annals of Statistics, Journal of the American Statistical Association, Journal of Econometrics, and Journal of Financial Econometrics. She was Lecturer in the Department of Statistics at Harvard University from 2007-2008. She is the recipient of National Science Foundation Grant (2009-2012, PI), 2010 Zumberge Individual Award from USC's James H. Zumberge Faculty Research and Innovation Fund (2010-2011, PI), and 2010 Dean's Award for Research Excellence. She also serves in the membership committee of the International Chinese Statistical Association (2009-Present).

Research

Fan, Y., Foutz, N., James, G., and Jank, W. (2014) "Functional forecasting of demand decay rates using online virtual stock markets," The Annals of Applied Statistics, to appear.
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.
Fan, J., Fan, Y., and Barut, E. (2014) "Adaptive robust variable selection," The Annals of Statistics, 42, 324-351.
Fan, Y., and Lv, J. (2014) "Asymptotic properties for combined L1 and concave regularization," Biometrika, 101, 57-70.
Fan, Y., Jin, J., and Yao, Z. (2013) "Optimal classification in sparse Gaussian graphic model," The Annals of Statistics, 41, 2537-2571.
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.
Fan, Y., and Lv, J. (2013) "Asymptotic equivalence of regularization methods in thresholded parameter space," Journal of the American Statistical Association, 108, 1044-1061.
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.
Fan, Y., and Li, R. (2012) "Variable selection in linear mixed effects models," The Annals of Statistics, 40, 2043-2068.
Fan, Y., and Fan, J. (2011) "Testing and detecting jumps based on a discretely observed process," Journal of Econometrics, 164, 331-344.
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.
Fan, J., Fan, Y., and Wu, Y. (2010) "High dimensional classification," High-dimensional Statistical Inference (T. T. Cai and X. Shen, eds.), World Scientific, New Jersey 3-37.
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.
Fan, J., and Fan, Y. (2008) "High-dimensional classification using features annealed independence rules," The Annals of Statistics, 36, 2605-2637.
Fan, J., Fan, Y., and Lv, J. (2008) "High dimensional covariance matrix estimation using a factor model," Journal of Econometrics, 147, 186-197.
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.
Fan, J., Fan, Y., and Lv, J. (2007) "Aggregation of nonparametric estimators for volatility matrix," Journal of Financial Econometrics, 5, 321-357.
Fan, Y. (2007) "Volatility matrix estimation and high dimensional classification (Ph.D. dissertation),".
Fan, J., and Fan, Y. (2006) "Comment on "Quantile autoregression"," Journal of the American Statistical Association, 101, 991-994.