PhD, MS, Princeton University; BS, University of Science and Technology of China
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).
Yingying Fan, E. Demirkaya, G. Li, Jinchi Lv
() "RANK: large-scale inference with graphical nonlinear knockoffs ,"Manuscript.
Y. Uematsu, Yingying Fan, K. Chen, Jinchi Lv, W. Lin
() "SOFAR: large-scale association network learning ,"Manuscript.
Z. Ren, Y. Kang, Yingying Fan, Jinchi Lv
() "Tuning-free heterogeneity pursuit in massive networks ,"Manuscript.
Joshua Derenski, Yingying Fan, Gareth James
() "Discussion of "Random-projection ensemble classification" ,"Journal of the Royal Statistical Society Series B79, 1009-1010.
Y. Kong, D. Li, Yingying Fan, Jinchi Lv
() "Interaction pursuit in high-dimensional multi-response regression via distance correlation ,"The Annals of Statistics45, 897-922.
Yingying Fan, Y. Kong, D. Li, Jinchi Lv
() "Interaction pursuit with feature screening and selection ,"Manuscript.
Yingying Fan, E. Demirkaya, Jinchi Lv
() "Nonuniformity of p-values can occur early in diverging dimensions ,"Manuscript.
E. Candès, Yingying Fan, L. Janson, Jinchi Lv
() "Panning for gold: Model-free knockoffs for high-dimensional controlled variable selection ,"Manuscript.
Yingying Fan, Jinchi Lv
() "Innovated scalable efficient estimation in ultra-large Gaussian graphical models ,"The Annals of Statistics44, 2098-2126.
M. Bahadori, D. Kale, Yingying Fan, Y. Liu
() "Functional subspace clustering with application to time series ,"International Conference on Machine Learning (ICML'15).
Yingying Fan, Jinchi Lv
() "Asymptotic properties for combined L1 and concave regularization ,"Biometrika101, 57-70.
Yingying Fan, Natasha Foutz, Gareth James, Wolfgang Jank
() "Functional forecasting of demand decay rates using online virtual stock markets ,"The Annals of Applied Statistics8, 2435-2460.
Zemin Zheng, Yingying Fan, Jinchi Lv
() "High dimensional thresholded regression and shrinkage effect ,"Journal of the Royal Statistical Society Series B76, 627-649.
Yingying Fan, Jinchi Lv
() "Asymptotic equivalence of regularization methods in thresholded parameter space ,"Journal of the American Statistical Association108, 1044-1061.
Cheng Yong Tang, Yingying Fan
() "Discussion of "Large covariance estimation by thresholding principal orthogonal complements" ,"Journal of the Royal Statistical Society Series B75, 671.
Yingying Fan, Jiashun Jin, Zhigang Yao
() "Optimal classification in sparse Gaussian graphic model ,"The Annals of Statistics41, 2537-2571.
Yingying Fan, Cheng Yong Tang
() "Tuning parameter selection in high dimensional penalized likelihood ,"Journal of the Royal Statistical Society Series B75, 531-552.
Yingying Fan, Runze Li
() "Variable selection in linear mixed effects models ,"The Annals of Statistics40, 2043-2068.
Yingying Fan, Jianqing Fan
() "Testing and detecting jumps based on a discretely observed process ,"Journal of Econometrics164, 331-344.
Jiancheng Jiang, Yingying Fan, Jianqing Fan
() "Estimation in additive models with highly or non-highly correlated covariates ,"The Annals of Statistics38, 1403-1432.
Jianqing Fan, Yingying Fan, Yichao Wu
() "High dimensional classification ,"High-dimensional Statistical Inference (T. T. Cai and X. Shen, eds.), World Scientific, New Jersey, 3-37.
Jinchi Lv, Yingying Fan
() "A unified approach to model selection and sparse recovery using regularized least squares ,"The Annals of Statistics37, 3498-3528.
Jianqing Fan, Yingying Fan
() "High-dimensional classification using features annealed independence rules ,"The Annals of Statistics36, 2605-2637.
Jianqing Fan, Yingying Fan, Jinchi Lv
() "High dimensional covariance matrix estimation using a factor model ,"Journal of Econometrics147, 186-197.
Jianqing Fan, Yingying Fan, Jiancheng Jiang
() "Dynamic integration of time- and state-domain methods for volatility estimation ,"Journal of the American Statistical Association102, 618-631.
Jianqing Fan, Yingying Fan, Jinchi Lv
() "Aggregation of nonparametric estimators for volatility matrix ,"Journal of Financial Econometrics5, 321-357.
Yingying Fan
() "Volatility matrix estimation and high dimensional classification (Ph.D. dissertation) ,".
Jianqing Fan, Yingying Fan
() "Comment on "Quantile autoregression" ,"Journal of the American Statistical Association101, 991-994.
