Yingying Fan

Professor of Data Sciences and Operations & Dean’s Associate Professor in Business Administration
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PhD, MS, Princeton University; BS, University of Science and Technology of China

Yingying Fan is Professor and Dean's Associate Professor in Business Administration in Data Sciences and Operations Department at USC Marshall, Professor of Economics and Computer Science at USC, and an Associate Fellow of USC INET. She received her Ph.D. in Operations Research and Financial Engineering from Princeton University in 2007. She was Lecturer in the Department of Statistics at Harvard University (2007-2008). Her research interests include statistics, data science, machine learning, economics, big data and business applications, and artificial intelligence. Her papers have been published in journals in statistics, economics, computer science, and information theory.
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T. I. Cannings, Yingying Fan, R. J. Samworth () "Classification with imperfect training labels ,"  Biometrika  107, 311-330.
Yingying Fan, Jinchi Lv, M. Sharifvaghefi, Y. Uematsu () "IPAD: stable interpretable forecasting with knockoffs inference ,"  Journal of the American Statistical Association, to appear.
C. Tang, Yingying Fan, Y. Kong () "Precision matrix estimation by inverse principal orthogonal decomposition ,"  Communications in Mathematical Research  36, 68-92.
Yingying Fan, E. Demirkaya, G. Li, Jinchi Lv () "RANK: large-scale inference with graphical nonlinear knockoffs ,"  Journal of the American Statistical Association  115, 362-379.
H. Wu, Yingying Fan, Jinchi Lv () "Statistical insights into deep neural network learning in subspace classification ,"  Stat  9, e273.
Z. Ren, Y. Kang, Yingying Fan, Jinchi Lv () "Tuning-free heterogeneous inference in massive networks ,"  Journal of the American Statistical Association  114, 1908-1925.
Yingying Fan, E. Demirkaya, Jinchi Lv () "Nonuniformity of p-values can occur early in diverging dimensions ,"  Journal of Machine Learning Research  20, 1-33.
Y. Uematsu, Yingying Fan, K. Chen, Jinchi Lv, W. Lin () "SOFAR: large-scale association network learning ,"  IEEE Transactions on Information Theory  65, 4924-4939.
Y. Lu, Yingying Fan, Jinchi Lv, W. S. Noble () "DeepPINK: reproducible feature selection in deep neural networks ,"  Advances in Neural Information Processing Systems (NeurIPS 2018).
E. J. Candès, Yingying Fan, L. Janson, Jinchi Lv () "Panning for gold: 'model-X' knockoffs for high dimensional controlled variable selection ,"  Journal of the Royal Statistical Society Series B  80, 551-577.
Joshua Derenski, Yingying Fan, Gareth James () "Discussion of "Random-projection ensemble classification" ,"  Journal of the Royal Statistical Society Series B  79, 1009-1010.
Y. Kong, D. Li, Yingying Fan, Jinchi Lv () "Interaction pursuit in high-dimensional multi-response regression via distance correlation ,"  The Annals of Statistics  45, 897-922.
Yingying Fan, Jinchi Lv () "Innovated scalable efficient estimation in ultra-large Gaussian graphical models ,"  The Annals of Statistics  44, 2098-2126.
Yingying Fan, Gareth James, Peter Radchenko () "Functional additive regression ,"  Annals of Statistics  43, 2296-2325.
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, Yinfei Kong, Daoji Li, Zemin Zheng () "Innovated interaction screening for high-dimensional nonlinear classification ,"  The Annals of Statistics  43, 1243-1272.
Yingying Fan, Jinchi Lv () "Asymptotic properties for combined L1 and concave regularization ,"  Biometrika  101, 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 Statistics  8, 2435-2460.
Zemin Zheng, Yingying Fan, Jinchi Lv () "High dimensional thresholded regression and shrinkage effect ,"  Journal of the Royal Statistical Society Series B  76, 627-649.
Jianqing Fan, Yingying Fan, Emre Barut () "Adaptive robust variable selection ,"  The Annals of Statistics  42, 324-351.
Yingying Fan, Jinchi Lv () "Asymptotic equivalence of regularization methods in thresholded parameter space ,"  Journal of the American Statistical Association  108, 1044-1061.
Cheng Yong Tang, Yingying Fan () "Discussion of "Large covariance estimation by thresholding principal orthogonal complements" ,"  Journal of the Royal Statistical Society Series B  75, 671.
Yingying Fan, Jiashun Jin, Zhigang Yao () "Optimal classification in sparse Gaussian graphic model ,"  The Annals of Statistics  41, 2537-2571.
Yingying Fan, Cheng Yong Tang () "Tuning parameter selection in high dimensional penalized likelihood ,"  Journal of the Royal Statistical Society Series B  75, 531-552.
Yingying Fan, Runze Li () "Variable selection in linear mixed effects models ,"  The Annals of Statistics  40, 2043-2068.
Yingying Fan, Jianqing Fan () "Testing and detecting jumps based on a discretely observed process ,"  Journal of Econometrics  164, 331-344.
Jiancheng Jiang, Yingying Fan, Jianqing Fan () "Estimation in additive models with highly or non-highly correlated covariates ,"  The Annals of Statistics  38, 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 Statistics  37, 3498-3528.
Jianqing Fan, Yingying Fan () "High-dimensional classification using features annealed independence rules ,"  The Annals of Statistics  36, 2605-2637.
Jianqing Fan, Yingying Fan, Jinchi Lv () "High dimensional covariance matrix estimation using a factor model ,"  Journal of Econometrics  147, 186-197.
Jianqing Fan, Yingying Fan, Jiancheng Jiang () "Dynamic integration of time- and state-domain methods for volatility estimation ,"  Journal of the American Statistical Association  102, 618-631.
Jianqing Fan, Yingying Fan, Jinchi Lv () "Aggregation of nonparametric estimators for volatility matrix ,"  Journal of Financial Econometrics  5, 321-357.
Jianqing Fan, Yingying Fan () "Comment on "Quantile autoregression" ,"  Journal of the American Statistical Association  101, 991-994.