Yingying Fan

Associate Professor of Data Sciences and Operations
Room / Office

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).

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Ren, Z..,Kang, Y..,Fan, Yingying.,Lv, Jinchi. () "Tuning-free heterogeneity pursuit in massive networks", Manuscript.
Derenski, Joshua.,Fan, Yingying.,James, Gareth. () "Discussion of "Random-projection ensemble classification"", Journal of the Royal Statistical Society Series B, 79, 1009-1010.
Kong, Y..,Li, D..,Fan, Yingying.,Lv, Jinchi. () "Interaction pursuit in high-dimensional multi-response regression via distance correlation", The Annals of Statistics, 45, 897-922.
Fan, Yingying.,Kong, Y..,Li, D..,Lv, Jinchi. () "Interaction pursuit with feature screening and selection", Manuscript.
Fan, Yingying.,Demirkaya, E..,Lv, Jinchi. () "Nonuniformity of p-values can occur early in diverging dimensions", Manuscript.
Candès, E..,Fan, Yingying.,Janson, L..,Lv, Jinchi. () "Panning for gold: Model-free knockoffs for high-dimensional controlled variable selection", Manuscript.
Fan, Yingying.,Demirkaya, E..,Li, G..,Lv, Jinchi. () "RANK: large-scale inference with graphical nonlinear knockoffs", Manuscript.
Uematsu, Y..,Fan, Yingying.,Chen, K..,Lv, Jinchi.,Lin, W.. () "SOFAR: large-scale association network learning", Manuscript.
Fan, Yingying.,Lv, Jinchi. () "Innovated scalable efficient estimation in ultra-large Gaussian graphical models", The Annals of Statistics, 44, 2098-2126.
Bahadori, M..,Kale, D..,Fan, Yingying.,Liu, Y.. () "Functional subspace clustering with application to time series", International Conference on Machine Learning (ICML'15).
Fan, Yingying.,James, Gareth.,Radchenko, Peter. () "Functional additive regression", Annals of Statistics, 43, 2296-2325.
Fan, Yingying.,Kong, Yinfei.,Li, Daoji.,Zheng, Zemin. () "Innovated interaction screening for high-dimensional nonlinear classification", The Annals of Statistics, 43, 1243-1272.
Fan, Yingying.,Foutz, Natasha.,James, Gareth.,Jank, Wolfgang. () "Functional forecasting of demand decay rates using online virtual stock markets", The Annals of Applied Statistics, 8, 2435-2460.
Zheng, Zemin.,Fan, Yingying.,Lv, Jinchi. () "High dimensional thresholded regression and shrinkage effect", Journal of the Royal Statistical Society Series B, 76, 627-649.
Fan, Jianqing.,Fan, Yingying.,Barut, Emre. () "Adaptive robust variable selection", The Annals of Statistics, 42, 324-351.
Fan, Yingying.,Lv, Jinchi. () "Asymptotic properties for combined L1 and concave regularization", Biometrika, 101, 57-70.
Fan, Yingying.,Lv, Jinchi. () "Asymptotic equivalence of regularization methods in thresholded parameter space", Journal of the American Statistical Association, 108, 1044-1061.
Tang, Cheng Yong.,Fan, Yingying. () "Discussion of "Large covariance estimation by thresholding principal orthogonal complements"", Journal of the Royal Statistical Society Series B, 75, 671.
Fan, Yingying.,Jin, Jiashun.,Yao, Zhigang. () "Optimal classification in sparse Gaussian graphic model", The Annals of Statistics, 41, 2537-2571.
Fan, Yingying.,Tang, Cheng Yong. () "Tuning parameter selection in high dimensional penalized likelihood", Journal of the Royal Statistical Society Series B, 75, 531-552.
Fan, Yingying.,Li, Runze. () "Variable selection in linear mixed effects models", The Annals of Statistics, 40, 2043-2068.
Fan, Yingying.,Fan, Jianqing. () "Testing and detecting jumps based on a discretely observed process", Journal of Econometrics, 164, 331-344.
Jiang, Jiancheng.,Fan, Yingying.,Fan, Jianqing. () "Estimation in additive models with highly or non-highly correlated covariates", The Annals of Statistics, 38, 1403-1432.
Fan, Jianqing.,Fan, Yingying.,Wu, Yichao. () "High dimensional classification", High-dimensional Statistical Inference (T. T. Cai and X. Shen, eds.), World Scientific, New Jersey, 3-37.
Lv, Jinchi.,Fan, Yingying. () "A unified approach to model selection and sparse recovery using regularized least squares", The Annals of Statistics, 37, 3498-3528.
Fan, Jianqing.,Fan, Yingying. () "High-dimensional classification using features annealed independence rules", The Annals of Statistics, 36, 2605-2637.
Fan, Jianqing.,Fan, Yingying.,Lv, Jinchi. () "High dimensional covariance matrix estimation using a factor model", Journal of Econometrics, 147, 186-197.
Fan, Jianqing.,Fan, Yingying.,Jiang, Jiancheng. () "Dynamic integration of time- and state-domain methods for volatility estimation", Journal of the American Statistical Association, 102, 618-631.
Fan, Jianqing.,Fan, Yingying.,Lv, Jinchi. () "Aggregation of nonparametric estimators for volatility matrix", Journal of Financial Econometrics, 5, 321-357.
Fan, Yingying. () "Volatility matrix estimation and high dimensional classification (Ph.D. dissertation)".
Fan, Jianqing.,Fan, Yingying. () "Comment on "Quantile autoregression"", Journal of the American Statistical Association, 101, 991-994.