Manuscripts
To be Published
- Yan, Y., Chen, Y., and Fan, J. (2021).
Inference for Heteroskedastic PCA with Missing Data.
Manuscript. - Yan, Y., Li, G., Chen, Y., and Fan, J. (2022).
Model-Based Reinforcement Learning Is Minimax-Optimal for Offline Zero-Sum Markov Games.
Operations Research. - Fan, J., Lou, Z., Wang, W. and Yu, M. (2024+).
Ranking Inferences Based on the top Choice of Multiway Comparisons.
Journal of American Statistical Association, to appear. - Chen, E. Y., Xia, D., Cai, C. and Fan, J. (2023+).
Semiparametric tensor factor analysis by iteratively projected SVD.
Manuscript. Python Code - Fan, J. and Gu, Y. (2023+).
Factor Augmented Sparse Throughput Deep ReLU Neural Networks for High Dimensional Regression.
Journal of American Statistical Association. Software Codes in Python - Shin, M., Kim, D. and Fan, J. (2023+).
Adaptive robust large volatility matrix estimation based on high-frequency financial data.
Journal of Econometrics, to appear. - Zhu, X., Xu, G., and Fan, J. (2023+).
Simultaneous Estimation and Group Identification for Network Vector Autoregressive Model with Heterogeneous Nodes .
Journal of Econometrics, to appear. - Fan, J., Xue, L., and Zhou, Y. (2023+).
How much can machines learn finance from Chinese text data?
Management Science, to appear. - Fan, J., Lou, Z. and Yu, M. (2023+).
Are Latent Factor Regression and Sparse Regression Adequate?
Journal of American Statistical Association, to appear.
Under Review
- Liu, W., Xu, G., Fan, J., Zhu, X. (2024).
Two-way homogeneity pursuit for quantile network vector autoregression.
Manuscript. - Jana, S., Fan, J., and Kulkani, S. (2024).
A general theory for robust clustering via trimmed mean.
Manuscript. - Fan, J, Lou, Z., Zhang, D. (2023).
Test of independence using generalized distance correlation.
The Annals of Statistics, under revision. - Fan, J., Wang, Z., Yang, Z., Ye, C. (2023).
Provably Efficient High-Dimensional Bandit Learning with Batched Feedbacks.
Manuscript. - Fan, J., Gao, C., and Klusowski, J.M. (2023).
Robust transfer learning with unreliable source data.
Manuscript. - Fan, J., Tong, X., Wu, Y. and Yao, S. (2023).
Neyman-Pearson and equal opportunity: when efficiency meets fairness in classification.
Manuscript. - He, Y., Liu, H., and Fan, J. (2023).
Hidden Clique Inference in Random Ising Model II: the planted Sherrington-Kirkpatrick model.
Manuscript. - He, Y., Liu, H., and Fan, J. (2023).
Hidden Clique Inference in Random Ising Model I: the planted random field Curie-Weiss model.
Manuscript. - Giessing, A. and Fan, J. (2023).
A Bootstrap Hypothesis Test for High-Dimensional Mean Vectors.
Manuscript. - Bhattacharya, S., Fan, J., and Hou, J. (2023).
Inferences on mixing probabilities and ranking in mixed-membership models.
Manuscript. - Fan, J., Lou, Z., Wang, W., and Yu, M. (2023).
Spectral Ranking Inferences based on General Multiway Comparisons.
Manuscript. - Fan, J., Ge, J., and Mukherjee, D. (2023).
UTOPIA: Universally Trainable Optimal Prediction Intervals Aggregation.
Manuscript. - Yan, Y., Su, W.J. and Fan, J. (2023).
The Isotonic Mechanism for Exponential Family Estimation.
Manuscript. - Li, G., Yan, Y.L., Chen, Y., and Fan, J. (2023).
Minimax-Optimal Reward-Agnostic Exploration in Reinforcement Learning.
Manuscript. - Fan, J., Fang,C., Gu, Y., and Zhang, T.(2023)
Environment Invariant Linear Least Squares.
Manuscript. - Bayle, P., Fan, J, and Lou, Z. (2023).
Communication-Efficient Distributed Estimation and Inference for Cox's Model
Manuscript - Bhattacharya, S., Fan, J., and Mukherjee, D. (2023).
Deep Neural Networks for Nonparametric Interaction Models with Diverging Dimension
Manuscript - Fan J., Liu, Q., and Zheng, K. (2023).
Unearthing Financial Statement Fraud: Insights from News Coverage Analysis.
Manuscript. - Fan, J., Hou, J., and Yu, M. (2022).
Uncertainty Quantification of MLE for Ranking with Covariates.
Manuscript. - Fan, J., Fan, Y., Lv, J., and Yang, F. (2022).
SIMPLE-RP: Group Network Inference with Non-Sharp Nulls and Weak Signals.
Manuscript. - Bayle, P. and Fan, J. (2022).
Factor-Augmented Regularized Model for Hazard Regression.
Manuscript. - Yu, M., Yang, Z., and Fan, J. (2022).
Strategic Decision-Making in the Presence of Information Asymmetry: Provably Efficient RL with Algorithmic Instruments.
Manuscript. - Wang, B. and Fan, J. (2022).
Robust Matrix Completion with Heavy-tailed Noise.
Manuscript. - Fan, J., Ke, Z., Liao, Y., and Neuhierl (2022).
Structural Deep Learning in Conditional Asset Pricing.
Manuscript. - A\"it-Sahalia, Y., Fan, J., Xue, L., and Zhou, Y. (2022).
How and when are high-frequency prices predicable?
Manuscript. - Fan, J., Gu, Y., and Zhou, W.-X. (2022)
How do noise tails impact on Deep ReLU Networks?
Manuscript. - Shin, M., Kim, D., Wang, Y. and Fan, J. (2021).
Factor and idiosyncratic VAR-Ito volatility models for heavy-tailed high-frequency financial data.
Manuscript. - Fan, J., Guo, Y., and Zhu, Z. (2020).
When is best subset selection the ``best''?
Manuscript. - Giessing, A. and Fan, J. (2020).
Bootstrapping $\ell_p$-statistics in high dimensions.
Manuscript. - Fan, J., Wang, Z., Xie, Y., and Yang, Z. (2020).
A Theoretical Analysis of Deep Q-Learning.
Manuscript. - Fan, J., Weng, H. and Zhou, Y. (2019).
Optimal estimation of functionals of high-dimensional mean and covariance matrix.
Manuscript. - Ke, Z., Bose, K., and Fan, J. (2018).
Higher Moment Estimation for Elliptically-distributed Data: Is it Necessary to Use a Sledgehammer to Crack an Egg?
Manuscript. - Fan, J., Liu, H., Wang, Z. and Yang, Z. (2018).
Curse of Heterogeneity: Computational Barriers in Sparse Mixture Models and Phase Retrieval.
Manuscript. - Balasubramanian, K., Fan, J., and Yang, Z. (2018).
Tensor methods for additive index models under discordance and heterogeneity.
Manuscript. - Fan, J. and Zhong, Y. (2018).
Optimal subspace estimation using overidentifying vectors via generalized method of moments.
Manuscript.
