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A simulation study to examine the impact of recombination on phylogenomic inferences under the multispecies coalescent model 期刊论文
MOLECULAR ECOLOGY, 2022, 页码: 16
Authors:  Zhu, Tianqi;  Flouri, Tomas;  Yang, Ziheng
Favorite  |  View/Download:9/0  |  Submit date:2022/04/29
BPP  introgression  MSci  multispecies coalescent  recombination  species delimitation  species tree  
A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2022, 卷号: 168, 页码: 14
Authors:  Su, Miaomiao;  Wang, Qihua
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High dimensions  Missing at random  Marginal response quantile  Optimal weights  Selection probability function  
Multi-period portfolio selection with investor views based on scenario tree 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2022, 卷号: 418, 页码: 14
Authors:  Zhao, Daping;  Bai, Lin;  Fang, Yong;  Wang, Shouyang
Favorite  |  View/Download:4/0  |  Submit date:2022/06/21
Portfolio selection  Multi-period  Investor views  Scenario tree  Optimization  
Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
Authors:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
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Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
A novel machine learning-based electricity price forecasting model based on optimal model selection strategy 期刊论文
ENERGY, 2022, 卷号: 238, 页码: 14
Authors:  Yang, Wendong;  Sun, Shaolong;  Hao, Yan;  Wang, Shouyang
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Electricity price  Forecasting  Hybrid model  Model selection  Kernel-based extreme learning machine  
Kernel Averaging Estimators 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2021, 页码: 13
Authors:  Zhu, Rong;  Zhang, Xinyu;  Wan, Alan T. K.;  Zou, Guohua
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Asymptotic optimality  Cross-validation  Kernel estimation  Model average  Nonparametric regression  
Jackknife model averaging for high-dimensional quantile regression 期刊论文
BIOMETRICS, 2021, 页码: 12
Authors:  Wang, Miaomiao;  Zhang, Xinyu;  Wan, Alan T. K.;  You, Kang;  Zou, Guohua
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asymptotic optimality  high-dimensional quantile regression  marginal quantile utility  model averaging  
Clustering Hidden Markov Models With Variational Bayesian Hierarchical EM 期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2021, 页码: 15
Authors:  Lan, Hui;  Liu, Ziquan;  Hsiao, Janet H.;  Yu, Dan;  Chan, Antoni B.
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Hidden Markov models  Bayes methods  Data models  Computational modeling  Mixture models  Clustering algorithms  Analytical models  Clustering  hidden Markov mixture model (H3M)  hierarchical EM  variational Bayesian (VB)  
Robust model selection with covariables missing at random 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2021, 页码: 19
Authors:  Liang, Zhongqi;  Wang, Qihua;  Wei, Yuting
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Model selection  Inverse probability weight  Model misspecification  Missing at random  Kullback-Leibler divergence  Robust  
Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2021, 卷号: 160, 页码: 18
Authors:  Wei, Yuting;  Wang, Qihua;  Duan, Xiaogang;  Qin, Jing
Favorite  |  View/Download:29/0  |  Submit date:2021/10/26
Pseudo empirical likelihood  Missing covariates  Bias correction