Elynn Chen

Latest

• Data-Driven Knowledge Transfer in Batch $Q^*$ Learning
• STEFA: Semi-parametric tensor factor analysis by iteratively projected singular value decomposition
• Reinforcement Learning in Latent Heterogeneous Environments
• Tensor-view Topological Graph Neural Network
• Time-Varying Matrix Factor Models
• Community Network Auto-Regression for High-Dimensional Time Series
• Statistical Inference for High-Dimensional Matrix-Variate Factor Models
• Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
• On Projection Robust Optimal Transport: Sample Complexity and Model Misspecification
• Estimation and Inference of High-Dimensional Matrix-Valued Threshold Factor Models
• High-Dimensional Structured Bandits: Minimax Regret, Estimation and Inference
• Transferred $Q$ Learning
• Modeling Multivariate Spatial-Temporal Data with Latent Low-Dimensional Dynamics
• Low-Rank Principal Eigenmatrix Analysis
• Modeling Dynamic Transport Network with Matrix Factor Models: with an Application to International Trade Flow