Publications

(2024). Data-Driven Knowledge Transfer in Batch $Q^*$ Learning. submitted.

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(2024). STEFA: Semi-parametric tensor factor analysis by iteratively projected singular value decomposition. Journal of the Royal Statistical Society: Series B.

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(2024). Time-Varying Matrix Factor Models. submitted.

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(2024). Tensor-view Topological Graph Neural Network. AISTATS, 2024.

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(2024). Reinforcement Learning in Latent Heterogeneous Environments. Journal of the American Statistical Association.

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(2022). Community Network Auto-Regression for High-Dimensional Time Series. Journal of Econometrics.

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(2021). Statistical Inference for High-Dimensional Matrix-Variate Factor Models. Journal of the American Statistical Association.

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(2020). Constrained Factor Models for High-Dimensional Matrix-Variate Time Series. Journal of the American Statistical Association.

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(2020). On Projection Robust Optimal Transport: Sample Complexity and Model Misspecification. AISTATS, 2021.

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(2020). Estimation and Inference of High-Dimensional Matrix-Valued Threshold Factor Models. Scandinavian Journal of Statistics.

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(2020). Transferred $Q$ Learning. Manuscript.

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(2020). High-Dimensional Structured Bandits: Minimax Regret, Estimation and Inference. Manuscript.

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(2019). Modeling Multivariate Spatial-Temporal Data with Latent Low-Dimensional Dynamics. under review, arXiv preprint arXiv:2002.01305.

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(2019). Modeling Dynamic Transport Network with Matrix Factor Models: with an Application to International Trade Flow. under review, arXiv preprint arXiv:1901.00769.

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(2019). Low-Rank Principal Eigenmatrix Analysis. arXiv preprint arXiv:1904.12369.

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