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Yichen Zhang
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Statistical inference for model parameters in stochastic gradient descent
X Chen, JD Lee, XT Tong, Y Zhang
The Annals of Statistics 48 (1), 251-273, 2020
1652020
Quantile regression under memory constraint
X Chen, W Liu, Y Zhang
The Annals of Statistics 47 (6), 3244-3273, 2019
1572019
First-order newton-type estimator for distributed estimation and inference
X Chen, W Liu, Y Zhang
Journal of the American Statistical Association 117 (540), 1858-1874, 2021
532021
Online statistical inference for stochastic optimization via Kiefer-Wolfowitz methods
X Chen, Z Lai, H Li, Y Zhang
Journal of the American Statistical Association, 2023
16*2023
Online statistical inference for contextual bandits via stochastic gradient descent
X Chen, Z Lai, H Li, Y Zhang
arXiv preprint arXiv:2212.14883, 2022
102022
Online statistical inference for matrix contextual bandit
Q Han, WW Sun, Y Zhang
arXiv preprint arXiv:2212.11385, 2022
92022
Variance reduction on general adaptive stochastic mirror descent
W Li, Z Wang, Y Zhang, G Cheng
Machine Learning 111, 4639–4677, 2022
8*2022
Distributed Estimation and Inference for Semi-parametric Binary Response Models
X Chen, W Jing, W Liu, Y Zhang
The Annals of Statistics 52 (3), 922-947, 2024
32024
Acceleration of stochastic gradient descent with momentum by averaging: finite-sample rates and asymptotic normality
K Tang, W Liu, Y Zhang, X Chen
arXiv preprint arXiv:2305.17665, 2023
32023
The Impact of Profit Differentials on the Value of a Little Flexibility
S Wang, J Zhang, Y Zhang
Available at SSRN 4413821, 2023
22023
Information Design and Sharing in Supply Chains
R Caldentey, A Giloni, C Hurvich, Y Zhang
Mathematics of Operations Research, 2024
12024
Online Tensor Inference
X Wen, WW Sun, Y Zhang
arXiv preprint arXiv:2312.17111, 2023
12023
Online Estimation and Inference for Robust Policy Evaluation in Reinforcement Learning
W Liu, J Tu, Y Zhang, X Chen
arXiv preprint arXiv:2310.02581, 2023
12023
Adaptive Data Fusion for Multi-task Non-smooth Optimization
H Lam, K Wang, Y Wu, Y Zhang
arXiv preprint arXiv:2210.12334, 2022
12022
Estimation of α, β and portfolio weights in a pure-jump model with long memory in volatility
Y Zhang, CM Hurvich
Stochastic Processes and their Applications 150, 972-994, 2022
2022
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