Statistical Inference for Online Streaming Data, Bandits, and Reinforcement Learning
Distributed Learning, Multi-task Learning, Transfer Learning
Frequency-domain Time Series Analysis and Applications in Supply Chains
Nonsmooth Optimization with Statistical Models
\(^*\)Student Mentees
Information Design and Sharing in Supply Chains.
Rene Caldentey, Avi Giloni, Clifford Hurvich, and Yichen Zhang. [SSRN].
Selected to present at MSOM 2023 Supply Chain Management SIG Track.
Online Tensor Inference.
Xin Wen\(^*\), Will Wei Sun, and Yichen Zhang. [arXiv].
2024 ASA Student Paper Award from Statistical Learning and Data Science Section.
The Impact of Profit Differentials on the Value of a Little Flexibility.
Shixin Wang, Jiawei Zhang, and Yichen Zhang. [SSRN].
Online Estimation and Inference for Robust Policy Evaluation in Reinforcement Learning.
Weidong Liu, Jiyuan Tu\(^*\), Yichen Zhang, and Xi Chen. [arXiv].
Acceleration of Stochastic Gradient Descent with Momentum by Averaging.
Kejie Tang\(^*\), Weidong Liu, Yichen Zhang, and Xi Chen. [arXiv].
Online Statistical Inference for Matrix Contextual Bandit.
Qiyu Han\(^*\), Will Wei Sun, and Yichen Zhang. [arXiv].
Online Statistical Inference for Contextual Bandits via Stochastic Gradient Descent.
Xi Chen, Zehua Lai\(^*\), He Li\(^*\), and Yichen Zhang. [arXiv].
Adaptive Data Fusion for Multi-task Non-smooth Optimization.
Henry Lam, Kaizheng Wang, Yuhang Wu\(^*\), and Yichen Zhang. [arXiv].
Distributed Estimation and Inference for Semi-parametric Binary Response Models.
Xi Chen, Wenbo Jing\(^*\), Weidong Liu, and Yichen Zhang.
The Annals of Statistics, to appear, 2024+, [arXiv].
Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods.
Xi Chen, Zehua Lai\(^*\), He Li\(^*\) and Yichen Zhang.
Journal of the American Statistical Association, to appear, 2023+, [arXiv].
Variance Reduction on General Adaptive Stochastic Mirror Descent.
Wenjie Li\(^*\), Zhanyu Wang\(^*\), Yichen Zhang, and Guang Cheng.
Machine Learning, 2022, 111, 4639-4677, [arXiv].
First-order Newton-type Estimator for Distributed Estimation and Inference.
Xi Chen, Weidong Liu, and Yichen Zhang.
Journal of the American Statistical Association, 2022, 117(540), 1858-1874, [arXiv].
2021 IMS Lawrence D. Brown Ph.D. Student Award.
Estimation of alpha, beta and Portfolio Weights in a Pure-Jump Model with Long Memory in Volatility.
Yichen Zhang and Clifford M. Hurvich.
Stochastic Processes and their Applications, 2022, 150, 972-994.
Statistical Inference for Model Parameters in Stochastic Gradient Descent.
Xi Chen, Jason D. Lee, Xin T. Tong, and Yichen Zhang.
The Annals of Statistics, 2020, 48(1), 251-273, [arXiv].
2017 ASA Student Paper Award from Statistical Learning and Data Science Section.
Quantile Regression Under Memory Constraint.
Xi Chen, Weidong Liu, and Yichen Zhang.
The Annals of Statistics, 2019, 47(6), 3244-3273, [arXiv], [Code].
2019 IMS Hannan Graduate Student Travel Awards; 2019 Student & Early Career Travel Award, SDSS.