QY

Qiwei Yao

0000-0003-2065-8486

stat.MEmath.STstat.THecon.EMstat.MLcs.LGstat.APArvicolinaedeep conditional generative learningEcology

On Valency

published · living versions

Estimation and Inference for Latent Markov Models by Fourier Recursions

with Yanqi Huang, Chenxu Li

1 version

W_n9kach7ev1 · current

Exploring spatial nonlinearity using additive approximation

W_azcdj28qv1

Testing for high-dimensional white noise using maximum cross-correlations

W_94jjy7w4v1

Preprints & journals

47 papers in the corpus · 2000–2026

Estimation and Inference for Latent Markov Models by Fourier Recursions

Yanqi Huang, Chenxu Li, Qiwei Yao

0 citations

2609.07392v12026arXiv

Dynamic Networks with Node Heterogeneity and Homophily

Binyan Jiang, Qiwei Yao, Xinyang Yu

0 citations

2608.07175v12026arXiv

CP-factorization for high dimensional tensor time series and double projection iterations

Jinyuan Chang, Guanglin Huang, Qiwei Yao et al.

1 citation

2606.08560v22026arXiv

Hedging Memory Horizons for Non-Stationary Prediction via Online Aggregation

Yutong Wang, Yannig Goude, Qiwei Yao

0 citations

2605.06541v12026arXiv

Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration

Degui Li, Yayi Yan, Qiwei Yao

1 citation

2508.11358v22025arXiv

Spatio-Temporal Autoregressions for High Dimensional Matrix-Valued Time Series

Baojun Dou, Jing He, Sudhir Tiwari et al.

0 citations

2508.10291v22025arXiv

Weight-calibrated estimation for factor models of high-dimensional time series

Xinghao Qiao, Zihan Wang, Qiwei Yao et al.

0 citations

2505.01357v32025arXiv

Testing independence and conditional independence in high dimensions via coordinatewise Gaussianization

Jinyuan Chang, Yue Du, Jing He et al.

0 citations

2504.02233v22025arXiv

HDTSA: An R package for high-dimensional time series analysis

Jinyuan Chang, Jing He, Chen Lin et al.

1 citation

2412.17341v12024arXiv

Identification and estimation for matrix time series CP-factor models

Jinyuan Chang, Yue Du, Guanglin Huang et al.

0 citations

2410.05634v32024Annals of Statistics 2026, Vol. 54, pp. 1372-1397

Autoregressive networks with dependent edges

Jinyuan Chang, Qin Fang, Eric D. Kolaczyk et al.

1 citation

2404.15654v62024arXiv

Testing for the Markov property in time series via deep conditional generative learning.

Zhou, Yunzhe, Shi, Chengchun, Li, Lexin et al.

9 citations

377809362026Journal of the Royal Statistical Society. Series B, Statistical methodology. 2023;85(4):1204-1222

Blind Source Separation over Space

Bo Zhang, Sixing Hao, Qiwei Yao

1 citation

2201.02023v32022arXiv

Modelling matrix time series via a tensor CP-decomposition

Jinyuan Chang, Jing He, Lin Yang et al.

42 citations

2112.15423v22021Journal of the Royal Statistical Society Series B 2023, Vol. 85, pp. 127-148

Edge differentially private estimation in the $\beta$ -model via jittering and method of moments

Jinyuan Chang, Qiao Hu, Eric D. Kolaczyk et al.

7 citations

2112.10151v22021Annals of Statistics 2024, Vol. 52, pp. 708-728

Simultaneous Decorrelation of Matrix Time Series

Yuefeng Han, Rong Chen, Cun-Hui Zhang et al.

8 citations

2103.09411v22021arXiv

Factor Modelling for Clustering High-dimensional Time Series

Bo Zhang, Guangming Pan, Qiwei Yao et al.

0 citations

2101.01908v22021arXiv

Autoregressive Networks

Binyan Jiang, Jailing Li, Qiwei Yao

14 citations

2010.04492v42020arXiv

Probabilistic Forecasting for Daily Electricity Loads and Quantiles for Curve-to-Curve Regression

Xiuqin Xu, Ying Chen, Yannig Goude et al.

4 citations

2009.01595v22020arXiv

An autocovariance-based learning framework for high-dimensional functional time series

Jinyuan Chang, Cheng Chen, Xinghao Qiao et al.

22 citations

2008.12885v32020Journal of Econometrics 2024, Vol. 239, 105385

Testing for unit roots based on sample autocovariances

Jinyuan Chang, Guanghui Cheng, Qiwei Yao

0 citations

2006.07551v22020Biometrika 2022, Vol. 109, No. 2, 543-550

Modeling Multivariate Spatial-Temporal Data with Latent Low-Dimensional Dynamics

Elynn Y. Chen, Xin Yun, Rong Chen et al.

5 citations

2002.01305v12020arXiv

On testing for high-dimensional white noise

Zeng Li, Clifford Lam, Jianfeng Yao et al.

35 citations

1808.03545v22018arXiv

Estimation of subgraph density in noisy networks

Jinyuan Chang, Eric D. Kolaczyk, Qiwei Yao

31 citations

1803.02488v32018Journal of the American Statistical Association 2022, Vol. 117, No. 537, 361-374

Banded Spatio-Temporal Autoregressions

Zhaoxing Gao, Yingying Ma, Hansheng Wang et al.

0 citations

1803.01699v22018arXiv

Multivariate Spatial-temporal Prediction on Latent Low-dimensional Functional Structure with Non-stationarity

Elynn Yi Chen, Qiwei Yao, Rong Chen

0 citations

1710.06351v32017arXiv

Modelling and forecasting daily electricity load curves: a hybrid approach

Haeran Cho, Yannig Goude, Xavier Brossat et al.

107 citations

1611.08632v12016Journal Of The American Statistical Association Vol. 108 , Iss. 501, 2013

Krigings Over Space and Time Based on Latent Low-Dimensional Structures

Da Huang, Qiwei Yao, Rongmao Zhang

5 citations

1609.06789v22016arXiv

Testing for high-dimensional white noise using maximum cross-correlations

Jinyuan Chang, Qiwei Yao, Wen Zhou

47 citations

1608.02067v32016Biometrika 2017, Vol. 104, No. 1, 111-127

Confidence regions for entries of a large precision matrix

Jinyuan Chang, Yumou Qiu, Qiwei Yao et al.

39 citations

1603.06663v32016Journal of Econometrics 2018, Vol. 206, No. 1, 57-82

Generalized Yule-Walker Estimation for Spatio-Temporal Models with Unknown Diagonal Coefficients

Baojun Dou, Maria Lucia Parrella, Qiwei Yao

42 citations

1505.01177v22015arXiv

Identifying Cointegration by Eigenanalysis

Rongmao Zhang, Peter Robinson, Qiwei Yao

2 citations

1505.00821v32015arXiv

Matching a Distribution by Matching Quantiles Estimation.

Sgouropoulos, Nikolaos, Yao, Qiwei, Yastremiz, Claudia

26 citations

266925922019Journal of the American Statistical Association. 2015;110(510):742-759

High Dimensional and Banded Vector Autoregressions

Shaojun Guo, Yazhen Wang, Qiwei Yao

69 citations

1502.07831v22015arXiv

Principal component analysis for second-order stationary vector time series

Jinyuan Chang, Bin Guo, Qiwei Yao

54 citations

1410.2323v42014Annals of Statistics 2018, Vol. 46, No. 5, 2094-2124

Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects

Wei Gao, Wicher Bergsma, Qiwei Yao

5 citations

1409.7776v12014arXiv

Estimation of Extreme Quantiles for Functions of Dependent Random Variables

Jinguo Gong, Yadong Li, Liang Peng et al.

14 citations

1311.5604v12013arXiv

High dimensional stochastic regression with latent factors, endogeneity and nonlinearity

Jinyuan Chang, Bin Guo, Qiwei Yao

61 citations

1310.1990v22013Journal of Econometrics 2015, Vol. 189, No. 2, 297-312

Factor modeling for high-dimensional time series: Inference for the number of factors

Clifford Lam, Qiwei Yao

518 citations

1206.0613v12012Annals of Statistics 2012, Vol. 40, No. 2, 694-726

Nonparametric Transfer Function Models.

Liu, Jun M, Chen, Rong, Yao, Qiwei

30 citations

206285842025Journal of econometrics. 2010;157(1):151-164

Estimation for Latent Factor Models for High-Dimensional Time Series

Clifford Lam, Qiwei Yao, Neil Bathia

3 citations

1004.2138v32010arXiv

Exploring spatial nonlinearity using additive approximation

Zudi Lu, Arvid Lundervold, Dag Tj\ostheim et al.

65 citations

0708.4132v12007Bernoulli 2007, Vol. 13, No. 2, 447-472

To how many simultaneous hypothesis tests can normal, Student's t or bootstrap calibration be applied?

J. Fan, P. Hall, Q. Yao

12 citations

math/0701003v12006arXiv

Approximating conditional distribution functions using dimension reduction

Peter Hall, Qiwei Yao

58 citations

math/0507432v12005Annals of Statistics 2005, Vol. 33, No. 3, 1404-1421

Modelling multivariate volatilies via conditionally uncorrelated components

Jianqing Fan, Mingjin Wang, Qiwei Yao

6 citations

math/0506027v12005arXiv

Smoothing for spatiotemporal models and its application to modeling muskrat-mink interaction.

Zhang, Wenyang, Yao, Qiwei, Tong, Howell et al.

13 citations

149694592004Biometrics. 2003;59(4):813-21

Common structure in panels of short ecological time-series.

Yao, Q, Tong, H, Finkenstädt, B et al.

21 citations

111330382001Proceedings. Biological sciences. 2000;267(1460):2459-67

Career total: 168 works. 47 are in this corpus.

Profile built from the corpus for this byline.

168

works

6,869

citations

38

h-index

Corpus papers per year

Corpus papers per year, 2000 to 2026. Busiest year 2020, 5 papers.
Year	Papers
2000	1
2001	0
2002	0
2003	1
2004	0
2005	2
2006	1
2007	1
2008	0
2009	0
2010	2
2011	0
2012	1
2013	2
2014	2
2015	4
2016	4
2017	1
2018	3
2019	0
2020	5
2021	4
2022	1
2023	1
2024	3
2025	4
2026	4

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