Yaowu Zhang
Research Institute for Interdisciplinary Sciences
School of Information Management and Engineering
Shanghai University of Finance and Economics
E-mail:
zhang.yaowu@mail.shufe.edu.cn
Biography
I am currently a professor at Research Institute for Interdisciplinary Sciences, School of Information Management and Engineering, Shanghai University of Finance and Economics. I got my Ph.D. degree from School of Statistics and Management, Shanghai University of Finance and Economics in 2017, under the supervision of Prof. Liping Zhu. Before that, I obtained my Bachelor's degree of Engineering from Southeast University.
Research Interests
- Measure of nonlinear dependence
- Dimension reduction
- Causal inference
Publications
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Projective independence tests in high dimensions: the curses and the cures
Biometrika, to appear.
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A post-screening diagnostic study for ultrahigh dimensional data
Journal of Econometrics, to appear.
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Statistical insights into HSIC in high dimensions
Conference on Neural Information Processing Systems (NeurIPS), 2023.
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A distribution free conditional independence test with applications to causal discovery
Journal of Machine Learning Research, 2022.
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Independence tests in the presence of measurement errors: an invariance law
Journal of Multivariate Analysis, 2022.
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A projective approach to conditional independence test for dependent processes
Journal of Business & Economic Statistics, 2022.
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Aggregation bias in estimating log-log demand function
Production and Operations Management, 2021.
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On a projective ensemble approach to two sample test for equality of distributions
International Conference on Machine Learning (ICML), 2020.
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A lack-of-fit test with screening in sufficient dimension reduction
Statistica Sinica, 2020.
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Measuring and testing for interval quantile dependence
Annals of Statistics, 2018.
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Efficient dimension reduction for multivariate response data
Journal of Multivariate Analysis, 2017.
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Semiparametric estimation of multivariate partially linear models
Journal of Statistical Computation and Simulation, 2017.