Grants:

• Shenzhen SZRI2023-TBRF-03, Smart Healthcare – Accessibility, Quality and Affordability, 2022-2027.
• Hong Kong RECAP: A Systematic Response Strategy for Novel Infectious Disease Pandemic. Co-PI. CRF Project C7162-20GF, Jul. 2021- Dec. 2025.
• Statistical Learning with Big Data of Dynamic Tensor Structure. PI. GRF Project No. 17301620, Jan. 2021 - Jun. 2024.
• NSF BIGDATA, IIS-1741390, Statistical Learning with Large Dynamic Tensor Data, Co-PI, 2017-2020.

Preprints:

• Guoxing He, Dan Yang, and Wei Zhang (2026)
  Post-Experiment Decisions: The Dual Adjustments for Rollout and Downstream Optimizations
  Accepted by MSOM 2026 SIG Day. [SSRN]

• Guoyu Kang, Ruotian Wang, Yan Xu, and Dan Yang (2026)
  Concealed Skewness: Extracting Global and Country-specific Components of Currency Excess Returns.

• Rong Chen, Yuefeng Han, Zebang Li, Han Xiao, Dan Yang, Ruofan Yu (2025)
  Analysis of Tensor Time Series: tensorTS.

• Sanyou Wu, Dan Yang, Yan Xu, and Long Feng (2025)
  Sparsity-Induced Global Matrix Autoregressive Model with Auxiliary Network Data. [SSRN]

• Dan Yang, Yan Xu, Jianlong Shao, and Haipeng Shen (2025)
  Multi-Group Independent Component Analysis with Application in Global Factor Investment. [SSRN]

Publications:

• Junhui Cai, Dan Yang, Ran Chen, Wu Zhu, Haipeng Shen and Linda Zhao (2026)
  Network Regression and Supervised Centrality Estimation.
  Journal of the American Statistical Association, 121(554), 1269–1283. [SSRN]

• Dan Yang, Jianlong Shao, Haipeng Shen, and Hongtu Zhu (2026)
  Optimal functional bilinear regression with matrix covariates via reproducing kernel Hilbert space.
  Journal of Machine Learning Research, 26(270):1−52. [Arxiv]

• Yuefeng Han, Rong Chen, Dan Yang, and Cun-Hui Zhang (2024)
  Tensor factor model estimation by iterative projection.
  Annals of Statistics, 52(6), 2641-2667

• Yuefeng Han, Dan Yang, Cun-Hui Zhang and Rong Chen (2024)
  CP Factor Model for Dynamic Tensors.
  The Journal of the Royal Statistical Society, Series B, 86(5), 1383–1413

• Xin Chen, Dan Yang, Yan Xu, Yin Xia, Dong Wang, and Haipeng Shen (2023)
  Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data.
  Journal of Econometrics, 232(2), 544-564. [SSRN]

• Junhui Cai, Dan Yang, Linda Zhao and Wu Zhu (2023)
  Discussion of ‘Vintage Factor Analysis with Varimax Performs Statistical Inference’ by Rohe & Zeng.
  Journal of the Royal Statistical Society. Series B: Statistical Methodology, 85(4), 1076–1080

• Rong Chen, Dan Yang, and Cun-Hui Zhang (2022)
  Rejoinder: Factor models for high-dimensional tensor time series.
  Journal of the American Statistical Association, Vol.117 (537), p.128-132

• Rong Chen, Dan Yang, and Cun-Hui Zhang (2022)
  Factor models for high-dimensional tensor time series (with discussion).
  Journal of the American Statistical Association, Vol.117 (537), p.94-116. [SSRN]

• Rong Chen, Han Xiao, and Dan Yang (2021)
  Autoregressive models for matrix-valued time series.
  Journal of Econometrics, 222(1):539-560. [SSRN]

• Lutao Dai, Dan Yang, Haipeng Shen (2020).
  The Power of Clinical Data Empowered by Clinical Prediction Model,
  Annals of Translational Medicine, 8, 1-4.

• Dan Yang, Zongming Ma, and Andreas Buja (2016)
  Rate optimal denoising of simultaneously sparse and low rank matrices.
  Journal of Machine Learning Research, Vol.17(92), pp.1-27. [Arxiv]

• Gen Li, Dan Yang, Haipeng Shen, and Andrew B Nobel (2016)
  Supervised Singular Value Decomposition and Its Asymptotic Properties.
  Journal of Multivariate Analysis, 146:7-17.

• Dan Yang, Zongming Ma, and Andreas Buja (2014)
  A sparse singular value decomposition method for high-dimensional data.
  Journal of Computational and Graphical Statistics, 23(4):923-942.

• Dan Yang, Dylan Small, Jeffrey H. Silber, and Paul R. Rosenbaum (2012)
  Optimal matching with minimal deviation from fine balance in a study of obesity and surgical outcomes.
  Biometrics, Volume 68, Issue 2, pages 628-636.

• Dan Yang and Dylan Small (2012).
  An R package and a study of methods for computing empirical likelihood.
  Journal of Statistical Computation and Simulation, 83(7), 1363-1372.

Work in progress:

• Optimal Assortment and Pricing via Generalized MNL Models with Poisson Arrivals, with Junhui Cai, Ran Chen, Qitao Huang, Martin Wainwright, Linda Zhao, and Wu Zhu.
• Matrix mixed data sampling with application in nowcasting of group macroeconomics, with Elynn Chen, Huan Lian, and Yan Xu.
• Independent Component Analysis in Foreign Currency Market, with Ruotian Wang and Yan Xu.
• Tensor MDP in food delivery services, with Haobo Yu and Wei Zhang.
• Three-way PCA for the factor zoo problem, with Tong Xu and Yan Xu.
• Chinese Equity Holding Networks Structure, with Junhui Cai, Haipeng Shen, Wu Zhu, and Linda Zhao.
• Matrix GARCH model and portfolio construction, with Jianlong Shao, Haipeng Shen and Yan Xu.
• The role of AI chatbot in auti-fraud phone call, with Xiaoliang Chen, Guoyu Kang, Haipeng Shen, and Echo Wan.