Yuefeng Han

Publications (*: contributed equally, #: students under my supervision)

• Estimation of High-dimensional Nonlinear Vector Autoregressive Models.
  Yuefeng Han, Likai Chen and Wei Biao Wu.
  IEEE Transactions on Information Theory, in press, 2025+.

• Estimation and Inference for CP Tensor Factor Models.
  Bin Chen, Yuefeng Han and Qiyang Yu. (alphabetic order)
  Journal of Econometrics, in press, 2025+.

• Supervised Dynamic Dimension Reduction with Deep Neural Network.
  Zhanye Luo#, Yuefeng Han and Xiufan Yu.
  Proceedings of the 40th AAAI Conference on Artificial Intelligence (AAAI-26), accepted, 2025+.

• Discussion of ‘‘Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models’’.
  Guanhao Zhou#, Yuefeng Han and Xiufan Yu.
  Journal of American Statistical Association, accepted, 2025+.

• Factor Augmented Tensor-on-Tensor Neural Networks.
  Guanhao Zhou#, Yuefeng Han and Xiufan Yu.
  Proceedings of the 39th AAAI Conference on Artificial Intelligence (AAAI-25), 39(21): 22928–22936, 2025.

• TEAFormers: TEnsor-Augmented Transformers for Multi-Dimensional Time Series Forecasting.
  Linghang Kong, Elynn Chen, Yuzhou Chen and Yuefeng Han.
  The 34th International Joint Conference on Artificial Intelligence (IJCAI-25), AI for Time Series Workshop, 2025.

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

• Tensor Factor Model Estimation by Iterative Projection.
  Yuefeng Han, Rong Chen, Dan Yang and Cun-Hui Zhang.
  The Annals of Statistics, 52(6): 2641–2667, 2024.

• Simultaneous Decorrelation of Matrix Time Series.
  Yuefeng Han, Rong Chen, Cun-Hui Zhang and Qiwei Yao.
  Journal of American Statistical Association, 119(546): 957-969, 2024.

• Tensor Principal Component Analysis in High Dimensional CP Models.
  Yuefeng Han and Cun-Hui Zhang.
  IEEE Transactions on Information Theory, 69(2):1147–1167, 2023.

• High Dimensional Generalized Linear Models for Temporal Dependent Data.
  Yuefeng Han, Ruey S. Tsay and Wei Biao Wu.
  Bernoulli, 29(1): 105–131, 2023.

• Reduced Rank Autoregressive Models for Matrix Time Series.
  Han Xiao, Yuefeng Han, Rong Chen and Chengcheng Liu.
  Journal of Business & Economic Statistics, 2023.

• Rank Determination in Tensor Factor Model.
  Yuefeng Han, Rong Chen and Cun-Hui Zhang.
  Electronic Journal of Statistics, 16(1): 1726-1803, 2022.

• Test for High Dimensional Covariance Matrices.
  Yuefeng Han and Wei Biao Wu.
  The Annals of Statistics, 48(6): 3565–3588, 2020.

• High-dimensional Linear Regression for Dependent Data with Applications to Now-casting.
  Yuefeng Han and Ruey S. Tsay.
  Statistica Sinica, 30(4): 1797–1827, 2020.

• Hypothesis Testing for High-Dimensional Data.
  Wei Biao Wu, Zhipeng Lou and Yuefeng Han.
  Handbook of Big Data Analytics, Springer, 2018.

• Evaluation of Dynamically Downscaled Extreme Temperature using a Spatially-aggregated Generalized Extreme Value (GEV) Model.
  Jiali Wang, Yuefeng Han, Michael Stein, Veerabhadra R. Kotamarthi and Whitney Huang.
  Climate Dynamics, 47: 2833-2849, 2016.

Preprints (*: contributed equally, #: students under my supervision)

• Tensor Neyman-Pearson Classification: Theory, Algorithms, and Error Control.
  Lingchong Liu, Elynn Chen, Yuefeng Han and Lucy Xia.
  Submitted, 2025.

• Threshold Tensor Factor Model in CP Form.
  Stevenson Bolivar, Rong Chen, and Yuefeng Han. (alphabetic order)
  Submitted, 2025.

• WISE: A Weighted Similarity Aggregation Test for Serial Independence.
  Qihua Zhu, Mingshuo Liu, Yuefeng Han and Doudou Zhou.
  Submitted, 2025.

• Guaranteed Noisy CP Tensor Recovery via Riemannian Optimization on the Segre Manifold.
  Ke Xu# and Yuefeng Han.
  Submitted, 2025.

• Factor Augmented Supervised Learning with Text Embeddings.
  Zhanye Luo#, Yuefeng Han and Xiufan Yu.
  Submitted, 2025.

• Covariate Adjusted Deep Causal Learning for Heterogeneous Panel Data Models.
  Guanhao Zhou#, Yuefeng Han and Xiufan Yu.
  Submitted, 2025.

• Diffusion Index Forecast with Tensor Data.
  Bin Chen, Yuefeng Han and Qiyang Yu. (alphabetic order)
  Submitted, 2025.

• Statistical Inference for Low-rank Tensor Models.
  Ke Xu#, Elynn Chen and Yuefeng Han.
  Submitted, 2025.

• High-dimensional Tensor Classification with CP Low-rank Discriminant Structure.
  Elynn Chen, Yuefeng Han and Jiayu Li. (alphabetic order)
  Submitted, 2024.

• High-dimensional Tensor Discriminant Analysis with Incomplete Tensors.
  Elynn Chen, Yuefeng Han and Jiayu Li. (alphabetic order)
  Submitted, 2024.

• Dynamic Matrix Factor Model for GDELT Data.
  Ama Ampadu-Kissi-Owusu, Rong Chen, Kathyrina Dowlin, Yuefeng Han, Junyi Li, Zebang Li, Olivia Mao, Han Xiao, Minge Xie, Ruofan Yu and Zheshi Zheng. (alphabetic order)
  Submitted, 2024.

• Dynamic Matrix Factor Models for High Dimensional Time Series.
  Ruofan Yu*, Rong Chen, Han Xiao and Yuefeng Han*.
  Submitted, 2024.

• Analysis of Tensor Time Series: tensorTS.
  Rong Chen, Yuefeng Han, Zebang Li, Han Xiao, Dan Yang and Ruofan Yu. (alphabetic order)
  Submitted, 2023.

Software

tensorTS

• R package (with Zebang Li, Ruofan Yu, Rong Chen, Han Xiao, Dan Yang)

• Title: Factor and Autoregressive Models for Tensor Time Series. Manual

SimIndep

• R package (with Qihua Zhu, Mingshuo Liu, Doudou Zhou)

• Title: WISE: a Weighted Similarity Aggregation Test for Serial Independence.