Nonlinear Large Deviations: Beyond the Hypercube Jun Yan. The Annals of Applied Probability, to appear.
An Algebra Model for the Higher Order Sum Rules Jun Yan. Constructive Approximation, 48, 2018, 453-471.
Adapting to Unknown Noise Distribution in Matrix Denoising Andrea Montanari, Feng Ruan and Jun Yan, 2019. In submission.
Multivariate Distributionally Robust Convex Regression under Absolute Error Loss Jose Blanchet, Peter W. Glynn, Jun Yan and Zhengqing Zhou. Conference on Neural Information Processing Systems (NIPS), 2019.
Persistence versus stability for auto-regressive sequences Amir Dembo, Jian Ding and Jun Yan, 2019. In submission.
The generalization error of max-margin linear classifiers: High-dimensional asymptotics in the overparametrized regime Andrea Montanari, Feng Ruan, Youngtak Sohn and Jun Yan, 2020. In submission.
The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models Chenxu Li, Cheng Yong Tang, Jun Yan, 2019. In submission.
Universality for extreme order statistics of random walk (Working in progress) Jun Yan.