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An Adaptive Weighted Component Test for High-Dimensional Means Journal article
Yidi Qu, Lianjie Shu, Jinfeng Xu. An Adaptive Weighted Component Test for High-Dimensional Means[J]. Statistica Sinica, doi:10.5705/ss.202022.0143, 2024.
Authors:  Yidi Qu;  Lianjie Shu;  Jinfeng Xu
Favorite |  | Submit date:2023/08/15
2024 International Chinese Statistical Association Conference Conference
2024
Authors:  SHU LIANJIE
Favorite |  | Submit date:2024/08/12
An enhanced factor model for portfolio selection in high dimensions Journal article
Shi, Fangquan, Shu, Lianjie, Gu, Xinhua. An enhanced factor model for portfolio selection in high dimensions[J]. Journal of Financial Ecnometrics, 2024, 22(1), 94-118.
Authors:  Shi, Fangquan;  Shu, Lianjie;  Gu, Xinhua
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:1.8/4.0 | Submit date:2022/08/31
Asset Allocation  Mixed Factors  Diagonally-dominant Covariances  
scDMV: a zero-one inflated beta mixture model for DNA methylation variability with scBS-seq data Journal article
Zhou, Yan, Zhang, Ying, Peng, Minjiao, Zhang, Yaru, Li, Chenghao, Shu, Lianjie, Hu, Yaohua, Su, Jianzhong, Xu, Jinfeng. scDMV: a zero-one inflated beta mixture model for DNA methylation variability with scBS-seq data[J]. Bioinformatics, 2024, 40(1), btad772.
Authors:  Zhou, Yan;  Zhang, Ying;  Peng, Minjiao;  Zhang, Yaru;  Li, Chenghao; et al.
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:4.4/7.6 | Submit date:2024/02/22
High-dimensional sparse index tracking based on a multi-step convex optimization approach Journal article
Shi Fangquan, Shu Lianjie, Luo Yiling, Huo Xiaoming. High-dimensional sparse index tracking based on a multi-step convex optimization approach[J]. Quantitative Finance, 2023, 23(9), 1361-1372.
Authors:  Shi Fangquan;  Shu Lianjie;  Luo Yiling;  Huo Xiaoming
Favorite | TC[WOS]:0 TC[Scopus]:1  IF:1.5/2.2 | Submit date:2023/08/15
Finance  Index Tracking  Sparsity  Cardinality  Lasso  
A generalized exponentially weighted moving average control chart for monitoring autocorrelated vectors Journal article
Binhui Wang, Zhifeng He, Lianjie Shu. A generalized exponentially weighted moving average control chart for monitoring autocorrelated vectors[J]. Communications in Statistics: Simulation and Computation, 2023, 52(6), 2559 - 2577.
Authors:  Binhui Wang;  Zhifeng He;  Lianjie Shu
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.8/0.9 | Submit date:2022/05/13
Average Run Length  Full Smoothing Matrix  Vector Autocorrelated Processes  
Joint Diagnosis of High-dimensional Process Mean and Covariance Matrix based on Bayesian Model Selection Journal article
Feng Xu, Lianjie Shu, Yanting Li, Binhui Wang. Joint Diagnosis of High-dimensional Process Mean and Covariance Matrix based on Bayesian Model Selection[J]. TECHNOMETRICS, 2023, 65(4), 465-479.
Authors:  Feng Xu;  Lianjie Shu;  Yanting Li;  Binhui Wang
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.3/2.9 | Submit date:2023/08/15
Bayesian Model Selection  Fault Isolation  High-dimensional  Nonlocal Density  
A phase I change-point method for high-dimensional process with sparse mean shifts Journal article
Huang, Wenpo, Shu, Lianjie, Li, Yanting, Wang, Luyao. A phase I change-point method for high-dimensional process with sparse mean shifts[J]. Naval Research Logistics, 2023, 70(3), 261-273.
Authors:  Huang, Wenpo;  Shu, Lianjie;  Li, Yanting;  Wang, Luyao
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:1.9/2.1 | Submit date:2023/01/05
Monitoring Scheme  Multivariate Statistical Process Control  Nonparametric Tests  Two-sample Tests  
Robust Principal Component Analysis under High Dimensional and Noisy Data Project
项目类型: MYRG, 项目编号: MYRG2022-00017-FBA, 资助机构: UM, 2023-2024
Authors:  SHU LIANJIE
Favorite |  | Submit date:2023/03/29
Energy benchmark for evaluating the energy efficiency of selective laser melting processes Journal article
Luoke Hu, Yanan Wang, Lianjie Shu, Wei Cai, Jingxiang Lv, Kangkang Xu. Energy benchmark for evaluating the energy efficiency of selective laser melting processes[J]. APPLIED THERMAL ENGINEERING, 2022, 221, 119870.
Authors:  Luoke Hu;  Yanan Wang;  Lianjie Shu;  Wei Cai;  Jingxiang Lv; et al.
Favorite | TC[WOS]:6 TC[Scopus]:6  IF:6.1/5.8 | Submit date:2022/12/30
Energy Benchmark  Additive Manufacturing  Selective Laser Melting  Rating System  Energy Efficiency