Author pages are created from data sourced from our academic publisher partnerships and public sources.

Publications Influence

Share This Author

Isotonic regression in general dimensions

- Qiyang Han, Tengyao Wang, S. Chatterjee, R. Samworth
- Mathematics
- 30 August 2017

We study the least squares regression function estimator over the class of real-valued functions on $[0,1]^d$ that are increasing in each coordinate. For uniformly bounded signals and with a fixed,… Expand

Convergence rates of least squares regression estimators with heavy-tailed errors

- Qiyang Han, J. Wellner
- Mathematics
- 7 June 2017

We study the performance of the Least Squares Estimator (LSE) in a general nonparametric regression model, when the errors are independent of the covariates but may only have a $p$-th moment ($p\geq… Expand

APPROXIMATION AND ESTIMATION OF s-CONCAVE DENSITIES VIA RÉNYI DIVERGENCES.

- Qiyang Han, J. Wellner
- Mathematics, Medicine
- Annals of statistics
- 2 May 2015

In this paper, we study the approximation and estimation of s-concave densities via Rényi divergence. We first show that the approximation of a probability measure Q by an s-concave density exists… Expand

Multivariate convex regression: global risk bounds and adaptation

- Qiyang Han, J. Wellner
- Mathematics
- 25 January 2016

We study the problem of estimating a multivariate convex function defined on a convex body in a regression setting with random design. We are interested in optimal rates of convergence under a… Expand

Exploiting Tradeoffs for Exact Recovery in Heterogeneous Stochastic Block Models

- Amin Jalali, Qiyang Han, Ioana Dumitriu, M. Fazel
- Computer Science, Mathematics
- NIPS
- 2016

TLDR

Relative Density and Exact Recovery in Heterogeneous Stochastic Block Models

- Amin Jalali, Qiyang Han, Ioana Dumitriu, M. Fazel
- Mathematics
- 15 December 2015

The Stochastic Block Model (SBM) is a widely used random graph model for networks with communities. Despite the recent burst of interest in recovering communities in the SBM from statistical and… Expand

A sharp multiplier inequality with applications to heavy-tailed regression problems

- Qiyang Han, J. Wellner
- Mathematics
- 7 June 2017

∥ F is determined jointly by the growth rate of the corresponding empirical process, and the size of the maxima of the multipliers. The new inequality sheds light on the long-standing open question… Expand

Global empirical risk minimizers with "shape constraints" are rate optimal in general dimensions

- Qiyang Han
- Mathematics
- 30 May 2019

Entropy integrals are widely used as a powerful tool to obtain upper bounds for the rates of convergence of global empirical risk minimizers (ERMs), in standard settings such as density estimation… Expand

Robustness of shape-restricted regression estimators: an envelope perspective

- Qiyang Han, J. Wellner
- Mathematics
- 7 May 2018

Classical least squares estimators are well-known to be robust with respect to moment assumptions concerning the error distribution in a wide variety of finite-dimensional statistical problems;… Expand

On a phase transition in general order spline regression

- Y. Shen, Qiyang Han, Fang Han
- Mathematics
- 23 April 2020

In the Gaussian sequence model $Y= \theta_0 + \varepsilon$ in $\mathbb{R}^n$, we study the fundamental limit of approximating the signal $\theta_0$ by a class $\Theta(d,d_0,k)$ of (generalized)… Expand

...

1

2

3

...