Author pages are created from data sourced from our academic publisher partnerships and public sources.
- Publications
- Influence
An Efficient Algorithm for Elastic I-optimal Design of Generalized Linear Models
- Yiou Li, Xinwei Deng
- Mathematics, Computer Science
- 17 January 2018
TLDR
ORTHOGONAL BASES FOR POLYNOMIAL REGRESSION WITH DERIVATIVE INFORMATION IN UNCERTAINTY QUANTIFICATION
- Yiou Li, M. Anitescu, O. Roderick, F. J. Hickernell
- Mathematics
- 2010
We discuss the choice of polynomial basis for approximation of uncertainty propagation through complex simulation models with capabilityto outputderivative information.Ourwork ispart of a larger… Expand
EI-Optimal Design: An Efficient Algorithm for Elastic I-optimal Design of Generalized Linear Models
- Yiou Li, Xinwei Deng
- Computer Science
- 17 January 2018
TLDR
- 2
On I-Optimal Designs for Generalized Linear Models: An Efficient Algorithm via General Equivalence Theory
- Yiou Li, Xinwei Deng
- Mathematics
- 17 January 2018
The generalized linear model plays an important role in statistical analysis and the related design issues are undoubtedly challenging. The state-of-the-art works mostly apply to design criteria on… Expand
- 1
Is a Transformed Low Discrepancy Design Also Low Discrepancy
- Yiou Li, L. Kang, F. J. Hickernell
- Mathematics
- 21 April 2020
Experimental designs intended to match arbitrary target distributions are typically constructed via a variable transformation of a uniform experimental design. The inverse distribution function is… Expand
Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory
- Haiying Wang, Y. Yuan, Yiou Li, Xunhong Wang
- Economics, Medicine
- Economic Modelling
- 13 October 2020
We propose a new approach to the study of financial contagion and contagion channels in the forex market by using a dynamic mixture copula-extreme value theory (DMC-EVT) model. This method allows… Expand
A Maximin $\Phi_{p}$-Efficient Design for Multivariate GLM
- Yiou Li, L. Kang, Xinwei Deng
- Mathematics
- 14 August 2020
Experimental designs for a generalized linear model (GLM) often depend on the specification of the model, including the link function, the predictors, and unknown parameters, such as the regression… Expand
A Discrepancy-Based Design for A/B Testing Experiments
TLDR