no code implementations • 1 Dec 2024 • Weizhe Ren, Yichen Qin, Yang Li
Traditional genetic programming (GP) often struggles in stock alpha factor discovery due to its vast search space, overwhelming computational burden, and sporadic effective alphas.
no code implementations • 14 Jul 2023 • Xiaorui Zhu, Yichen Qin, Peng Wang
A critical question remains unsettled; that is, is it possible and how to embed the inference of the model into the simultaneous inference of the coefficients?
no code implementations • NeurIPS 2021 • Yichen Qin, Linhan Yu, Yang Li
Starting at a random initial point or an existing estimate, our method iteratively updates the pairwise vertex distances, the sets of similar vertices, and connecting probabilities to improve the precision of the estimate.
1 code implementation • 27 Nov 2019 • Anton Alyakin, Yichen Qin, Carey E. Priebe
To the extent that the robustness of the Wilcoxon test (minimum asymptotic relative efficiency (ARE) of the Wilcoxon test vs the t-test is 0. 864) suggests that the Wilcoxon test should be the default test of choice (rather than "use Wilcoxon if there is evidence of non-normality", the default position should be "use Wilcoxon unless there is good reason to believe the normality assumption"), the results in this article suggest that the LqRT is potentially the new default go-to test for practitioners.
Methodology
no code implementations • 16 Sep 2017 • Avanti Athreya, Donniell E. Fishkind, Keith Levin, Vince Lyzinski, Youngser Park, Yichen Qin, Daniel L. Sussman, Minh Tang, Joshua T. Vogelstein, Carey E. Priebe
In this survey paper, we describe a comprehensive paradigm for statistical inference on random dot product graphs, a paradigm centered on spectral embeddings of adjacency and Laplacian matrices.
1 code implementation • 9 May 2017 • Carey E. Priebe, Youngser Park, Minh Tang, Avanti Athreya, Vince Lyzinski, Joshua T. Vogelstein, Yichen Qin, Ben Cocanougher, Katharina Eichler, Marta Zlatic, Albert Cardona
We present semiparametric spectral modeling of the complete larval Drosophila mushroom body connectome.