Selected Publications

Wang, Y. and Zou, J. (2010). Vast volatility matrix estimation for high-frequency financial data. Annals of Statistics 38, 943-978. Download: pdf file

Wang, Y. (2011). Quantum Monte Carlo Simulation. Annals of Applied Statistics 5, 669-683. Download: pdf file

Jun Shao, Yazhen Wang, Xinwei Deng and Sijian Wang (2011). Sparse linear discriminant analysis by thresholding for high dimensional data. Annals of Statistics 39, 1241-1265. Download: pdf file

Tao, M., Wang, Y., Yao, Q. and Zou, J. (2011). Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches. Journal of the American Statistical Association 106, 1025-1040. Download: pdf file

Wang, Y. (2012). Quantum Computation and Quantum Information. Statistical Science 27, 373-394. Download: pdf file

Tao, M., Wang, Y. and Chen, X. (2013). Fast Convergence Rates in Estimating Large Volatility Matrices Using High-Frequency Financial Data. Econometric Theory 29 (4), 838-856. Download: pdf file

Tao, M., Wang, Y. and Zhou, H. H. (2013). Optimal Sparse Volatility Matrix Estimation for High Dimensional It^o Processes With Measurement Errors. Annals of Statistics 41, 1816-1864. Download: pdf file

Wang, Y. (2013). Asymptotic Equivalence of Quantum State Tomography and Noisy Matrix Completion. Annals of Statistics 41, 2462-2504. Download: pdf file

Optimal Large-Scale Quantum State Tomography With Pauli Measurements (2016, with Cai, Kim, Yuan and Zhou). Ann. Statist. 44, 682-712. Download: pdf file

Kim, D. and Wang, Y. (2017). Hypothesis Tests for Large Density Matrices of Quantum Systems Based on Pauli Measurements. Physica A 469, 31-51. Download: pdf file

Wang, Y., Wu, S. and Zou, J. (2016). Quantum Annealing With Markov Chain Monte Carlo Simulations and D-Wave Quantum Computers. Statistical Science 31, no 3, 362-398(DOI: 10.1214/16-STS560). Download: pdf file

Kim, D. and Wang, Y. (2016). Sparse PCA based on high-dimensional Ito processes with measurement errors. Journal of Multivariate Analysis 152, 172-189.

Guo, S., Wang, Y. and Yao, Q. (2017). High-dimensional and banded vector autoregressions. To appear in Biometrika.