Department of Statistics
I am an assistant professor in statistics at the London School of Economics and Political Science.
In the past, I also lectured ST442 Time Series.
My current research interests include shape-constrained estimation, time series analysis, change-point detection and statistical computing. Here is a list of my preprints and publication:
- Baranowski, R., Chen, Y. and Fryzlewicz, P. (2016) Narrowest-Over-Threshold detection of multiple change-points and change-point-like features, Arxiv: 1609.00293.
accompanying R package not, short for narrowest-over-threshold, is available from CRAN.
Core Statistical Publications:
- Baranowski, R., Chen, Y. and Fryzlewicz, P. (2018+) Ranking-Based Variable Selection for high-dimensional data, Statistica Sinica, to appear.
methodology is implemented in the R package rbvs, available from CRAN.
- Yagi, D., Chen, Y., Johnson, A.L. and Kuosmanen, T. (2018+) Shape constrained kernel-weighted least squares: estimating production functions for Chilean manufacturing industries,
Journal of Business & Economic Statistics, to appear. (.pdf).
- Chen, Y. and Samworth, R. J. (2016) Generalized additive and index models
with shape constraints, Journal of Royal Statistical Society, Series B,
78, 729–754. (.pdf) The
accompanying R package scar, short for shape constrained
additive regression, is available from CRAN.
- Chen, Y. and Wellner, J. A. (2016) On convex least squares estimation
when the truth is linear, Electronic Journal of Statistics, 10, 171-209.
- Chen, Y. (2015) Semiparametric time series models with log-concave innovations: maximum likelihood estimation and its consistency, Scandinavian Journal of Statistics, 42, 1-31. (.pdf)
- Chen, Y. and Samworth, R. J. (2013) Smoothed log-concave maximum likelihood estimation with applications, Statistica Sinica, 23, 1373-1398. (.pdf)
- Baranowski, R., Chen, Y. and Fryzlewicz, P. (2016) not, An R package for narrowest-over-threshold detection of multiple change-points and change-point-like features, version 1.0 available from CRAN.
- Chen, Y. and Samworth, R. J. (2014) SCAR, An R package for shape constrained additive regression, version 0.2-1 available from available from CRAN.
- Cule, M. L., Gramacy, R. B., Samworth, R. J. and Chen, Y. (2007) LogConcDEAD, An R package for log-concave density estimation in arbitrary dimensions, version 1.5-4 available from CRAN.
- Chen, Y. and Shah, R. D. (2017) Discussion of Random projection ensemble classification by Cannings and Samworth, Journal of Royal Statistical Society: Series B, 79, 1003-1004.
- Chen, Y., Shah, R. D. and Samworth, R. J. (2014) Discussion of Multiscale change point inference by Frick, Munk and Sieling, Journal of Royal Statistical Society: Series B, 76, 544-546.
- Chen, Y. (2012) Discussion of Constructing summary statistics for approximate bayesian computation: semi-automatic ABC by Fearnhead and Prangle, Journal of the Royal Statistical Society: Series B, 74, 455.
- Chen, Y. (2010) Discussion of Maximum likelihood estimation of a multidimensional log-concave density by Cule, Samworth and Stewart, Journal of the Royal Statistical Society: Series B, 72, 590-593.
- Kosmoliaptsis, V., Mallon, D. H., Chen, Y., Bolton, E. M., Bradley, J. A. and Taylor, C. J. (2016) Alloantibody responses after renal transplant failure can be better predicted by donor–recipient HLA amino acid sequence and physicochemical disparities than conventional HLA matching, American Journal of Transplantation, 16, 2139-2147.
- Hamed, M. O., Chen, Y., Pasea, L., Watson, C. J., Torpey, N., Bradley, A., Pettigrew, G. J. and Saeb-Parsy, K. (2015) Early graft loss after kidney transplantation: risk factors and consequences, American Journal of Transplantation, 15, 1632-1643.
- Kosmoliaptsis, V., Salji, M., Bardsley, V., Chen, Y., Thiru, S., Griffiths, M. H., Copley, H. C., Saeb-Parsy, K., Bradley, A., Torpey, N. and Pettigrew, G. J. (2014) Baseline donor chronic renal injury confers the same transplant survival disadvantage for DCD and DBD kidneys, American Journal of Transplantation, 15, 754-763.
- Ali, J. M., Davies, S. E., Brais, R. J., Randle, L. V., Klinck, J. R., Allison, M. E. D., Chen, Y., Pasea, L., Harper, S. F. J. and Pettigrew, G. J. (2015) Analysis of ischaemia/reperfusion injury in time-zero biopsies predicts liver allograft outcomes, Liver Transplantation, 21, 487-499.
Yining Chen, Last update: August 2018