姓名：Tso-Jung Yen (顏佐榕)
職稱：Associate Research Fellow
電話：886-2-2787-5689
電子信箱：tjyen@stat.sinica.edu.tw
Research interest
Deep learning, network data analysis, high dimension model estimation
Journal papers
Lai, S.-M., Yen, T.-J., Chang, M.-Y., Fu, Y.-c., Liu, W.-C. (2024). Predicting network members from partial contact records on social media: a machine learning approach. Accepted by Social Networks.
Yen, T.-J., Yang, C.-T., Lee, Y.-J., Chen, C.-h. and Yang, H.-C. (2024). Fatty liver classification via risk controlled neural networks trained on grouped ultrasound image data. Scientific Reports, 14, 7345.
Yen, T.-J., Chan, T.-C., Fu, Y.-C. and Hwang J.-S. (2022). Quality of life and multilevel contact network structures: an online participatory cohort study among healthy adults in Taiwan. Journal of Medical Internet Research, 24(1), e23762.
Chou, R. Y., Yen, T.-J. and Yen, Y.-M. (2022). Forecasting expected shortfall and value-at-risk with realized variance measures and the FZ loss. Taiwan Economic Forecast and Policy, 52, 89-140.
Yen, Y.-M. and Yen, T.-J. (2021). Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions. International Journal of Forecasting, 37, 733-758.
Yen, T.-J. and Yen, Y.-M. (2021). An attention algorithm for solving large scale structured l0-norm penalized estimation problems. Japanese Journal of Statistics and Data Science, 4, 345-371.
Yen, T.-J. (2020). Solving fused penalty estimation problems via block splitting algorithms. Journal of Computational and Graphical Statistics, 29, 297-308.
Chou, R. Y., Yen, T.-J. and Yen, Y.-M. (2019). Macroeconomic forecasting using approximate factor models with outliers. Accepted by International Journal of Forecasting.
Chan, T.-C., Yen, T.-J., Hu, T.-H., Fu, Y.-C. and Hwang J.-S. (2018). Detecting concurrent mood in daily contact networks: an online participatory cohort study with a diary approach. BMJ Open, 8, e020600.
Yen, T.-J., Lee, Z.-R., Chen, Y.-H., Yen, Y.-M., and Hwang, J.-S. (2017). Estimating links of a network from time to event data. The Annals of Applied Statistics, 11, 1429-1451.
Chou, R. Y., Yen, T.-J. and Yen, Y.-M. (2017). Risk evaluations with robust approximate factor models. Journal of Banking and Finance, 82, 244-264.
Yen, T.-J., Fu, Y.-C. and Hwang, J.-S. (2016). Alters as species: predicting personal network size from contact diaries. Social Networks, 45, 78-88.
Yen, T.-J. and Yen, Y.-M. (2016). Structured variable selection via prior-induced hierarchical penalty functions. Computational Statistics and Data Analysis, 96, 87-103.
Chan, T.-C., Yen, T.-J., Fu, Y.-C. and Hwang J.-S. (2015). ClickDiary: Online tracking of health behaviors and mood. Journal of Medical Internet Research, 17, e147. http://www.jmir.org/2015/6/e147/.
Yen, Y.-M. and Yen, T.-J. (2014). Solving norm constrained portfolio optimizations via coordinate-wise descent algorithms. Computational Statistics and Data Analysis, 76, 737-759.
Yen, T.-J. (2011). A majorization-minimization approach to variable selection using spike and slab priors. The Annals of Statistics, 39, 1748-1775.