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

Statistical computing; high dimension model estimation; network data analysis

Journal papers

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.

Technical reports

Yen, T.-J. and Yen, Y.-M. (2019). An attention algorithm for solving large scale structured $l_{0}$-norm penalized estimation problems (submitted).

Yen, T.-J. and Emura, T. (2019) Precision matrix estimation in random effect models using Metropolis Stochastic approximation methods with data-driven proposals.

Yen, T.-J., Chan, T.-C., Fu, Y.-C., Hwang, J.-S. (2020) Association between social network characteristics and quality of life: An online participatory cohort study among young adults.