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All publications by Fang Han
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Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed Vector Autoregressive Processes
Huitong Qiu, Sheng Xu, Fang Han, Han Liu and Brian Caffo
Proceedings of the 32nd International Conference on Machine Learning (ICML-15), 2015


Robust Portfolio Optimization
Huitong Qiu, Fang Han, Han Liu and Brian Caffo
Advances in Neural Information Processing Systems 28, 2015


Transition Matrix Estimation in High Dimensional Time Series
Fang Han and Han Liu
Proceedings of the 30th International Conference on Machine Learning (ICML-13), 2013


Robust Sparse Principal Component Regression under the High Dimensional Elliptical Model
Fang Han and Han Liu
Advances in Neural Information Processing Systems 26, 2013


Principal Component Analysis on non-Gaussian Dependent Data
Fang Han and Han Liu
Proceedings of the 30th International Conference on Machine Learning (ICML-13), 2013


Transelliptical Graphical Models
Han Liu, Fang Han and Cun-hui Zhang
Advances in Neural Information Processing Systems 25, 2012


Transelliptical Component Analysis
Fang Han and Han Liu
Advances in Neural Information Processing Systems 25, 2012


Semiparametric Principal Component Analysis
Fang Han and Han Liu
Advances in Neural Information Processing Systems 25, 2012


The Nonparanormal SKEPTIC
Han Liu, Fang Han, Ming Yuan, Larry Wasserman and John D. Lafferty
Proceedings of the 29th International Conference on Machine Learning (ICML-12), 2012