Future Papers

This publication schedule is subject to change.

"Sliced Inverse Regression after 30 Years" in honor of Prof. Ker-Chau Li

Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
Kelin Xu, Liping Zhu* and Jianqing Fan
doi:10.5705/ss.202021.0031
Sliced Independence Test
Yilin Zhang, Canyi Chen and Liping Zhu*
doi:10.5705/ss.202021.0203
Sliced Inverse Regression in Metric Spaces
Joni Virta, Kuang-Yao Lee* and Lexin Li
doi:10.5705/ss.202022.0097

 

Volume 33,  Number 1, January  2023

A Sequential Probability Ratio Test for Sparse Gaussian Mixtures
Wenhua Jiang* and Cun-Hui Zhang
doi:10.5705/ss.202019.0218
On the Consistency of the Least Squares Estimator in Models Sampled At Random Times Driven By Long Memory Noise: The Renewal Case
Héctor Araya, Natalia Bahamonde, Lisandro Fermín, Tania Roa and Soledad Torres
doi:10.5705/ss.202020.0457
High-Dimensional Factor Regression for Heterogeneous Subpopulations
Peiyao Wang, Quefeng Li, Dinggang Shen and Yufeng Liu*
doi:10.5705/ss.202020.0145
Eigenvalue Distribution of a High-Dimensional Distance Covariance Matrix With Application
Weiming Li, Qinwen Wang* and Jianfeng Yao
doi:10.5705/ss.202020.0327
Interval Estimation for Operating Characteristic Of Continuous Biomarkers With Controlled Sensitivity or Specificity
Yijian Huang*, Isaac Parakati, Dattatraya H. Patil and Martin G. Sanda
doi:10.5705/ss.202021.0020
Feature-Weighted Elastic Net: Using ?Features of Features? for Better Prediction
Jingyi Kenneth Tay*, Nima Aghaeepour, Trevor Hastie and Robert Tibshirani
doi:10.5705/ss.202020.0226
Oracle-Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates
Li Cai and Suojin Wang*
doi:10.5705/ss.202021.0073
Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling
Yixin Han, Ping Ma, Haojie Ren and Zhaojun Wang*
doi:10.5705/ss.202020.0303
On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case
Héctor Araya, Natalia Bahamonde, Lisandro Javier Fermín, Tania Roa and Soledad Torres
doi:10.5705/ss.202020.0323
Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators
Alexander Aue, Holger Dette and Greg Rice*
doi:10.5705/ss.202020.0365
Detecting Multiple Change Points: The PULSE Criterion
Wenbiao Zhao, Xuehu Zhu and Lixing Zhu*
doi:10.5705/ss.202020.0464
Compound Sequential Change-point Detection in Parallel Data Streams
Yunxiao Chen and Xiaoou Li*
doi:10.5705/ss.202020.0508

 

Volume 33,  Number 2, April  2023

New Tests for High-Dimensional Linear Regression Based on Random Projection
Changyu Liu, Xingqiu Zhao* and Jian Huang
doi:10.5705/ss.202020.0405
Inferring Social Influence in Dynamic Networks
Xiang Cui and Yuguo Chen*
doi:10.5705/ss.202020.0310
Nonparametric Maximum Likelihood Estimation Under a Likelihood Ratio Order
Ted Westling*, Kevin J. Downes and Dylan Small
doi:10.5705/ss.202020.0207
Robust Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random
Linli Xia and Niansheng Tang*
doi:10.5705/ss.202020.0421
On Construction of Nonregular Two-Level Factorial Designs With Maximum Generalized Resolutions
Chenlu Shi and Boxin Tang*
doi:10.5705/ss.202021.0024
Robust Recommendation via Social Network Enhanced Matrix Completion
Jingxuan Wang, Haipeng Shen and Fei Jiang*
doi:10.5705/ss.202020.0243
Statistical Inference for Functional Time Series
Jie Li and Lijian Yang*
doi:10.5705/ss.202021.0107
Penalized Regression for Multiple Types of Many Features With Missing Data
Kin Yau Wong*, Donglin Zeng and Danyu Lin
doi:10.5705/ss.202020.0401
Scaled Partial Envelope Model in Multivariate Linear Regression
Jing Zhang, Zhensheng Huang* and Lixing Zhu
doi:10.5705/ss.202020.0352
Mixed Domain Asymptotics for Geostatistical Processes
Tingjin Chu*
doi:10.5705/ss.202020.0092
Sieve Estimation of a Class of Partially Linear Transformation Models With Interval-Censored Competing Risks Data
Xuewen Lu*, Yan Wang, Dipankar Bandyopadhyay and Giorgos Bakoyannis
doi:10.5705/ss.202021.0051
Arc-Sin Transformation for Binomial Sample Proportions in Small Area Estimation
Masayo Hirose*, Malay Ghosh and Tamal Ghosh
doi:10.5705/ss.202020.0446
Heterogeneity Analysis via Integrating Multi-Sources High-Dimensional Data With Applications to Cancer Studies
Tingyan Zhong, Qingzhao Zhang, Jian Huang, Mengyun Wu and Shuangge Ma*
doi:10.5705/ss.202021.0002
Weak Signal Identification and Inference in Penalized Likelihood Models for Categorical Responses
Yuexia Zhang, Peibei Shi, Zhongyi Zhu, Linbo Wang and Annie Qu*
doi:10.5705/ss.202020.0449
Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form
Feiyu Jiang, Dong Li, Wai Keung Li and Ke Zhu*
doi:10.5705/ss.202021.0029
Modeling Spiky Functional Data With Derivatives of Smooth Functions in Function-on-Function Regression
Ruiyan Luo* and Xin Qi
doi:10.5705/ss.202020.0294
Trade-off Between Validity and Efficiency of Merging P-Values Under Arbitrary Dependence
Yuyu Chen*, Peng Liu, Ken Seng Tan and Ruodu Wang
doi:10.5705/ss.202021.0071
A Clustered Gaussian Process Model for Computer Experiments
Chih-Li Sung*, Benjamin Haaland, Youngdeok Hwang and Siyuan Lu
doi:10.5705/ss.202020.0456
Moving Sum Data Segmentation for Stochastic Processes Based on Invariance
Claudia Kirch* and Philipp Klein
doi:10.5705/ss.202021.0048
Cointegration Rank Estimation for High-Dimensional Time Series With Breaks
Ngai Hang Chan* and Rongmao Zhang
doi:10.5705/ss.202021.0117
Unified Tests for Nonparametric Functions in RKHS With Kernel Selection and Regularization
Tao He, Ping-Shou Zhong*, Yuehua Cui and Vidyadhar Mandrekar
doi:10.5705/ss.202020.0339

 

Volume 33,  Number 3, July  2023

The Identifiability of Copula Models for Dependent Competing Risks Data With Exponentially Distributed Margins
Antai Wang*
doi:10.5705/ss.202020.0520
Regression Analysis of Panel Count Data With Both Time-Dependent Covariates and Time-Varying Effects
Yuanyuan Guo, Dayu Sun and Jianguo Sun*
doi:10.5705/ss.202021.0036
Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression
Wenqi Lu, Zhongyi Zhu and Heng Lian*
doi:10.5705/ss.202021.0140
Semiparametric Estimation of Probabilistic Index Models: Efficiency and Bias
Karel Vermeulen, Jan De Neve*, Gustavo Amorim, Olivier Thas and Stijn Vansteelandt
doi:10.5705/ss.202021.0070
Penalized Jackknife Empirical Likelihood in High Dimensions
Zhouping Li*, Jinfeng Xu, Na Zhao and Wang Zhou
doi:10.5705/ss.202019.0410
A Stratified Penalization Method for Semiparametric Variable Labeling of Multi-Output Time-Varying Coefficient Models
Ting Zhang*, Weiliang Wang and Yu Shao
doi:10.5705/ss.202021.0078
Optimal Function-on-Function Regression With Interaction Between Functional Predictors
Honghe Jin, Xiaoxiao Sun* and Pang Du
doi:10.5705/ss.202020.0480
Large Sample Properties of Matching for Balance
Yixin Wang and José Zubizarreta*
doi:10.5705/ss.202020.0343
A New Model-Free Feature Screening Procedure for Ultrahigh-Dimensional Interval-Censored Failure Time Data
Jing Zhang, Mingyue Du, Yanyan Liu* and Jianguo Sun
doi:10.5705/ss.202020.0174
Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications
Ruggero Bellio*, Ioannis Kosmidis, Alessandra Salvan and Nicola Sartori
doi:10.5705/ss.202021.0027
Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models
Shinpei Imori*
doi:10.5705/ss.202020.0425
Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data
Youngseok Song, Wen Zhou* and Wen-Xin Zhou
doi:10.5705/ss.202021.0003
An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions
Jing Zeng, Xin Zhang and Qing Mai*
doi:10.5705/ss.202021.0047
Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models
Shuoyang Wang, Honglang Wang, Yichuan Zhao, Guanqun Cao* and Yingru Li
doi:10.5705/ss.202021.0233
Regularized Estimation in High-Dimensional Vector Auto-Regressive Models Using Spatio-Temporal Information
Zhenzhong Wang, Abolfazl Safikhani, Zhengyuan Zhu* and David S. Matteson
doi:10.5705/ss.202020.0056
Model Checking for Parametric Ordinary Differential Equations Systems
Ran Liu, Yun Fang and Lixing Zhu*
doi:10.5705/ss.202020.0429
Testing for Threshold Effects in the TARMA Framework
Greta Goracci, Simone Giannerini*, Kung-Sik Chan and Howell Tong
doi:10.5705/ss.202021.0120
On Ordering Problems: A Statistical Approach
Jianbin Chen, Xiaoxue Han, Dennis K.J. Lin, Liuqing Yang and Yongdao Zhou*
doi:10.5705/ss.202021.0160
Doubly Coupled Designs for Computer Experiments With Both Qualitative and Quantitative Factors
Feng Yang, Devon Lin, Yongdao Zhou* and Yuanzhen He
doi:10.5705/ss.202020.0317
Statistical Analysis of Quantum Annealing
Yazhen Wang, Shang Wu* and Hongzhi Liu
doi:10.5705/ss.202021.0228
Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
Huijuan Ma, Qi Zheng, Zhumin Zhang, Huichuan Lai and Limin Peng*
doi:10.5705/ss.202021.0006

 

Volume 33,  Number 4, October  2023

Power Laws Distributions in Objective Priors
Pedro Ramos*, Francisco A. Rodrigues, Eduardo Ramos, Dipak K. Dey and Francisco Louzada
doi:10.5705/ss.202020.0521
Principal Components Analysis for Right Censored Data
Benjamin Langworthy*, Jianwen Cai, Robert W. Corty, Michael R. Kosorok and Jason P. Fine
doi:10.5705/ss.202021.0087
Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series
Annika Betken, Davide Giraudo* and Rafal Kulik
doi:10.5705/ss.202020.0265
Subsampling and Jackknifing: A Practically Convenient Solution for Large Data Analysis With Limited Computational Resources
Shuyuan Wu, Xuening Zhu* and Hansheng Wang
doi:10.5705/ss.202021.0257
Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification
Na Li, Yanglei Song, Devon Lin and Dongsheng Tu*
doi:10.5705/ss.202021.0268
Hybrid Hard-Soft Screening for High-dimensional Latent Class Analysis
Wei Dong, Xingxiang Li, Chen Xu and Niansheng Tang*
doi:10.5705/ss.202021.0061
Functional Finite Mixture Regression Models
Xiao Wang, Yufeng Liu and Hongtu Zhu*
doi:10.5705/ss.202021.0183
An Efficient Greedy Search Algorithm for High-Dimensional Linear Discriminant Analysis
Hannan Yang, Danyu Lin and Quefeng Li*
doi:10.5705/ss.202021.0028
Weighted Rank Estimation for Random-Effects Monotonic Index Models With Panel Count Data
Tianqing Liu*, Xiaohui Yuan and Jianguo Sun
doi:10.5705/ss.202020.0359
Structured Ultrahigh Dimensional Multiple-Index Models With Efficient Estimation in Computation and Theory
Huazhen Lin, Shuangxue Zhao, Li Liu* and Wenyang Zhang
doi:10.5705/ss.202021.0009
Mendelian Randomization Test of Causal Effect Using High-Dimensional Summary Data
Lu Deng, William Wheeler and Kai Yu*
doi:10.5705/ss.202021.0164
Propensity Score Weighting Analysis of Survival Outcomes Using Pseudo-Observations
Shuxi Zeng, Fan Li, Liangyuan Hu and Fan Li*
doi:10.5705/ss.202021.0175
Reference Priors for the Generalized Extreme Value Distribution
Likun Zhang* and Benjamin A. Shaby
doi:10.5705/ss.202021.0258
Distributed Empirical Likelihood Approach to Integrating Unbalanced Datasets
Ling Zhou, Xichen She and Peter X.-K. Song*
doi:10.5705/ss.202020.0330
Semiparametric Maximum Likelihood Estimation With Two-Phase Stratified Case-Control Sampling
Yaqi Cao, Lu Chen, Ying Yang and Jinbo Chen*
doi:10.5705/ss.202021.0214
Partially Functional Linear Quantile Regression With Measurement Errors
Mengli Zhang, Lan Xue*, Carmen D. Tekwe, Yang Bai and Annie Qu
doi:10.5705/ss.202021.0246
High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions
Long Feng, Binghui Liu* and Yanyuan Ma
doi:10.5705/ss.202021.0134
Identifying Latent Groups in Spatial Panel Data Using a Markov Random Field Constrained Product Partition Model
Tianyu Pan, Guanyu Hu and Weining Shen*
doi:10.5705/ss.202021.0247
A Simultaneous Likelihood Test for Joint Mediation Effects of Multiple Mediators
Wei Hao and Peter X.-K. Song*
doi:10.5705/ss.202021.0032
BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data
Min Zhou, Mingwei Dai*, Yuan Yao, Jin Liu, Can Yang and Heng Peng
doi:10.5705/ss.202020.0498
Use of Random Integration to Test Equality of High Dimensional Covariance Matrices
Yunlu Jiang, Canhong Wen, Yukang Jiang, Xueqin Wang and Heping Zhang*
doi:10.5705/ss.202020.0486

 

Volume 34,  Number 1, January  2024

The Binary Expansion Randomized Ensemble Test
Duyeol Lee, Kai Zhang and Michael R. Kosorok*
doi:10.5705/ss.202021.0100
Bayesian Predictive Inference Without a Prior
Patrizia Berti, Emanuela Dreassi, Fabrizio Leisen, Luca Pratelli and Pietro Rigo*
doi:10.5705/ss.202021.0238
Regression Analysis of Spatially Correlated Event Durations With Missing Origins Annotated by Longitudinal Measures
Yi Xiong, W. John Braun, Thierry Duchesne and X. Joan Hu*
doi:10.5705/ss.202021.0118
Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates
Sheng Fu, Piao Chen*, Yufeng Liu and Zhisheng Ye
doi:10.5705/ss.202021.0082
Defining And Estimating Principal Stratum Specific Natural Mediation Effects With Semi-competing Risks Data
Fei Gao*, Fan Xia and Kwun Chuen Gary Chan
doi:10.5705/ss.202021.0167
Ensemble Subset Regression (ENSURE): Efficient High-dimensional Prediction
Rong Zhu, Hua Liang* and David Ruppert
doi:10.5705/ss.202021.0187
Statistical Inference for Functional Time Series: Autocovariance Function
Chen Zhong and Lijian Yang*
doi:10.5705/ss.202021.0121
Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error
Xiang Lyu, Jian Kang and Lexin Li*
doi:10.5705/ss.202021.0151
Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA
Junwen Yao and Miles Lopes*
doi:10.5705/ss.202021.0158
Score Tests With Incomplete Covariates and High-Dimensional Auxiliary Variables
Kin Yau Wong* and Jiahui Feng
doi:10.5705/ss.202021.0253
Regression with Set-Valued Categorical Predictors
Ganghua Wang, Jie Ding and Yuhong Yang*
doi:10.5705/ss.202021.0332
Deep Learning for Marginal Bayesian Posterior Inference with Recurrent Neural Networks
Thayer Fisher*, Alex Luedtke, Marco Carone and Noah Simon
doi:10.5705/ss.202020.0348
Identifiability of Hierarchical Latent Attribute Models
Yuqi Gu and Gongjun Xu*
doi:10.5705/ss.202021.0350
Spatial-temporal Model with Heterogeneous Random Effects
Xingdong Feng, Wenyu Li and Qianqian Zhu*
doi:10.5705/ss.202021.0280
Semiparametric Causal Mediation Analysis with Unmeasured Mediator-Outcome Confounding
BaoLuo Sun* and Ting Ye
doi:10.5705/ss.202021.0354
Integrative Analysis for High-Dimensional Stratified Models
Jian Huang, Yuling Jiao, Wei Wang, Xiaodong Yan* and Liping Zhu
doi:10.5705/ss.202021.0276
Functional Response Quantile Regression Model
Xingcai Zhou, Dehan Kong, A. B. Kashlak, Linglong Kong*, R. Karunamuni and Hongtu Zhu
doi:10.5705/ss.202021.0138
High-Dimensional Asymptotic Behavior of Inference Based on Gwas Summary Statistics
Jiming Jiang*, Wei Jiang, Debashis Paul, Yiliang Zhang and Hongyu Zhao
doi:10.5705/ss.202021.0060
Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis
Danning Li, Arun Srinivasan, Lingzhou Xue* and Xiang Zhan
doi:10.5705/ss.202021.0147
Collective Anomaly Detection in High-Dimensional Var Models
Hyeyoung Maeng*, Idris A. Eckley and Paul Fearnhead
doi:10.5705/ss.202021.0181
A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models
Peyman Jalali, Kshitij Khare and George Michailidis*
doi:10.5705/ss.202021.0245

 

Volume 34,  Number 2, April  2024

A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models
Nilanjana Chakraborty, Kshitij Khare and George Michailidis*
doi:10.5705/ss.202021.0206
Impact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in China
Hsuan-Yu Chang and Jihai Yu*
doi:10.5705/ss.202021.0119
Lévy Adaptive B-spline Regression via Overcomplete Systems
Sewon Park*, Hee-Seok Oh and Jaeyong Lee
doi:10.5705/ss.202021.0288
On Construction of Optimal Exact Confidence Intervals
Weizhen Wang*
doi:10.5705/ss.202021.0322
Nonparametric Estimation and Testing for Panel Count Data with Informative Terminal Event
Xiangbin Hu, Li Liu, Ying Zhang and Xingqiu Zhao*
doi:10.5705/ss.202021.0213
Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes
Daren Wang, Yi Yu* and Rebecca Willett
doi:10.5705/ss.202021.0221
Measuring, Testing, and Identifying Heterogeneity of Large Parallel Datasets
Liuhua Peng, Guanghui Wang and Changliang Zou*
doi:10.5705/ss.202021.0285
Adaptive Tests for Bandedness of High-dimensional Covariance Matrices
Xiaoyi Wang, Gongjun Xu and Shurong Zheng*
doi:10.5705/ss.202020.0514
Factor-augmented Model for Functional Data
Yuan Gao, Han Lin Shang and Yanrong Yang*
doi:10.5705/ss.202021.0223
Selection of Proposal Distributions for Multiple Importance Sampling
Vivekananda Roy* and Evangelos Evangelou
doi:10.5705/ss.202021.0049
Fast Construction of Optimal Composite Likelihoods
Zhendong Huang* and Davide Ferrari
doi:10.5705/ss.202021.0235
Generalized Odds Rate Frailty Models for Current Status Data with Informative Censoring
Yang Xu, Shishun Zhao, Tao Hu* and Jianguo Sun
doi:10.5705/ss.202021.0411
A Spectral-Based Framework for Hypothesis Testing in Populations of Networks
Li Chen, Nathaniel Josephs*, Lizhen Lin, Jie Zhou and Eric D. Kolaczyk
doi:10.5705/ss.202021.0306
Outlier-Resistant Estimators for Average Treatment Effect in Causal Inference
Kazuharu Harada* and Hironori Fujisawa
doi:10.5705/ss.202021.0254
Threshold Estimation in Proportional Mean Residual Life Model
Bing Wang and Xinyuan Song*
doi:10.5705/ss.202022.0017
Parsimonious Tensor Discriminant Analysis
Ning Wang, Wenjing Wang and Xin Zhang*
doi:10.5705/ss.202020.0496
Test for Informative Cluster Size with Right Censored Survival Data
Alessandra Meddis* and Aurélien Latouche
doi:10.5705/ss.202021.0349
Group Testing Regression Analysis with Missing Data and Imperfect Tests
Aurore Delaigle and Ruoxu Tan*
doi:10.5705/ss.202021.0382
A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors
Zongliang Hu, Tiejun Tong* and Marc G. Genton
doi:10.5705/ss.202021.0369
Shape Constrained Kernel PDF and PMF Estimation
Pang Du, Christopher F. Parmeter and Jeffrey S. Racine*
doi:10.5705/ss.202021.0112
DeepKriging: Spatially Dependent Deep Neural Networks for Spatial Prediction
Wanfang Chen, Yuxiao Li, Brian J Reich and Ying Sun*
doi:10.5705/ss.202021.0277

 

Volume 34,  Number 3, July  2024

Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations
Sara Mazzonetto and Paolo Pigato*
doi:10.5705/ss.202021.0275
Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference
Yaolan Ma, Mo Zhou, Liang Peng and Rongmao Zhang*
doi:10.5705/ss.202022.0013
Adaptive Randomization via Mahalanobis Distance
Yichen Qin, Yang Li, Wei Ma, Haoyu Yang and Feifang Hu*
doi:10.5705/ss.202020.0440
Greedy Variable Selection for High-Dimensional Cox Models
Chien-Tong Lin, Yu-Jen Cheng* and Ching-Kang Ing
doi:10.5705/ss.202021.0265
Learning Non-monotone Optimal Individualized Treatment Regimes
Trinetri Ghosh*, Yanyuan Ma, Wensheng Zhu and Yuanjia Wang
doi:10.5705/ss.202021.0339
Designs for Order-of-Addition Screening Experiments
Zack Stokes and Hongquan Xu*
doi:10.5705/ss.202021.0410
A Zero-imputation Approach in Recommendation Systems with Data Missing Heterogeneously
Jiashen Lu* and Kehui Chen
doi:10.5705/ss.202021.0429
Unbiased Boosting Estimation for Censored Survival Data
Li-Pang Chen* and Grace Yi
doi:10.5705/ss.202021.0050
Model-Assisted Inference for Covariate-Specific Treatment Effects with High-dimensional Data
Peng Wu, Zhiqiang Tan, Wenjie Hu and Xiao-Hua Zhou*
doi:10.5705/ss.202022.0089
Community Detection in Censored Hypergraph
Mingao Yuan*, Bin Zhao and Xiaofeng Zhao
doi:10.5705/ss.202021.0392