publications

publications by categories in reversed chronological order.

2025

  1. Method
    Expected Shortfall Regression for Heterogeneous Treatment Effect Estimation using Random Forest
    Shushu Zhang, Xuming He, Kean Ming Tan, and Wen-Xin Zhou
    Manuscript in preparation, 2025
  2. Method
    Expected Shortfall Regression via Optimization
    Yuanzhi Li*, Shushu Zhang*, and Xuming He
    Resubmitted to Journal of the American Statistical Association, 2025
    *These authors contributed equally
  3. Method
    High-dimensional Expected Shortfall Regression
    Shushu Zhang, Xuming He, Kean Ming Tan, and Wen-Xin Zhou
    Journal of the American Statistical Association, 2025
    arXiv HTML

2022

  1. Theory
    Global convergence and stability of stochastic gradient descent
    Vivak Patel, Shushu Zhang, and Bowen Tian
    Advances in Neural Information Processing Systems, 2022
    HTML Slides

2020

  1. Method
    Stochastic approximation for high-frequency observations in data assimilation
    Shushu Zhang and Vivak Patel
    arXiv preprint arXiv:2011.02672, 2020
    HTML