- Guanhao Feng, Jingyu He and Nicholas G. Polson (2018). Deep Learning for Predicting Asset Returns.
- Jingyu He, Saar Yalov and P. Richrad Hahn (2019). Accelerated Bayesian Additive Regression Trees.. The 22nd International Conference on Artificial Intelligence and Statistics (AISTATS).
- P. Richrad Hahn, Jingyu He and Hedibert Lopes (2018). Efficient sampling for Gaussian linear regression with arbitrary priors. Journal of Computational and Graphical Statistics. R package : bayeslm, Demo Script.
- P. Richard Hahn, Carlos M. Carvalho, Jingyu He and David Puelz (2018). Regularization and confounding in linear regression for treatment effect estimation. Bayesian Analysis 13 (1), 163-182.
- P. Richrad Hahn, Jingyu He and Hedibert Lopes (2018). Bayesian factor model shrinkage for linear IV regression with many instruments. Journal of Business and Economic Statistics 36 (2), 278-287.