| Publication | Date of Publication | Type |
|---|
| A latent variable mixture model for composition-on-composition regression with application to chemical recycling | 2025-01-17 | Paper |
| Dimension Reduction for Fréchet Regression | 2024-12-10 | Paper |
| Model-Based Clustering of Nonparametric Weighted Networks With Application to Water Pollution Analysis | 2024-11-12 | Paper |
| Nonparametric Finite Mixture of Gaussian Graphical Models | 2024-10-22 | Paper |
| Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors | 2024-10-17 | Paper |
| A new inexact proximal linear algorithm with adaptive stopping criteria for robust phase retrieval | 2024-09-16 | Paper |
| Model-based clustering of semiparametric temporal exponential-family random graph models | 2024-05-27 | Paper |
| Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices | 2024-03-19 | Paper |
| Power enhancement for testing multi-factor asset pricing models via Fisher's method | 2024-03-06 | Paper |
| Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis | 2024-03-06 | Paper |
| Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing | 2024-01-08 | Paper |
| Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis | 2023-11-17 | Paper |
| Compositional knockoff filter for high‐dimensional regression analysis of microbiome data | 2023-10-17 | Paper |
| Identification of microbial features in multivariate regression under false discovery rate control | 2023-07-11 | Paper |
| PEtests | 2023-05-22 | Software |
| sufficientForecasting | 2023-02-17 | Software |
| Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices | 2022-11-02 | Paper |
| amanpg | 2022-10-02 | Software |
| Nonlinear Sufficient Dimension Reduction for Distribution-on-Distribution Regression | 2022-07-11 | Paper |
| Inverse moment methods for sufficient forecasting using high-dimensional predictors | 2022-06-17 | Paper |
| Estimating finite mixtures of ordinal graphical models | 2022-05-25 | Paper |
| Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing | 2022-05-18 | Paper |
| Inverse moment methods for sufficient forecasting using high-dimensional predictors | 2021-06-25 | Paper |
| Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors | 2020-10-12 | Paper |
| An Alternating Manifold Proximal Gradient Method for Sparse Principal Component Analysis and Sparse Canonical Correlation Analysis | 2020-07-01 | Paper |
| Model-based clustering of time-evolving networks through temporal exponential-family random graph models | 2020-02-05 | Paper |
| Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection | 2019-06-12 | Paper |
| Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices | 2018-11-22 | Paper |
| A review of dynamic network models with latent variables | 2018-09-06 | Paper |
| A Selective Overview of Sparse Principal Component Analysis | 2018-08-01 | Paper |
| Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas | 2018-05-14 | Paper |
| Sufficient forecasting using factor models | 2017-12-01 | Paper |
| Sufficient forecasting using factor models | 2017-11-07 | Paper |
| Inverse Moment Methods for Sufficient Forecasting using High-Dimensional Predictors | 2017-04-30 | Paper |
| Correction: Strong oracle optimality of folded concave penalized estimation | 2015-05-11 | Paper |
| Regularized rank-based estimation of high-dimensional nonparanormal graphical models | 2014-09-15 | Paper |
| Strong oracle optimality of folded concave penalized estimation | 2014-08-04 | Paper |
| Rank-based tapering estimation of bandable correlation matrices | 2014-04-29 | Paper |
| Minimax optimal estimation of general bandable covariance matrices | 2014-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4928578 | 2013-06-14 | Paper |
| Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices | 2013-01-31 | Paper |
| Nonconcave penalized composite conditional likelihood estimation of sparse Ising models | 2012-12-10 | Paper |
| Sure independence screening and compressed random sensing | 2011-06-28 | Paper |