| Publication | Date of Publication | Type |
|---|
Clustering Time-Evolving Networks Using Temporal Exponential-Family Random Graph Models with Conditional Dyadic Independence and Dynamic Latent Blocks
Journal of Computational and Graphical Statistics | 2026-02-25 | Paper |
Sparse kernel sufficient dimension reduction
Journal of Nonparametric Statistics | 2025-12-11 | Paper |
Power-enhanced two-sample mean tests for high-dimensional microbiome compositional data
Biometrics | 2025-11-06 | Paper |
A unified combination framework for dependent tests with applications to microbiome association studies
Biometrics | 2025-11-06 | Paper |
Theoretical guarantees for sparse principal component analysis based on the elastic net
IEEE Transactions on Information Theory | 2025-10-06 | Paper |
Model-Based Co-Clustering in Customer Targeting Utilizing Large-Scale Online Product Rating Networks
Journal of Business and Economic Statistics | 2025-08-25 | Paper |
Nonlinear global Fréchet regression for random objects via weak conditional expectation
The Annals of Statistics | 2025-03-11 | Paper |
A latent variable mixture model for composition-on-composition regression with application to chemical recycling
The Annals of Applied Statistics | 2025-01-17 | Paper |
Dimension Reduction for Fréchet Regression
Journal of the American Statistical Association | 2024-12-10 | Paper |
Model-Based Clustering of Nonparametric Weighted Networks With Application to Water Pollution Analysis
Technometrics | 2024-11-12 | Paper |
Nonparametric Finite Mixture of Gaussian Graphical Models
Technometrics | 2024-10-22 | Paper |
Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
A new inexact proximal linear algorithm with adaptive stopping criteria for robust phase retrieval
IEEE Transactions on Signal Processing | 2024-09-16 | Paper |
Model-based clustering of semiparametric temporal exponential-family random graph models
Stat | 2024-05-27 | Paper |
Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices
Journal of the American Statistical Association | 2024-03-19 | Paper |
Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices
Journal of the American Statistical Association | 2024-03-19 | Paper |
Power enhancement for testing multi-factor asset pricing models via Fisher's method
Journal of Econometrics | 2024-03-06 | Paper |
Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing
Journal of the American Statistical Association | 2024-01-08 | Paper |
Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing
Journal of the American Statistical Association | 2024-01-08 | Paper |
Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis
STATISTICA SINICA | 2023-11-17 | Paper |
Compositional knockoff filter for high‐dimensional regression analysis of microbiome data
Biometrics | 2023-10-17 | Paper |
Identification of microbial features in multivariate regression under false discovery rate control
Computational Statistics and Data Analysis | 2023-07-11 | Paper |
| PEtests | 2023-05-22 | Software |
| sufficientForecasting | 2023-02-17 | Software |
Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices
Journal of the American Statistical Association | 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
Biometrika | 2022-06-17 | Paper |
Estimating finite mixtures of ordinal graphical models
Psychometrika | 2022-05-25 | Paper |
Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing
Journal of the American Statistical Association | 2022-05-18 | Paper |
Inverse moment methods for sufficient forecasting using high-dimensional predictors
Biometrika | 2021-06-25 | Paper |
Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors
Journal of Business and Economic Statistics | 2020-10-12 | Paper |
An Alternating Manifold Proximal Gradient Method for Sparse Principal Component Analysis and Sparse Canonical Correlation Analysis
INFORMS Journal on Optimization | 2020-07-01 | Paper |
Model-based clustering of time-evolving networks through temporal exponential-family random graph models
Journal of Multivariate Analysis | 2020-02-05 | Paper |
Model-based clustering of time-evolving networks through temporal exponential-family random graph models
Journal of Multivariate Analysis | 2020-02-05 | Paper |
Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
Neural Computation | 2019-06-12 | Paper |
Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices
STATISTICA SINICA | 2018-11-22 | Paper |
A review of dynamic network models with latent variables
Statistics Surveys | 2018-09-06 | Paper |
A review of dynamic network models with latent variables
Statistics Surveys | 2018-09-06 | Paper |
A Selective Overview of Sparse Principal Component Analysis
Proceedings of the IEEE | 2018-08-01 | Paper |
Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas
Statistics and Its Interface | 2018-05-14 | Paper |
Sufficient forecasting using factor models
Journal of Econometrics | 2017-12-01 | Paper |
Sufficient forecasting using factor models
Journal of Econometrics | 2017-12-01 | Paper |
Sufficient forecasting using factor models
Journal of Econometrics | 2017-11-07 | Paper |
Sufficient forecasting using factor models
Journal of Econometrics | 2017-11-07 | Paper |
Inverse Moment Methods for Sufficient Forecasting using High-Dimensional Predictors
(available as arXiv preprint) | 2017-04-30 | Paper |
Correction: Strong oracle optimality of folded concave penalized estimation
The Annals of Statistics | 2015-05-11 | Paper |
Regularized rank-based estimation of high-dimensional nonparanormal graphical models
The Annals of Statistics | 2014-09-15 | Paper |
Regularized rank-based estimation of high-dimensional nonparanormal graphical models
The Annals of Statistics | 2014-09-15 | Paper |
Strong oracle optimality of folded concave penalized estimation
The Annals of Statistics | 2014-08-04 | Paper |
Strong oracle optimality of folded concave penalized estimation
The Annals of Statistics | 2014-08-04 | Paper |
Rank-based tapering estimation of bandable correlation matrices
STATISTICA SINICA | 2014-04-29 | Paper |
Minimax optimal estimation of general bandable covariance matrices
Journal of Multivariate Analysis | 2014-01-10 | Paper |
| scientific article; zbMATH DE number 6176341 (Why is no real title available?) | 2013-06-14 | Paper |
Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices
Journal of the American Statistical Association | 2013-01-31 | Paper |
Nonconcave penalized composite conditional likelihood estimation of sparse Ising models
The Annals of Statistics | 2012-12-10 | Paper |
Nonconcave penalized composite conditional likelihood estimation of sparse Ising models
The Annals of Statistics | 2012-12-10 | Paper |
Sure independence screening and compressed random sensing
Biometrika | 2011-06-28 | Paper |
