| Publication | Date of Publication | Type |
|---|
Bernstein's inequalities for general Markov chains
(available as arXiv preprint) | N/A | Paper |
Hidden Clique Inference in Random Ising Model II: the planted Sherrington-Kirkpatrick model
(available as arXiv preprint) | N/A | Paper |
Hidden Clique Inference in Random Ising Model I: the planted random field Curie-Weiss model
(available as arXiv preprint) | N/A | Paper |
Bernstein's inequalities for general Markov chains
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2026-08-28 | Paper |
Factor Augmented Matrix Regression
Journal of the American Statistical Association | 2026-08-27 | Paper |
Test of independence using generalized distance correlation
The Annals of Statistics | 2026-07-06 | Paper |
Feature augmentations for high-dimensional learning: applications to stock market prediction using Chinese news data
The Annals of Applied Statistics | 2026-03-30 | Paper |
Spectral ranking inferences based on general multiway comparisons
Operations Research | 2026-02-18 | Paper |
| An _p theory of PCA and spectral clustering | 2026-01-13 | Paper |
Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations
Journal of Econometrics | 2025-12-04 | Paper |
Causality pursuit from heterogeneous environments via neural adversarial invariance learning
The Annals of Statistics | 2025-12-02 | Paper |
Structured matrix learning under arbitrary entrywise dependence and estimation of Markov transition kernel
The Annals of Statistics | 2025-12-02 | Paper |
Isotonic mechanism for exponential family estimation in machine learning peer review
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2025-11-17 | Paper |
Communication-Efficient Distributed Estimation and Inference for Cox’s Model
Journal of the American Statistical Association | 2025-10-28 | Paper |
A provable initialization and robust clustering method for general mixture models
IEEE Transactions on Information Theory | 2025-10-06 | Paper |
Robust transfer learning with unreliable source data
The Annals of Statistics | 2025-09-24 | Paper |
| Higher moment estimation for elliptically distributed data: is it necessary to use a sledgehammer to crack an egg? | 2025-08-08 | Paper |
Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes
Journal of Econometrics | 2025-06-19 | Paper |
Robust Matrix Completion with Heavy-Tailed Noise
Journal of the American Statistical Association | 2025-06-17 | Paper |
Ranking Inferences Based on the Top Choice of Multiway Comparisons
Journal of the American Statistical Association | 2025-04-22 | Paper |
Model-based reinforcement learning for offline zero-sum Markov games
Operations Research | 2025-01-30 | Paper |
Deep neural networks for nonparametric interaction models with diverging dimension
The Annals of Statistics | 2025-01-29 | Paper |
Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Rejoinder
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Special Issue on Big Data
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Environment invariant linear least squares
The Annals of Statistics | 2025-01-03 | Paper |
Factor Augmented Sparse Throughput Deep ReLU Neural Networks for High Dimensional Regression
Journal of the American Statistical Association | 2024-12-10 | Paper |
Comment: Feature Screening and Variable Selection via Iterative Ridge Regression
Technometrics | 2024-11-12 | Paper |
How do noise tails impact on deep ReLU networks?
The Annals of Statistics | 2024-10-18 | Paper |
Semi-parametric tensor factor analysis by iteratively projected singular value decomposition
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-16 | Paper |
Optimal Covariate Balancing Conditions in Propensity Score Estimation
Journal of Business and Economic Statistics | 2024-08-13 | Paper |
The efficacy of pessimism in asynchronous Q-learning
IEEE Transactions on Information Theory | 2024-07-21 | Paper |
Are Latent Factor Regression and Sparse Regression Adequate?
Journal of the American Statistical Association | 2024-07-05 | Paper |
Inference for heteroskedastic PCA with missing data
The Annals of Statistics | 2024-06-05 | Paper |
Policy Optimization Using Semiparametric Models for Dynamic Pricing
Journal of the American Statistical Association | 2024-03-19 | Paper |
Can a Machine Correct Option Pricing Models?
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Understanding Implicit Regularization in Over-Parameterized Single Index Model
Journal of the American Statistical Association | 2024-01-08 | Paper |
Understanding Implicit Regularization in Over-Parameterized Single Index Model
Journal of the American Statistical Association | 2024-01-08 | Paper |
Bridging factor and sparse models
The Annals of Statistics | 2024-01-04 | Paper |
Bridging factor and sparse models
The Annals of Statistics | 2024-01-04 | Paper |
Robust high-dimensional tuning free multiple testing
The Annals of Statistics | 2024-01-04 | Paper |
Robust high-dimensional tuning free multiple testing
The Annals of Statistics | 2024-01-04 | Paper |
Adaptive robust large volatility matrix estimation based on high-frequency financial data
Journal of Econometrics | 2023-11-17 | Paper |
Discussion
International Statistical Review | 2023-11-08 | Paper |
Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution Under Random Designs
Journal of the American Statistical Association | 2023-07-04 | Paper |
Communication-Efficient Accurate Statistical Estimation
Journal of the American Statistical Association | 2023-07-04 | Paper |
Communication-Efficient Accurate Statistical Estimation
Journal of the American Statistical Association | 2023-07-04 | Paper |
Statistical Inference for High-Dimensional Matrix-Variate Factor Models
Journal of the American Statistical Association | 2023-07-04 | Paper |
Community network auto-regression for high-dimensional time series
Journal of Econometrics | 2023-06-29 | Paper |
The Journal of Econometrics 2012--2018
Journal of Econometrics | 2023-04-14 | Paper |
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction
Journal of the American Statistical Association | 2023-03-27 | Paper |
Estimating Number of Factors by Adjusted Eigenvalues Thresholding
Journal of the American Statistical Association | 2023-03-27 | Paper |
Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors
Journal of the American Statistical Association | 2023-03-27 | Paper |
An \({\ell_p}\) theory of PCA and spectral clustering
The Annals of Statistics | 2022-11-02 | Paper |
Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data
STATISTICA SINICA | 2022-10-14 | Paper |
An overview of the estimation of large covariance and precision matrices
Econometrics Journal | 2022-08-02 | Paper |
Bayesian factor-adjusted sparse regression
Journal of Econometrics | 2022-07-15 | Paper |
Adaptive Huber regression on Markov-dependent data
Stochastic Processes and their Applications | 2022-06-20 | Paper |
Testability of high-dimensional linear models with nonsparse structures
The Annals of Statistics | 2022-04-25 | Paper |
Canonical thresholding for nonsparse high-dimensional linear regression
The Annals of Statistics | 2022-03-23 | Paper |
High-dimensional factor model and its applications to statistical machine learning
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Spectral Methods for Data Science: A Statistical Perspective
Foundations and Trends® in Machine Learning | 2021-12-09 | Paper |
Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data
The Annals of Statistics | 2021-12-03 | Paper |
Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data
The Annals of Statistics | 2021-12-03 | Paper |
| Hoeffding's inequality for general Markov chains and its applications to statistical learning | 2021-10-27 | Paper |
A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
The Annals of Statistics | 2021-09-28 | Paper |
A selective overview of deep learning
Statistical Science | 2021-07-06 | Paper |
Robust high-dimensional factor models with applications to statistical machine learning
Statistical Science | 2021-07-06 | Paper |
The interplay of demographic variables and social distancing scores in deep prediction of U.S. COVID-19 cases
Journal of the American Statistical Association | 2021-07-06 | Paper |
Structured correlation detection with application to colocalization analysis in dual-channel fluorescence microscopic imaging
(available as arXiv preprint) | 2021-04-27 | Paper |
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Journal of Econometrics | 2021-03-24 | Paper |
Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices
The Annals of Statistics | 2021-03-11 | Paper |
Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices
The Annals of Statistics | 2021-03-11 | Paper |
Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
Journal of the American Statistical Association | 2021-01-22 | Paper |
Noisy matrix completion: understanding statistical guarantees for convex relaxation via nonconvex optimization
SIAM Journal on Optimization | 2020-11-09 | Paper |
Comments on: ``Wavelets in statistics: a review'' by A. Antoniadis
Journal of the Italian Statistical Society | 2020-09-29 | Paper |
Entrywise eigenvector analysis of random matrices with low expected rank
The Annals of Statistics | 2020-08-28 | Paper |
Entrywise eigenvector analysis of random matrices with low expected rank
The Annals of Statistics | 2020-08-28 | Paper |
Adaptive Huber Regression
Journal of the American Statistical Association | 2020-08-03 | Paper |
Adaptive Huber Regression
Journal of the American Statistical Association | 2020-08-03 | Paper |
An \ell_p theory of PCA and spectral clustering
(available as arXiv preprint) | 2020-06-24 | Paper |
| Bootstrapping \ell_p-Statistics in High Dimensions | 2020-06-23 | Paper |
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
Journal of Econometrics | 2020-06-18 | Paper |
Factor-Adjusted Regularized Model Selection
Journal of Econometrics | 2020-03-20 | Paper |
Inference and uncertainty quantification for noisy matrix completion
Proceedings of the National Academy of Sciences | 2020-03-04 | Paper |
| Hypothesis testing for eigenspaces of covariance matrix | 2020-02-22 | Paper |
Farmtest: factor-adjusted robust multiple testing with approximate false discovery control
Journal of the American Statistical Association | 2020-01-15 | Paper |
Farmtest: factor-adjusted robust multiple testing with approximate false discovery control
Journal of the American Statistical Association | 2020-01-15 | Paper |
Largest entries of sample correlation matrices from equi-correlated normal populations
The Annals of Probability | 2019-12-18 | Paper |
SIMPLE: Statistical Inference on Membership Profiles in Large Networks
(available as arXiv preprint) | 2019-10-03 | Paper |
Generalized high-dimensional trace regression via nuclear norm regularization
Journal of Econometrics | 2019-09-02 | Paper |
| Optimal estimation of functionals of high-dimensional mean and covariance matrix | 2019-08-20 | Paper |
Learning Latent Factors from Diversified Projections and its Applications to Over-Estimated and Weak Factors
(available as arXiv preprint) | 2019-08-03 | Paper |
Spectral method and regularized MLE are both optimal for top-\(K\) ranking
The Annals of Statistics | 2019-07-18 | Paper |
Spectral method and regularized MLE are both optimal for top-\(K\) ranking
The Annals of Statistics | 2019-07-18 | Paper |
Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval
Mathematical Programming. Series A. Series B | 2019-06-26 | Paper |
Robust estimation of high-dimensional covariance and precision matrices
Biometrika | 2019-06-24 | Paper |
Sparsifying the Fisher linear discriminant by rotation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Sparsifying the Fisher linear discriminant by rotation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
High dimensional semiparametric latent graphical model for mixed data
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-07 | Paper |
A road to classification in high dimensional space: the regularized optimal affine discriminant
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Journal of Econometrics | 2019-04-30 | Paper |
Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Journal of Econometrics | 2019-04-29 | Paper |
Robust covariance estimation for approximate factor models
Journal of Econometrics | 2019-04-26 | Paper |
Robust covariance estimation for approximate factor models
Journal of Econometrics | 2019-04-26 | Paper |
