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Jianqing Fan

Identifiers

  • name variant Jianqing Fan 0.60 · backfill

Papers (103)

  1. Rejoinder: The ICML 2023 Ranking Experiment: Examining Author Self-Assessment in ML/AI Peer Review stat.AP · 2026 · author #7
  2. Optimal Semiparametric Dynamic Pricing with Feature Diversity stat.ME · 2026 · author #3
  3. Neural Generative Distributional Regression stat.ME · 2026 · author #2
  4. SMART Fine-tuning Factor Augmented Neural Lasso stat.ML · 2026 · author #2
  5. Low-Rank Principal Eigenmatrix Analysis stat.ML · 2019 · author #3
  6. A Selective Overview of Deep Learning stat.ML · 2019 · author #1
  7. Bayesian Factor-adjusted Sparse Regression stat.ME · 2019 · author #1
  8. Higher Moment Estimation for Elliptically-distributed Data: Is it Necessary to Use a Sledgehammer to Crack an Egg? stat.ME · 2018 · author #3
  9. Curse of Heterogeneity: Computational Barriers in Sparse Mixture Models and Phase Retrieval math.ST · 2018 · author #1
  10. Robust high dimensional factor models with applications to statistical machine learning stat.ME · 2018 · author #1
  11. Tensor Methods for Additive Index Models under Discordance and Heterogeneity math.ST · 2018 · author #2
  12. Optimal Subspace Estimation Using Overidentifying Vectors via Generalized Method of Moments stat.ME · 2018 · author #1
  13. Gradient Descent with Random Initialization: Fast Global Convergence for Nonconvex Phase Retrieval stat.ML · 2018 · author #3
  14. Hoeffding's lemma for Markov Chains and its applications to statistical learning math.ST · 2018 · author #1
  15. Principal component analysis for big data stat.ME · 2018 · author #1
  16. FarmTest: Factor-Adjusted Robust Multiple Testing with Approximate False Discovery Control stat.ME · 2017 · author #1
  17. A New Perspective on Robust $M$-Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing math.ST · 2017 · author #3
  18. Generalized High-Dimensional Trace Regression via Nuclear Norm Regularization stat.ME · 2017 · author #1
  19. Entrywise Eigenvector Analysis of Random Matrices with Low Expected Rank math.ST · 2017 · author #2
  20. Spectral Method and Regularized MLE Are Both Optimal for Top-$K$ Ranking stat.ML · 2017 · author #2
  21. Adaptive Huber Regression math.ST · 2017 · author #3
  22. Distributed Estimation of Principal Eigenspaces stat.CO · 2017 · author #1
  23. Factor-Adjusted Regularized Model Selection stat.ME · 2016 · author #1
  24. Embracing the Blessing of Dimensionality in Factor Models math.ST · 2016 · author #3
  25. Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging math.ST · 2016 · author #2
  26. A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery math.ST · 2016 · author #1
  27. Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia stat.ME · 2016 · author #1
  28. An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation math.ST · 2016 · author #1
  29. Heterogeneity Adjustment with Applications to Graphical Model Inference stat.ME · 2016 · author #1
  30. Robust Covariance Estimation for Approximate Factor Models stat.ME · 2016 · author #1
  31. Guarding against Spurious Discoveries in High Dimensions math.ST · 2015 · author #1
  32. Distributed Estimation and Inference with Statistical Guarantees math.ST · 2015 · author #2
  33. Large Covariance Estimation through Elliptical Factor Models stat.ME · 2015 · author #1
  34. I-LAMM for Sparse Learning: Simultaneous Control of Algorithmic Complexity and Statistical Error math.ST · 2015 · author #1
  35. Sufficient Forecasting Using Factor Models math.ST · 2015 · author #1
  36. An Overview on the Estimation of Large Covariance and Precision Matrices stat.ME · 2015 · author #1
  37. Asymptotics of Empirical Eigen-structure for Ultra-high Dimensional Spiked Covariance Model math.ST · 2015 · author #1
  38. Are Discoveries Spurious? Distributions of Maximum Spurious Correlations and Their Applications math.ST · 2015 · author #1
  39. Robust Inference of Risks of Large Portfolios math.ST · 2015 · author #1
  40. A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models stat.ME · 2015 · author #1
  41. Robust Estimation of High-Dimensional Mean Regression math.ST · 2014 · author #1
  42. Estimation of functionals of sparse covariance matrices math.ST · 2014 · author #1
  43. Sparsifying the Fisher Linear Discriminant by Rotation stat.ME · 2014 · author #3
  44. Projected principal component analysis in factor models stat.ME · 2014 · author #1
  45. Discussion: "A significance test for the lasso" math.ST · 2014 · author #1
  46. High Dimensional Semiparametric Latent Graphical Model for Mixed Data stat.ML · 2014 · author #1
  47. Feature Augmentation via Nonparametrics and Selection (FANS) in High Dimensional Classification stat.ME · 2013 · author #1
  48. Multiscale adaptive smoothing models for the hemodynamic response function in fMRI stat.AP · 2013 · author #3
  49. QUADRO: A supervised dimension reduction method via Rayleigh quotient optimization stat.ME · 2013 · author #1
  50. Power Enhancement in High Dimensional Cross-Sectional Tests stat.ME · 2013 · author #1
  51. Spatially Varying Coefficient Model for Neuroimaging Data with Jump Discontinuities stat.ME · 2013 · author #2
  52. Challenges of Big Data Analysis stat.ML · 2013 · author #1
  53. Distributions of Angles in Random Packing on Spheres math.ST · 2013 · author #2
  54. Estimation of False Discovery Proportion with Unknown Dependence stat.ME · 2013 · author #1
  55. Regularity Properties for Sparse Regression math.ST · 2013 · author #2
  56. Homogeneity in Regression stat.ME · 2013 · author #2
  57. Nonparametric Independence Screening in Sparse Ultra-High Dimensional Varying Coefficient Models math.ST · 2013 · author #1
  58. Risks of Large Portfolios stat.AP · 2013 · author #1
  59. Communication Learning in Social Networks: Finite Population and the Rates cs.SI · 2012 · author #1
  60. Partial Consistency with Sparse Incidental Parameters math.ST · 2012 · author #1
  61. Strong oracle optimality of folded concave penalized estimation math.ST · 2012 · author #1
  62. Conditional Sure Independence Screening math.ST · 2012 · author #2
  63. Adaptive robust variable selection math.ST · 2012 · author #1
  64. Covariate assisted screening and estimation math.ST · 2012 · author #3
  65. Endogeneity in high dimensions math.ST · 2012 · author #1
  66. Large Covariance Estimation by Thresholding Principal Orthogonal Complements math.ST · 2011 · author #1
  67. High-dimensional covariance matrix estimation in approximate factor models stat.ME · 2011 · author #1
  68. Multiple testing via $FDR_L$ for large-scale imaging data math.ST · 2011 · author #2
  69. Varying-coefficient functional linear regression math.ST · 2011 · author #2
  70. Control of the False Discovery Rate Under Arbitrary Covariance Dependence stat.ME · 2010 · author #3
  71. A ROAD to Classification in High Dimensional Space stat.ML · 2010 · author #1
  72. Nonparametric tests of the Markov hypothesis in continuous-time models math.ST · 2010 · author #2
  73. Nonparametric estimation of genewise variance for microarray data math.ST · 2010 · author #1
  74. Estimating False Discovery Proportion Under Arbitrary Covariance Dependence stat.ME · 2010 · author #1
  75. Estimation in additive models with highly or nonhighly correlated covariates math.ST · 2010 · author #3
  76. Variance Estimation Using Refitted Cross-validation in Ultrahigh Dimensional Regression stat.ME · 2010 · author #1
  77. Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection q-fin.PM · 2010 · author #1
  78. High-dimensional variable selection for Cox's proportional hazards model stat.ML · 2010 · author #1
  79. Non-Gaussian Quasi Maximum Likelihood Estimation of GARCH Models stat.ME · 2010 · author #3
  80. Penalized Composite Quasi-Likelihood for Ultrahigh-Dimensional Variable Selection stat.ME · 2009 · author #2
  81. Nonparametric Independence Screening in Sparse Ultra-High Dimensional Additive Models stat.ME · 2009 · author #1
  82. Local quasi-likelihood with a parametric guide math.ST · 2009 · author #1
  83. A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) math.ST · 2009 · author #1
  84. Non-Concave Penalized Likelihood with NP-Dimensionality math.ST · 2009 · author #1
  85. A semiparametric model for cluster data math.ST · 2009 · author #2
  86. Network exploration via the adaptive LASSO and SCAD penalties stat.AP · 2009 · author #1
  87. Sure independence screening in generalized linear models with NP-dimensionality stat.ME · 2009 · author #1
  88. Ultrahigh dimensional variable selection: beyond the linear model stat.ME · 2008 · author #1
  89. Asset Allocation and Risk Assessment with Gross Exposure Constraints for Vast Portfolios q-fin.PM · 2008 · author #1
  90. Sparsistency and rates of convergence in large covariance matrix estimation math.ST · 2007 · author #2
  91. Hazard models with varying coefficients for multivariate failure time data math.ST · 2007 · author #2
  92. High Dimensional Covariance Matrix Estimation Using a Factor Model math.ST · 2007 · author #1
  93. High-dimensional classification using features annealed independence rules math.ST · 2007 · author #1
  94. Aggregation of Nonparametric Estimators for Volatility Matrix math.ST · 2007 · author #1
  95. Sure Independence Screening for Ultra-High Dimensional Feature Space math.ST · 2006 · author #1
  96. Local partial-likelihood estimation for lifetime data math.ST · 2006 · author #1
  97. Statistical Challenges with High Dimensionality: Feature Selection in Knowledge Discovery math.ST · 2006 · author #1
  98. Dynamic Integration of Time- and State-domain Methods for Volatility Estimation math.ST · 2005 · author #1
  99. Assessing prediction error of nonparametric regression and classification under Bregman divergence math.ST · 2005 · author #1
  100. Modelling multivariate volatilies via conditionally uncorrelated components math.ST · 2005 · author #1
  101. Sieve empirical likelihood ratio tests for nonparametric functions math.ST · 2005 · author #1
  102. A selective overview of nonparametric methods in financial econometrics math.ST · 2004 · author #1
  103. Nonconcave penalized likelihood with a diverging number of parameters math.ST · 2004 · author #1

Mentions

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Frequent Coauthors