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Jianqing Fan

Identifiers

  • name variant Jianqing Fan 0.60 · backfill

Papers (102)

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

Mentions

  • 0908.3382 #2 · backfill · confidence 0.70 Jianqing Fan
  • 0908.2053 #1 · backfill · confidence 0.70 Jianqing Fan
  • 0903.5255 #1 · backfill · confidence 0.70 Jianqing Fan
  • 0812.3201 #1 · backfill · confidence 0.70 Jianqing Fan
  • 0812.2604 #1 · backfill · confidence 0.70 Jianqing Fan
  • 0711.3933 #2 · backfill · confidence 0.70 Jianqing Fan
  • 0708.0519 #2 · backfill · confidence 0.70 Jianqing Fan

Frequent Coauthors