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Results: 1-13 |
Results: 13
A GENERAL THEORY OF HYPOTHESIS TESTS AND CONFIDENCE REGIONS FOR SPARSE HIGH DIMENSIONAL MODELS
Authors: Yang Ning Han Liu
Citation: Yang Ning et Han Liu, A GENERAL THEORY OF HYPOTHESIS TESTS AND CONFIDENCE REGIONS FOR SPARSE HIGH DIMENSIONAL MODELS, Annals of statistics , 45(1), 2017, pp. 158-195
PATHWISE COORDINATE OPTIMIZATION FOR SPARSE LEARNING: ALGORITHM AND THEORY
Authors: Tuo Zhao Han Liu Tong Zhang
Citation: Tuo Zhao et al., PATHWISE COORDINATE OPTIMIZATION FOR SPARSE LEARNING: ALGORITHM AND THEORY, Annals of statistics , 46(1), 2018, pp. 180-218
Combinatorial inference for graphical models
Authors: Matey Neykov Junwei Lu Han Liu
Citation: Matey Neykov et al., Combinatorial inference for graphical models, Annals of statistics , 47(2), 2019, pp. 795-827
I-LAMM FOR SPARSE LEARNING: SIMULTANEOUS CONTROL OF ALGORITHMIC COMPLEXITY AND STATISTICAL ERROR
Authors: Jianqing Fan Han Liu Qiang Sun Tong Zhang
Citation: Jianqing Fan et al., I-LAMM FOR SPARSE LEARNING: SIMULTANEOUS CONTROL OF ALGORITHMIC COMPLEXITY AND STATISTICAL ERROR, Annals of statistics , 46(2), 2018, pp. 814-841
DISTRIBUTED TESTING AND ESTIMATION UNDER SPARSE HIGH DIMENSIONAL MODELS
Authors: Heather Battey Jianqing Fan Han Liu Junwei Lu Ziwei Zhu
Citation: Heather Battey et al., DISTRIBUTED TESTING AND ESTIMATION UNDER SPARSE HIGH DIMENSIONAL MODELS, Annals of statistics , 46(3), 2018, pp. 1352-1382
LARGE COVARIANCE ESTIMATION THROUGH ELLIPTICAL FACTOR MODELS
Authors: Jianqing Fan Han Liu Weichen Wang
Citation: Jianqing Fan et al., LARGE COVARIANCE ESTIMATION THROUGH ELLIPTICAL FACTOR MODELS, Annals of statistics , 46(4), 2018, pp. 1383-1414
A PARTIALLY LINEAR FRAMEWORK FOR MASSIVE HETEROGENEOUS DATA
Authors: Tianqi Zhao Guang Cheng Han Liu
Citation: Tianqi Zhao et al., A PARTIALLY LINEAR FRAMEWORK FOR MASSIVE HETEROGENEOUS DATA, Annals of statistics , 44(4), 2016, pp. 1400-1437
QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION
Authors: Jianqing Fan Zheng Tracy Ke Han Liu Lucy Xia
Citation: Jianqing Fan et al., QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION, Annals of statistics , 43(4), 2015, pp. 1498-1534
A NEW PERSPECTIVE ON ROBUST M-ESTIMATION: FINITE SAMPLE THEORY AND APPLICATIONS TO DEPENDENCE-ADJUSTED MULTIPLE TESTING
Authors: Wen-Xin Zhou Koushiki Bose Jianqing Fan Han Liu
Citation: Wen-xin Zhou et al., A NEW PERSPECTIVE ON ROBUST M-ESTIMATION: FINITE SAMPLE THEORY AND APPLICATIONS TO DEPENDENCE-ADJUSTED MULTIPLE TESTING, Annals of statistics , 46(5), 2018, pp. 1904-1931
OPTIMAL COMPUTATIONAL AND STATISTICAL RATES OF CONVERGENCE FOR SPARSE NONCONVEX LEARNING PROBLEMS
Authors: Zhaoran Wang Han Liu Tong Zhang
Citation: Zhaoran Wang et al., OPTIMAL COMPUTATIONAL AND STATISTICAL RATES OF CONVERGENCE FOR SPARSE NONCONVEX LEARNING PROBLEMS, Annals of statistics , 42(6), 2014, pp. 2164-2201
HIGH-DIMENSIONAL SEMIPARAMETRIC GAUSSIAN COPULA GRAPHICAL MODELS
Authors: Han Liu Fang Han Ming Yuan John Lafferty Larry Wasserman
Citation: Han Liu et al., HIGH-DIMENSIONAL SEMIPARAMETRIC GAUSSIAN COPULA GRAPHICAL MODELS, Annals of statistics , 40(4), 2012, pp. 2293-2326
A LIKELIHOOD RATIO FRAMEWORK FOR HIGH-DIMENSIONAL SEMIPARAMETRIC REGRESSION
Authors: Yang Ning Tianqi Zhao Han Liu
Citation: Yang Ning et al., A LIKELIHOOD RATIO FRAMEWORK FOR HIGH-DIMENSIONAL SEMIPARAMETRIC REGRESSION, Annals of statistics , 45(6), 2017, pp. 2299-2327
Property testing in high-dimensional Ising models
Authors: Matey Neykov Han Liu
Citation: Matey Neykov et Han Liu, Property testing in high-dimensional Ising models, Annals of statistics , 47(5), 2019, pp. 2472-2503
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