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08/24/2021
A Generalized Knockoff Procedure for FDR Control in Structural Change Detection
Controlling false discovery rate (FDR) is crucial for variable selection...
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07/20/2021
Improving COVID-19 Forecasting using eXogenous Variables
In this work, we study the pandemic course in the United States by consi...
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07/18/2021
Best Subset Selection: Statistical Computing Meets Quantum Computing
With the rapid development of quantum computers, quantum algorithms have...
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06/09/2021
Large-scale optimal transport map estimation using projection pursuit
This paper studies the estimation of large-scale optimal transport maps ...
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08/19/2019
Model-free Feature Screening and FDR Control with Knockoff Features
This paper proposes a model-free and data-adaptive feature screening met...
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08/19/2019
Model-free Feature Screening with Projection Correlation and FDR Control with Knockoff Features
This paper proposes a model-free and data-adaptive feature screening met...
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11/05/2018
User-Friendly Covariance Estimation for Heavy-Tailed Distributions: A Survey and Recent Results
We offer a survey of selected recent results on covariance estimation fo...
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11/05/2018
User-Friendly Covariance Estimation for Heavy-Tailed Distributions
We propose user-friendly covariance matrix estimators that are robust ag...
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11/15/2017