Jinchi Lv - Publications

Jinchi Lv

Bio & CV

Publications

Research

Teaching

Publications

[Citations]

[Software]

Manuscripts
Zheng, Z., Zhou, X., Fan, Y. and Lv, J. (2024). SOFARI: high-dimensional manifold-based inference. Manuscript. [PDF] Zuo, W., Zhu, Z., Du, Y., Yeh, Y.-C., Fuhrman, J. A., Lv, J., Fan, Y. and Sun, F. (2024). DeepLINK-T: deep learning inference for time series data using knockoffs and LSTM. Manuscript. [PDF] Fan, Y., Gao, L. and Lv, J. (2024). ARK: robust knockoffs inference with coupling. Manuscript. [PDF] Fan, J., Fan, Y., Lv, J. and Yang, F. (2024). SIMPLE-RC: group network inference with non-sharp nulls and weak signals. Manuscript. [PDF] Chi, C.-M., Fan, Y. and Lv, J. (2024). FACT: high-dimensional multi-output random forests inference. Manuscript. [PDF] Chi, C.-M., Fan, Y., Ing, C.-K. and Lv, J. (2024). High-dimensional knockoffs inference for time series data. Manuscript. [PDF]
2024
	Demirkaya, E., Fan, Y., Gao, L., Lv, J., Vossler, P. and Wang, J. (2024). Optimal nonparametric inference with two-scale distributional nearest neighbors. Journal of the American Statistical Association 119, 297-307. [PDF] [Supplementary Material]
2022
	Fan, J., Fan, Y., Han, X. and Lv, J. (2022). SIMPLE: statistical inference on membership profiles in large networks. Journal of the Royal Statistical Society Series B 84, 630-653. [PDF] [Supplementary Material]
	Demirkaya, E., Feng, Y., Basu, P. and Lv, J. (2022). Large-scale model selection in misspecified generalized linear models. Biometrika 109, 123-136. [PDF] [Supplementary Material]
	Fan, J., Fan, Y., Han, X. and Lv, J. (2022). Asymptotic theory of eigenvectors for random matrices with diverging spikes. Journal of the American Statistical Association 117, 996-1009. [PDF] [Supplementary Material]
	Chi, C.-M., Vossler, P., Fan, Y. and Lv, J. (2022). Asymptotic properties of high-dimensional random forests. The Annals of Statistics 50, 3415-3438. [PDF]
	Li, D., Kong, Y., Fan, Y. and Lv, J. (2022). High-dimensional interaction detection with false sign rate control. Journal of Business & Economic Statistics 40, 1234-1245. [PDF] [Supplementary Material]
2021
	Zheng, Z., Lv, J. and Lin, W. (2021). Nonsparse learning with latent variables. Operations Research 69, 346-359. [PDF] [Supplementary Material]
	Zhu, Z., Fan, Y., Kong, Y., Lv, J. and Sun, F. (2021). DeepLINK: deep learning inference using knockoffs with applications to genomics. Proceedings of the National Academy of Sciences of the United States of America 118, e2104683118. [PDF]
	Gao, L., Fan, Y., Lv, J. and Shao, Q. (2021). Asymptotic distributions of high-dimensional distance correlation inference. The Annals of Statistics 49, 1999-2020. [PDF] [Supplementary Material]
	Huang, N., Mojumder, P., Sun, T., Lv, J. and Golden, J. M. (2021). Not registered? Please sign-up first: a randomized field experiment on the ex-ante registration request. Information Systems Research 32, 914-931. [PDF]
2020
	Fan, Y., Demirkaya, E., Li, G. and Lv, J. (2020). RANK: large-scale inference with graphical nonlinear knockoffs. Journal of the American Statistical Association 115, 362-379. [PDF] [Supplementary Material]
	Fan, Y., Lv, J., Sharifvaghefi, M. and Uematsu, Y. (2020). IPAD: stable interpretable forecasting with knockoffs inference. Journal of the American Statistical Association 115, 1822-1834. [PDF] [Supplementary Material]
	Wu, H., Fan, Y. and Lv, J. (2020). Statistical insights into deep neural network learning in subspace classification. Stat 9, e273. [PDF]
2019
	Fan, Y., Demirkaya, E. and Lv, J. (2019). Nonuniformity of p-values can occur early in diverging dimensions. Journal of Machine Learning Research 20, 1-33. [PDF]
	Ren, Z., Kang, Y., Fan, Y. and Lv, J. (2019). Tuning-free heterogeneous inference in massive networks. Journal of the American Statistical Association 114, 1908-1925. [PDF] [Supplementary Material]
	Uematsu, Y., Fan, Y., Chen, K., Lv, J. and Lin, W. (2019). SOFAR: large-scale association network learning. IEEE Transactions on Information Theory 65, 4924-4939. [PDF] [Supplementary Material]
	Zheng, Z., Bahadori, M. T., Liu, Y. and Lv, J. (2019). Scalable interpretable multi-response regression via SEED. Journal of Machine Learning Research 20, 1-34. [PDF] [Supplementary Material]
2018
	Candès, E. J., Fan, Y., Janson, L. and Lv, J. (2018). Panning for gold: 'model-X' knockoffs for high dimensional controlled variable selection. Journal of the Royal Statistical Society Series B 80, 551-577. [PDF] [Supplementary Material]
	Fan, J. and Lv, J. (2018). Sure independence screening (invited review article). Wiley StatsRef: Statistics Reference Online. [PDF]
	Lu, Y., Fan, Y., Lv, J. and Noble, W. S. (2018). DeepPINK: reproducible feature selection in deep neural networks. Advances in Neural Information Processing Systems (NeurIPS 2018). [PDF]
2017
	Kong, Y., Li, D., Fan, Y. and Lv, J. (2017). Interaction pursuit in high-dimensional multi-response regression via distance correlation. The Annals of Statistics 45, 897-922. [PDF] [Supplementary Material]
	Demirkaya, E. and Lv, J. (2017). Discussion of "Random-projection ensemble classification." Journal of the Royal Statistical Society Series B 79, 1008-1009. [PDF]
	Lu, Y., Lv, J., Fuhrman, J. A. and Sun, F. (2017). Towards enhanced and interpretable clustering/classification in integrative genomics. Nucleic Acids Research 45, e169. [PDF]
2016
	Fan, Y. and Lv, J. (2016). Innovated scalable efficient estimation in ultra-large Gaussian graphical models. The Annals of Statistics 44, 2098-2126. [PDF] [Supplementary Material]
	Kong, Y., Zheng, Z. and Lv, J. (2016). The constrained Dantzig selector with enhanced consistency. Journal of Machine Learning Research 17, 1-22. [PDF]
	Zhang, H., Zheng, Y., Zhang, Z., Gao, T., Joyce, B., Yoon, G., Zhang, W., Schwartz, J., Just, A., Colicino, E., Vokonas, P., Zhao, L., Lv, J., Baccarelli, A., Hou, L. and Liu, L. (2016). Estimating and testing high-dimensional mediation effects in epigenetic studies. Bioinformatics 32, 3150-3154. [PDF]
2015
	Kim, S., Ogawa, K., Lv, J., Schweighofer, N. and Imamizu, H. (2015). Neural substrates related to motor memory with multiple timescales in sensorimotor adaptation. PLOS Biology 13, e1002312. [PDF]

2014
	Lv, J. and Liu, J. S. (2014). Model selection principles in misspecified models. Journal of the Royal Statistical Society Series B 76, 141-167. [PDF]
	Fan, Y. and Lv, J. (2014). Asymptotic properties for combined L1 and concave regularization. Biometrika 101, 57-70. [PDF]
	Zheng, Z., Fan, Y. and Lv, J. (2014). High dimensional thresholded regression and shrinkage effect. Journal of the Royal Statistical Society Series B 76, 627-649. [PDF]
	Lv, J. and Zheng, Z. (2014). Discussion: A significance test for the Lasso. The Annals of Statistics 42, 493-500. [PDF]

2013
	Lv, J. (2013). Impacts of high dimensionality in finite samples. The Annals of Statistics 41, 2236-2262. [PDF]
	Fan, Y. and Lv, J. (2013). Asymptotic equivalence of regularization methods in thresholded parameter space. Journal of the American Statistical Association 108, 1044-1061. [PDF]
	Lin, W. and Lv, J. (2013). High-dimensional sparse additive hazards regression. Journal of the American Statistical Association 108, 247-264. [PDF]

2011
	Fan, J. and Lv, J. (2011). Nonconcave penalized likelihood with NP-dimensionality. IEEE Transactions on Information Theory 57, 5467-5484. [PDF]
	Fan, J., Lv, J. and Qi, L. (2011). Sparse high-dimensional models in economics (invited review article). Annual Review of Economics 3, 291-317. [PDF]

2010
	Fan, J. and Lv, J. (2010). A selective overview of variable selection in high dimensional feature space (invited review article). Statistica Sinica 20, 101-148. [PDF]
	Fan, J. and Lv, J. (2010). Comments on: L1-penalization for mixture regression models. TEST 19, 264-269. [PDF]

2009
	Lv, J. and Fan, Y. (2009). A unified approach to model selection and sparse recovery using regularized least squares. The Annals of Statistics 37, 3498-3528. [PDF]
	James, G., Radchenko, P. and Lv, J. (2009). DASSO: connections between the Dantzig selector and Lasso. Journal of the Royal Statistical Society Series B 71, 127-142. [PDF]

2008
	Fan, J. and Lv, J. (2008). Sure independence screening for ultrahigh dimensional feature space (with discussion). Journal of the Royal Statistical Society Series B 70, 849-911. [PDF] [Addendum]
	Fan, J. and Lv, J. (2008). Rejoinder: Sure independence screening for ultrahigh dimensional feature space. Journal of the Royal Statistical Society Series B 70, 905-908. [PDF]
	Fan, J., Fan, Y. and Lv, J. (2008). High dimensional covariance matrix estimation using a factor model. Journal of Econometrics 147, 186-197. [PDF]

2007
	Cai, T. and Lv, J. (2007). Discussion: The Dantzig selector: statistical estimation when p is much larger than n. The Annals of Statistics 35, 2365-2369. [PDF]
	Fan, J., Fan, Y. and Lv, J. (2007). Aggregation of nonparametric estimators for volatility matrix. Journal of Financial Econometrics 5, 321-357. [PDF]