72 citations · 74 across the 5 of their papers we have counts for
4 papers · 1 filter
Statistical Inference for Linear Mediation Models with High-dimensional Mediators and Application to Studying Stock Reaction to COVID-19 Pandemic
Xu Guo, Runze Li, Jingyuan Liu +1
Mediation analysis draws increasing attention in many scientific areas such as genomics, epidemiology and finance. In this paper, we propose new statistical inference procedures fo…
A Generalized Knockoff Procedure for FDR Control in Structural Change Detection
Jingyuan Liu, Ao Sun, Yuan Ke
Controlling false discovery rate (FDR) is crucial for variable selection, multiple testing, among other signal detection problems. In literature, there is certainly no shortage of…
Model-free Feature Screening and FDR Control with Knockoff Features
Wanjun Liu, Yuan Ke, Jingyuan Liu +1
This paper proposes a model-free and data-adaptive feature screening method for ultra-high dimensional datasets. The proposed method is based on the projection correlation which me…
Model-Free Conditional Feature Screening with Exposure Variables
Yeqing Zhou, Jingyuan Liu, Zhihui Hao +1
In high dimensional analysis, effects of explanatory variables on responses sometimes rely on certain exposure variables, such as time or environmental factors. In this paper, to c…