2 citations · 2 across the 2 of their papers we have counts for
4 papers
Scalable estimation and inference for censored quantile regression process
Xuming He, Xiaoou Pan, Kean Ming Tan +1
Censored quantile regression (CQR) has become a valuable tool to study the heterogeneous association between a possibly censored outcome and a set of covariates, yet computation an…
A Unified Algorithm for Penalized Convolution Smoothed Quantile Regression
Rebeka Man, Xiaoou Pan, Kean Ming Tan +1
Penalized quantile regression (QR) is widely used for studying the relationship between a response variable and a set of predictors under data heterogeneity in high-dimensional set…
Smoothed Quantile Regression with Large-Scale Inference
Xuming He, Xiaoou Pan, Kean Ming Tan +1
Quantile regression is a powerful tool for learning the relationship between a response variable and a multivariate predictor while exploring heterogeneous effects. In this paper,…
Iteratively Reweighted -Penalized Robust Regression
Xiaoou Pan, Qiang Sun, Wen-Xin Zhou
This paper investigates tradeoffs among optimization errors, statistical rates of convergence and the effect of heavy-tailed errors for high-dimensional robust regression with nonc…