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20162026
most citedImplicit Regularization in Nonconvex Statistical Estimation: Gradient Descent Converges Linearly for Phase Retrieval, Matrix Completion, and Blind Deconvolution

228 citations · 392 across the 12 of their papers we have counts for

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3 papers · 1 filter

stat.ME2026

Optimal Semiparametric Dynamic Pricing with Feature Diversity

Jinhang Chai, Yaqi Duan, Jianqing Fan +1

We study contextual dynamic pricing under a semiparametric demand model in which the purchase probability is , where captures mean utility as…

stat.ME2018★ 11 cited

Robust high dimensional factor models with applications to statistical machine learning

Jianqing Fan, Kaizheng Wang, Yiqiao Zhong +1

Factor models are a class of powerful statistical models that have been widely used to deal with dependent measurements that arise frequently from various applications from genomic…

stat.ME2016

Factor-Adjusted Regularized Model Selection

Jianqing Fan, Yuan Ke, Kaizheng Wang

This paper studies model selection consistency for high dimensional sparse regression when data exhibits both cross-sectional and serial dependency. Most commonly-used model select…