activity
20182026
most citedHigh Dimensional Portfolio Selection with Cardinality Constraints

15 citations · 49 across the 18 of their papers we have counts for

collaborators

19 papers

stat.ME2026

AI-Augmented Statistical Network Estimation with Proxy Gene Embeddings

Yan Chen, Weijing Tang, Jin-Hong Du

Gene--gene networks are often observed only on a restricted target set, while modern biomedical foundation models provide proxy gene embeddings over substantially larger gene unive…

stat.ML2026

Beyond Importance: Interchange-Sobol Sensitivity Reveals Task-Specific Content Channels in Transformer Components

Yifeng Guo, Jin-Hong Du, Xiang Chen

Mechanistic interpretability methods summarize a transformer component by a single importance score, conflating two distinct roles: a component may matter because it transports tas…

stat.ML2024★ 1 cited

Revisiting Optimism and Model Complexity in the Wake of Overparameterized Machine Learning

Pratik Patil, Jin-Hong Du, Ryan J. Tibshirani

Common practice in modern machine learning involves fitting a large number of parameters relative to the number of observations. These overparameterized models can exhibit surprisi…

math.ST2024

Precise Asymptotics of Bagging Regularized M-estimators

Takuya Koriyama, Pratik Patil, Jin-Hong Du +2

We characterize the squared prediction risk of ensemble estimators obtained through subagging (subsample bootstrap aggregating) regularized M-estimators and construct a consistent…

cs.LG2024

Implicit Regularization Paths of Weighted Neural Representations

Jin-Hong Du, Pratik Patil

We study the implicit regularization effects induced by (observation) weighting of pretrained features. For weight and feature matrices of bounded operator norms that are infinites…

cs.LG2024★ 1 cited

Distance-Preserving Representations for Genomic Spatial Reconstruction

Wenbin Zhou, Jin-Hong Du

The spatial context of single-cell gene expression data is crucial for many downstream analyses, yet often remains inaccessible due to practical and technical limitations, restrict…

stat.ME2024

Network-based Neighborhood regression

Yaoming Zhen, Jin-Hong Du

Given the ubiquity of modularity in biological systems, module-level regulation analysis is vital for understanding biological systems across various levels and their dynamics. Cur…

stat.ME2024★ 1 cited

Causal Inference for Genomic Data with Multiple Heterogeneous Outcomes

Jin-Hong Du, Zhenghao Zeng, Edward H. Kennedy +2

With the evolution of single-cell RNA sequencing techniques into a standard approach in genomics, it has become possible to conduct cohort-level causal inferences based on single-c…

math.ST2024★ 2 cited

Optimal Ridge Regularization for Out-of-Distribution Prediction

Pratik Patil, Jin-Hong Du, Ryan J. Tibshirani

We study the behavior of optimal ridge regularization and optimal ridge risk for out-of-distribution prediction, where the test distribution deviates arbitrarily from the train dis…

stat.ME2024

Augmented Doubly Robust Post-Imputation Inference for Proteomic Data

Haeun Moon, Jin-Hong Du, Jing Lei +1

Quantitative measurements produced by mass spectrometry proteomics experiments offer a direct way to explore the role of proteins in molecular mechanisms. However, analysis of such…

math.ST2023

Corrected generalized cross-validation for finite ensembles of penalized estimators

Pierre C. Bellec, Jin-Hong Du, Takuya Koriyama +2

Generalized cross-validation (GCV) is a widely-used method for estimating the squared out-of-sample prediction risk that employs a scalar degrees of freedom adjustment (in a multip…

stat.ME2023★ 4 cited

Simultaneous inference for generalized linear models with unmeasured confounders

Jin-Hong Du, Larry Wasserman, Kathryn Roeder

Tens of thousands of simultaneous hypothesis tests are routinely performed in genomic studies to identify differentially expressed genes. However, due to unmeasured confounders, ma…

math.ST2023

Generalized equivalences between subsampling and ridge regularization

Pratik Patil, Jin-Hong Du

We establish precise structural and risk equivalences between subsampling and ridge regularization for ensemble ridge estimators. Specifically, we prove that linear and quadratic f…

math.ST2023★ 1 cited

Subsample Ridge Ensembles: Equivalences and Generalized Cross-Validation

Jin-Hong Du, Pratik Patil, Arun Kumar Kuchibhotla

We study subsampling-based ridge ensembles in the proportional asymptotics regime, where the feature size grows proportionally with the sample size such that their ratio converges…

stat.ME2023★ 7 cited

Extrapolated cross-validation for randomized ensembles

Jin-Hong Du, Pratik Patil, Kathryn Roeder +1

Ensemble methods such as bagging and random forests are ubiquitous in various fields, from finance to genomics. Despite their prevalence, the question of the efficient tuning of en…

math.ST2022★ 4 cited

Bagging in overparameterized learning: Risk characterization and risk monotonization

Pratik Patil, Jin-Hong Du, Arun Kumar Kuchibhotla

Bagging is a commonly used ensemble technique in statistics and machine learning to improve the performance of prediction procedures. In this paper, we study the prediction risk of…

stat.AP2022★ 15 cited

High Dimensional Portfolio Selection with Cardinality Constraints

Jin-Hong Du, Yifeng Guo, Xueqin Wang

The expanding number of assets offers more opportunities for investors but poses new challenges for modern portfolio management (PM). As a central plank of PM, portfolio selection…

math.NA2018

Fiber product homotopy method for multiparameter eigenvalue problems

Jose Israel Rodriguez, Jin-Hong Du, Yiling You +1

We develop a new homotopy method for solving multiparameter eigenvalue problems (MEPs) called the fiber product homotopy method. For a -parameter eigenvalue problem with matrice…

q-fin.PM2018★ 13 cited

A Machine Learning Framework for Stock Selection

XingYu Fu, JinHong Du, YiFeng Guo +3

This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to…