41 citations · 125 across the 4 of their papers we have counts for
4 papers
A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
Jianqing Fan, Jinchi Lv
High dimensional statistical problems arise from diverse fields of scientific research and technological development. Variable selection plays a pivotal role in contemporary statis…
Non-Concave Penalized Likelihood with NP-Dimensionality
Jianqing Fan, Jinchi Lv
Penalized likelihood methods are fundamental to ultra-high dimensional variable selection. How high dimensionality such methods can handle remains largely unknown. In this paper, w…
Discussion: The Dantzig selector: Statistical estimation when is much larger than
T. Tony Cai, Jinchi Lv
Discussion of ``The Dantzig selector: Statistical estimation when is much larger than '' [math/0506081]
Sure Independence Screening for Ultra-High Dimensional Feature Space
Jianqing Fan, Jinchi Lv
Variable selection plays an important role in high dimensional statistical modeling which nowadays appears in many areas and is key to various scientific discoveries. For problems…