activity
20052026
most citedQuantile-adaptive model-free variable screening for high-dimensional heterogeneous data

253 citations · 1.2k across the 26 of their papers we have counts for

collaborators

27 papers

stat.ME2026

Beyond Point Predictions: Distribution-Informed Prediction-Powered Inference

Maoyu Zhang, Jingfei Zhang, Xuming He

Prediction-powered inference (PPI) typically relies on point predictions on unlabeled data. When predictive distributions are available as in a wide range of applications, includin…

stat.ME2026

On prediction-powered inference for quantile regression via convolution smoothing

Shota Takeishi, Jimin Ding, Xuming He

This paper studies quantile regression in a data-limited setting where the gold-standard outcome is available only for a limited number of observations, whereas a surrogate outcome…

stat.ME2026

Calibrated Estimation and Inference for Semiparametric Regression Models

Yuming Zhang, Yanyuan Ma, Tianxi Cai +2

We consider a broad class of semiparametric regression models in which the conditional distribution of the response takes the form , kno…

stat.AP2026

A Statistical Market-Design Framework for Academic Job Markets

Ali Kaazempur-Mofrad, Xiaowu Dai, Xuming He

The academic job market for new statisticians is highly congested at the interview stage, where departments must rank and select candidates from large applicant pools without credi…

stat.ME2023★ 2 cited

High-Dimensional Expected Shortfall Regression

Shushu Zhang, Xuming He, Kean Ming Tan +1

Expected shortfall is defined as the average over the tail below (or above) a certain quantile of a probability distribution. Expected shortfall regression provides powerful tools…

stat.ME2023★ 1 cited

Estimation of Complier Expected Shortfall Treatment Effects with a Binary Instrumental Variable

Bo Wei, Kean Ming Tan, Xuming He

Estimating the causal effect of a treatment or exposure for a subpopulation is of great interest in many biomedical and economical studies. Expected shortfall, also referred to as…