activity
20082023
most citedPenalized model-based clustering with cluster-specific diagonal covariance matrices and grouped variables

68 citations · 149 across the 8 of their papers we have counts for

collaborators

8 papers

stat.ME2023★ 16 cited

Nonlinear Causal Discovery with Confounders

Chunlin Li, Xiaotong Shen, Wei Pan

This article introduces a causal discovery method to learn nonlinear relationships in a directed acyclic graph with correlated Gaussian errors due to confounding. First, we derive…

stat.ME2022★ 1 cited

Flexible Instrumental Variable Models With Bayesian Additive Regression Trees

Charles Spanbauer, Wei Pan

Methods utilizing instrumental variables have been a fundamental statistical approach to estimation in the presence of unmeasured confounding, usually occurring in non-randomized o…

stat.ME2022★ 2 cited

Inference of nonlinear causal effects with GWAS summary data

Ben Dai, Chunlin Li, Haoran Xue +2

Large-scale genome-wide association studies (GWAS) have offered an exciting opportunity to discover putative causal genes or risk factors associated with diseases by using SNPs as…

stat.ME2021★ 7 cited

Inference for a Large Directed Acyclic Graph with Unspecified Interventions

Chunlin Li, Xiaotong Shen, Wei Pan

Statistical inference of directed relations given some unspecified interventions (i.e., the intervention targets are unknown) is challenging. In this article, we test hypothesized…

stat.ML2021★ 34 cited

Significance tests of feature relevance for a black-box learner

Ben Dai, Xiaotong Shen, Wei Pan

An exciting recent development is the uptake of deep neural networks in many scientific fields, where the main objective is outcome prediction with the black-box nature. Significan…

math.ST2018★ 4 cited

Asymptotically Independent U-Statistics in High-Dimensional Testing

Yinqiu He, Gongjun Xu, Chong Wu +1

Many high-dimensional hypothesis tests aim to globally examine marginal or low-dimensional features of a high-dimensional joint distribution, such as testing of mean vectors, covar…