251 citations · 884 across the 53 of their papers we have counts for
15 papers · 1 filter
Asymptotic Properties of High-Dimensional Random Forests
Chien-Ming Chi, Patrick Vossler, Yingying Fan +1
As a flexible nonparametric learning tool, the random forests algorithm has been widely applied to various real applications with appealing empirical performance, even in the prese…
Asymptotic Distributions of High-Dimensional Distance Correlation Inference
Lan Gao, Yingying Fan, Jinchi Lv +1
Distance correlation has become an increasingly popular tool for detecting the nonlinear dependence between a pair of potentially high-dimensional random vectors. Most existing wor…
Asymptotic Theory of Eigenvectors for Random Matrices with Diverging Spikes
Jianqing Fan, Yingying Fan, Xiao Han +1
Characterizing the asymptotic distributions of eigenvectors for large random matrices poses important challenges yet can provide useful insights into a range of statistical applica…
IPAD: Stable Interpretable Forecasting with Knockoffs Inference
Yingying Fan, Jinchi Lv, Mahrad Sharifvaghefi +1
Interpretability and stability are two important features that are desired in many contemporary big data applications arising in economics and finance. While the former is enjoyed…
RANK: Large-Scale Inference with Graphical Nonlinear Knockoffs
Yingying Fan, Emre Demirkaya, Gaorong Li +1
Power and reproducibility are key to enabling refined scientific discoveries in contemporary big data applications with general high-dimensional nonlinear models. In this paper, we…
Model Selection in High-Dimensional Misspecified Models
Pallavi Basu, Yang Feng, Jinchi Lv
Model selection is indispensable to high-dimensional sparse modeling in selecting the best set of covariates among a sequence of candidate models. Most existing work assumes implic…