148 citations · 173 across the 9 of their papers we have counts for
5 papers · 1 filter
Partition-Insensitive Parallel ADMM Algorithm for High-dimensional Linear Models
Xiaofei Wu, Jiancheng Jiang, Zhimin Zhang
The parallel alternating direction method of multipliers (ADMM) algorithms have gained popularity in statistics and machine learning due to their efficient handling of large sample…
Nonparametric tests of the Markov hypothesis in continuous-time models
Yacine Aït-Sahalia, Jianqing Fan, Jiancheng Jiang
We propose several statistics to test the Markov hypothesis for -mixing stationary processes sampled at discrete time intervals. Our tests are based on the Chapman--Kolmogorov e…
Estimation in additive models with highly or nonhighly correlated covariates
Jiancheng Jiang, Yingying Fan, Jianqing Fan
Motivated by normalizing DNA microarray data and by predicting the interest rates, we explore nonparametric estimation of additive models with highly correlated covariates. We intr…
Regularization for Cox's proportional hazards model with NP-dimensionality
Jelena Bradic, Jianqing Fan, Jiancheng Jiang
High throughput genetic sequencing arrays with thousands of measurements per sample and a great amount of related censored clinical data have increased demanding need for better me…
Dynamic Integration of Time- and State-domain Methods for Volatility Estimation
Jianqing Fan, Yingying Fan, Jiancheng Jiang
Time- and state-domain methods are two common approaches for nonparametric prediction. The former predominantly uses the data in the recent history while the latter mainly relies o…