253 citations · 669 across the 14 of their papers we have counts for
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math.ST2013★ 135 cited
Calibrating nonconvex penalized regression in ultra-high dimension
Lan Wang, Yongdai Kim, Runze Li
We investigate high-dimensional nonconvex penalized regression, where the number of covariates may grow at an exponential rate. Although recent asymptotic theory established that t…
math.ST2013★ 253 cited
Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
Xuming He, Lan Wang, Hyokyoung Grace Hong
We introduce a quantile-adaptive framework for nonlinear variable screening with high-dimensional heterogeneous data. This framework has two distinctive features: (1) it allows the…