activity
20102026
most citedFast Covariance Estimation for High-dimensional Functional Data

101 citations · 230 across the 12 of their papers we have counts for

collaborators

13 papers

stat.ME2026

Multivariate Multinomial Logit Model with ANOVA Decomposition for Correlated Categorical Outcomes

Sohyeon Kim, Luo Xiao, Xinming An +1

In medical research, patients often have multiple interdependent outcomes, such as posttraumatic stress disorder (PTSD), depression, and pain among trauma survivors. Most existing…

stat.ME2020★ 44 cited

Joint Model for Survival and Multivariate Sparse Functional Data with Application to a Study of Alzheimer's Disease

Cai Li, Luo Xiao, Sheng Luo

Studies of Alzheimer's disease (AD) often collect multiple longitudinal clinical outcomes, which are correlated and predictive of AD progression. It is of great scientific interest…

stat.ME2019★ 3 cited

Model Testing for Generalized Scalar-on-Function Linear Models

Stephanie T. Chen, Luo Xiao, Ana-Maria Staicu

Scalar-on-function linear models are commonly used to regress functional predictors on a scalar response. However, functional models are more difficult to estimate and interpret th…

stat.ME2019★ 3 cited

An Approximate Restricted Likelihood Ratio Test for Variance Components in Generalized Linear Mixed Models

Stephanie T. Chen, Luo Xiao, Ana-Maria Staicu

Generalized linear mixed models (GLMMs) are used to model responses from exponential families with a combination of fixed and random effects. For variance components in GLMMs, we p…

stat.ME2018★ 2 cited

Fast Covariance Estimation for Multivariate Sparse Functional Data

Cai Li, Luo Xiao, Sheng Luo

Covariance estimation is essential yet underdeveloped for analyzing multivariate functional data. We propose a fast covariance estimation method for multivariate sparse functional…

stat.ME2016

Simple fixed-effects inference for complex functional models

So Young Park, Ana-Maria Staicu, Luo Xiao +1

We propose simple inferential approaches for the fixed effects in complex functional mixed effects models. We estimate the fixed effects under the independence of functional residu…

stat.ME2016

Fast Covariance Estimation for Sparse Functional Data

Luo Xiao, Cai Li, William Checkley +1

Smoothing of noisy sample covariances is an important component in functional data analysis. We propose a novel covariance smoothing method based on penalized splines and associate…

math.ST2014★ 2 cited

Convex Banding of the Covariance Matrix

Jacob Bien, Florentina Bunea, Luo Xiao

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a con…

math.ST2014★ 8 cited

On the theoretic and practical merits of the banding estimator for large covariance matrices

Luo Xiao, Florentina Bunea

This paper considers the banding estimator proposed in Bickel and Levina (2008) for estimation of large covariance matrices. We prove that the banding estimator achieves rate-optim…

stat.ME2013★ 101 cited

Fast Covariance Estimation for High-dimensional Functional Data

Luo Xiao, David Ruppert, Vadim Zipunnikov +1

For smoothing covariance functions, we propose two fast algorithms that scale linearly with the number of observations per function. Most available methods and software cannot smoo…

math.ST2012★ 56 cited

On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA

Florentina Bunea, Luo Xiao

This work provides a unified analysis of the properties of the sample covariance matrix over the class of population covariance matrices of reduced effective…

math.ST2012★ 11 cited

Local Asymptotics of P-splines

Luo Xiao, Yingxing Li, Tatiyana V. Apanasovich +1

This report studies local asymptotics of P-splines with th degree B-splines and a th order difference penalty. Earlier work with and restricted is extended to the gen…

stat.ME2010

Fast Bivariate Penalized Splines: the Sandwich Smoother

Luo Xiao, Yingxing Li, David Ruppert

We propose a fast penalized spline method for bivariate smoothing. Univariate P-spline smoothers (Eilers and Marx, 1996) are applied simultaneously along both coordinates. The new…