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math.ST2019★ 2 cited
Bayesian high-dimensional linear regression with generic spike-and-slab priors
Bai Jiang, Qiang Sun
Spike-and-slab priors are popular Bayesian solutions for high-dimensional linear regression problems. Previous theoretical studies on spike-and-slab methods focus on specific prior…
math.ST2019
Adaptive Huber Regression on Markov-dependent Data
Jianqing Fan, Yongyi Guo, Bai Jiang
High-dimensional linear regression has been intensively studied in the community of statistics in the last two decades. For the convenience of theoretical analyses, classical metho…
math.ST2018
Hoeffding's lemma for Markov Chains and its applications to statistical learning
Jianqing Fan, Bai Jiang, Qiang Sun
We extend Hoeffding's lemma to general-state-space and not necessarily reversible Markov chains. Let be a stationary Markov chain with invariant measure and…