**High Dimensional Hypothesis Testing**

*Key Words:*Covariance structure, Joint limiting law, Sparse alternative, Dense alternative, Intermediate limiting law, Uniform convergence.

- Srinivasan, A., Xue, L. and Zhan, X. (2018)

**Compositional Knockoff Filter for FDR Control in Microbiome Regression Analysis.**

*Technical Report*, Penn State University.

- Li. D., Xue, L. and Zou, H. (2018)

**Applications of Peter Hall's Martingale Limit Theory to Estimating and Testing High Dimensional Covariance Matrices.** - Li. D. and Xue, L. (2015+)

**Joint Limiting Laws for High-Dimensional Independence Tests. (arXiv, pdf, bib)**

*Statistica Sinica*, in press.

*Technical Report*, Penn State University.

**Dimension Reduction and Latent Variable Models with Applications to Accounting, Economics and Finance**

*Key Words:*Cross-sectional data; Approximate factor model; Sliced inverse regression; Forecasting.

- Zou, H. and Xue, L. (2018)

**A Selective Overview of Sparse Principal Component Analysis.**

*Technical Report*, University of Minnesota and Penn State University. - Xue, L., Yao, J. and Yu, X. (2018)

**Revisiting Sufficient Forecasting: Nonparametric Estimation and Predictive Inference.**

[Winner of 2018 ASA Business and Economic Statistics Distinguished Student Paper Award]

*Technical Report*, Penn State University. - Du, K., Huddart, S. J., Xue, L. and Zhang, Y. (2018)

**Using a Hidden Markov Model to Measure Reporting Systems. (ssrn)**

*Technical Report*, Penn State University. - Ke, Z., Xue, L. and Yang, F. (2017+)

**Diagonally-Dominant Principal Component Analysis**

*Technical Report*, University of Chicago and Penn State University. - Luo, W., Xue, L. and Yao, J. (2017+)

**Inverse Moment Methods for Sufficient Forecasting using High-Dimensional Predictors. (arXiv, pdf, ssrn, bib)**

*Technical Report*, Penn State University. - Fan, J., Xue, L. and Yao, J. (2017)

**Sufficient Forecasting Using Factor Models. (website, arXiv, pdf, ssrn, bib)**

*Jounral of Econometrics*, 201: 292-306.

**Graphical and Network Models**

- Agarwal, A., Lee, K. and Xue, L. (2018)

**Temporal Exponential-Family Random Graph Models with Time-Evolving Latent Block Structure for Dynamic Networks.**

*Technical Report*, Penn State University.

- Agarwal, A. and Xue, L. (2018)

**Model-Based Clustering of Nonparametric Weighted Networks with Application to Water Pollution Analysis.**

[Winner of 2018 ASA Risk Analysis Distinguished Student Paper Award]

*Technical Report*, Penn State University.

- Lyu, Y., Xue, L., Zhang, F., Koch, H., Saba, L., Kechris, K. and Li, Q. (2018)

**Condition-Adaptive Fused Graphical Lasso (CFGL): an Adaptive Procedure for Inferring Condition-Specific Gene Co-Expression Network.**

*Technical Report*, Penn State University.

- Kim, B., Lee, K., Xue, L. and Niu, X. (2017+)

**A Review of Dynamic Network Models with Latent Variables.**

*Technical Report*, Penn State University.

- Lee, K. and Xue, L. (2017)

**Nonparametric Mixture of Gaussian Graphical Models. (arXiv, pdf, bib)**

[Winner of 2016 ICSA Distinguished Student Paper Award]

*Technical Report*, Penn State University.

- Lee, K., Xue, L. and Hunter, D. (2017)

**Model-Based Clustering of Dynamic Networks.**

[Winner of 2016 ASA Statistical Learning and Data Science Distinguished Student Paper Award]

*Technical Report*, Penn State University.

- Ma, S., Xue, L. and Zou, H. (2013)

**Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection. (website, arXiv, pdf, software, bib)**

*Neural Computation*, 25: 2172-2198. - Xue, L., Zou, H. and Cai, T. (2012).

**Nonconcave Penalized Composite Conditional Likelihood Estimation of Sparse Ising Models. (website, arXiv, pdf, bib)**

[Winner of 2011 ENAR Distinguished Student Paper Award]

*The Annals of Statistics*, 40(3): 1403-1429. - Xue, L. and Zou, H. (2012).

**Regularized Rank-Based Estimation of High-Dimensional Nonparanormal Graphical Models. (website, arXiv, pdf, bib)**

*The Annals of Statistics*, 40(5): 2541-2571.

**Variable Selection and Feature Screening**

- Fan, J., Xue, L. and Zou, H. (2014)

**Strong Oracle Optimality of Folded Concave Penalized Estimation. (website, arXiv, pdf, bib)**

*The Annals of Statistics*, 42: 819-849. - Xue, L. and Zou, H. (2011).

**Sure Independence Screening and Compressed Random Sensing. (website, pdf, bib)**

*Biometrika*, 98(2): 371-380.

**Large Covariacne Matrix Estimation**

- Fan, J., Xue, L. and Zou, H. (2016)

**Multi-Task Quantile Regression Under the Transnormal Model. (website, bib)**

*Journal of the American Statistical Association*, 111: 1726-1735. - Xue, L. and Zou, H. (2014).

**Rank-based Tapering Estimation of Bandable Correlation Matrices. (website, pdf, bib)**

*Statistica Sinica*, 24: 83-100. - Xue, L. and Zou, H. (2013).

**Minimax Optimal Estimation of General Bandable Covariance Matrices. (website, pdf, bib)**

*Journal of Multivariate Analysis*, 116: 45-51. - Xue, L. and Zou, H. (2013).

**Invited Discussion of "Large Covariance Estimation by Thresholding Principal Orthogonal Complements". (website, pdf, bib)**

*Journal of the Royal Statistical Society: Series B*, 75: 672-674 - Xue, L., Ma, S. and Zou, H. (2012).

**Positive-Definite L1-Penalized Estimation of Large Covariance Matrices. (website, arXiv, pdf, bib)**

*Journal of the American Statistical Association*, 107: 1480-1491. - Xue, L. and Zou, H. (2012).

**Invited Discussion of "Minimax Estimation of Large Covariance Matrices under L1-Norm". (website, pdf, bib)**

*Statistica Sinica*, 22(4): 1349-1354

**Interdisciplinary Research**

- Chen, Y., Ju, L., Zhou, F., Liao, J., Xue, L., Yuan, Y., Lu, H., Jackson, S. and Zhu C. (2018).

**An Integrin αIIbβ3 Intermediate Affinity State Mediates Biomechanical Platelet Aggregation.**

*Technical Report*, Georgia Institute of Technology.

- Lin, N., Jing, R., Wang, Y., Yonekura, E., Fan, F. and Xue L. (2017).

**A Statistical Investigation of the Dependence of Tropical Cyclone Intensity Change on the Surrounding Environment. (website, pdf, bib)**

*Monthly Weather Review*, 145, 2813-2831. - Ju, L., Chen, Y., Xue, L., Du, X. and Zhu C. (2016).

**Cooperative Unfolding of Distinctive Mechanoreceptor Domains Transduces Force into Signals. (website, pdf, bib)**

[Featured in NSF Science360, Georgia Tech News and Penn State News]

*eLife*, e15447. - Ye, L., Geng, Z., Xue, L. and Liu, Z. (2007).

**A Novel Real Time Method of Signal Strength Based Indoor Localization.**

*Lecture Notes in Computer Science*, 4705, 678-688. - Ye, L., Liu, Z., Xue, L., He. P. and Geng, Z. (2007).

**A Gradually Locating Method of Indoor Locating Estimation Based on Likelihood.**

*Mobility Conference: Singapore*, 91-97.

**White Paper**

- Rudin, C, Dunson, D, Irizarry, R, Ji, H, Laber, E, Leek, J, McCormick, T, Rose, S, Schafer, C, van der Laan, M, Wasserman, L & Xue, L (2014)

**Discovery with Data: Leveraging Statistics with Computer Science to Transform Science and Society. (pdf, website)**[Featured in Amstat News, Consortium of Social Science Associations, Statistics Views, and The American Statistician]

*Science Policy and Advocacy*, American Statistical Association.