Selected Publications in Statistical Research
  • Zou, H. and Xue, L. (2018)
    A Selective Overview of Sparse Principal Component Analysis.
    Proceedings of the IEEE, 106: 1311-1320.
  • Li. D., Xue, L. and Zou, H. (2018)
    Applications of Peter Hall's Martingale Limit Theory to Estimating and Testing High Dimensional Covariance Matrices.
  • Statistica Sinica, in press.
  • Lee, K. and Xue, L. (2018)
    Nonparametric Finite Mixture of Gaussian Graphical Models. (arXiv, pdf, bib)
    [Winner of 2016 ICSA Distinguished Student Paper Award]
    Technometrics, in press.
  • Fan, J., Xue, L. and Yao, J. (2017)
    Sufficient Forecasting Using Factor Models. (website, arXiv, pdf, ssrn, bib)
    Jounral of Econometrics, 201: 292-306.
  • 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.
  • 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. (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.
  • 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)
    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.
  • 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. (2011).
    Sure Independence Screening and Compressed Random Sensing. (website, pdf, bib)
    Biometrika, 98(2): 371-380.
Selected Publications in Interdisciplinary Research
  • 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.
Selected Manuscripts
  • Srinivasan, A., Xue, L. and Zhan, X. (2018)
    Compositional Knockoff Filter for FDR Control in Microbiome Regression Analysis.
    Technical Report, 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.
  • Li. D. and Xue, L. (2015)
    Joint Limiting Laws for High-Dimensional Independence Tests. (arXiv, pdf, bib)
    Key Words: Covariance structure, joint limiting law, sparse alternative, dense alternative, intermediate limiting law, uniform convergence.
Invited Discussions
  • 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. 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
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