Research Interests:
  • High-dimensional statistical inference
  • Statistical machine learning and data mining
  • Statistical analysis of massive networks
  • Statistical modeling in health science, information engineering, and business analytics
  • Large-scale optimization algorithms
Selected Publications
  • Fan, J., Xue, L. and Yao, J. (2017)
    Sufficient Forecasting Using Factor Models. (arXiv, pdf, ssrn, bib)
    Jounral of Econometrics, in press.
  • 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.
  • 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.