Research Interests:
  • High-Dimensional Statistics
  • Nonparametric Statistics
  • Statistical and Machine Learning
  • Convex and Nonconvex Optimization
  • Statistical Modeling in Biomedical Science, Business Analytics, Geoscience, and Information Science
Software and Data Library
  • amanpg: Alternating Manifold Proximal Gradient Method for Sparse PCA (R package)
    • Authors: Shixiang Chen, Justin Huang, Benjamin Jochem, Shiqian Ma, Lingzhou Xue, Zhong Zheng, and Hui Zou
  • ddpca: Diagonally Dominant Principal Component Analysis (R package)
    • Authors: Tracy Ke, Lingzhou Xue, and Fan Yang
  • ergmclust: Model-Based Clustering of Networks through ERGMs (R package)
    • Authors: Amal Agarwal, Kevin Lee, Lingzhou Xue, and Anna Yinqi Zhang
  • sparsepca: Sparse Principal Component Analysis in Python (Python package)
    • Authors: Shixiang Chen, Justin Huang, Benjamin Jochem, Shiqian Ma, Lingzhou Xue, and Hui Zou
  • sufficientForecasting: Sufficient Forecasting using Factor Models (R package)
    • Authors: Jianqing Fan, Jing Fu, Wei Luo, Lingzhou Xue, Jiawei Yao, and Xiufan Yu
  • Earnings Fidelity Measures (and Economic Persistence) (link)
    • Authors: Kai Du, Steven J. Huddart, Lingzhou Xue, and Yifan Zhang
Current Ph.D. Students
  • Haoyi Yang (Ph.D. Candidate in Statistics | Cohort: Fall 2018 | Comprehensive Exam: Fall 2021)
  • Qi Zhang (Ph.D. Candidate in Statistics | Cohort: Fall 2019 | Comprehensive Exam: Fall 2021)
  • Dian Zheng (Ph.D. Student in Statistics | Cohort: Fall 2020 | Comprehensive Exam: TBD)
  • Zhong Zheng (Ph.D. Candidate in Statistics | Cohort: Fall 2020 | Comprehensive Exam: Summer 2022)
Former Ph.D. Students
  • Kevin H. Lee (Ph.D. in Statistics, 2017 | First Job: Assistant Professor of Statistics at Western Michigan University)
  • Amal Agarwal (Ph.D. in Statistics, 2020 | First Job: Data Scientist, eBay Inc.)
  • Bingyuan Liu (Ph.D. in Statistics, 2021 | First Job: Data Scientist, Google Inc.)
  • Xiufan Yu (Ph.D. in Statistics, 2021 | First Job: Assistant Professor of Statistics at the University of Notre Dame)
  • Nicholas Rios (Ph.D. in Statistics, 2022 | First Job: Assistant Professor of Statistics at George Mason University)
  • Arun Srinivasan (Ph.D. in Statistics, 2022 | First Job: Principal Statistician, GSK plc.)
  • Jun Tao (Ph.D. in Statistics, 2022 | First Job: Machine Learning Engineer, Adobe Inc.)
Main Collaborators
  • Susan Brantley (Department of Geosciences, Penn State University)
  • Qian Chen (Smeal College of Business, Penn State University)
  • Jianqing Fan (Department of Operations Research and Financial Engineering, Princeton University)
  • Danning Li (KLAS and School of Mathematics & Statistics, Northeast Normal University)
  • Shiqian Ma (Department of Computational Applied Mathematics and Operations Research, Rice University)
  • Tao Wen (Department of Earth and Environmental Sciences, Syracuse University)
  • Hui Zou (School of Statistics, University of Minnesota)
  • Xiang Zhan (Department of Biostatistics and BICMR, Peking University)