University of Southern California

Jinchi Lv
Associate Professor of Data Sciences and Operations

USC Marshall School of Business
Los Angeles, CA 90089-0808

Phone: 
213-740-6603
Education: 
PhD, Princeton University; MS, BS, University of Science and Technology of China

Overview

Jinchi Lv's research interests include high dimensional statistical inference, variable selection and machine learning, financial econometrics, and nonparametric and semiparametric methods. His papers have been published in the Annals of Statistics, Journal of the Royal Statistical Society Series B, Statistica Sinica, Journal of Econometrics, and Journal of Financial Econometrics. He serves as an associate editor of Statistica Sinica since 2008. He is the recipient of National Science Foundation CAREER Award, National Science Foundation Grant, 2008 Zumberge Individual Award from USC's James H. Zumberge Faculty Research and Innovation Fund, and 2009 Dean's Award for Research Excellence.

Research

Lv, J., and Liu, J. S. (2014) "Model selection principles in misspecified models," Journal of the Royal Statistical Society Series B, 76, 141-167.
Fan, Y., and Lv, J. (2014) "Asymptotic properties for combined L1 and concave regularization," Biometrika, 101, 57-70.
Zheng, Z., Fan, Y., and Lv, J. (2014) "High dimensional thresholded regression and shrinkage effect," Journal of the Royal Statistical Society Series B, 76, 627-649.
Lv, J., and Zheng, Z. (2014) "Discussion: A significance test for the Lasso," The Annals of Statistics, 42, 493-500.
Lin, W., and Lv, J. (2013) "High-dimensional sparse additive hazards regression," Journal of the American Statistical Association, 108, 247-264.
Lv, J. (2013) "Impacts of high dimensionality in finite samples," The Annals of Statistics, 41, 2236-2262.
Fan, Y., and Lv, J. (2013) "Asymptotic equivalence of regularization methods in thresholded parameter space," Journal of the American Statistical Association, 108, 1044-1061.
Fan, J., and Lv, J. (2011) "Nonconcave penalized likelihood with NP-dimensionality," IEEE Transactions on Information Theory, 57, 5467-5484.
Fan, J., Lv, J., and Qi, L. (2011) "Sparse high-dimensional models in economics (invited review article)," Annual Review of Economics, 3, 291-317.
Fan, J., and Lv, J. (2010) "A selective overview of variable selection in high dimensional feature space (invited review article)," Statistica Sinica, 20, 101-148.
Fan, J., and Lv, J. (2010) "Comments on: L1-penalization for mixture regression models," TEST, 19, 264-269.
Lv, J., and Fan, Y. (2009) "A unified approach to model selection and sparse recovery using regularized least squares," The Annals of Statistics, 37, 3498-3528.
James, G., Radchenko, P., and Lv, J. (2009) "DASSO: connections between the Dantzig selector and Lasso," Journal of the Royal Statistical Society Series B, 71, 127-142.
Fan, J., and Lv, J. (2008) "Sure independence screening for ultrahigh dimensional feature space (with discussion)," Journal of the Royal Statistical Society Series B, 70, 849-911.
Fan, J., and Lv, J. (2008) "Rejoinder: Sure independence screening for ultrahigh dimensional feature space," Journal of the Royal Statistical Society Series B, 70, 905-908.
Fan, J., Fan, Y., and Lv, J. (2008) "High dimensional covariance matrix estimation using a factor model," Journal of Econometrics, 147, 186-197.
Cai, T., and Lv, J. (2007) "Discussion: The Dantzig selector: statistical estimation when p is much larger than n," The Annals of Statistics, 35, 2365-2369.
Fan, J., Fan, Y., and Lv, J. (2007) "Aggregation of nonparametric estimators for volatility matrix," Journal of Financial Econometrics, 5, 321-357.
Lv, J. (2007) "High dimensional variable selection and covariance matrix estimation (Ph.D. dissertation),".