Jinchi Lv

McAlister Associate Professor in Business Administration
Room / Office

PhD, Princeton University; MS, BS, University of Science and Technology of China

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.

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Kong, Y..,Li, D..,Fan, Yingying.,Lv, Jinchi. () "Interaction pursuit in high-dimensional multi-response regression via distance correlation", The Annals of Statistics, 45, 897-922.
Demirkaya, E..,Lv, Jinchi. () "Discussion of "Random-projection ensemble classification"", Journal of the Royal Statistical Society Series B, 79, 1008-1009.
Fan, Yingying.,Kong, Y..,Li, D..,Lv, Jinchi. () "Interaction pursuit with feature screening and selection", Manuscript.
Demirkaya, E..,Feng, Y..,Basu, Pallavi.,Lv, Jinchi. () "Large-scale model selection with misspecification", Manuscript.
Fan, Yingying.,Demirkaya, E..,Lv, Jinchi. () "Nonuniformity of p-values can occur early in diverging dimensions", Manuscript.
Zheng, Z..,Lv, Jinchi.,Lin, W.. () "Nonsparse learning with latent variables", Manuscript.
Candès, E..,Fan, Yingying.,Janson, L..,Lv, Jinchi. () "Panning for gold: Model-free knockoffs for high-dimensional controlled variable selection", Manuscript.
Zheng, Z..,Bahadori, M..,Liu, Y..,Lv, Jinchi. () "Scalable interpretable multi-response regression via SEED", Manuscript.
Fan, Yingying.,Demirkaya, E..,Li, G..,Lv, Jinchi. () "RANK: large-scale inference with graphical nonlinear knockoffs", Manuscript.
Fan, J..,Lv, Jinchi. () "Sure independence screening (invited review article)", Wiley StatsRef: Statistics Reference Online, to appear.
Uematsu, Y..,Fan, Yingying.,Chen, K..,Lv, Jinchi.,Lin, W.. () "SOFAR: large-scale association network learning", Manuscript.
Lu, Y..,Lv, Jinchi.,Fuhrman, J..,Sun, F.. () "Towards enhanced and interpretable clustering/classification in integrative genomics", Nucleic Acids Research, to appear.
Ren, Z..,Kang, Y..,Fan, Yingying.,Lv, Jinchi. () "Tuning-free heterogeneity pursuit in massive networks", Manuscript.
Fan, Yingying.,Lv, Jinchi. () "Innovated scalable efficient estimation in ultra-large Gaussian graphical models", The Annals of Statistics, 44, 2098-2126.
Kong, Y..,Zheng, Z..,Lv, Jinchi. () "The constrained Dantzig selector with enhanced consistency", Journal of Machine Learning Research, 17, 1-22.
Zhang, H..,Zheng, Y..,Zhang, Z..,Gao, T..,Joyce, B..,Yoon, G..,Zhang, W..,Schwartz, J..,Just, A..,Colicino, E..,Vokonas, P..,Zhao, L..,Lv, Jinchi.,Baccarelli, A..,Hou, L..,Liu, L.. () "Estimating and testing high-dimensional mediation effects in epigenetic studies", Bioinformatics, 32, 3150-3154.
Kim, S..,Ogawa, K..,Lv, Jinchi.,Schweighofer, N..,Imamizu, H.. () "Neural substrates related to motor memory with multiple timescales in sensorimotor adaptation", PLOS Biology, 13, e1002312.
Lv, Jinchi.,Zheng, Zemin. () "Discussion: A significance test for the Lasso", The Annals of Statistics, 42, 493-500.
Fan, Yingying.,Lv, Jinchi. () "Asymptotic properties for combined L1 and concave regularization", Biometrika, 101, 57-70.
Lv, Jinchi.,Liu, Jun. () "Model selection principles in misspecified models", Journal of the Royal Statistical Society Series B, 76, 141-167.
Zheng, Zemin.,Fan, Yingying.,Lv, Jinchi. () "High dimensional thresholded regression and shrinkage effect", Journal of the Royal Statistical Society Series B, 76, 627-649.
Fan, Yingying.,Lv, Jinchi. () "Asymptotic equivalence of regularization methods in thresholded parameter space", Journal of the American Statistical Association, 108, 1044-1061.
Lv, Jinchi. () "Impacts of high dimensionality in finite samples", The Annals of Statistics, 41, 2236-2262.
Lin, Wei.,Lv, Jinchi. () "High-dimensional sparse additive hazards regression", Journal of the American Statistical Association, 108, 247-264.
Fan, Jianqing.,Lv, Jinchi. () "Nonconcave penalized likelihood with NP-dimensionality", IEEE Transactions on Information Theory, 57, 5467-5484.
Fan, Jianqing.,Lv, Jinchi.,Qi, Lei. () "Sparse high-dimensional models in economics (invited review article)", Annual Review of Economics, 3, 291-317.
Fan, Jianqing.,Lv, Jinchi. () "A selective overview of variable selection in high dimensional feature space (invited review article)", Statistica Sinica, 20, 101-148.
Fan, Jianqing.,Lv, Jinchi. () "Comments on: L1-penalization for mixture regression models", TEST, 19, 264-269.
Lv, Jinchi.,Fan, Yingying. () "A unified approach to model selection and sparse recovery using regularized least squares", The Annals of Statistics, 37, 3498-3528.
James, Gareth.,Radchenko, Peter.,Lv, Jinchi. () "DASSO: connections between the Dantzig selector and Lasso", Journal of the Royal Statistical Society Series B, 71, 127-142.
Fan, Jianqing.,Lv, Jinchi. () "Sure independence screening for ultrahigh dimensional feature space (with discussion)", Journal of the Royal Statistical Society Series B, 70, 849-911.
Fan, Jianqing.,Lv, Jinchi. () "Rejoinder: Sure independence screening for ultrahigh dimensional feature space", Journal of the Royal Statistical Society Series B, 70, 905-908.
Fan, Jianqing.,Fan, Yingying.,Lv, Jinchi. () "High dimensional covariance matrix estimation using a factor model", Journal of Econometrics, 147, 186-197.
Cai, T..,Lv, Jinchi. () "Discussion: The Dantzig selector: statistical estimation when p is much larger than n", The Annals of Statistics, 35, 2365-2369.
Fan, Jianqing.,Fan, Yingying.,Lv, Jinchi. () "Aggregation of nonparametric estimators for volatility matrix", Journal of Financial Econometrics, 5, 321-357.
Lv, Jinchi. () "High dimensional variable selection and covariance matrix estimation (Ph.D. dissertation)".