Kenneth King Stonier Chair in Business Administration; McAlister Associate Professor in Business Administration & Professor of Data Sciences and Operations
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.
Y. Kong, D. Li, Yingying Fan, Jinchi Lv
() "Interaction pursuit in high-dimensional multi-response regression via distance correlation ,"The Annals of Statistics45, 897-922.
E. Demirkaya, Y. Feng, Pallavi Basu, Jinchi Lv
() "Large-scale model selection with misspecification ,"Manuscript.
Yingying Fan, Y. Kong, D. Li, Jinchi Lv
() "Interaction pursuit with feature screening and selection ,"Manuscript.
Z. Zheng, Jinchi Lv, W. Lin
() "Nonsparse learning with latent variables ,"Manuscript.
Yingying Fan, E. Demirkaya, Jinchi Lv
() "Nonuniformity of p-values can occur early in diverging dimensions ,"Manuscript.
Z. Zheng, M. Bahadori, Y. Liu, Jinchi Lv
() "Scalable interpretable multi-response regression via SEED ,"Manuscript.
E. Candès, Yingying Fan, L. Janson, Jinchi Lv
() "Panning for gold: Model-free knockoffs for high-dimensional controlled variable selection ,"Manuscript.
J. Fan, Jinchi Lv
() "Sure independence screening (invited review article) ,"Wiley StatsRef: Statistics Reference Online, to appear.
Yingying Fan, E. Demirkaya, G. Li, Jinchi Lv
() "RANK: large-scale inference with graphical nonlinear knockoffs ,"Manuscript.
Y. Lu, Jinchi Lv, J. Fuhrman, F. Sun
() "Towards enhanced and interpretable clustering/classification in integrative genomics ,"Nucleic Acids Research, to appear.
Y. Uematsu, Yingying Fan, K. Chen, Jinchi Lv, W. Lin
() "SOFAR: large-scale association network learning ,"Manuscript.
Z. Ren, Y. Kang, Yingying Fan, Jinchi Lv
() "Tuning-free heterogeneity pursuit in massive networks ,"Manuscript.
E. Demirkaya, Jinchi Lv
() "Discussion of "Random-projection ensemble classification" ,"Journal of the Royal Statistical Society Series B79, 1008-1009.
H. Zhang, Y. Zheng, Z. Zhang, T. Gao, B. Joyce, G. Yoon, W. Zhang, J. Schwartz, A. Just, E. Colicino, P. Vokonas, L. Zhao, Jinchi Lv, A. Baccarelli, L. Hou, L. Liu
() "Estimating and testing high-dimensional mediation effects in epigenetic studies ,"Bioinformatics32, 3150-3154.
Y. Kong, Z. Zheng, Jinchi Lv
() "The constrained Dantzig selector with enhanced consistency ,"Journal of Machine Learning Research17, 1-22.
Yingying Fan, Jinchi Lv
() "Innovated scalable efficient estimation in ultra-large Gaussian graphical models ,"The Annals of Statistics44, 2098-2126.
S. Kim, K. Ogawa, Jinchi Lv, N. Schweighofer, H. Imamizu
() "Neural substrates related to motor memory with multiple timescales in sensorimotor adaptation ,"PLOS Biology13, e1002312.
Yingying Fan, Jinchi Lv
() "Asymptotic properties for combined L1 and concave regularization ,"Biometrika101, 57-70.
Jinchi Lv, Zemin Zheng
() "Discussion: A significance test for the Lasso ,"The Annals of Statistics42, 493-500.
Zemin Zheng, Yingying Fan, Jinchi Lv
() "High dimensional thresholded regression and shrinkage effect ,"Journal of the Royal Statistical Society Series B76, 627-649.
Jinchi Lv, Jun Liu
() "Model selection principles in misspecified models ,"Journal of the Royal Statistical Society Series B76, 141-167.
Yingying Fan, Jinchi Lv
() "Asymptotic equivalence of regularization methods in thresholded parameter space ,"Journal of the American Statistical Association108, 1044-1061.
Wei Lin, Jinchi Lv
() "High-dimensional sparse additive hazards regression ,"Journal of the American Statistical Association108, 247-264.
Jinchi Lv
() "Impacts of high dimensionality in finite samples ,"The Annals of Statistics41, 2236-2262.
Jianqing Fan, Jinchi Lv
() "Nonconcave penalized likelihood with NP-dimensionality ,"IEEE Transactions on Information Theory57, 5467-5484.
Jianqing Fan, Jinchi Lv, Lei Qi
() "Sparse high-dimensional models in economics (invited review article) ,"Annual Review of Economics3, 291-317.
Jianqing Fan, Jinchi Lv
() "A selective overview of variable selection in high dimensional feature space (invited review article) ,"Statistica Sinica20, 101-148.
Jianqing Fan, Jinchi Lv
() "Comments on: L1-penalization for mixture regression models ,"TEST19, 264-269.
Jinchi Lv, Yingying Fan
() "A unified approach to model selection and sparse recovery using regularized least squares ,"The Annals of Statistics37, 3498-3528.
Jianqing Fan, Jinchi Lv
() "Sure independence screening for ultrahigh dimensional feature space (with discussion) ,"Journal of the Royal Statistical Society Series B70, 849-911.
Jianqing Fan, Jinchi Lv
() "Rejoinder: Sure independence screening for ultrahigh dimensional feature space ,"Journal of the Royal Statistical Society Series B70, 905-908.
Jianqing Fan, Yingying Fan, Jinchi Lv
() "High dimensional covariance matrix estimation using a factor model ,"Journal of Econometrics147, 186-197.
T. Cai, Jinchi Lv
() "Discussion: The Dantzig selector: statistical estimation when p is much larger than n ,"The Annals of Statistics35, 2365-2369.
Jianqing Fan, Yingying Fan, Jinchi Lv
() "Aggregation of nonparametric estimators for volatility matrix ,"Journal of Financial Econometrics5, 321-357.
