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Jinchi Lv

McAlister Associate Professor in Business Administration
Building
BRI
Room / Office
400A

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