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Fan, Jianqing

  1. Large Covariance Estimation by Thresholding Principal Orthogonal\n Complements
    2011/12/30 by Jianqing Fan, Yuan Liao, Fan, Jianqing +3 · 17 citations
    Mathematics · Economics, Econometrics and Finance · #Random Matrices and Applications #Statistical Methods and Inference #Spatial and Panel Data Analysis
  2. A Theoretical Analysis of Deep Q-Learning
    2019/01/01 by Jianqing Fan, Fan, Jianqing, Zhaoran Wang +5 · 25 citations
    Computer Science · Decision Sciences · #Reinforcement Learning in Robotics #Advanced Bandit Algorithms Research #Adversarial Robustness in Machine Learning
  3. High Dimensional Covariance Matrix Estimation Using a Factor Model
    2007/01/04 by Jianqing Fan, Yingying Fan, Fan, Jianqing +3 · 7 citations
    Economics, Econometrics and Finance · Mathematics · #62E20 (Secondary) #62F12 #62H12 (Primary) #62J05 #FOS: Mathematics #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Random Matrices and Applications #Statistics Theory (math.ST)
  4. Sufficient Forecasting Using Factor Models
    2015/05/27 by Jianqing Fan, Fan, Jianqing, Lingzhou Xue +3 · 8 citations
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Forecasting Techniques and Applications #Machine Learning (stat.ML) #Methodology (stat.ME) #Monetary Policy and Economic Impact #Statistics Theory (math.ST)
  5. Distributions of Angles in Random Packing on Spheres
    2013/06/02 by Tommaso Cai, Jianqing Fan, Cai, Tony +3 · 5 citations
    Mathematics · #Point processes and geometric inequalities #Mathematical Approximation and Integration #Markov Chains and Monte Carlo Methods
  6. Estimating Number of Factors by Adjusted Eigenvalues Thresholding
    2019/09/24 by Fan, Jianqing, Guo, Jianhua, Zheng, Shurong · 7 citations
    #FOS: Computer and information sciences #Methodology (stat.ME)
  7. Adaptive Huber Regression
    2017/06/21 by Sun, Qiang, Zhou, Wenxin, Fan, Jianqing · 6 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
  8. An Overview on the Estimation of Large Covariance and Precision Matrices
    2015/04/12 by Jianqing Fan, Fan, Jianqing, Yuan Liao +3 · 5 citations
    Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME)
  9. Factor-Adjusted Regularized Model Selection
    2016/12/27 by Jianqing Fan, Yuan Ke, Fan, Jianqing +3 · 6 citations
    Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #FOS: Computer and information sciences #Grey System Theory Applications #Methodology (stat.ME) #Statistical Methods and Inference
  10. Distributed Estimation of Principal Eigenspaces
    2017/02/21 by Fan, Jianqing, Wang, Dong, Wang, Kaizheng +1 · 5 citations
    #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Statistics Theory (math.ST)
  11. A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
    2009/10/06 by Jianqing Fan, Fan, Jianqing, Jinchi Lv +1 · 4 citations
    Computer Science · Engineering · Mathematics · #68Q32 #Bayesian Methods and Mixture Models #FOS: Mathematics #Primary 62J99 #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Statistics Theory (math.ST) #secondary 62F12
  12. Communication-Efficient Accurate Statistical Estimation
    2019/06/12 by Fan, Jianqing, Guo, Yongyi, Wang, Kaizheng · 5 citations
    #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
  13. Statistical Challenges with High Dimensionality: Feature Selection in Knowledge Discovery
    2006/02/07 by Jianqing Fan, Runze Li, Fan, Jianqing +1 · 4 citations
    Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #FOS: Mathematics #Face and Expression Recognition #Gene expression and cancer classification #Optimization and Control (math.OC) #Primary 62J99 #Secondary 62F12 #Statistical Methods and Inference #Statistics Theory (math.ST)
  14. A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery
    2016/03/28 by Fan, Jianqing, Wang, Weichen, Zhu, Ziwei · 4 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
  15. Non-Concave Penalized Likelihood with NP-Dimensionality
    2009/10/06 by Jianqing Fan, Jinchi Lv, Fan, Jianqing +1 · 4 citations
    Mathematics · #Statistical Methods and Inference
  16. Distributed Estimation and Inference with Statistical Guarantees
    2015/09/17 by Heather Battey, Battey, Heather, Jianqing FanHan +4 · 6 citations
    Mathematics · #Advanced Statistical Methods and Models #FOS: Mathematics #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)
  17. An Overview of Diffusion Models: Applications, Guided Generation, Statistical Rates and Optimization
    2024/04/11 by Minshuo Chen, Chen, Minshuo, Mei Song +5 · 9 citations
    Mathematics · Biochemistry, Genetics and Molecular Biology · #Fractional Differential Equations Solutions #Diffusion and Search Dynamics
  18. Bernstein's inequalities for general Markov chains
    2018/05/28 by Jiang, Bai, Sun, Qiang, Fan, Jianqing · 4 citations
    #FOS: Mathematics #Statistics Theory (math.ST)
  19. Are Latent Factor Regression and Sparse Regression Adequate?
    2022/03/02 by Jianqing Fan, Zhipeng Lou, Fan, Jianqing +3 · 5 citations
    Decision Sciences · Materials Science · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Forecasting Techniques and Applications #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning in Materials Science #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST)
  20. I-LAMM for Sparse Learning: Simultaneous Control of Algorithmic Complexity and Statistical Error
    2015/07/03 by Jianqing Fan, Fan, Jianqing, Han Liu +5 · 3 citations
    Computer Science · Engineering · Mathematics · #FOS: Mathematics #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic Gradient Optimization Techniques
  21. Large Covariance Estimation through Elliptical Factor Models
    2015/07/30 by Fan, Jianqing, Liu, Han, Wang, Weichen · 3 citations
    #FOS: Computer and information sciences #Methodology (stat.ME)
  22. Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors
    2019/08/04 by Jianqing Fan, Fan, Jianqing, Yuan Liao +1 · 4 citations
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Computer and information sciences #FOS: Mathematics #Forecasting Techniques and Applications #Methodology (stat.ME) #Monetary Policy and Economic Impact #Spatial and Panel Data Analysis #Statistics Theory (math.ST)
  23. Optimal Covariate Balancing Conditions in Propensity Score Estimation
    2021/08/03 by Fan, Jianqing, Imai, Kosuke, Lee, Inbeom +3 · 4 citations
    #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
  24. Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization
    2019/02/20 by Chen, Yuxin, Chi, Yuejie, Fan, Jianqing +2 · 3 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Statistics Theory (math.ST)
  25. Entrywise Eigenvector Analysis of Random Matrices with Low Expected Rank
    2017/09/27 by Abbe, Emmanuel, Fan, Jianqing, Wang, Kaizheng +1 · 3 citations
    #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
  26. Robust high dimensional factor models with applications to statistical machine learning
    2018/08/12 by Jianqing Fan, Kaizheng Wang, Fan, Jianqing +5 · 3 citations
    Computer Science · Engineering · Mathematics · #Blind Source Separation Techniques #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Methodology (stat.ME) #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Statistics Theory (math.ST)
  27. Nonparametric Independence Screening in Sparse Ultra-High Dimensional Additive Models
    2009/12/14 by Fan, Jianqing, Feng, Yang, Song, Rui · 2 citations
    #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Methodology (stat.ME) #Statistics Theory (math.ST)
  28. Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection
    2010/04/28 by Fan, Jianqing, Li, Yingying, Yu, Ke · 2 citations
    #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Methodology (stat.ME) #Portfolio Management (q-fin.PM) #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)
  29. Ranking Inferences Based on the Top Choice of Multiway Comparisons
    2022/11/22 by Fan, Jianqing, Lou, Zhipeng, Wang, Weichen +1 · 4 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Machine Learning (stat.ML) #Methodology (stat.ME) #Statistics Theory (math.ST)
  30. How do noise tails impact on deep ReLU networks?
    2022/03/20 by Jianqing Fan, Yihong Gu, Fan, Jianqing +3 · 5 citations
    Mathematics · Engineering · Computer Science · #Statistical Methods and Inference #Control Systems and Identification #Machine Learning and ELM
  31. Embracing the Blessing of Dimensionality in Factor Models
    2016/10/25 by Li, Quefeng, Cheng, Guang, Fan, Jianqing +1 · 2 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
  32. On the Provable Advantage of Unsupervised Pretraining
    2023/03/02 by Jiawei Ge, Ge, Jiawei, Shange Tang +5 · 3 citations
    Computer Science · #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Data Classification #Statistics Theory (math.ST) #Topic Modeling
  33. SIMPLE: Statistical Inference on Membership Profiles in Large Networks
    2019/10/03 by Jianqing Fan, Yingying Fan, Fan, Jianqing +5 · 2 citations
    Physics and Astronomy · Mathematics · #Complex Network Analysis Techniques #Random Matrices and Applications #Opinion Dynamics and Social Influence
  34. FarmTest: Factor-Adjusted Robust Multiple Testing with Approximate False Discovery Control
    2017/11/15 by Fan, Jianqing, Ke, Yuan, Sun, Qiang +1 · 2 citations
    #FOS: Computer and information sciences #Methodology (stat.ME)
  35. Deep Neural Networks for Nonparametric Interaction Models with Diverging Dimension
    2023/02/12 by Sohom Bhattacharya, Jianqing Fan, Bhattacharya, Sohom +3 · 4 citations
    Computer Science · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Machine Learning and Algorithms #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic Gradient Optimization Techniques
  36. Community Network Auto-Regression for High-Dimensional Time Series
    2020/07/10 by Chen, Elynn Y., Fan, Jianqing, Zhu, Xuening · 2 citations
    #FOS: Computer and information sciences #Methodology (stat.ME)
  37. Bridging factor and sparse models
    2021/02/22 by Fan, Jianqing, Masini, Ricardo, Medeiros, Marcelo C. · 2 citations
    #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)
  38. Policy Optimization Using Semi-parametric Models for Dynamic Pricing
    2021/09/13 by Jianqing Fan, Yongyi Guo, Fan, Jianqing +3 · 2 citations
    Decision Sciences · Computer Science · #Advanced Bandit Algorithms Research #Machine Learning and Algorithms #Optimization and Search Problems
  39. Curriculum Learning for Vision-and-Language Navigation
    2021/11/14 by Zhang, Jiwen, Wei, Zhongyu, Fan, Jianqing +1 · 2 citations
    #Artificial Intelligence (cs.AI) #Computation and Language (cs.CL) #Computer Vision and Pattern Recognition (cs.CV) #FOS: Computer and information sciences #Machine Learning (cs.LG)
  40. One-Layer Transformer Provably Learns One-Nearest Neighbor In Context
    2024/11/16 by Zihao Li, Yuan Cao, Li, Zihao +13 · 5 citations
    Computer Science · #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Neural Networks and Applications #Optimization and Control (math.OC)
  41. Robust Matrix Completion with Heavy-tailed Noise
    2022/06/09 by Wang, Bingyan, Fan, Jianqing · 2 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Statistics Theory (math.ST)
  42. Spectral Ranking Inferences based on General Multiway Comparisons
    2023/08/05 by Fan, Jianqing, Lou, Zhipeng, Wang, Weichen +1 · 3 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME) #Statistics Theory (math.ST)
  43. Variance Estimation Using Refitted Cross-validation in Ultrahigh Dimensional Regression
    2010/04/29 by Fan, Jianqing, Guo, Shaojun, Hao, Ning · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
  44. Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
    2010/10/28 by Fan, Jianqing, Han, Xu, Gu, Weijie · 1 citation
    #62H15 #62P10 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
  45. The ICML 2023 Ranking Experiment: Examining Author Self-Assessment in ML/AI Peer Review
    2024/08/24 by Su, Buxin, Zhang, Jiayao, Collina, Natalie +6 · 4 citations
    #Applications (stat.AP) #Computer Science and Game Theory (cs.GT) #Digital Libraries (cs.DL) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
  46. Risks of Large Portfolios
    2013/02/05 by Fan, Jianqing, Liao, Yuan, Shi, Xiaofeng · 1 citation
    #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #Portfolio Management (q-fin.PM)
  47. High Dimensional Semiparametric Latent Graphical Model for Mixed Data
    2014/04/29 by Jianqing Fan, Fan, Jianqing, Han Liu +5 · 1 citation
    Mathematics · Computer Science · #Statistical Methods and Inference #Bayesian Methods and Mixture Models #Bayesian Modeling and Causal Inference
  48. Power Enhancement in High Dimensional Cross-Sectional Tests
    2013/10/15 by Fan, Jianqing, Liao, Yuan, Yao, Jiawei · 1 citation
    #FOS: Computer and information sciences #Methodology (stat.ME)
  49. Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging
    2016/04/07 by Wang, Shulei, Fan, Jianqing, Pocock, Ginger +1 · 1 citation
    #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
  50. Robust Covariance Estimation for Approximate Factor Models
    2016/02/01 by Fan, Jianqing, Wang, Weichen, Zhong, Yiqiao · 1 citation
    #FOS: Computer and information sciences #Methodology (stat.ME)
  51. Heterogeneity Adjustment with Applications to Graphical Model Inference
    2016/02/17 by Fan, Jianqing, Liu, Han, Wang, Weichen +1 · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
  52. Maximum Likelihood Estimation is All You Need for Well-Specified Covariate Shift
    2023/11/27 by Jiawei Ge, Shange Tang, Ge, Jiawei +7 · 2 citations
    Computer Science · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Statistical Methods and Inference #Statistics Theory (math.ST)
  53. Bayesian Factor-adjusted Sparse Regression
    2019/03/23 by Fan, Jianqing, Jiang, Bai, Sun, Qiang · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
  54. Best subset selection is robust against design dependence
    2020/07/03 by Guo, Yongyi, Zhu, Ziwei, Fan, Jianqing · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
  55. Sample-Efficient Reinforcement Learning for Linearly-Parameterized MDPs with a Generative Model
    2021/05/28 by Bingyan Wang, Yuling Yan, Wang, Bingyan +3 · 1 citation
    Computer Science · #Evolutionary Algorithms and Applications #FOS: Computer and information sciences #FOS: Mathematics #Formal Methods in Verification #Information Theory (cs.IT) #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Reinforcement Learning in Robotics #Statistics Theory (math.ST)
  56. Feature Augmentation via Nonparametrics and Selection (FANS) in High Dimensional Classification
    2013/12/31 by Fan, Jianqing, Feng, Yang, Jiang, Jiancheng +1 · 1 citation
    #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Methodology (stat.ME) #Statistics Theory (math.ST)
  57. Simultaneous Estimation and Group Identification for Network Vector Autoregressive Model with Heterogeneous Nodes
    2022/09/25 by Zhu, Xuening, Xu, Ganggang, Fan, Jianqing · 1 citation
    #FOS: Computer and information sciences #Methodology (stat.ME)
  58. Global Convergence in Training Large-Scale Transformers
    2024/10/31 by Cheng Gao, Yuan Cao, Gao, Cheng +13 · 2 citations
    Computer Science · Engineering · #35Q93 #3D Shape Modeling and Analysis #FOS: Computer and information sciences #FOS: Mathematics #Generative Adversarial Networks and Image Synthesis #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Statistics Theory (math.ST) #Stochastic Gradient Optimization Techniques
  59. Uncertainty Quantification of MLE for Entity Ranking with Covariates
    2022/12/20 by Jianqing Fan, Fan, Jianqing, Jikai Hou +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #Economic and Environmental Valuation #FOS: Computer and information sciences #FOS: Mathematics #Game Theory and Voting Systems #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME) #Multi-Criteria Decision Making #Statistics Theory (math.ST)
  60. SIMPLE-RC: Group Network Inference with Non-Sharp Nulls and Weak Signals
    2022/10/31 by Jianqing Fan, Fan, Jianqing, Yingying Fan +5 · 1 citation
    Mathematics · Neuroscience · Physics and Astronomy · #Complex Network Analysis Techniques #FOS: Computer and information sciences #FOS: Mathematics #Functional Brain Connectivity Studies #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME) #Random Matrices and Applications #Statistics Theory (math.ST)
  61. Communication-Efficient Distributed Estimation and Inference for Cox's Model
    2023/02/23 by Pierre Bayle, Jianqing Fan, Bayle, Pierre +3 · 1 citation
    Mathematics · #Advanced Causal Inference Techniques #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
  62. Causality Pursuit from Heterogeneous Environments via Neural Adversarial Invariance Learning
    2024/05/07 by Yihong Gu, Cong Fang, Gu, Yihong +5 · 2 citations
    Computer Science · #62G08 #Adversarial Robustness in Machine Learning #Anomaly Detection Techniques and Applications #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Data Classification #Methodology (stat.ME) #Statistics Theory (math.ST)
  63. Minimax-Optimal Reward-Agnostic Exploration in Reinforcement Learning
    2023/04/14 by Li, Gen, Yan, Yuling, Chen, Yuxin +1 · 1 citation
    #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Information Theory (cs.IT) #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Statistics Theory (math.ST) #Systems and Control (eess.SY) #electronic engineering #information engineering
  64. Provably Efficient High-Dimensional Bandit Learning with Batched Feedbacks
    2023/11/22 by Fan, Jianqing, Wang, Zhaoran, Yang, Zhuoran +1 · 1 citation
    #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
  65. Localized exploration in contextual dynamic pricing achieves dimension-free regret
    2024/12/26 by Yaqi Duan, Chai, Jinhang, Duan, Yaqi +4 · 1 citation
    Physics and Astronomy · Decision Sciences · #Opinion Dynamics and Social Influence #Decision-Making and Behavioral Economics
  66. Two-way Homogeneity Pursuit for Quantile Network Vector Autoregression
    2024/04/29 by Liu, Wenyang, Xu, Ganggang, Fan, Jianqing +1 · 1 citation
    #FOS: Computer and information sciences #Methodology (stat.ME)
  67. Optimal Aggregation of Prediction Intervals under Unsupervised Domain Shift
    2024/05/16 by Jiawei Ge, Debarghya Mukherjee, Ge, Jiawei +3 · 1 citation
    Computer Science · Engineering · #Advanced Algorithms and Applications #FOS: Computer and information sciences #FOS: Mathematics #Face and Expression Recognition #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Data Classification #Methodology (stat.ME) #Statistics Theory (math.ST)
  68. An ℓ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation
    2016/03/11 by Jianqing Fan, Wei-Chen Wang, Fan, Jianqing +3 · 2 citations
    Engineering · Mathematics · #Sparse and Compressive Sensing Techniques #Radar Systems and Signal Processing #Random Matrices and Applications
  69. Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data
    2021/02/25 by Shin, Minseok, Kim, Donggyu, Fan, Jianqing · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
  70. Isotonic Mechanism for Exponential Family Estimation in Machine Learning Peer Review
    2023/04/21 by Yan, Yuling, Su, Weijie J., Fan, Jianqing · 1 citation
    #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Methodology (stat.ME) #Statistics Theory (math.ST) #Theoretical Economics (econ.TH)
  71. Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution Under Random Designs
    2020/08/04 by Yuxin Chen, Jianqing Fan, Chen, Yuxin +5 · 2 citations
    Engineering · Computer Science · #Sparse and Compressive Sensing Techniques #Blind Source Separation Techniques #Advanced Image Processing Techniques
  72. Benign Overfitting in Out-of-Distribution Generalization of Linear Models
    2024/12/19 by Shange Tang, Tang, Shange, Jiayun Wu +5 · 1 citation
    Computer Science · #Image and Signal Denoising Methods