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Jianqing Fan

  1. Large Covariance Estimation by Thresholding Principal Orthogonal\n Complements
    2011/12/30 by Jianqing Fan, Fan, Jianqing, Yuan Liao +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, Zhaoran Wang, Fan, Jianqing +5 · 25 citations
    Computer Science · Decision Sciences · #Reinforcement Learning in Robotics #Advanced Bandit Algorithms Research #Adversarial Robustness in Machine Learning
  3. Local Linear Regression Smoothers and Their Minimax Efficiencies
    1993/03/01 by Jianqing Fan · 11 citations
    Mathematics · Decision Sciences · #Statistical Methods and Inference #Advanced Statistical Methods and Models #Multi-Criteria Decision Making
  4. Nonconcave penalized likelihood with a diverging number of parameters
    2004/05/27 by Jianqing Fan, Heng Peng · 13 citations
    Mathematics · #Advanced Statistical Methods and Models #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
  5. Power Enhancement in High-Dimensional Cross-Sectional Tests
    2015/01/01 by Jianqing Fan, Yuan Liao, Jiawei Yao · 21 citations
    Economics, Econometrics and Finance · Mathematics · #Spatial and Panel Data Analysis #Statistical Methods and Inference #Statistical Methods and Bayesian Inference
  6. 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)
  7. 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)
  8. Large covariance estimation through elliptical factor models
    2018/06/27 by Jianqing Fan, Han Liu, Weichen Wang · 11 citations
    Mathematics · #Advanced Statistical Methods and Models #Statistical Methods and Inference #Statistical Methods and Bayesian Inference
  9. Distributions of Angles in Random Packing on Spheres
    2013/06/02 by Tommaso Cai, Cai, Tony, Jianqing Fan +3 · 5 citations
    Mathematics · #Point processes and geometric inequalities #Mathematical Approximation and Integration #Markov Chains and Monte Carlo Methods
  10. 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)
  11. Factor-Adjusted Regularized Model Selection
    2016/12/27 by Jianqing Fan, Fan, Jianqing, Yuan Ke +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
  12. A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
    2009/10/06 by Jianqing Fan, Jinchi Lv, Fan, Jianqing +1 · 5 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
  13. Sparsistency and rates of convergence in large covariance matrix estimation
    2009/12/01 by Clifford Lam, Jianqing Fan · 4 citations
  14. 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)
  15. Non-Concave Penalized Likelihood with NP-Dimensionality
    2009/10/06 by Jianqing Fan, Fan, Jianqing, Jinchi Lv +1 · 4 citations
    Mathematics · #Statistical Methods and Inference
  16. 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
  17. Are Latent Factor Regression and Sparse Regression Adequate?
    2022/03/02 by Jianqing Fan, Fan, Jianqing, Zhipeng Lou +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)
  18. I-LAMM for Sparse Learning: Simultaneous Control of Algorithmic Complexity and Statistical Error
    2015/07/03 by Jianqing Fan, Han Liu, Fan, Jianqing +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
  19. 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)
  20. An ℓp theory of PCA and spectral clustering
    2022/08/01 by Emmanuel Abbé, Emmanuel Abbe, Jianqing Fan +1 · 4 citations
    Computer Science · Mathematics · Engineering · #Blind Source Separation Techniques #Random Matrices and Applications #Sparse and Compressive Sensing Techniques
  21. 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)
  22. How do noise tails impact on deep ReLU networks?
    2022/03/20 by Jianqing Fan, Fan, Jianqing, Yihong Gu +3 · 5 citations
    Mathematics · Engineering · Computer Science · #Statistical Methods and Inference #Control Systems and Identification #Machine Learning and ELM
  23. On the Provable Advantage of Unsupervised Pretraining
    2023/03/02 by Jiawei Ge, Shange Tang, Ge, Jiawei +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
  24. SIMPLE: Statistical Inference on Membership Profiles in Large Networks
    2019/10/03 by Jianqing Fan, Fan, Jianqing, Yingying Fan +5 · 2 citations
    Physics and Astronomy · Mathematics · #Complex Network Analysis Techniques #Random Matrices and Applications #Opinion Dynamics and Social Influence
  25. 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
  26. Policy Optimization Using Semi-parametric Models for Dynamic Pricing
    2021/09/13 by Jianqing Fan, Fan, Jianqing, Yongyi Guo +3 · 2 citations
    Decision Sciences · Computer Science · #Advanced Bandit Algorithms Research #Machine Learning and Algorithms #Optimization and Search Problems
  27. One-Layer Transformer Provably Learns One-Nearest Neighbor In Context
    2024/11/16 by Zihao Li, Li, Zihao, Yuan Cao +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)
  28. High Dimensional Semiparametric Latent Graphical Model for Mixed Data
    2014/04/29 by Jianqing Fan, Han Liu, Fan, Jianqing +5 · 1 citation
    Mathematics · Computer Science · #Statistical Methods and Inference #Bayesian Methods and Mixture Models #Bayesian Modeling and Causal Inference
  29. Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging
    2016/04/07 by Shulei Wang, Wang, Shulei, Jianqing Fan +5 · 1 citation
    Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST)
  30. 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)
  31. Sample-Efficient Reinforcement Learning for Linearly-Parameterized MDPs with a Generative Model
    2021/05/28 by Bingyan Wang, Wang, Bingyan, Yuling Yan +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)
  32. Global Convergence in Training Large-Scale Transformers
    2024/10/31 by Cheng Gao, Gao, Cheng, Yuan Cao +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
  33. Uncertainty Quantification of MLE for Entity Ranking with Covariates
    2022/12/20 by Jianqing Fan, Jikai Hou, Fan, Jianqing +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)
  34. SIMPLE-RC: Group Network Inference with Non-Sharp Nulls and Weak Signals
    2022/10/31 by Jianqing Fan, Yingying Fan, Fan, Jianqing +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)
  35. 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
  36. 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)
  37. Localized exploration in contextual dynamic pricing achieves dimension-free regret
    2024/12/26 by Yaqi Duan, Chai, Jinhang, Jianqing Fan +4 · 1 citation
    Physics and Astronomy · Decision Sciences · #Opinion Dynamics and Social Influence #Decision-Making and Behavioral Economics
  38. 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)
  39. An ℓ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation
    2016/03/11 by Jianqing Fan, Fan, Jianqing, Wei-Chen Wang +3 · 2 citations
    Engineering · Mathematics · #Sparse and Compressive Sensing Techniques #Radar Systems and Signal Processing #Random Matrices and Applications
  40. 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
  41. Benign Overfitting in Out-of-Distribution Generalization of Linear Models
    2024/12/19 by Shange Tang, Jiayun Wu, Tang, Shange +5 · 1 citation
    Computer Science · #Image and Signal Denoising Methods