Publications

2015

• Conditional Sure Independence Screening (with Jianqing Fan, Anneleen Verhasselt), Journal of the American Statistical Association, to appear.
• Comments on “An Adaptive Resampling Test for Detecting the Presence of Significant Predictors” by I. McKeague and M. Qian, (with Judy Wang), Journal of American Statistical Association, to appear.

2014

• Adaptive Robust Variable Selection (with Jianqing Fan, Yingying Fan), Annals of Statistics, Vol. 42, No. 1, 324–351, 2014.
• Optimal learning for sequential sampling with non-parametric beliefs (with Warren Powell), Journal of Global Optimization, Volume 58, Issue 3, pp 517-543, 2014.

In Progress

• Statistical-Physical Estimation of Pollution Emission (with Youngdeok Hwang, Kyongmin Yeo)
• Conditional Adaptive Resampling Test (with Judy Wang, Yanlin Tang)
• High Dimensional Classification With Errors-In-Variables Using High Confidence Sets (with Jianqing Fan, Jelena Bradic)