Selected Publications

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Working Papers

• When does Portfolio Complexity Pay? Factor Strength beyond the Interpolation Threshold (2026; with H. Tong) {tags: econometrics}

• Identifiability of Nonnegative Tensor Decompositions via Positive Scattering (2026; with H. Wang) {tags: others}

• Unified Shrinkage for High-Dimensional Portfolio Choice (2026; with J. Ouyang, H. Tong, G. Zhou and J. Zhou) {tags: econometrics}

• Near-Optimal Lower Bounds on One-Bit Compressed Sensing of Approximately Sparse Signals (2026; with J. Chen and A. Mazumdar). {tags: others}

• Robust Matrix Estimation with Side Information (2026; with A. Agarwal and J. Choi) {tags: others}

• Knowledge-Embedded Latent Projection for Robust Representation Learning (2026; with W. Tang, Z. Xia and T. Cai) {tags: others}

• The Estimation-Efficiency Frontier in Diversification (2026; with J. Chen, G. Deng, A. Quaini) {tags: econometrics}

• A Unified Approach to Statistical Estimation Under Nonlinear Observations: Tensor Estimation and Matrix Factorization (2025; with J. Chen, L. Ding and D. Xia) {tags: others}

• Large-dimensional Factor Analysis with Weighted PCA (2025; with Z. Lyu) {tags: others}

• Large Portfolios under Short-Sale Constraints: Optimality, Estimation Accuracy, and Beating 1/N (2025; with H. Tong, G. Zhou and J. Zhou) {tags: econometrics}

• Optimal Quantized Compressed Sensing via Projected Gradient Descent (2024; with J. Chen) {tags: others}

• Multiple Testing of Linear Forms for Noisy Matrix Completion (2023; with W. Ma, L. Du and D. Xia) {tags: others}

2026+

• Inferential Theory for Pricing Errors with Latent Factors and Firm Characteristics (with J. Choi), to appear in Management Science. {tags: econometrics}

• Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models (with S. Bryzgalova, A. Quaini and F. Trojani), to appear in Journal of Financial Economics. {tags: econometrics}

• One-Bit Phase Retrieval: Optimal Rates and Efficient Algorithms (with J. Chen), to appear in IEEE Transactions on Information Theory. {tags: stats}

• On Spectral Learning for Odeco Tensors: Perturbation, Initialization, and Algorithms (with A. Auddy), Proceedings of International Congress of Mathematicians 2026, 463-482. {tags: others}

• Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models (with J. Choi), to appear in Journal of the American Statistical Association. {tags: econometrics}

2025

• High Dimensional Factor Analysis with Weak Factors (2024; with J. Choi), Journal of Econometrics, 252, 106086. {tags: econometrics}

• Tensor Methods in High Dimensional Data Analysis: Opportunities and Challenges (with A. Auddy and D. Xia), Annual Review of Statistics and Its Application, 12, 527-551. {tags: tensors}

• Large Dimensional Independent Component Analysis: Statistical Optimality and Computational Tractability (with A. Auddy), The Annals of Statistics, 53(2), 477-505. {tags: tensors}

• Mode-wise Principal Subspace Pursuit and Matrix Spiked Covariance Model (with R. Tang and A. Zhang), Journal of the Royal Statistical Society: Series B, 87(1), 232-255. {tags: tensors}

• On the Multiway Principal Component Analysis (with J. Ouyang), The Annals of Statistics, 53(4), 1431-1456. {tags: tensors}

• TransST: Transfer Learning Embedded Spatial Factor Modeling of Spatial Transcriptomics Data (with S. Liu, S. Wang, Y. Chen, A. Rustgi and J. Hu), BMC Bioinformatics, 26(1), 274. {tags: biomed}

• Imposing the 'Right’ Structural Constraints in High-Dimensional Regression (with H. Tong), Harvard Data Science Review. {tags: others}

2024

• On the Optimality of Gaussian Kernel Based Nonparametric Tests against Smooth Alternatives (with T. Li), Journal of Machine Learning Research, 25(334), 1-62. {tags: stats}

• Why Naive 1/N Diversification Is Not So Naive, and How to Beat It? (with G. Zhou), Journal of Financial and Quantitative Analysis, 59(8), 3601-3632. {tags: econometrics}

• Assessing the Goodness of Fit of Linear Regression via Higher-order Least Squares (with C. Schultheiss and P. Buhlmann), Journal of the American Statistical Association, 119(546), 1019-1031. {tags: stats}

• Detecting Structured Signals in Ising Models (with N. Deb, R. Mukherjee and S. Mukherjee), The Annals of Applied Probability, 34(1A), 1-45. {tags: stats}

2023

• Perturbation Bounds for (Nearly) Orthogonally Decomposable Tensors and Their Applications in High Dimensional Data Analysis (with A. Auddy), Information and Inference: A Journal of the IMA, 12(2), 1044-1072. {tags: tensors}

2022

• On Estimating Rank-One Spiked Tensors in the Presence of Heavy Tailed Errors (with A. Auddy), IEEE Transactions on Information Theory, 68(12), 8053-8075. {tags: tensors}

• Characterizing Spatiotemporal Transcriptome of Human Brain via Low Rank Tensor Decomposition (with T. Liu and H. Zhao), Statistics in Biosciences, 14(3), 485-513. {tags: others}

• Comments on “Factor Models for High-Dimensional Tensor Time Series” (with J. Ouyang), Journal of the American Statistical Association, 117(537), 124-127. {tags: others}

2021

• A Sharp Blockwise Tensor Perturbation Bound for Orthogonal Iteration (with Y. Luo, G. Raskutti and A. Zhang), Journal of Machine Learning Research, 22(1), 8106-8153. {tags: tensors}

• Factorisable Multitask Quantile Regression (with S. Chao and W. Hardle), Econometric Theory, 37(4), 794-816. {tags: }

• Revisiting Quantitative Colocalization via Optimal Transport (with S. Wang), Nature Computational Science, 1, 177-178. {tags: biomed}

• Effective Tensor Sketching via Sparsification (with D. Xia), IEEE Transactions on Information Theory, 67(2), 1356-1369. {tags: tensors}

• Statistical Inferences of Linear Forms for Noisy Matrix Completion (with D. Xia), Journal of the Royal Statistical Society Series B, 83, 58-77. {tags: stats}

• On the Optimality of Kernel-Embedding Based Goodness-of-Fit Tests (with K. Balasubramanian and T. Li), Journal of Machine Learning Research, 22(1), 1-45. {tags: stats}

• Statistically Optimal and Computationally Efficient Low Rank Tensor Completion from Noisy Entries (with D. Xia and C.H. Zhang), The Annals of Statistics, 49(1), 76-99. {tags: tensors}

• Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging (with S. Wang, J. Fan and G. Pocock), Statistica Sinica, 31, 333-360. {tags: others}

2020

• Comment: From Ridge Regression to Methods of Regularization, Technometrics, 62(4), 447-450. {tags: others}

• Information Based Complexity for High Dimensional Sparse Functions (with C. Han), Journal of Complexity, 57, 101443. {tags: others}

• Controlling the Minimal Feature Sizes in Adjoint Optimization of Nanophotonic Devices Using B-spline Surfaces (with E. Khoram, X. Qian and Z. Yu), Optics Express, 28(5), 7060-7069. {tags: others}

• ISLET: Fast and Optimal Low-rank Tensor Regression via Importance Sketching (with A. Zhang, Y. Luo and G. Raskutti), SIAM Journal on Mathematics of Data Science, 2(2), 444-479. {tags: others}

2019

• A Nonparametric Empirical Bayesian Framework for Fluorescence-Lifetime Imaging Microscopy (with S. Wang, J. Chacho, A. Sagar and K. Eliceiri), Biomedical Optics Express, 10(11), 5497-5517. {tags: biomed}

• Nanophotonic Media for Artificial Neural Inference (with E. Khoram, A. Chen, D. Liu, L. Ying, Q. Wang and Z. Yu), Photonics Research, 7(8), 823-827.
  (Media Coverage of the smart glass project from Yu lab: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10)

• On Polynomial Time Methods for Exact Low Rank Tensor Completion (with D. Xia), Foundations of Computational Mathematics, 19(6), 1265-1313. {tags: tensors}

• Spatially Adaptive Colocalization Analysis in Dual-Color Fluorescence Microscopy (with S. Wang et al.), IEEE Transactions on Image Processing, 28(9), 4471-4485. {tags: biomed}

• Localizing Differentially Evolving Covariance Structures via Scan Statistics (with R. Mehta et al.), The Quarterly of Applied Mathematics, 77, 357-398. {tags: others}

• Combined Hypothesis Testing on Graphs with Applications to Gene Set Enrichment Analysis (with S. Wang), Journal of the American Statistical Association, 114(527), 1320-1338. {tags: biomed}

• Non-Convex Projected Gradient Descent for Generalized Low-Rank Tensor Regression (with H. Chen and G. Raskutti), Journal of Machine Learning Research, 20(5), 1-37. {tags: tensors}

• Convex Regularization for High-Dimensional Tensor Regression (with G. Raskutti and H. Chen), The Annals of Statistics, 47(3), 1554-1584. {tags: tensors}

• Efficient Multivariate Entropy Estimation via k-Nearest Neighbour Distances (with T.B. Berrett and R.J. Samworth), The Annals of Statistics, 47(1), 288-318. {tags: stats}

2018

• Global Testing Against Sparse Alternatives under Ising Models (with R. Mukherjee and S. Mukherjee), The Annals of Statistics, 46(5), 2062-2093. {tags: stats}

• Sparse Recovery: From Vectors to Tensors (with Y. Wang and D. Meng), National Science Review, 5(5), 756-767. {tags: others}

• Utility of Genetic Testing in Addition to Mammography for Determining Risk of Breast Cancer Depends on Patient Age, (with S. Feld et al.), AMIA 2018 Informatics Summit. {tags: others}

• Quantifying Predictive Capability of Electronic Health Records for the Most Harmful Breast Cancer (with Y. Wu et al.), SPIE Medical Imaging. {tags: others}

• Automated and Robust Quantification of Colocalization in Dual-Color Fluorescence Microscopy: A Nonparametric Statistical Approach (with S. Wang, E. Arena and K. Elicieri), IEEE Transactions on Image Processing, 27(2), 622-636. {tags: biomed}

2017

• Incoherent Tensor Norms and Their Applications in Higher Order Tensor Completion (with C-H. Zhang), IEEE Transactions on Information Theory, 63(10), 6753-6766. {tags: tensors}

• Quantitating the Cell: Turning Images into Numbers with ImageJ (with E. Arena et al.), WIREs Developmental Biology, 6(2), e260. {tags: biomed}

• Breast Cancer Risk Prediction Using Electronic Health Records (with Y. Wu et al.), 2017 IEEE International Conference on Healthcare Informatics, 224-228. {tags: others}

• Diverse Activities of Viral Cis-acting RNA Regulatory Elements Revealed Using Multi-color, Long- term, Single Cell Imaging (with G. Pocock et al.), Molecular Biology of the Cell, 28(3), 476-487. {tags: others}

2016

• Distance Shrinkage and Euclidean Embedding via Regularized Kernel Estimation (with L. Zhang and G. Wahba), Journal of the Royal Statistical Society, Series B, 78(4), 849-867. {tags: stats}

• Efficient Portfolio Selection in a Large Market (with J. Chen), Journal of Financial Econometrics, 14(3), 496-524. {tags: econometrics}

• Minimax Optimal Rates of Estimation in High Dimensional Additive Models (with D-X. Zhou), The Annals of Statistics, 44(6), 2564-2593. {tags: stats}

• On Tensor Completion via Nuclear Norm Minimization (with C-H. Zhang), Foudations of Computational Mathematics, 16(4), 1031-1068. {tags: tensors}

• Degrees of Freedom in Low Rank Matrix Estimation, Science China Mathematics, 59, 2485-2502. {tags: others}

• Optimal Large-Scale Quantum State Tomography with Pauli Measurements (with T.T. Cai, D. Kim, Y. Wang and H. Zhou), The Annals of Statistics, 44(2), 682-712. {tags: stats}

• Comments on ‘‘Estimating Structured High-Dimensional Covariance and Precision Matrices: Optimal Rates and Adaptive Estimation’’ (with K. Balasubramanian), Electronic Journal of Statistics, 10(1), 71-73. {tags: others}

• Structure-leveraged Methods in Breast Cancer Risk Prediction (with J. Fan et al.), Journal of Machine Learning Research, 17(85), 1-15. {tags: biomed}

• Comparing Mammography Abnormality Features and Genetic Variants in the Prediction of Breast Cancer in Women Recommended for Breast Biopsy (with E. Burnside et al.), Academic Radiology, 23, 62-69. {tags: others}

• Discriminatory Power of Common Genetic Variants in Personalized Breast Cancer Diagnosis (with Y. Wu et al.), Proceedings of SPIE 9787, 978706. {tags: others}

• Minimax and Adaptive Estimation of Covariance Operator for Random Variables Observed on a Lattice Graph (with T.T. Cai), Journal of the American Statistical Association, 111(513), 253-265. {tags: stats}

2015

• Risk Classification with an Adaptive Naive Bayes Kernel Machine Model (with J. Minnier, J. Liu and T. Cai), Journal of the American Statistical Association, 110(509), 393-404. {tags: stats}

• Statistical Significance of Clustering using Soft Thresholding (with H. Huang, Y. Liu and J.S. Marron), Journal of Computational and Graphical Statistics, 24(4), 975-993. {tags: others}

• Robust Learning for Estimating Individualized Treatment with Censored Data (with Y. Zhao et al.), Biometrika, 102(1), 151-168. {tags: stats}

• sparse representation for optimal individualized treatment selection with penalized outcome weighted learning (with R. Song et al.), Stat, 4(1), 59-68. {tags: others}

• Memory Search as Initial-Visit Emitting Random Walk (with K-S. Jun et al.), NIPS, 1072-1080. {tags: others}

2014

• Comments on ‘‘A Significance Test for the Lasso’’ (with T.T. Cai), The Annals of Statistics, 42, 478-482. {tags: others}

• Regularized Principal Components of Heritability (with Y. Fang and Y. Feng), Computational Statistics, 29, 455-465. {tags: others}

• CARM1 Methylates Chromatin Remodeling Factor BAF155 to Enhance Tumor Progression and Metastasis (with L. Wang et al.), Cancer Cell, 25(1), 21-36. {tags: biomed}

2013

• Global identification of estrogen receptor beta target genes in triple negative breast cancer cells (with E. Shanle et al.), Molecular Endocrinology, 27(10), 1762-1775. {tags: others}

• Comments on ‘‘Grouping strategies and Thresholding for High Dimension Linear Models’’, Journal of Statistical Planning and Inferences, 143(9), 1454-1456. {tags: others}

• Radial Basis Function Regularization for Linear Inverse Problems with Random Noise (with C. Valencia), Journal of Multivariate Analysis, 116, 92-108. {tags: others}

2012

• Independent Component Analysis via Nonparametric Maximum Likelihood Estimation (with R.J. Samworth), The Annals of Statistics, 40(6), 2973-3002. {tags: stats}

• Adaptive Covariance Matrix Estimation Through Block Thresholding (with T.T. Cai), The Annals of Statistics, 40(4), 2014-2042. {tags: stats}

• High Dimensional Semiparametric Gaussian Copula Graphical Models (with H. Liu, F. Han, J. Lafferty, and L. Wasserman), The Annals of Statistics, 40(4), 2293-2326. {tags: stats}

• Comments on ‘‘Latent Variable Graphical Model Selection via Convex Optimization’’, The Annals of Statistics, 40(4), 1968-1972. {tags: others}

• Minimax and Adaptive Prediction for Functional Linear Regression (with T.T. Cai), Journal of the American Statistical Association, 107(499), 1201-1216. {tags: stats}

• Comments on ‘‘Minimax Estimation of Large Covariance Matrices under l1 Norm’’, Statistica Sinica, 22(4), 1373-1375. {tags: others}

• A Direct Approach to Sparse Discriminant Analysis in Ultra-high Dimensions (with Q. Mai and H. Zou), Biometrika, 99(1), 29-42. {tags: stats}

• Signal Inhibition by the Dual-Specific Phosphatase 4 Impairs T Cell-Dependent B Cell Responses with Age (with M. Yu et al.), Proceedings of the National Academy of Sciences, 109(15), 5561-5563. {tags: biomed}

• Convex Optimization Methods for Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression (with Z. Lu and R. Monteiro), Mathematical Programming, 131, 163-194. {tags: others}

• Nonparanormal SKEPTIC (with H.Liu et al.), ICML. {tags: others}

• Networks of Heterogeneous Influence (with N. Du et al.), NIPS. {tags: others}

2011

• An Empirical Bayes Approach to Joint Analysis of Multiple Microarray Gene Expression Studies (with L. Ruan), Biometrics, 67(4), 1617-1626. {tags: others}

• l1 Regularized Support Vector Machines with a Reject Option (with M. Wegkamp), Bernoulli, 17(4), 1368-1385. {tags: others}

• Reinforced Multicategory Support Vector Machines (with Y. Liu), Journal of Computational and Graphical Statistics, 20(4), 901-919. {tags: others}

• Optimal Estimation of the Mean Function Based on Discretely Sampled Functional Data: Phase Transition (with T.T. Cai), The Annals of Statistics, 39(5), 2330-2355. {tags: stats}

• Regularized Parameter Estimation in High-Dimensional Gaussian Mixture Models (with L. Ruan and H. Zou), Neural Computation, 23(6), 1605-1622. {tags: others}

• On the Identifiability of Additive Index Models, Statistica Sinica, 21, 1901-1911. {tags: others}

• A Bayesian Method for Calibrating Computer Models to Test Data (with Y. Lee, D. Mavris and V. Volovoi), Inverse Problems in Science and Engineering, 19(3), 395-408. {tags: others}

2010

• Sparsity in Multiple Kernel Learning (with V. Koltchinskii), The Annals of Statistics, 38(6), 3660-3695. {tags: stats}

• A Reproducing Kernel Hilbert Space Approach to Functional Linear Regression (with T.T. Cai), The Annals of Statistics, 38(6), 3412-3444. {tags: stats}

• Dimension Reduction and Parameter Estimation for Additive Index Models (with L. Ruan), Statistics and Its Interface, 3, 493-499. {tags: others}

• Sparse Inverse Covariance Matrix Estimation via Linear Programming, Journal of Machine Learning Research, 11, 2261-2286. {tags: stats}

• Classification Methods with Reject Option Based on Convex Risk Minimization (with M. Wegkamp), Journal of Machine Learning Research, 11, 111-130. {tags: stats}

• Statistical Methods for Fighting Financial Crimes (with A. Sudjianto, S. Nair, A. Zhang, and D. Kern), Technometrics, 52, 5-19. {tags: others}

• A Fault Diagnosis Method for Industrial Gas Turbines Using Bayesian Data Analysis (with Y. Lee, D. Mavris, V. Volovoi and T. Fisher), ASME Journal of Engineering for Gas Turbines and Power, 132(4), 041602. {tags: others}

2009

• Structured Variable Selection and Estimation (with R. Joseph and H. Zou), The Annals of Applied Statistics, 3(4), 1738-1757. {tags: stats}

• Efficient Global Approximation of Generalized Nonlinear l1 Regularized Solution Paths and Its Applications (with H. Zou), Journal of the American Statistical Association, 104, 1562-1574. {tags: stats}

• State Price Density Estimation via Nonparametric Mixtures, The Annals of Applied Statistics, 3, 963-984. {tags: econometrics}

• Large Gaussian Covariance Matrix Estimation with Markov Structures (with X. Deng), Journal of Computational and Graphical Statistics, 18, 640-657. {tags: others}

• Regularized Parameter Estimation of High Dimensional t Distribution (with J. Huang), Journal of Statistical Planning and Inferences, 139, 2284-2292. {tags: others}

2008

• Sparse Recovery in Large Ensembles of Kernel Machines (with V. Koltchinskii), COLT 2008, 229-238. {tags: others}

• Efficient Computation of the l1 Regularized Solution Path in Gaussian Graphical Models, Journal of Computational and Graphical Statistics, 17, 809-826. {tags: others}

• Composite Quantile Regression and The Oracle Model Selection Theory (with H. Zou), The Annals of Statistics., 36, 1108-1126 {tags: stats}

• Structured Variable Selection in Support Vector Machines (with S. Wu and H. Zou), Electronic Journal of Statistics, 2, 103-117. {tags: others}

• Regularized Simultaneous Model Selection in Multiple Quantiles Regression (with H. Zou), Computational Statistics and Data Analysis, 52, 5296-5304. {tags: others}

• The Finf-norm Support Vector Machine (with H. Zou), Statistica Sinica, 18(1), 379-398. {tags: others}

2007

• A Statistical Analysis of Memory CD8 T Cell Differentiation: An Application of a Hierarchical State Space Model to a Short Time Course Microarray Experiment (with H. Wu, S. Kaech and M. Halloran), The Annals of Applied Statistics, 1(2), 442-458. {tags: biomed}

• An Efficient Variable Selection Approach for Analyzing Designed Experiments (with R. Joseph and Y. Lin), Technometrics, 49(4), 430-439. {tags: others}

• Approximate Test Risk Bound Minimization through Soft Margin Estimation (with J. Li and C. Lee), IEEE Transaction on Acoustics, Speech, and Signal Processing, 15(8), 2393-2404. {tags: stats}

• Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression (with A. Ekici, Z. Lu and R. Monteiro), Journal of the Royal Statistical Society, Series B, 69(3), 329-346. {tags: stats}

• Gene Expression Profiling of Aging Reveals Activation of a p53-Mediated Transcriptional Program (with M. Edwards et al.), BMC Genomics, 8:80. {tags: others}

• On the Nonnegative Garrote Estimator (with Y. Lin), Journal of the Royal Statistical Society, Series B, 69(2), 143-161. {tags: stats}

• Model Selection and Estimation in the Gaussian Graphical Model (with Y. Lin), Biometrika, 94(1), 19-35. {tags: stats}

• Nonnegative Garrote Component Selection in Functional ANOVA Models, AISTAT 2007, 660-666. {tags: others}

2006

• Hidden Markov Models for Microarray Time Course Data under Multiple Biological Conditions (with C. Kendziorski), Journal of the American Statistical Association, 101(476), 1323-1340. {tags: biomed}

• A Unified Approach for Simultaneous Gene Clustering and Differential Expression Identification (with C. Kendziorski), Biometrics, 62(4), 1089-1098. {tags: others}

• Flexible Temporal Expression Profile Modeling Using the Gaussian Process, Computational Statistics and Data Analysis, 51(3), 1754-1764. {tags: others}

• Convergence Rates of Compactly Supported Radial Basis Function Regularization (with Y. Lin), Statistica Sinica, 16(2), 425-439. {tags: others}

• Statistical Methods for Expression Trait Loci (eQTL) Mapping (with C. Kendziorski, M. Chen, H. Lan and A. Attie), Biometrics, 62(1), 19-27. {tags: others}

• GACV for Quantile Smoothing Splines, Computational Statistics and Data Analysis, 50(3), 813-829. {tags: others}

• Model Selection and Estimation in Regression with Grouped Variables (with Y. Lin), Journal of the Royal Statistical Society, Series B, 68(1), 49-67. {tags: stats}

2005 and earlier

• Efficient Empirical Bayes Variable Selection and Estimation in Linear Models (with Y. Lin), Journal of the American Statistical Association, 100(472), 1215-1225. {tags: stats}

• Automatic Smoothing for Poisson Regression, Communications in Statistics – Theory and Methods, 34, 603-617. {tags: others}

• Semi-parametric Censorship Model with Covariates, Test, 14(2), 489-514. {tags: others}

• Doubly Penalized Likelihood Estimator in Heteroscedastic Regression (2004; with G. Wahba), Statistics and Probability Letters, 69(1), 11-20. {tags: others}

• De-convolving Multivariate Density From Random Field (2003), Statistical Inference for Stochastic Processes, 6(2), 135-153. {tags: others}

• A Central Limit Theorem for the Negatively Associated Random Field (2003; with C. Su and T. Hu), Journal of Theoretical Probability, 16(2), 309-323. {tags: others}

• De-convolving Multidimensional Density from Partially Contaminated Observations (2002; with J. Chen), Journal of Statistical Planning and Inference, 104(1), 147-160. {tags: others}