Research Interests
  • High-Dimensional Statistics
  • Nonparametric Statistics
  • Statistical and Machine Learning
  • Large-Scale Optimization
  • Statistical Modeling in Biomedical, Environmental, and Social Sciences.
Software and Data Library
  • amanpg: Alternating Manifold Proximal Gradient Method for Sparse PCA (R package)
    • Authors: Shixiang Chen, Justin Huang, Benjamin Jochem, Shiqian Ma, Lingzhou Xue, Zhong Zheng, and Hui Zou
  • ddpca: Diagonally Dominant Principal Component Analysis (R package)
    • Authors: Tracy Ke, Lingzhou Xue, and Fan Yang
  • ergmclust: Model-Based Clustering of Networks through ERGMs (R package)
    • Authors: Amal Agarwal, Kevin Lee, Lingzhou Xue, and Anna Yinqi Zhang
  • PEtests: Power-Enhanced (PE) Tests for High-Dimensional Data (R package)
    • Authors: Xiufan Yu, Danning Li, Lingzhou Xue, and Runze Li
  • sparsepca: Sparse Principal Component Analysis in Python (Python package)
    • Authors: Shixiang Chen, Justin Huang, Benjamin Jochem, Shiqian Ma, Lingzhou Xue, and Hui Zou
  • sufficientForecasting: Sufficient Forecasting using Factor Models (R package)
    • Authors: Jianqing Fan, Jing Fu, Wei Luo, Lingzhou Xue, Jiawei Yao, and Xiufan Yu
  • Earnings Fidelity Measures (and Economic Persistence) (link)
    • Authors: Kai Du, Steven J. Huddart, Lingzhou Xue, and Yifan Zhang
Selected Collaborators
  • Susan Brantley (Department of Geosciences, Penn State University)
  • Qian Chen (Smeal College of Business, Penn State University)
  • Jianqing Fan (Department of Operations Research and Financial Engineering, Princeton University)
  • Bing Li (Department of Statistics, Penn State University)
  • Runze Li (Department of Statistics, Penn State University)
  • Shiqian Ma (Department of Computational Applied Mathematics and Operations Research, Rice University)
  • Tao Wen (Department of Earth and Environmental Sciences, Syracuse University)
  • Hui Zou (School of Statistics, University of Minnesota)