Research Papers

List of Papers by Themes

Big Data Methods and Machine Learning

[1] Average Bayesian Information Criterion”
S
ubmitted to Annals of Statistics, 2017
with Faming Liang and Jingnan Xue

[2]A Blockwise Consistency Method for Parameter Estimation of Complex Models”
Submitted to Statistics and Computing, 2017
with Runmin Shi, Faming Liang, Qifan Song and Malay Ghosh

Deep Learning

[3] “A Likelihood Gradient Free Algorithm for Fast Training of Restricted Boltzmann
Machines”
Working paper, 2017
with Faming Liang
Online Appendix can be found here.

[4] “Non-Parametric Variable Selection via Deep Learning”
Working paper (coming soon), 2017
with Xi Chen, Xiaolin Li and Faming Liang

Econometric Methods

[5] EIV on LHS Variable in Quantitle Regression”
Revise and Resubmit, Econometrica, 2016
with Christopher Palmer and Jerry Hausman

[6] Construction of Core Determining Class”
AER papers and proceedings, 2017
with Hai Wang
Online Appendix can be found here.

[7] Core-Determining Class: Construction, Approximation and Inference”
W
orking paper, 2017
with Hai Wang

High Dimensional Statistics and Econometrics

[8] “Selecting Informative Moments via LASSO”
W
orking paper, 2015

[9]High-Dimensional L2-Boosting: Rate of Convergence”
W
orking paper, 2016
with Martin Spindler

[10] High Dimensional L2-Boosting in Economic Applications”
AER papers and proceedings, 2017
with Martin Spindler
Online Appendix can be found here.

[11] “An Imputation-Consistency Algorithm for High-Dimensional Missing Data Problems
and Beyond”
Revise and Resubmit, Journal of Royal Statistics Society Series B, 2016
with Faming Liang, Bochao Jia, Jingnan Xue and Qizhai Li

Shape Restricted Non-Parametric Inference

[12] “The Sorted Effect: Discovering Heterogeous Effect Beyond Their Averages”
Revise and Resubmit, Econometrica, 2016
with Victor Chernozhukov and Ivan Fernandez-Val
The Supplementary file to this paper can be found here.

Papers in Progress

[1] “Adaptive Discrete Smoothing”
Work in progress
with Xi Chen, Victor Chernozhukov and Martin Spindler

[2] “Choosing Features of Macroeconomics models via Hyperparameter Selection”
Work in progress
with Jonathan Adams

[3] “Shape Restricted Operators”
Work in progress
with Xi Chen, Victor Chernozhukov, Ivan Fernandez-Val and Scott Kostyshak

[4] “Selecting Linear Inequalities via Penalization”
Work in progress
with Alexandre Belloni and Hai Wang

[5] “Sufficient Dimensionality Reduction via Deep Restricted Boltzmann Machines”
Work in progress
with Faming Liang

[6] “Inference on High-Dimensional Boosting Algorithm”
Work in progress
with Xi Chen and Martin Spindler