Yuan Liao
Statistics and Probability · with Fan · 2010–2019
A researcher in the Science corpus: 7 papers; trusts 93 researchers and is trusted by 39 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 150 citations into it; #1,294 of 12,932 by trust here, #1,130 by citations
- Economics and Econometrics — 73 citations into it; #2,130 of 23,481 by trust here, #3,565 by citations
- Computational Mechanics — 53 citations into it
- Finance — 48 citations into it
- Artificial Intelligence — 45 citations into it
- Management Science and Operations Research — 25 citations into it; #7,446 of 11,946 by trust here, #6,563 by citations
- Signal Processing — 22 citations into it
- Statistical Learning Theory — 20 citations into it
Whom Yuan Liao trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jianqing Fan
- Jushan Bai
- Peter J. Bickel
- Clifford Lam
- Elizaveta Levina
- Hui Zou
- Serena Ng
- Tommaso Cai
- Robert Tibshirani
- Jerome H. Friedman
Who trusts Yuan Liao overall
- Jushan Bai
- Clifford Lam
- Jianqing Fan
- Matteo Barigozzi
- Yacine Aït-Sahalia
- Tommaso Cai
- Markus Pelger
- Kunpeng Li
- D. Xiu
- Olivier Ledoit
Papers from Yuan Liao's perspective
Ordered by how strongly the researchers Yuan Liao trusts endorse each paper. Same corpus, a different order for every researcher.
- Regression Shrinkage and Selection via the Lasso
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- The Adaptive Lasso and Its Oracle Properties
- On Model Selection Consistency of Lasso
- Model selection and estimation in regression with grouped variables
- Model selection and estimation in the Gaussian graphical model
- PATHWISE COORDINATE OPTIMIZATION
- Ideal spatial adaptation by wavelet shrinkage
- High-dimensional graphs and variable selection with the Lasso
- Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation (Annals of Statistics)
Their papers
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (2011) — 963 citations
- HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS (2011) — 417 citations
- PROJECTED PRINCIPAL COMPONENT ANALYSIS IN FACTOR MODELS (2014) — 201 citations
- Feasible generalized least squares for panel data with cross-sectional and serial correlations (2019) — 276 citations
- An Overview on the Estimation of Large Covariance and Precision Matrices (2015) — 417 citations
- Efficient Estimation of Approximate Factor Models (2012) — 63 citations
- Bayesian Analysis in Moment Inequality Models (2010) — 46 citations