Home > People > Lingzhou Xue
Lingzhou Xue

Lingzhou Xue

Main Content

  • Associate Professor
318 Thomas Building

University Park, PA 16802
Email: lzxue@psu.edu
Phone: (814) 865-1290


  1. Ph.D. in Statistics, University of Minnesota, 2012
  2. Advisor: Professor Hui Zou
  3. M.Sc. in Statistics, University of Minnesota, 2011
  4. B.Sc. in Statistics, Peking University, 2008


  1. Academic Appointments
    • 2014-present, Assistant Professor of Statistics, The Pennsylvania State University 
    • 2017-present, Associate Faculty, Institute of CyberScience, The Pennsylvania State University
    • 2012-2013, Postdoctoral Research Associate, Princeton University                                                     Mentor: Professor Jianqing Fan 
    • 2011-2012, Long Term Visitor, Institute for Mathematics and its Applications (IMA)
  2. Professional Activities
    • 2017, Co-Chair of the 2017 C. R. and Bhargavi Rao Prize Conference, University Park, PA
    • 2015, Co-Chair of the 2015 C. R. and Bhargavi Rao Prize Conference, University Park, PA
    • 2014, Member of the Big Data Research and Development Initiative Working Group of the American Statistical Association (ASA), and Co-author of the ASA white paper "Discovery with Data: Leveraging Statistics with Computer Science to Transform Science and Society".
    • 2012, Organizing committee member, "Large-Scale Statistical Learning and Inference: Challenges and New Directions" workshop, Minneapolis, MN

Selected Publications

  • Fan, J., Xue, L. and Yao, J. (2017). Sufficient Forecasting Using Factor Models. Journal of Econometrics. to appear.
  • Fan, J., Xue, L. and Zou, H. (2016). Multi-Task Quantile Regression Under the Transnormal Model. Journal of the American Statistical Association. 111, 1726-1735.
  • Ju, L., Chen, Y., Xue, L., Du, X. and Zhu C. (2016). Cooperative Unfolding of Distinctive Mechanoreceptor Domains Transduces Force into Signals. eLife. e15447.
  • Fan, J., Xue, L. and Zou, H. (2014). Strong Oracle Optimality of Folded Concave Penalized Estimation. The Annals of Statistics. 42: 819-849.
  • Ma, S., Xue, L. and Zou, H. (2013). Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection. Neural Computation. 25: 2172-2198.
  • Xue, L. and Zou, H. (2012). Regularized Rank-Based Estimation of High-Dimensional Nonparanormal Graphical Models. The Annals of Statistics. 40: 2541-2571.
  • Xue, L., Zou, H. and Cai, T. (2012). Nonconcave Penalized Composite Conditional Likelihood Estimation of Sparse Ising Models. The Annals of Statistics. 40: 1403-1429.
  • Xue, L., Ma, S. and Zou, H. (2012). Positive Definite L1 Penalized Estimation of Large Covariance Matrices. Journal of the American Statistical Association. 107: 1480-1491.
  • Xue, L. and Zou, H. (2011). Sure Independence Screening and Compressed Random Sensing. Biometrika. 98: 371-380.

Research Interests

Laboratory for Statistical Learning and Data Mining (SLDM@PSU, website)
Our main research interests are:
  • Statistical learning and data mining
  • High dimensional statistical inference
  • Large scale convext/nonconvex optimization algorithms
  • Statistical analysis of big data, high dimensional data and large scale networks
  • Statistical modeling in health science, information engineering, business analytics and finance

Honors and Awards

  • 2015-2018, National Science Foundation (NSF) Division Of Mathematical Sciences (DMS) Award
  • 2016, Elected Member, International Statistical Institute (ISI)
  • 2014-2016, American Mathematical Society (AMS) Simons Travel Grant
  • 2014, Institute of Mathematical Statistics (IMS) Travel Award
  • 2011, International Biometric Society ENAR Distinguished Student Paper Award
  • 2010, American Statistical Association Student Paper Competition Winner
  • 2010, Best Poster Award, "Borrowing Strength: Theory Powering Applications" Conference

Navigation for this Section