318 Thomas Building
University Park, PA 16802
Ph.D. in Statistics, University of Minnesota, 2012
Advisor: Professor Hui Zou
M.Sc. in Statistics, University of Minnesota, 2011
B.Sc. in Statistics, Peking University, 2008
- Academic Appointments
- 2014-present, Assistant Professor of Statistics, 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)
- 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
- Fan, J., Xue, L. and Yao, J. (2016). Sufficient Forecasting Using Factor Models. Journal of Econometrics. to appear.
- Fan, J., Xue, L. and Zou, H. (2015). Multi-Task Quantile Regression Under the Transnormal Model. Journal of the American Statistical Association. to appear.
- 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.
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