High Dimensional Inference

• Large Scale Hypothesis Testing

• Matrix Completion

• Statistical Inference with High Dimensional Data

Research Team

Cai, Tianxi

Cai, Tony

Neykov, Matey

Lu, Junwei

Xia, Yin

Selected Publications

• T. Cai, M. Liu, X. Yin, 2019 “Privacy Preserving Integrative Regression Analysis of High-dimensional Heterogeneous Data”. https://arxiv.org/abs/1902.06115.

• T. Cai, T.T. Cai, Z. Guo, 2019 “Individualized Treatment Selection: An Optimal Hypothesis Testing Approach In High-dimensional Models”. https://arxiv.org/abs/1904.12891.

• T. Cai, T.T. Cai, K. Liao, W. Liu, 2019 “Large-Scale Simultaneous Testing of Cross-Covariance Matrices with Applications to PheWAS”. Statistica Sinica, doi: 10.5705/ss.202017.0189.

• Y. Xia, T. Cai, T.T. Cai, 2018 “Two-Sample Tests for High-Dimensional Linear Regression with an Application to Detecting Interactions”. Statistica Sinica, 28(1), 63-92.

• Y. Xia, T. Cai , T.T. Cai, 2018 “Multiple Testing of Submatrices of a Precision Matrix with Applications to Identification of Between Pathway Interactions. Journal of the American Statistical Association, 113(521), 328-339.

• M. Neykov, J. Liu and T. Cai, 2016 “L1-Regularized Least Squares for Support Recovery of High Dimensional Single Index Models with Gaussian Designs.” Journal of Machine Learning Research, 17(87), 1-37. (: a PhD student thesis paper)

• Y. Xia, T. Cai, and T.T. Cai, 2015 “Testing Differential Networks with Applications to Detecting Gene-by-Gene Interactions”. Biometrika, 102(2), 247-266.

• T. Cai, T.T. Cai, A. Zhang, 2015 “Structured Matrix Completion with Applications to Genomic Data Integration” Journal of the American Statistical Association, 111(514), 621-633 .