Runze Li

86 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0154-2202

The Pennsylvania State University

Publications

High-dimensional Parameter Transfer With Fused-Regularizer — Journal of Machine Learning Research 2026 (name-matched, not ORCID-linked)
Statistical Inference for High-dimensional Partially Linear Models via Debiased Rank Lasso — Journal of Machine Learning Research 2026 (name-matched, not ORCID-linked)
Federated feature selection with false discovery rate control — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2026 (name-matched, not ORCID-linked)
A Novel Approach of High Dimensional Linear Hypothesis Testing Problem — Journal of the American Statistical Association 2025
Fixed and random covariance regression analyses — The Annals of Statistics 2025 (name-matched, not ORCID-linked)
Model-Free Statistical Inference on High-Dimensional Data — Journal of the American Statistical Association 2025
Tests for Large-Dimensional Shape Matrices via Tyler’s M Estimators — Journal of the American Statistical Association 2025
A new test for high-dimensional two-sample mean problems with consideration of correlation structure — The Annals of Statistics 2024
Testing high-dimensional regression coefficients in linear models — The Annals of Statistics 2024
Projection Test for Mean Vector in High Dimensions — Journal of the American Statistical Association 2024
Variable Selection for High-Dimensional Nodal Attributes in Social Networks with Degree Heterogeneity — Journal of the American Statistical Association 2024
Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection — Journal of the American Statistical Association 2024
Detection and estimation of structural breaks in high-dimensional functional time series — The Annals of Statistics 2024
Rank-based indices for testing independence between two high-dimensional vectors — The Annals of Statistics 2024
Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills — Journal of the American Statistical Association 2023
Probabilistic HIV recency classification—a logistic regression without labeled individual level training data — The Annals of Applied Statistics 2023
Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing — Journal of the American Statistical Association 2023
Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances — Journal of the American Statistical Association 2023
Threshold Selection in Feature Screening for Error Rate Control — Journal of the American Statistical Association 2023
Model-Free Conditional Feature Screening with FDR Control — Journal of the American Statistical Association 2023
Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems — Journal of the American Statistical Association 2022
Large-Scale Datastreams Surveillance via Pattern-Oriented-Sampling — Journal of the American Statistical Association 2022
Causal Structural Learning on MPHIA Individual Dataset — Journal of the American Statistical Association 2022
Model-Free Feature Screening and FDR Control With Knockoff Features — Journal of the American Statistical Association 2022
High-Dimensional Mediation Analysis for Selecting DNA Methylation Loci Mediating Childhood Trauma and Cortisol Stress Reactivity — Journal of the American Statistical Association 2022
Multiple-Splitting Projection Test for High-Dimensional Mean Vectors — Journal of Machine Learning Research 2022 (name-matched, not ORCID-linked)
Linear Hypothesis Testing in Linear Models With High-Dimensional Responses — Journal of the American Statistical Association 2022
A Distribution Free Conditional Independence Test with Applications to Causal Discovery — Journal of Machine Learning Research 2022 (name-matched, not ORCID-linked)
Central limit theorem for linear spectral statistics of large dimensional Kendall’s rank correlation matrices and its applications — The Annals of Statistics 2021
Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation — Journal of the American Statistical Association 2021
Homogeneity Structure Learning in Large-scale Panel Data with Heavy-tailed Errors — Journal of Machine Learning Research 2021 (name-matched, not ORCID-linked)
Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS — The Annals of Applied Statistics 2020
Online Sufficient Dimension Reduction Through Sliced Inverse Regression — Journal of Machine Learning Research 2020 (name-matched, not ORCID-linked)
Consistent selection of the number of change-points via sample-splitting — The Annals of Statistics 2020
Test of significance for high-dimensional longitudinal data — The Annals of Statistics 2020
Distributed Feature Screening via Componentwise Debiasing — Journal of Machine Learning Research 2020 (name-matched, not ORCID-linked)
Empirical likelihood test for a large-dimensional mean vector — Biometrika 2020
Model-Free Forward Screening Via Cumulative Divergence — Journal of the American Statistical Association 2020
A Tuning-free Robust and Efficient Approach to High-dimensional Regression — Journal of the American Statistical Association 2020
Rejoinder to “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” — Journal of the American Statistical Association 2020
Hypothesis testing on linear structures of high-dimensional covariance matrix — The Annals of Statistics 2019
Homogeneity tests of covariance matrices with high-dimensional longitudinal data — Biometrika 2019
Linear hypothesis testing for high dimensional generalized linear models — The Annals of Statistics 2019
Error Variance Estimation in Ultrahigh-Dimensional Additive Models — Journal of the American Statistical Association 2018
Variable Screening via Quantile Partial Correlation — Journal of the American Statistical Association 2017
Projection correlation between two random vectors — Biometrika 2017
Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data — The Annals of Applied Statistics 2016
Global solutions to folded concave penalized nonconvex learning — The Annals of Statistics 2016
Editorial — The Annals of Statistics 2016
A Consistent Information Criterion for Support Vector Machines in Diverging Model Spaces — Journal of Machine Learning Research 2016 (name-matched, not ORCID-linked)
Variable selection for support vector machines in moderately high dimensions — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016
Ultrahigh-Dimensional Multiclass Linear Discriminant Analysis by Pairwise Sure Independence Screening — Journal of the American Statistical Association 2016
Bayesian group Lasso for nonparametric varying-coefficient models with application to functional genome-wide association studies — The Annals of Applied Statistics 2015
A High-Dimensional Nonparametric Multivariate Test for Mean Vector — Journal of the American Statistical Association 2015
Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis — Journal of the American Statistical Association 2015
A fast algorithm for detecting gene–gene interactions in genome-wide association studies — The Annals of Applied Statistics 2014
Comment — Journal of the American Statistical Association 2014
Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates — Journal of the American Statistical Association 2014
Calibrating nonconvex penalized regression in ultra-high dimension — The Annals of Statistics 2013
Nonparametric Mixture of Regression Models — Journal of the American Statistical Association 2013
New local estimation procedure for a non-parametric regression function for longitudinal data — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2013
Feature Screening via Distance Correlation Learning — Journal of the American Statistical Association 2012
Multivariate varying coefficient model for functional responses — The Annals of Statistics 2012
Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension — Journal of the American Statistical Association 2012
Variable selection in linear mixed effects models — The Annals of Statistics 2012
Model-Free Feature Screening for Ultrahigh-Dimensional Data — Journal of the American Statistical Association 2011
New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models — The Annals of Statistics 2011
Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2010
Regularization Parameter Selections via Generalized Information Criterion — Journal of the American Statistical Association 2010
Estimation and testing for partially linear single-index models — The Annals of Statistics 2010
Variable Selection for Partially Linear Models With Measurement Errors — Journal of the American Statistical Association 2009
Local Rank Inference for Varying Coefficient Models — Journal of the American Statistical Association 2009
Variable selection in semiparametric regression modeling — The Annals of Statistics 2008
One-step sparse estimates in nonconcave penalized likelihood models — The Annals of Statistics 2008
Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models — The Annals of Statistics 2008
Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function — Journal of the American Statistical Association 2007
Tuning parameter selectors for the smoothly clipped absolute deviation method — Biometrika 2007
Variable selection for multivariate failure time data — Biometrika 2005
Variable selection using MM algorithms — The Annals of Statistics 2005
Majorization framework for balanced lattice designs — The Annals of Statistics 2005
New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis — Journal of the American Statistical Association 2004
Variable Selection for Cox's proportional Hazards Model and Frailty Model — The Annals of Statistics 2002
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties — Journal of the American Statistical Association 2001
Efficient Estimation and Inferences for Varying-Coefficient Models — Journal of the American Statistical Association 2000
Risk-Sensitive Deep RL: Variance-Constrained Actor-Critic Provably Finds Globally Optimal Policy — Journal of the American Statistical Association
Model-free Feature Screening and False Discovery Control for High-dimensional Quantile Regressions — Journal of the American Statistical Association