Junlong Zhao

Beijing Normal University

19 Xin Jie Kou street

Beijing 100875

China

SCHOLARLY PAPERS

7

DOWNLOADS

657

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Sequential Model Averaging for High Dimensional Linear Regression Models

Number of pages: 36 Posted: 11 Jan 2017 Last Revised: 13 Jan 2017
Southwestern University of Finance and Economics (SWUFE) - Statistical School and Center of Statistical Research, Beihang University (BUAA), Beijing Normal University, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 235 (180,107)

Abstract:

Loading...

Forward Regression, Sequential Model Averaging, Sequential Screening, Univariate Model Averaging

2.

High Dimensional Influence Measure

Number of pages: 31 Posted: 29 Aug 2013
Junlong Zhao, Chenlei Leng, Lexin Li and Hansheng Wang
Beijing Normal University, University of Warwick, North Carolina State University and Peking University - Guanghua School of Management
Downloads 186 (223,224)

Abstract:

Loading...

Cook's distance, High dimensional diagnosis, Influential observation, Lasso, Marginal correlations, Variable Screening

3.

A Choice Model with a Diverging Choice Set for POI Data Analysis

Number of pages: 25 Posted: 08 Oct 2015
Xiaoling Lu, Junlong Zhao, Yu Chen and Hansheng Wang
Renmin University of China - Institute of Statistics and Big Data, Beijing Normal University, Peking University and Peking University - Guanghua School of Management
Downloads 146 (273,305)

Abstract:

Loading...

Choice Model; Constrained Maximum Likelihood Estimation; Diverging Choice Set; Location Based Service; Point of Interest

4.

Structured Lasso for Regression with Matrix Covariates

Statistica Sinica, Vol. 24, p. 799-814, 2014
Number of pages: 16 Posted: 15 Aug 2017
Junlong Zhao and Chenlei Leng
Beijing Normal University and University of Warwick
Downloads 36 (588,195)
Citation 1

Abstract:

Loading...

High-Dimensional Data, Lasso, Model Selection, Non-Asymptotic Bounds, Restricted Eigenvalues, Structured Lasso

5.

Trace Regression Model with Simultaneously Low Rank and Row(Column) Sparse Parameter

Number of pages: 47 Posted: 23 Aug 2017
Junlong Zhao, Lu Niu and Shushi Zhan
Beijing Normal University, Beihang University (BUAA) and Beihang University (BUAA)
Downloads 28 (636,172)

Abstract:

Loading...

Trace regression model, Matrix covariates, Low rank, Row/column sparse, ADMM algorithm

6.

Pivotal Variable Detection of the Covariance Matrix and Its Application to High-Dimensional Factor Models

Number of pages: 44 Posted: 25 Aug 2017
Junlong Zhao, Zhao Hongyu and Lixing Zhu
Beijing Normal University, Yale University and Hong Kong Baptist University (HKBU) - Department of Mathematics
Downloads 15 (734,158)

Abstract:

Loading...

Covariance matrix estimation, Factor model, Principal component analysis, Pivotal variable detection, Row sparsity, Ultra-high dimension

7.

Adaptive Kendall's Τ Correlation in Bipartite Network for Recommendation

Number of pages: 13 Posted: 25 Aug 2017
Xihan Shan and Junlong Zhao
Beihang University (BUAA) and Beijing Normal University
Downloads 11 (769,916)

Abstract:

Loading...

recommendation, Kendall’s tau correlation, diversity, accuracy