Jinchi Lv

University of Southern California - Marshall School of Business

Assistant Professor

701 Exposition Blvd

Los Angeles, CA 90089

United States

http://www-rcf.usc.edu/~jinchilv

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.
Downloads 738 ( 32,582)

Sparse High Dimensional Models in Economics

Number of pages: 53 Posted: 16 Aug 2010
Jianqing Fan, Jinchi Lv and Lei Qi
Princeton University - Bendheim Center for Finance, University of Southern California - Marshall School of Business and Princeton University - Bendheim Center for Finance
Downloads 738 (32,091)

Abstract:

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Variable selection, independence screening, sparsity, oracle properties, penalized least squares, penalized likelihood, spurious correlation, sparse VAR, factor models, volatility estimation, portfolio selection

Sparse High-Dimensional Models in Economics

Annual Review of Economics, Vol. 3, pp. 291-317, 2011
Posted: 31 Aug 2011
Jianqing Fan, Jinchi Lv and Lei Qi
Princeton University - Bendheim Center for Finance, University of Southern California - Marshall School of Business and Princeton University

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2.

DNN: A Two-Scale Distributional Tale of Heterogeneous Treatment Effect Inference

Number of pages: 36 Posted: 05 Sep 2018
Yingying Fan, Jinchi Lv and Jingbo Wang
University of Southern California - Marshall school of Business, University of Southern California - Marshall School of Business and University of Southern California - Department of Economics
Downloads 44 (402,216)

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Causal inference, Heterogeneous treatment effects, U-statistics, L-statistics, Nonparametric estimation, $k$-nearest neighbors, Distributional nearest neighbors, Two-scale DNN, Personalization

3.

Tuning-Free Heterogeneity Pursuit in Massive Networks

USC-INET Research Paper No. 16-27
Number of pages: 58 Posted: 14 Oct 2016 Last Revised: 17 Oct 2016
University of Pittsburgh - Department of Statistics, University of Southern California, University of Southern California - Marshall school of Business and University of Southern California - Marshall School of Business
Downloads 40 (417,022)

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Heterogeneous Learning, Large-Scale Inference, Multiple Networks, Scalability, Heterogeneous Group Square-Root Lasso, Efficiency, Sparsity, and High Dimensionality

4.

IPAD: Stable Interpretable Forecasting with Knockoffs Inference

Number of pages: 50 Posted: 24 Sep 2018 Last Revised: 03 Oct 2018
University of Southern California - Marshall school of Business, University of Southern California - Marshall School of Business, University of Southern California - Department of Economics and Tohoku University - Graduate School of Economics & Management
Downloads 20 (512,260)

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Reproducibility, Power, Big Data, Interpretable Forecasting, Stability, Latent Factors, Model-X Knockoffs, Large-Scale Inference and FDR, Scalability, Intertwined Probabilistic Factors Decoupling, Lasso and Random Forest