Statistical Methodology

( # : Corresponding author, * : Supervised student)

Yilin Zhang*, Songshan Yang #, Yunan Wu, Lan Wang (2026+). Partial Gini Covariance-based Robust Inference for High-dimensional Linear Models with Heavy-tailed Errors. Journal of the American Statistical Association.

Yifan Gu *, Hanfang Yang, Songshan Yang #, Hui Zou # (2026+). Collaborative Inference for Sparse High-Dimensional Models with Non-Shared Data. Journal of the American Statistical Association. (Alphabetical order)

Songshan Yang, Delin Zhao, Runze Li (2026+). Statistical Inference for High-dimensional Partially Linear Models via Debiased Rank Lasso. Journal of Machine Learning Research.

Zikang Gou *, Haonan Hu, Hanming Yang *, Songshan Yang (2026+). A Dantzig-type Large Portfolio Optimization Model and Its Efficient Fitting Algorithm. Journal of Business & Economic Statistics.

Yifan Jiang, Songshan Yang #, Le Bao, Runze Li (2026+). Simultaneous Feature-and Sample-Splitting ADMM for Penalized Rank Regression. Journal of Computational and Graphical Statistics.

Songshan Yang, Yifan Gu *, Hanfang Yang, Xuming He (2026). Communication-Efficient and Distributed-Oracle Estimation for High-Dimensional Quantile Regression. The Annals of Statistics, 54(1),442-465.

Wenxi Tan, Lingzhou Xue, Songshan Yang, Xiang Zhan (2025+). High-Dimensional Log Contrast Models with Measurement Errors. Statistica Sinica, In press. (Alphabetical order)

Jiawei Wen, Songshan Yang #, Christina Dan Wang, Yifan Jiang, Runze Li (2025). Feature-Splitting Algorithms for Ultrahigh Dimensional Quantile Regression. Journal of Econometrics, 249(a), 105426.

Yilin Zhang*, Songshan Yang # (2025). Kernel Angle Dependence Measures in Metric Spaces. Journal of Computational and Graphical Statistics, 34(1), 280-289.

Songshan Yang, Shurong Zheng, Runze Li (2024). A New Test for High Dimensional Two-Sample Mean Problems with Consideration of Correlation Structure. The Annals of Statistics, 52(5), 2217-2240.

Zhanrui Cai, Changcheng Li, Jiawei Wen, Songshan Yang # (2024). Asset Splitting Algorithm for Ultrahigh Dimensional Portfolio Selection and Its Theoretical Property. Journal of Econometrics, 239(2), 10529. (Alphabetical order)

Jiawei Wen, Songshan Yang, Delin Zhao* (2024). Nonconvex Dantzig Selector and Its Parallel Computing Algorithm. Statistics and Computing, 34(180). (Alphabetical order)

Zhaoxue Tong, Zhanrui Cai #, Songshan Yang #, Runze Li (2023). Model-Free Conditional Feature Screening with FDR Control. Journal of the American Statistical Association, 118, (544), 2575-2587.

Changcheng Li, Runze Li, Jiawei Wen #, Songshan Yang #, Xiang Zhan (2023). Regularized Linear Programming Discriminant Rule with Folded Concave Penalty for Ultrahigh-dimensional Data. Journal of Computational and Graphical Statistics, 32(3), 1074-1082. (Alphabetical order)

Le Bao, Changcheng Li #, Runze Li, Songshan Yang # (2022). Causal Structural Learning on MPHIA Individual Dataset. Journal of the American Statistical Association, 117(540), 1642-1655. (Alphabetical order)

Yuan Huang, Changcheng Li, Runze Li, Songshan Yang (2022). An Overview of Tests on High-dimensional Means. Journal of Multivariate Analysis, 188, 104813. (Alphabetical order)

Songshan Yang, Jiawei Wen, Scott T Eckert, Yaqun Wang, Dajiang J Liu, Rongling Wu, Runze Li, Xiang Zhan (2020). Prioritizing genetic variants in GWAS with lasso using permutation-assisted tuning. Bioinformatics, 36(12), 3811-3817.

Guangren Yang, Songshan Yang, Runze Li (2020). Feature Screening in Ultrahigh Dimensional Generalized Varying-coefficient Models. Statistica Sinica, 30, 1049-1067.

Songshan Yang #, Jiawei Wen, Xiang Zhan, Daniel Kifer (2019). ET-lasso: A New Efficient Tuning of Lasso-type Regularization for High-dimensional Data. Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining (Oral), 607-616.

Guangren Yang, Songshan Yang, Wang Zhou (2019). Adjacency Matrix Comparison for Stochastic Block Models. Random Matrices: Theory and Applications, 8(3), 1950010.

Interdisciplinary Research

David Easley, Maureen O’Hara, Songshan Yang, Zhibai Zhang (2026). Microstructure and market dynamics in crypto markets. Journal of Financial Markets, 101071.

Runze Li, Jin Mu *, Songshan Yang #, Cong Ye *, Xiang Zhan # (2024). Compositional Variable Selection in Quantile Regression for Microbiome Data with False Discovery Rate Control. Statistical Analysis and Data Mining, 17(2), e11674. (Alphabetical order)

Elisa M Trucco, Songshan Yang, James J Yang, Robert A Zucker, Runze Li, Anne Buu (2020). Time-varying Effects of GABRG1 and Maladaptive Peer Behavior on Externalizing Behavior from Childhood to Adulthood: Testing Gene×Environment×Development Effects. Journal of Youth and Adolescence, 49, 1351-1364.

Anne Buu, Songshan Yang, Runze Li, Marc A Zimmerman, Rebecca M Cunningham, Maureen A Walton (2020). Examining Measurement Reactivity in Daily Diary Data on Substance Use: Results from A Randomized Experiment. Addictive Behaviors, 102, 106198

Yuan-Wei Yao, Lu Liu, Patrick D Worhunsky, Sarah Lichenstein, Shan-Shan Ma, Lei Zhu, Xin-Hui Shi, Songshan Yang, Jin-Tao Zhang, Sarah W Yip (2020). Is Monetary Reward Processing Altered in Drug-naive Youth with A Behavioral Addiction? Findings from Internet Gaming Disorder. NeuroImage: Clinical, 26, 102202.

Songshan Yang, James A Cranford, Jennifer M Jester, Runze Li, Robert A Zucker, Anne Buu (2017). A Time-varying Effect Model for Examining Group Differences in Trajectories of Zero-inflated Count Outcomes with Applications in Substance Abuse Research. Statistics in Medicine, 36(5), 827-837.

Songshan Yang, James A Cranford, Runze Li, Robert A Zucker, Anne Buu (2017). A Time-varying Effect Model for Studying Gender Differences in Health Behavior. Statistical Methods in Medical Research, 26(6), 2812-2820.