Research

Preprints

• Uncertainty quantification for iterative algorithms in linear models with application to early stopping
  Pierre C. Bellec, Kai Tan (2024) (alphabetical order).
  arXiv preprint: 2404.17856

• Corrected generalized cross-validation for finite ensembles of penalized estimators
  Pierre C. Bellec, Jin-Hong Du, Takuya Koriyama, Pratik Patil, Kai Tan (2023) (alphabetical order).
  arXiv preprint: 2310.01374 [Code]

Publications

1. Multinomial Logistic Regression: Asymptotic Normality on Null Covariates in High-Dimensions
   Kai Tan, and Pierre C. Bellec (2023).
   Advances in Neural Information Processing Systems 36 (2024). [Code]

2. Noise covariance estimation in multi-task high-dimensional linear models
   Kai Tan, Gabriel Romon, and Pierre C. Bellec (2023).
   Bernoulli. 30.3 (2024): 1695-1722.

3. Variable dependent partial dimension reduction
   Lu Li, Kai Tan, Xuerong Meggie Wen, and Zhou Yu (2023) (alphabetical order).
   TEST. 32, 521–541 (2023).

4. Sparse SIR: optimal rates and adaptive estimation
   Kai Tan, Lei Shi, and Zhou Yu (2020).
   The Annals of Statistics 48.1 (2020): 64-85.

5. COM-negative binomial distribution: modeling overdispersion and ultrahigh zero-inflated count data
   Huiming Zhang, Kai Tan and Bo Li (2018).
   Frontiers of Mathematics in China, 13(4), 967-998.