Peirong Xu

Peirong Xu
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Peirong Xu

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Statistics - Methodology (3)
Statistics - Theory (1)
Mathematics - Statistics (1)

Publications Authored By Peirong Xu

This paper is concerned with learning of mixture regression models for individuals that are measured repeatedly. The adjective "unsupervised" implies that the number of mixing components is unknown and has to be determined, ideally by data driven tools. For this purpose, a novel penalized method is proposed to simultaneously select the number of mixing components and to estimate the mixing proportions and unknown parameters in the models. Read More

To detect differences between the mean curves of two samples in longitudinal study or functional data analysis, we usually need to partition the temporal or spatial domain into several pre-determined sub-areas. In this paper we apply the idea of large-scale multiple testing to find the significant sub-areas automatically in a general functional data analysis framework. A nonparametric Gaussian process regression model is introduced for two-sided multiple tests. Read More

In this paper, we propose a novel method to select significant variables and estimate the corresponding coefficients in multiple-index models with a group structure. All existing approaches for single-index models cannot be extended directly to handle this issue with several indices. This method integrates a popularly used shrinkage penalty such as LASSO with the group-wise minimum average variance estimation. Read More

A novel general framework is proposed in this paper for dimension reduction in regression to fill the gap between linear and fully nonlinear dimension reduction. The main idea is to transform first each of the raw predictors monotonically, and then search for a low-dimensional projection in the space defined by the transformed variables. Both user-specified and data-driven transformations are suggested. Read More