Keywords: transelliptical and sparse additive models.
Beyond normality and linearity: semiparametric inference with functional and structural sparsity.
Keywords: approximate path following algorithm.
Beyond convexity: theory of nonconvex optimization and algorithmic statistics.
Keywords: post-selection inferential analysis.
Beyond estimation: local and global confidence sets and hypothesis testing in high dimensions.
Keywords: genomics, neuroimage, and financial time series.
Understanding informational and computational complexity, modelig flexibility and structural complexity, statistical regularization and optimization robustness.