Publications and Manuscripts
Cai, Z., Fan, Y. and Gao, L. (2025). Knockoffs Inference under Privacy Constraints. Manuscript.
Fan, Y., Gao, L., Lv, J. and Xu, X. (2025). Asymptotic FDR Control with Model-X Knockoffs: Is Moments Matching Sufficient? Manuscript. [PDF]
Chen, E., Chen, X., Gao, L and Li, J. (2024). Dynamic Contextual Pricing with Doubly Non-Parametric Random Utility Models. Manuscript. [PDF]
Fan, Y., Gao, L. and Lv, J. (2024). ARK: Robust Knockoffs Inference with Coupling. The Annals of Statistics, to appear. [PDF]
Demirkaya, E. Fan, Y., Gao, L., Lv, J., Vossler, P. and Wang, J. (2024). Optimal Nonparametric Inference with Two-Scale Distributional Nearest Neighbors. JASA-Theory & Methods, 119(545), 297-307. [PDF]
Gao, L., Shao, Q.-M. and Shi, J. (2022). Refined Cramér type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean. The Annals of Statistics, 50(2), 673-697. [PDF]
Gao, L., Fan, Y., Lv, J. and Shao, Q.-M. (2021). Asymptotic distributions of high-dimensional distance correlation inference. The Annals of Statistics, 49(4), 1999-2020. [PDF]
Presentations
Asymptotic FDR Control with Model-X Knockoffs: Is Moments Matching Sufficient?
Seminar (online), International Seminar on Selective Inference, March 2025.
ARK: Robust Knockoffs Inference with Coupling
Invited talk, 2025 SEEDS Conference, USC, Los Angeles, January 2025.
ARK: Robust Knockoffs Inference with Coupling
Seminar, Department of Statistics, Michigan State University, October 2024.
ARK: Robust Knockoffs Inference with Coupling
Seminar, Stewart School of Industrial and Systems Engineering, Georgia Tech, September 2024.
ARK: Robust Knockoffs Inference with Coupling
Invited talk, 2024 International Conference on Frontiers of Data Science, Hangzhou, China, July 2024.
ARK: Robust Knockoffs Inference with Coupling
Invited talk, 2024 IMS-China, Yinchuan, China, July 2024.
ARK: Robust Knockoffs Inference with Coupling
Invited talk, 2024 WNAR, Fort Collins, US, June 2024.
ARK: Robust Knockoffs Inference with Coupling
Invited talk, CMStatistics 2023, Berlin, Germany, December 2023.
ARK: Robust Knockoffs Inference with Coupling
Invited talk, BIRS-IASM Workshop, Hangzhou, China, December 2023.
ARK: Robust Knockoffs Inference with Coupling
Invited talk, Symposium on Data Science and Risk Analytics 2023, Hong Kong, December 2023
Thompson Sampling with Discrete Prior
Contributed talk, Informs 2023, Phoenix, USA, October 2023.
Optimal Nonparametric inference with Two-Scale Distributional Nearest Neighbors
Invited talk, Ecosta 2023, Tokyo, Japan, August 2023.
Optimal Nonparametric inference with Two-Scale Distributional Nearest Neighbors
Invited talk, 2023 ICSA Applied Statistics Symposium, Ann Arbor, USA, June 2023.
Optimal Nonparametric inference with Two-Scale Distributional Nearest Neighbors
Invited talk, CMStatistics 2022, London, UK, December 2022.
High-dimensional Distance Correlation Inference
Decision Science Seminar Series, Fuqua School of Business, Duke University, September 2022
Asymptotic Distributions of High-dimensional Distance Correlation Inference
Invited talk (topic-contributed session), 2021 Joint Statistical Meetings (virtual), August 2021.
Nonparametric Inference of Heterogeneous Treatment Effects with Two-Scale Distributional Nearest Neighbors
Invited talk, 4th International Conference on Econometrics and Statistics (EcoSta 2021, virtual), June 2021.
Cramér Type Moderate Deviation Theorems for Studentized Trimmed Mean
Invited talk, 5th Institute of Mathematical Statistics Asia Pacific Rim Meeting, Singapore, June 2018.
On Approximation of Studentized Sample Quantile
Invited talk, 6th IMS-China International Conference on Statistics and Probability, Nanning, China, June 2017.