Associate Professor of Statistics Lingzhou Xue has received the 2019 International Consortium of Chinese Mathematicians (ICCM) Best Paper Award. His paper, titled “Strong Oracle Optimality of Folded Concave Penalized Estimation” (Annals of Statistics, 2014, Vol. 42, No. 3, 819-849), was selected as one of sixteen ICCM best paper awards in mathematical sciences co-authored by Chinese descendants from 2014 to 2019.
The 2019 ICCM Best Paper Awards were selected from papers published in Acta Mathematica, Annals of Mathematics, Annals of Statistics, Inventiones Mathematicae, Journal of the Royal Statistical Society: Series B, Proceedings of the National Academy of Sciences, and other respectable journals in the last five years.
Xue’s paper studied the fundamental issue of multiple local solutions in folded concave penalized estimation and provided a general theory to explicitly show how one can obtain the desired optimal solution by using the local linear approximation algorithm. It is a central research question in high-dimensional statistics and machine learning to provide theoretical guarantees for the challenging nonconvex learning problems. Although there were multiple attempts from 2001 to 2014, it was still not clear whether the local solution computed by a given optimization algorithm possesses the desired theoretical property in the folded concave penalized estimation problem. Xue’s paper closed this gap that exists over a decade.
The 2019 ICCM Global Selection Committee consists of Shing-Tung Yau at Harvard University, John Coates at University of Cambridge, Bjorn Engquist at University of Texas at Austin, Eduard Looijenga at Tsinghua University, Bjorn Poonen at Massachusetts Institute of Technology, Duong Hong Phong at Columbia University, Donald Rubin at Harvard University, Wilfried Schmid at Harvard University, and Steve Zelditch at Northwestern University.
Xue’s research interests include high-dimensional statistics, statistical learning, optimization, econometrics, and statistical applications in biological science, environmental science, and social science.
His previous awards and honors include the Bernoulli Society New Researcher Award, 2019, the International Chinese Statistical Association International Conference Young Researcher Award, 2016, International Statistical Institute (ISI) Elected Member, 2016, the American Mathematical Society (AMS) Simons Travel Award, 2014-2016, the Institute of Mathematical Statistics (IMS) Travel Award, 2014, and Best Overall Contribution Award in the IEEE WCCI Causality Challenge, 2008.
Prior to joining the faculty at Penn State in 2014, Xue was a postdoctoral researcher at Princeton University from 2012 to 2013. He earned master’s and doctoral degrees in statistics from the University of Minnesota in 2011 and 2012, respectively, and a bachelor’s degree in statistics from Peking University in 2008.
Learn more about the International Consortium of Chinese Mathematicians (ICCM) Best Paper Award at the ICCM website.