xliusufe

Tenured Professor

Shanghai University of Finance and EconomicsShanghai, China

Pinned Repositories

FactSum
An R pacakge to calculate the factorial of a natural number.
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HierFabs
A General Framework for Identifying Hierachical Interaction of Genomics Data interaction of genomics data.
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pqr
Regularized projection score estimation of treatment effects in high-dimensional quantile regression
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rbs
An R package to select the response and estimate regression coefficients simultaneously.
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REGS
“REGS” implements a relative entropy gradient sampler (REGS) for sampling from unnormalized distributions. REGS is a particle method that seeks a sequence of simple nonlinear transforms iteratively pushing the initial samples from a reference distribution into the samples from an unnormalized target distribution.
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RidgeVar
An R package for estimation of error variance via ridge regression
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RidgeVarpy
A Python package for estimation of error variance via ridge regression
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sqrtn
An R pacakge to calculate sqrt(n) with very high precision.
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tensorMAM
An R package for tensor estimation approach to multivariate additive models
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xliusufe.github.io
Xu Liu's homepage
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xliusufe/pqr
Regularized projection score estimation of treatment effects in high-dimensional quantile regression
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xliusufe/IVGC
An R package for "Integrative Analysis of Genetical Genomics Data Incorporating Network Structures"
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xliusufe/PI
Approximate pi with very high-precesion
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xliusufe/plvs
Ultra-high dimensional variable selection piecewise linear loss function
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xliusufe/VaR_Estimation
VaR Estimation for quantitative finance
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