Research

My research interests have focused on two major areas. The first is statistical machine learning and data mining, where I have concentrated on developing scalable tools for analyzing massive data with complex structures; in particular, efficient techniques for independent and time dependent data models, and more flexible statistical methods for analyzing both static and dynamic networks. My second research area is on privacy protection in data processing, sharing and mining, where I am currently developing a decision theory framework that guides the evaluation of risk and utility tradeoffs, a federated learning system for multi-party modeling of consumer credit risk, and a provable secure Ring LWE-based key exchange protocol.

Selected Journal Articles (Full list see  google scholar references)

• M. Pham, Y. Du, X. Lin, and A. Ruszczynski (2020), An Outer-inner Linearization Method for Non-convex and Nondifferentiable Composite Regularization Problems, R&R.
• Y. Du, X. Lin, M. Pham, and A. Ruszczynski (2020), Selective Linearization for Multi-block Statistical Learning, R&R.
• M. Alaziz, Z. Jia, R. Howard, X. Lin, and Y. Zhang (2020), In-Bed Body Motion Detection and Classification System. ACM Transactions on Sensor Networks. 16(2).
• R. Zhou, Q. Zhang, P. Zhang, L. Niu and X. Lin (2020), Anomaly Detection in Dynamic Attributed Networks. Neural Computing and Applications. In press.
• Y. Du, X. Lin, and A. Ruszczynski (2017), Selective Linearization For Multi-Block Convex Optimization. SIAM Journal on Optimization. 27(2),1102-1117.
• X. Lin, M. Pham, and A. Ruszczynski (2014), Alternating Linearization for Structured Regularization Problems. Journal of Machine Learning Research. 15(Oct), 3447-3481.
• Airoldi, X. Wang, and X. Lin (2013), Multi-way Blockmodels for Analyzing Coordinated High-dimensional Responses. Annals of Applied Statistics. 7(4), 2431-2457.
• J. Ding, X. Xie and X. Lin (2012), A Simple Provably Secure Key Exchange Scheme Based on the Learning with Errors Problem,  Cryptology ePrint Archive, 688.
• Y. Sun and X. Lin (2012), Regularization for Stationary Multivariate Time Series. Quantitative Finance. 12(4), 573-586.
• X. Zhu, P. Zhang, X. Lin, and Y. Shi (2010), Active Learning from Stream Data with Optimal Weight Classifier Ensemble. IEEE Transactions on SMC-Part B. 40(6), 1607-1621.
• X. Lin, J. Pittman and B. Clarke (2007), Information Conversion, Effective Samples, and Parameter Size. IEEE Transactions on Information Theory. 53(12), 4438-4456.
• A. Karr, X. Lin, A. P. Sanil, and J. P. Reiter (2005), Secure Regression on Distributed Databases. Journal of Graphical and Computational Statistics. 14, 263 – 279.