- Associate Editor of Journal of the American Statistical Association (Theory and Methods),
- Associate Editor of Annals of Statistics, February 2012--present
- Action Editor of Journal of Machine Learning Research, September 2009--present
- Associate Editor of Statistica Sinica, October 2008--present
- Associate Editor of Statistics and Its Interface, October 2010--present
- Associate Editor of Journal of the Royal Statistical Society, Series B, August 2008--December 2012
- Guest Editor of Statistical Methods in Medical Research, a special issue of variable selection, October 2013 22(5).
- Guest Co-editor of Statistics and Its Interface, a special issue for IMS-China
International Conference on Statistics and Probability 2011, Volume 6 (2013) Number 1.
- Guest Co-editor of Computational Statistics, a special issue of Sparse matrices in data analysis, December 2013.
- ICSA Board of Directors (2012--2014)
- Co-Chair of the organizing committee, 2011 IMS-CHINA Statistics and Probability Conference, XiAn, China.