Wen-Xin Zhou

Department of Mathematics
University of California, San Diego
9500 Gilman Dr.
La Jolla, CA 92093

Phone: 858-534-2640
E-mail: wez243@ucsd.edu
Office: AP&M 6131

I am an assistant professor in the Department of Mathematics at the University of California, San Diego [Google Scholar].

My research areas are in mathematical statistics and statistical learning theory, including asymptotic theory in probability and statistics, high dimensional and large-scale statistical inference with a particular focus on uncertainty quantification methodology, nonparametric and robust statistics.


Tuning-free Huber regression: A Non-asymptotic perspective on robustness
with Lili Wang, Chao Zheng and Wen Zhou
Preprint, 2018

Robust inference via multiplier bootstrap
with Xi Chen
Preprint, 2018

Adaptive Huber regression: Optimality and phase transition
with Qiang Sun and Jianqing Fan
Preprint, 2017


FarmTest: Factor-adjusted robust multiple testing with approximate false discovery control
with Jianqing Fan, Yuan Ke and Qiang Sun
Journal of the American Statistical Association, to appear, 2018
[arXiv] [software]

Principal component analysis for big data
with Jianqing Fan, Qiang Sun and Ziwei Zhu
Wiley StatsRef: Statistics Reference Online, to appear, 2018

A new perspective on robust M-estimation: Finite sample theory and applications to dependence-adjusted multiple testing
with Koushiki Bose, Jianqing Fan and Han Liu
The Annals of Statistics, 46, 1904-1931, 2018
[DOI] [arXiv]

Are discoveries spurious? Distributions of maximum spurious correlations and their applications
with Jianqing Fan and Qi-Man Shao
The Annals of Statistics, 46, 989-1017, 2018
[DOI] [arXiv]

Max-norm optimization for robust matrix recovery
with Ethan X. Fang, Han Liu and Kim-Chuan Toh
Mathematical Programming, Series B, 167, 5-35, 2018
[DOI] [arXiv]

On Gaussian comparison inequality and its application to spectral analysis of large random matrices
with Fang Han and Sheng Xu
Bernoulli, 24, 1787-1833, 2018
[DOI] [arXiv]

Simulation-based hypothesis testing of high dimensional means under covariance heterogeneity
with Jinyuan Chang, Chao Zheng and Wen Zhou
Biometrics, 73, 1300-1310, 2017
[DOI] [arXiv]

Self-normalization: Taming a wild population in a heavy-tailed world
with Qi-Man Shao
Applied Mathematics - A Journal of Chinese Universities, 32, 253-269, 2017

Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
with Jinyuan Chang, Wen Zhou and Lan Wang
Biometrics, 73, 31-41, 2017
[DOI] [arXiv]

Two-sample smooth tests for the equality of distributions
with Chao Zheng and Zhen Zhang
Bernoulli, 23, 951-989, 2017
[DOI] [arXiv]

Guarding against spurious discoveries in high dimensions
with Jianqing Fan
Journal of Machine Learning Research, 17(203), 1-34, 2016
[DOI] [arXiv]

Nonparametric covariate-adjusted regression
with Aurore Delaigle and Peter Hall
The Annals of Statistics, 44, 2190-2220, 2016

Cramér-type moderate deviations for Studentized two-sample U-statistics with applications
with Jinyuan Chang and Qi-Man Shao
The Annals of Statistics, 44, 1931-1956, 2016

Matrix completion via max-norm constrained optimization
with Tony T. Cai
Electronic Journal of Statistics, 10, 1493-1525, 2016

Cramér type moderate deviation theorems for self-normalized processes
with Qi-Man Shao
Bernoulli, 22, 2029-2079, 2016

Stein’s method for nonlinear statistics: A brief survey and recent progress
with Qi-Man Shao and Kan Zhang
Journal of Statistical Planning and Inference, 168, 68-89, 2016

Nonparametric and parametric estimators of prevalence from group testing data with aggregated covariates
with Aurore Delaigle
Journal of the American Statistical Association, 110, 1785-1796, 2015

Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
with Qi-Man Shao
The Annals of Probability, 42, 623-648, 2014
[DOI] [arXiv]

A max-norm constrained minimization approach to 1-bit matrix completion
with Tony T. Cai
Journal of Machine Learning Research, 14, 3619-3647, 2013


2017-Present: Assistant Professor, Department of Mathematics, University of California, San Diego
2015-17: Postdoctoral Research Associate, Department of Operations Research and Financial Engineering, Princeton University
2013-15: Research Fellow, School of Mathematics and Statistics, University of Melbourne
2009-13: Phd Student, Department of Mathematics, Hong Kong University of Science and Technology