I'm a Ph.D. candidate in Department of Mathematics at University of California, San Diego, advised by Professor Wen-Xin Zhou. I'm interested in non-asymptotic theory of statistical learning and inference, currently with a particular focus on quantile-involved learning tasks. I also enjoy programming and have developed several open-source R packages. Before joining UCSD, I obtained my B.S. in Mathematics from Fudan University and M.S. in Statistics from University of Michigan, Ann Arbor.

The pronunciation of my first name is close to [Shiau-Oh].

- Smoothed quantile regression with large-scale inference (2020), with Xuming He, Kean Ming Tan and Wen-Xin Zhou. Paper | Supplement | Package
- Multiplier bootstrap for quantile regression: Non-asymptotic theory under random design (2020), with Wen-Xin Zhou.
*Information and Inference: A Journal of the IMA*, to appear.

Paper | Code - FarmTest: An R package for factor-adjusted robust multiple testing (2019), with Koushiki Bose, Jianqing Fan, Yuan Ke and Wen-Xin Zhou.

Paper | Package - Nonconvex regularized robust regression with oracle properties in polynomial time (2019), with Qiang Sun and Wen-Xin Zhou.

arXiv | Package

- Statistics & Data Science Symposium, UCSD, Jan 2019. Poster

- conquer: Convolution-Type Smoothed Quantile Regression. CRAN | URL
- FarmTest: Factor-Adjusted Robust Multiple Testing. CRAN | URL
- tfHuber: Tuning-Free Huber Regression. URL
- ILAMM: Nonconvex Regularized Robust Regression via Iterative Local Adaptive Majorize-Minimization Algorithm. URL

- Fall: Math 181B, Introduction to Mathematical Statistics II, by Professor Wenxin Zhou.

- Fall, Winter and Spring: Math 11, Calculus-Based Introductory Probability and Statistics.
- Spring: Math 281C, Mathematical Statistics (modern), by Professor Wenxin Zhou. Website
- Winter: Math 180A, Introduction to Probability, by Professor David Meyer.
- Fall: Math 281A, Mathematical Statistics (classical), by Professor Wenxin Zhou. Website

- Summer II: Math 20E, Vector Calculus, by Professor Kyle Meyer.
- Summer I: Math 11, Calculus-Based Introductory Probability and Statistics, by Professor Frances Hammock.
- Spring: Math 180B, Introduction to Stochastic Processes I, by Professor Mohammadreza Aghajani.
- Winter: Math 181A, Introduction to Mathematical Statistics I, by Professor David Quarfoot.
- Fall: Math 181B, Introduction to Mathematical Statistics II, by Professor Danna Zhang.

- Spring: Math 185, Introduction to Computational Statistics, by Professor Ery Arias-Castro.
- Winter: Math 11, Calculus-Based Introductory Probability and Statistics, by Professor Daniel Kane.
- Fall: Math 10B, Calculus II, by Professor Pawel Pralat.

- Professors in my committee: Ery Arias-Castro, Dimitris N. Politis, Jason Schweinsberg and Yixiao Sun
- My GitHub page