• Weichen Wang, Ran An, Ziwei Zhu (2021). Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective.

  • Ziwei Zhu, Shihao Wu (2021). On the early solution path of best subset selection.

  • Yongyi Guo, Ziwei Zhu, Jianqing Fan (2020). Best subset selection is robust against design dependence. [: equal contribution]

  • Ziwei Zhu, Tengyao Wang, Richard J. Samworth (2019). High-dimensional principal component analysis with heterogeneous missingness. [Package: primePCA ]

  • Ziwei Zhu, Xudong Li, Mengdi Wang, Anru Zhang. Learning Markov models via low-rank optimization. Operations Research, to appear.

  • Jianqing Fan, Cong Ma, Kaizheng Wang, Ziwei Zhu* (2021). Modern data modeling: Cross-fertilization of the two cultures. Observational Studies, 7, 65-76.

  • Jianqing Fan, Weichen Wang, Ziwei Zhu* (2021). A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery. The Annals of Statistics, 49, 1239-1266.

  • Jianqing Fan, Kaizheng Wang, Yiqiao Zhong, Ziwei Zhu* (2021). Robust high dimensional factor models with applications to statistical machine learning. Statistical Science, 36, 303-327.

  • Ziwei Zhu, Wenjing Zhou (2021). Taming heavy-tailed features by shrinkage. International Conference on Artificial Intelligence and Statistics (AISTATS).

  • Jianqing Fan, Dong Wang, Kaizheng Wang, Ziwei Zhu* (2019). Distributed estimation of principal eigenspaces. The Annals of Statistics, 47, 3009-3031.

  • Jianqing Fan, Wenyan Gong, Ziwei Zhu* (2019). Generalized high-dimensional trace regression with nuclear norm regularization. Journal of Econometrics, 212, 177-202.

  • Jianqing Fan, Han Liu, Weichen Wang, Ziwei Zhu* (2018). Heterogeneity adjustment with applications to graphical model inference. Electronic Journal of Statistics, 12, 3908-3952.

  • Jianqing Fan, Qiang Sun, Wenxin Zhou, Ziwei Zhu* (2018). Principal component analysis for big data. Wiley StatsRef: Statistics Reference Online.

  • Heather Battey, Jianqing Fan, Han Liu, Junwei Lu, Ziwei Zhu* (2018). Distributed testing and estimation under sparse high dimensional models. The Annals of Statistics, 46, 1352-1382.


    *: Alphabetical authorship