Research interests

Preprints

  • Yumeng Wang, Ziwei Zhu, Xuming He (2022). ReBoot: Distributed statistical learning via refitting Bootstrap samples. [Github]

  • Michael Law, Ya'acov Ritov, Ruixiang Zhang, Ziwei Zhu (2021). Rank-constrained least squares: Prediction and inference.

  • Yang Li, Zemin Zheng, Jia Zhou, Ziwei Zhu (2021). High-dimensional inference via hybrid orthogonalization.

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

    • Publications

  • Ziwei Zhu, Shihao Wu (2024+). On sure early solution path of the best subset. IEEE Transactions on Information Theory, to appear.

  • Saptarshi Roy, Ambuj Tewari, Ziwei Zhu (2024+). High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective. Bernoulli, to appear.

  • Wen Wang, Shihao Wu, Ziwei Zhu, Ling Zhou, Peter X.-K. Song (2024). Supervised homogeneity fusion: A combinatorial approach. The Annals of Statistics, 52, 285-310.

  • Weichen Wang, Ran An, Ziwei Zhu (2024). Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. Journal of Econometrics, 239.

  • Ziwei Zhu, Tengyao Wang, Richard J. Samworth (2022). High-dimensional principal component analysis with heterogeneous missingness. Journal of the Royal Statistical Society: Series B, 84, 2000-2031. [Package: primePCA ]

  • Ziwei Zhu, Xudong Li, Mengdi Wang, Anru Zhang (2021). Learning Markov models via low-rank optimization. Operations Research, 70, 2384-2398.

  • 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