Research

Finite-Sample Distribution Theory and Efficient Large-Scale Inference for Online Quantile Regression

Ziyang Wei, Jiaqi Li, Lan Wang, Wei Biao Wu

Journal of the American Statistical Association (T&M), under review

[arXiv]

Central Limit Theorems for Stochastic Gradient Descent Quantile Estimators

Ziyang Wei, Jiaqi Li, Likai Chen, Wei Biao Wu

Published in IEEE Transactions on Information Theory, vol. 72, no. 8, pp. 6054–6070, 2026

[Paper] [arXiv]

Refining Covariance Matrix Estimation in Stochastic Gradient Descent Through Bias Reduction

Ziyang Wei, Wanrong Zhu, Jingyang Lyu, Wei Biao Wu

Published in International Conference on Artificial Intelligence and Statistics (AISTATS), PMLR vol. 300, pp. 3565–3573, 2026

[Paper] [arXiv]

General Weighted Averaging in Stochastic Gradient Descent: CLT and Adaptive Optimality

Ziyang Wei, Wanrong Zhu, Wei Biao Wu

Published in International Conference on Artificial Intelligence and Statistics (AISTATS), PMLR vol. 300, pp. 1198–1206, 2026

[Paper] [arXiv]

Gaussian Approximation and Concentration of Constant Learning-Rate Stochastic Gradient Descent

Ziyang Wei, Jiaqi Li, Zhipeng Lou, Wei Biao Wu

Published in Advances in Neural Information Processing Systems (NeurIPS), vol. 38, pp. 85003–85033, 2025

[Paper]

Asymptotic Theory of SGD with a General Learning-Rate

Or Goldreich, Ziyang Wei, Soham Bonnerjee, Jiaqi Li, Wei Biao Wu

Published in Advances in Neural Information Processing Systems (NeurIPS), vol. 38, pp. 23242–23269, 2025

[Paper]

CALLR: A Semi-Supervised Cell-Type Annotation Method for Single-Cell RNA Sequencing Data

Ziyang Wei, Shuqin Zhang

Published in Bioinformatics, vol. 37, Supplement 1, pp. i51–i58, 2021

[Paper]

High Confidence Level Inference is Almost Free using Parallel Stochastic Optimization

Wanrong Zhu, Zhipeng Lou, Ziyang Wei, Wei Biao Wu

The Journal of Machine Learning Research (JMLR), revision submitted

[arXiv]

Exact Tail Laws for Nonlinear SGD with Infinite-Variance Gradients

Xiaoli Li, Qianqian Lei, Ziyang Wei, Wei Biao Wu

Submitted

[arXiv]

Attention to Quantiles: Statistical Theory for Regularized SGD

Junyu Chen, Weining Wang, Ziyang Wei, Wei Biao Wu

Submitted

Uniform Confidence Bands for Continuous Treatment Effects with Nonparametric Caliper Weighting

Ziyang Wei, José R. Zubizarreta, Junwei Lu

Working paper