1. Integrative data analysis: multi-task learning, meta-learning and transfer learning;

2. Latent variable models and representation learning;

3. Non-convex optimization and distributed optimization.

Papers and Preprints

(-: author names are sorted alphabetically; : student/postdoc supervised.)

2024

• Model Assessment and Selection under Temporal Distribution Shift.
  Elise Han, Chengpiao Huang, Kaizheng Wang (-)
  arXiv preprint arXiv:2402.08672, 2024.      Code
  
  

2023

• A Stability Principle for Learning under Non-Stationarity.
  Chengpiao Huang, Kaizheng Wang (-)
  arXiv preprint arXiv:2310.18304, 2023.
  
  

• Pseudo-Labeling for Kernel Ridge Regression under Covariate Shift.
  Kaizheng Wang
  arXiv preprint arXiv:2302.10160, 2023.      Code
  
  

• Learning Gaussian Mixtures Using the Wasserstein-Fisher-Rao Gradient Flow.
  Yuling Yan, Kaizheng Wang, Philippe Rigollet ( = equal contribution)
  arXiv preprint arXiv:2301.01766, 2023.
  
  

2022

• Variable Clustering via Distributionally Robust Nodewise Regression.
  Kaizheng Wang, Xiao Xu, Xun Yu Zhou (-)
  arXiv preprint arXiv:2212.07944, 2022.
  
  

• Adaptive Data Fusion for Multi-Task Non-Smooth Optimization.
  Henry Lam, Kaizheng Wang, Yuhang Wu, Yichen Zhang (-)
  arXiv preprint arXiv:2210.12334, 2022.
  
  

• Discussion of ‘Vintage Factor Analysis with Varimax Performs Statistical Inference’ by Rohe & Zeng.
  Kaizheng Wang
  Journal of the Royal Statistical Society Series B: Statistical Methodology 85(4): 1068, 2023.
  
  

• Adaptive and Robust Multi-Task Learning
  Yaqi Duan, Kaizheng Wang (-)
  Annals of Statistics 51(5): 2015-2039, 2023.
  arXiv      Code
  
  

2021

• Clustering a Mixture of Gaussians with Unknown Covariance
  Damek Davis, Mateo Díaz, Kaizheng Wang (-)
  arXiv preprint arXiv:2110.01602, 2021.
  
  

• Modern Data Modeling: Cross-Fertilization of the Two Cultures
  Jianqing Fan, Cong Ma, Kaizheng Wang, Ziwei Zhu (-)
  Observational Studies 7 (1): 65-76, 2021.
  
  

2020

• Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
  Jianqing Fan, Cong Ma, Kaizheng Wang (-)
  Journal of the American Statistical Association 115 (532): 1720-1725, 2020.
  
  

• An Theory of PCA and Spectral Clustering
  Emmanuel Abbe, Jianqing Fan, Kaizheng Wang (-)
  Annals of Statistics 50(4): 2359-2385, 2022.
  Presented by Jianqing Fan at the IMS Le Cam Lecture at the 2021 Joint Statistical Meetings.
  arXiv
  
  

• Efficient Clustering for Stretched Mixtures: Landscape and Optimality
  Kaizheng Wang, Yuling Yan, Mateo Díaz
  Advances in Neural Information Processing Systems (NeurIPS), 2020.
  arXiv
  
  

2019

• Communication-Efficient Accurate Statistical Estimation
  Jianqing Fan, Yongyi Guo, Kaizheng Wang (-)
  Journal of American Statistical Association 118 (542): 1000-1010, 2023.
  arXiv
  
  

2018

• Robust High Dimensional Factor Models with Applications to Statistical Machine Learning
  Jianqing Fan, Kaizheng Wang, Yiqiao Zhong, Ziwei Zhu (-)
  Statistical Science 36 (2): 303-327, 2021.
  arXiv
  
  

2017

• Implicit Regularization in Nonconvex Statistical Estimation: Gradient Descent Converges Linearly for Phase Retrieval, Matrix Completion and Blind Deconvolution
  Cong Ma, Kaizheng Wang, Yuejie Chi, Yuxin Chen
  Foundations of Computational Mathematics 20 (3): 451–632, 2020.
  Short version accepted by International Conference on Machine Learning (ICML), 2018.
  arXiv
  
  

• Entrywise Eigenvector Analysis of Random Matrices with Low Expected Rank
  Emmanuel Abbe, Jianqing Fan, Kaizheng Wang, Yiqiao Zhong (-)
  Annals of Statistics 48(3): 1452-1474, 2020.
  arXiv
  
  

• Spectral Method and Regularized MLE are both Optimal for Top-K Ranking
  Yuxin Chen, Jianqing Fan, Cong Ma, Kaizheng Wang (-)
  Annals of Statistics 47 (4): 2204-2235, 2019.
  arXiv
  
  

• Distributed Estimation of Principal Eigenspaces
  Jianqing Fan, Dong Wang, Kaizheng Wang, Ziwei Zhu (-)
  Annals of Statistics 47 (6): 3009-3031, 2019.
  arXiv
  
  

2016

• Factor-Adjusted Regularized Model Selection
  Jianqing Fan, Yuan Ke, Kaizheng Wang (-)
  Journal of Econometrics 216 (1): 71-85, 2020.
  arXiv
  
  

• Stochastic Representations for the Wave Equation on Graphs and Their Scaling Limits
  Kaizheng Wang
  Journal of Mathematical Analysis and Applications 449 (1): 808-828, 2017.
  arXiv
  
  

2014

• On the Neumann Problem for Harmonic Functions in the Upper Half Plane
  Kaizheng Wang
  Journal of Mathematical Analysis and Applications 419 (2): 839-848, 2014.
  
  

Note

• Some Compact Notations for Concentration Inequalities and User-Friendly Results
  Kaizheng Wang
  arXiv preprint arXiv:1912.13463, 2019.