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Wei Biao Wu
Wei Biao Wu
Professor, Department of Statistics and the College


Web: http://www.stat.uchicago.edu/~wbwu/
E-mail:  wbwu@galton.uchicago.edu
Phone: 773.702.0958
Fax: 773.702.9810

University of Chicago
Department of Statistics
5734 S. University Avenue
Eckhart 105
Chicago, IL 60637

Publications

Research Interests

For most of the current research in high-dimensional inference, it is assumed that the underlying observations are independent and/or the tails are light. I am establishing a framework and a systematic theory for high-dimensional inference under dependence, and developing necessary tools so that the dependence can be accounted for. In particular, I am working on model selection, covariance matrix estimation, regression, mean vector estimation, and multiple testing problems for data with dependence. On the probabilistic side, I am interested in deviation and concentration inequalities for dependent random variables which may not have exponential moments. I am also investigating the deep Gaussian approximation problem.

 

Last update: 1/10/13