About me
I will be moving to University College London from Sep 2018.
I am a senior research fellow at Cantab Capital Institute for the Mathematics of Information, University of Cambridge. I am broadly interested in the area of high-dimensional statistics. My research aims to develop computationally efficient procedures for high-dimensional problems, while at the same time understanding the potential statistical limitations imposed by computational constraints.
Research interests
- High-dimensional statistical inference
- Statistical and computational tradeoffs
- Shape constrained estimation problems
- Applications, including medical statistics and financial data analysis
Publications and preprints
- Gataric, M., Wang, T. and Samworth, R. J. (2018) Sparse principal component analysis via random projection. Preprint, arxiv:1712.05630. [pdf]. The accompanying R package SPCAvRP is available from CRAN.
- Han, Q., Wang, T., Chatterjee, S. and Samworth, R. J. (2018) Isotonic regression in general dimensions. Ann. Statist., to appear, arxiv:1708.09468. [pdf].
- Wang, T., Samworth, R. J. (2018) High-dimensional change point estimation via sparse projection. J. Roy. Statist. Soc., Ser. B, 80, 57–83. [pdf]. The accompanying R package InspectChangepoint is on CRAN.
- Feretis, M., Wang, T., Ghorani, E. [et al.] (2017) Development of a prognostic model that predicts survival following Whipple's resection for ampullary adenocarcinoma. Pancreas, 46, 1314–1321.
- Wang, T., Berthet, Q. and Plan, Y. (2016) Average-case hardness of RIP certification. Advances in Neural Information Processing Systems, 29. [pdf]
- Wang, T., Berthet, Q. and Samworth, R. J. (2016) Statistical and computational trade-offs in estimation of sparse principal components. Ann. Statist., 44, 1896–1930. [pdf]
- Yu, Y., Wang, T. and Samworth, R. J. (2015) A useful variant of the Davis–Kahan theorem for statisticians. Biometrika, 102, 315–323. [pdf]
- Bubeck, S., Wang, T. and Viswanathan, N. (2013) Multiple identifications in multi-armed bandits. Proceedings of the 30th International Conference on Machine Learning. [pdf]
- Bolotnikov, V., Wang, T. and Weiss, J. M. (2012) Boundary Angular Derivatives of Generalized Schur Functions. J. Aust. Math. Soc., 93, 203–224. [pdf]
- Wang, T. and Weiss, J. M. (2011) Nevanlinna–Pick interpolation by rational functions with a single pole inside the unit disk. J. Comput. Appl. Math., 236, 1497–1501. [pdf]
- Wang, T. (2016) Spectral methods and computational trade-offs in high-dimensional statistical inference. Ph.D. thesis, University of Cambridge. [pdf]
- Wang, T. (2013) Applications of Empirical Process Theory. Part III Essay, University of Cambridge. [pdf]
Selected talks
- Statistics and econometrics seminar, Université libre de Bruxelles, 2017. [isoreg.pdf]
- Statistics seminar, University of Bristol, 2016. [changepoint.pdf]
- Invited talk at International Society of Non-Parametric Statistics conference, Avignon, 2016. [tradeoff.pdf]
- Contributed talk at IMS-China conference, Kunming, 2015. [DKvariant.pdf]
Teaching
I am teaching Part III Statistical Learning in Practice lectures and practicals this term [course website].
I have taught Part II Statistical Modelling practical sessions in Lent 2017. My supervision experiences include: Part IA Probability, Part IB Statistics, Part II Statistical Modelling, Part III Modern Statistics. The notes for statistics catch-up lecture for Michaelmas, 2014 can be found here.