About me
I am a post-doctoral research associate at the Statistical Laboratory, University of Cambridge, under the supervision of Prof Richard J. Samworth. 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. I have worked in the areas of sparse principal component analysis and high-dimensional changepoint estimation.
Publications and Preprints
- Wang, T., Samworth, R. J. (2016) High-dimensional changepoint estimation via sparse projection. arXiv preprint, arxiv:1606.06246. [pdf]. The accompanying R package InspectChangepoint is on CRAN.
- Wang, T., Berthet, Q. and Plan, Y. (2016) Average-case hardness of RIP certification. NIPS 2016. [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]
Teaching
I am teaching Part II Statistical Modelling practical sessions and supervising Part IB Statistics and Part II Statistical Modelling in Lent term, 2017. I have also supervised Part IA Probability in the past. The notes for statistics catch-up lecture for Michaelmas term, 2014
can be found here.