Cheng Wang (王 成)
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特别研究员 (Tenure-track Associate Professor ) , |
About me
I received the B.S. and PhD degrees in Statistics from University of Science and Technology of China (USTC), in 2007 and 2013, respectively.
Research
My research interests include
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Random matrix theory
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High dimensional covariance matrix inference
Recent Publications
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Cheng Wang, Binyan Jiang and Liping Zhu, Penalized interaction estimation for ultrahigh dimensional quadratic regression, Statistica Sinica, in press, 2019+. (arxiv, R package PIE)
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Cheng Wang and Binyan Jiang, An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss, Computational Statistics & Data Analysis, 142, 106812，2020. (arxiv, R package EQUAL )
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Cheng Wang, Zhou Yu and Liping Zhu, On cumulative slicing estimation for high dimensional data, Statistica Sinica, in press, 2019+.
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Cheng Wang and Binyan Jiang, On the dimension effect of regularized linear discriminant analysis, Electronic Journal of Statistics, 12, 2709-2742, 2018.
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Cheng Wang, Guangming Pan, Tiejun Tong and Lixing Zhu, Shrinkage estimation for large dimensional precision matrices using random matrix theory, Statistica Sinica, 25, 993-1008, 2015.
