Statistical Science


Dr Tengyao Wang

PositionLecturer in Statistical Data Science
Phone (external)+44(0)20 7679 1862
Phone (internal)41862
Email (@ucl.ac.uk)tengyao.wang
Personal webpagewww.homepages.ucl.ac.uk/~ucaktwa/
ThemesGeneral Theory and Methodology, Multivariate and High Dimensional Data

Biographical Details

  • 2018–now: Lecturer in Statistical Data Science, University College London
  • 2016–2018: Postdoc, University of Cambridge
  • 2013–2016: PhD, University of Cambridge, supervisor Richard J. Samworth

Research Interests

Tengyao is broadly interested in the area of high-dimensional statistics. His 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.

Selected publications

  • Chen, Y., Wang, T. and Samworth, R. J. (2020+) High-dimensional, multiscale online changepoint detection. Preprint. arxiv:2003.03668.
  • Gataric, M., Wang, T. and Samworth, R. J. (2020) Sparse principal component analysis via axis-aligned random projections. J. Roy. Statist. Soc., Ser. B, 82, 329–359.
  • Han, Q., Wang, T., Chatterjee, S. and Samworth, R. J. (2019) Isotonic regression in general dimensions. Ann. Statist., 47, 2440–2471.
  • Wang, T., Samworth, R. J. (2018) High-dimensional change point estimation via sparse projection. J. Roy. Statist. Soc., Ser. B, 80, 57–83.
  • 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.
  • Yu, Y., Wang, T. and Samworth, R. J. (2015) A useful variant of the Davis–Kahan theorem for statisticians. Biometrika, 102, 315–323.