activity
20132023
most citedLaw of Log Determinant of Sample Covariance Matrix and Optimal Estimation of Differential Entropy for High-Dimensional Gaussian Distributions

70 citations · 123 across the 13 of their papers we have counts for

collaborators

13 papers

stat.ME2023★ 1 cited

Statistical Inference and Large-scale Multiple Testing for High-dimensional Regression Models

T. Tony Cai, Zijian Guo, Yin Xia

This paper presents a selective survey of recent developments in statistical inference and multiple testing for high-dimensional regression models, including linear and logistic re…

stat.ME2023★ 1 cited

Testing High-dimensional Multinomials with Applications to Text Analysis

T. Tony Cai, Zheng Tracy Ke, Paxton Turner

Motivated by applications in text mining and discrete distribution inference, we investigate the testing for equality of probability mass functions of groups of high-dimensiona…

stat.ML2022★ 1 cited

Transfer Learning for Contextual Multi-armed Bandits

Changxiao Cai, T. Tony Cai, Hongzhe Li

Motivated by a range of applications, we study in this paper the problem of transfer learning for nonparametric contextual multi-armed bandits under the covariate shift model, wher…

stat.ME2022★ 1 cited

A Locally Adaptive Algorithm for Multiple Testing with Network Structure

Ziyi Liang, T. Tony Cai, Wenguang Sun +1

Incorporating auxiliary information alongside primary data can significantly enhance the accuracy of simultaneous inference. However, existing multiple testing methods face challen…

stat.ME2022★ 2 cited

Estimation and Inference with Proxy Data and its Genetic Applications

Sai Li, T. Tony Cai, Hongzhe Li

Existing high-dimensional statistical methods are largely established for analyzing individual-level data. In this work, we study estimation and inference for high-dimensional line…

stat.ME2020★ 7 cited

Estimation, Confidence Intervals, and Large-Scale Hypotheses Testing for High-Dimensional Mixed Linear Regression

Linjun Zhang, Rong Ma, T. Tony Cai +1

This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion…