Publication and Preprints

• Conformal prediction after efficiency-oriented model selection
  Ruiting Liang, Wanrong Zhu and Rina Foygel Barber, 2024.
• High Confidence Level Inference is Almost Free using Parallel Stochastic Optimization
  Wanrong Zhu, Zhipeng Lou, Ziyang Wei and Wei Biao Wu, 2024.
• Approximate co-sufficient sampling with regularization
  Wanrong Zhu and Rina Foygel Barber, 2023.
• Weighted Averaged Stochastic Gradient Descent: Asymptotic Normality and Optimality
  Ziyang Wei*, Wanrong Zhu*, and Wei Biao Wu, 2023.
• Online Covariance Matrix Estimation in Stochastic Gradient Descent
  Wanrong Zhu, Xi Chen and Wei Biao Wu.
  Journal of the American Statistical Association, 2023.
• Beyond Sub-Gaussian Noises: Sharp Concentration Analysis for SGD
  Zhipeng Lou*, Wanrong Zhu*, and Wei Biao Wu.
  Journal of Machine Learning Research, 2022.

* = alphabetical ordering or equal contribution