WEI BIAO WU'S PUBLICATIONS

1.    SOHAM BONNERJEE, Sayar Karmakar, Wei Biao Wu, Sharp Gaussian approximations for Decentralized Federated Learning, NeurIPS 2025

2.    Or Goldreich, Ziyang Wei, SOHAM BONNERJEE, Jiaqi Li, Wei Biao Wu, Asymptotic theory of SGD with a general learning-rate. NeurIPS 2025

3.    Ziyang Wei, Jiaqi Li, Zhipeng Lou, Wei Biao Wu, Gaussian Approximation and Concentration of Constant Learning-Rate Stochastic Gradient Descent. NeurIPS 2025

4.    Jiaqi Li, Zhipeng Lou, Johannes Schmidt-Hieber, Wei Biao Wu, Statistical Guarantees for High-Dimensional Stochastic Gradient Descent. NeurIPS 2025

5.    R Xie, TN Sriram, WB Wu, P Ma. Online Sequential Leveraging Sampling Method for Streaming Autoregressive Time Series with Application to Seismic Data. Annals of Applied Statistics 2025

6.    Degui Li, Bin Peng, Songqiao Tang, and Wei Biao Wu  Estimation of Grouped Time-Varying Network Vector Autoregressive Models. Annals of Statistics 2025

7.    Y Wu, WB Wu Optimal Multivariate EWMA Chart for Detecting Common Change in Mean. Methodology and Computing in Applied Probability, 2025

8.    Z Lou, WB Wu. High-dimensional Simultaneous Inference of Quantiles. Sankhya A, 2025

9.    T Kley, YP Liu, H Cao, WB Wu. Change-point analysis with irregular signals. The Annals of Statistics, 2024

10.J Li, L Chen, W Wang, WB Wu. L2 inference for change points in high-dimensional time series via a Two-Way MOSUM. The Annals of Statistics, 2024

11.J Gao, B Peng, WB Wu, Y Yan. Time-varying multivariate causal processes. Journal of Econometrics, 2024

12.S Bonnerjee, S Karmakar, WB Wu. Gaussian approximation for nonstationary time series with optimal rate and explicit construction. The Annals of Statistics, 2024

13.G Motta, WB Wu, M Pourahmadi. √ 2-estimation for smooth eigenvectors of matrix-valued functions. Biometrika, 2023

14.W Zhu, X Chen, WB Wu. Online covariance matrix estimation in stochastic gradient descent. JASA 2023

15.Z Lou, X Zhang, WB Wu. High-dimensional analysis of variance in multivariate linear regression. Biometrika, 2023

16.L Chen, G Keilbar, WB Wu Recursive quantile estimation: Non-asymptotic confidence bounds. Journal of Machine Learning Research, 2023

17.Y Han, RS Tsay, WB Wu. High dimensional generalized linear models for temporal dependent data. Bernoulli, 2023

18.W Zhu, Z Lou, WB Wu. Beyond sub-gaussian noises: Sharp concentration analysis for stochastic gradient descent. Journal of Machine Learning Research, 2022

19.Min D. Tang-Schomer, Harshpreet Chandok, Wei-Biao Wu, Ching C. Lau, Markus J. Bookland, Joshy George. 3D patient-derived tumor models to recapitulate pediatric brain tumors In Vitro. Translational Oncology
Volume 20, June 2022, 101407

20.H Cao, WB Wu. Testing and estimation for clustered signals. Bernoulli, 2022

21.Sayar Karmakar, Marek Chudý, Wei Biao Wu. Long-term prediction intervals with many covariates. Journal of Time Series Analysis 2021

22.L Chen, E Smetanina, WB Wu. Estimation of nonstationary nonparametric regression model with multiplicative structure. The Econometrics Journal, 2022

23.L Chen, W Wang, WB Wu. Dynamic semiparametric factor model with structural breaks. JBES 2021

24.Zhipeng Lou and Wei Biao Wu (2023) Simultaneous Inference for Mean Curves of Functional and Longitudinal Data: A Unified Theory. R code is here.

25.Likai Chen, Weining Wang and Wei Biao Wu (2021) Inference of breakpoints in high-dimensional time series. JASA, To Appear

26.Johannes Moritz Jirak, Wei Biao Wu and Ou Zhao (2021) Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes, Transactions of the American Mathematical Society, To Appear

27.Sayar Karmakar, Stefan Richter and Wei Biao Wu (2021) Simultaneous inference for time-varying models. The Journal of Econometrics. To Appear

28.Ayman Moawad, Ehsan Islam, Namdoo Kim, Ram Vijayagopal, Aymeric Rousseau, Wei Biao Wu (2021) Explainable AI for a No-Teardown Vehicle Component Cost Estimation: A Top-Down Approach. IEEE Transactions on Artificial Intelligence 10.1109/TAI.2021.3065011

29.Stefan Richter, Weining Wang and Wei Biao Wu (2021) Testing for parameter change epochs in GARCH time series. The Econometrics Journal, To Appear

30.Danna Zhang and Wei Biao Wu (2021) Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes. Annals of Statistics 2021, Vol. 49, No. 1, 233-254.

31.M Chudý, S Karmakar, WB Wu (2020) Long-term prediction intervals of economic time series. Empirical Economics 58 (1), 191-222

32.Fang Han and Wei Biao Wu (2020) Probability Inequalities for High Dimensional Time Series under a Triangular Array Framework. Springer Handbook of Engineering Statistics.

33.Yuefeng Han and Wei Biao Wu, "Test for high dimensional covariance matrices" Annals of Statistics 2020, Vol. 48, No. 6, 3565-3588.

34.Ekaterina Smetanina and Wei Biao Wu (2020) Asymptotic Theory for QMLE for the Real-time GARCH(1,1) model. Journal of Time Series Analysis, To Appear

35.Martin Wendler and Wei Biao Wu (2020) Central limit theorems for nearly long range dependent subordinated linear processes. Journal of Applied ProbabilityVolume 57 Issue 2.

36.Likai Chen and Wei Biao Wu (2018). Concentration inequalities for empirical processes of linear time series. Journal of Machine Learning Research. To Appear.

37.Likai Chen, Wei Biao Wu (2018). Testing for Trends in High-dimensional Time Series. Journal of the American Statistical Association. To Appear.

38.R Dahlhaus, S Richter, W. B Wu (2018).  Towards a general theory for non-linear locally stationary processes. Bernoulli. To Appear.

39.Sayar Karmakar and Wei Biao Wu (2018). Optimal Gaussian Approximation For Multiple Time Series, Statistica Sinica. To Appear.

40.Tang-Schomer M. D., Wu W. B., Kaplan D. L., Bookland M.J (2018). In Vitro 3D Regeneration-like Growth of Human Patient Brain Tissue. Journal of Tissue Engineering and Regenerative Medicine. To Appear.

41.Wei Biao Wu and Paolo Zaffaroni (2018). Asymptotic Theory For Spectral Density Estimates Of General Multivariate Time Series.  Volume 34, Issue 1, 1--22.

42.Wei Biao Wu, Zhipeng Lou and Yuefeng Han (2018). Hypothesis Testing for High-Dimensional Data, Handbook of Big Data Analytics, Springer.

43.Danna Zhang and Wei Biao Wu (2017). Gaussian Approximation for High Dimensional Time Series. Annals of Statistics. 45, Number 5, 1895-1919.

44.S. Deb, M Pourahmadi, W. B. Wu (2017). An asymptotic theory for spectral analysis of random fields. Electronic Journal of Statistics, Volume 11, Number 2, 4297--4322.

45.Danna Zhang and Wei Biao Wu (2017). Asymptotic theory for estimators of high-order statistics of stationary processes. IEEE Transactions on Information Theory. DOI: 10.1109/TIT.2017.2764480.

46.Xiaohui Chen,  Mengyu Xu and Wei Biao Wu (2016). Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series.  IEEE Transactions on Signal Processing, Volume: 64, Issue: 24, DOI: 10.1109/TSP.2016.2605079

47.Likai Chen, Wei Biao Wu (2016).  Stability and asymptotics for autoregressive processes. Electronic Journal of Statistics, Volume 10, 3723--3751.

48.Xiaohong Chen, Qi-Man Shao, Wei Biao Wu, Lihu Xu (2016). Self-normalized Cramér Type Moderate Deviations under Dependence Ann. Statist. Volume 44, Number 4 (2016), 1593-1617.

49.Maggie X. Cheng ; Wei Biao Wu (2016). A model-free localization method for sensor networks with sparse anchors. 2016 IEEE International Conference on Communications, DOI: 10.1109/ICC.2016.7510964

50.Degui Li, Weidong Liu, Qiying Wang and Wei Biao Wu (2016). Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity. Statistica Sinica. To Appear.

51.Wei-Biao Wu and Ying Nian Wu (2016). Performance bounds for parameter estimates of high-dimensional linear models with correlated errors. Electron. J. Statist. Volume 10, Number 1 (2016), 352-379.

52.Ting Zhang and Wei Biao Wu (2015). Time-varying nonlinear regression models: Nonparametric estimation and model selection Ann. Statist. Volume 43, Number 2 (2015), 741-768.

53.K. H. Kim, T Zhang, W. B. Wu (2015). Parametric specification test for nonlinear autoregressive models Econometric Theory, Volume 31 Issue 05 October 2015, pp 1078-1101

54.H. Cao, W. B. Wu (2015). Changepoint estimation: another look at multiple testing problems. Biometrika, 2015, doi: 10.1093/biomet/asv031

55.M. Cheng, W. B. Wu (2015). Data Analytics for Fault Localization in Complex Networks IEEE Internet of Things Journal (Volume:PP, Issue: 99) 10.1109/JIOT.2015.2503270

56.M. Peligrad, H Sang, Y. Zhong, W. B Wu (2014). Exact moderate and large deviations for linear processes. Statistica Sinica, 24, 957-969

57.H. Xiao, W. B. Wu (2014). Portmanteau test and simultaneous inference for serial covariances, Vol. 24, No. 2 (April 2014), pp. 577-599

58.W. Liu, H Xiao, W. B. Wu (2013) Probability and moment inequalities under dependence. Statistica Sinica, Vol. 23, No. 3 (July 2013), pp. 1257-1272

59.H. Xiao, W. B. Wu (2013) Asymptotic theory for maximum deviations of sample covariance matrix estimates. Stochastic Processes and their Applications, Vol 123, pp. 2899–2920

60.M. Pourahmadi, W. Biao Wu (2013) Covariance Matrix Estimation (High Dimensional). Encyclopedia of Environmetrics

61.W. B. Wu (2013) Covariance Matrix Estimation (Estimated Parameters). Encyclopedia of Environmetrics

62.Gou; Bei and Wu, Wei Biao (2014) Computer-based method for power system state estimation, United States Patent 8634965

63.Istvan Berkes, Weidong Liu, Wei Biao Wu (2014). Komlos-Major-Tusnady approximation under dependence. Annals of Probability 2014, Vol. 42, No. 2, 794-817.

64.Xiaohui Chen, Mengyu Xu, Wei Biao Wu (2013). Covariance and precision matrix estimation for high-dimensional time series. Annals of Statistics 2013, Vol. 41, No. 6, 2994-3021

65.Yinxiao Huang, Xiaohong Chen, Wei Biao Wu (2014). Recursive Nonparametric Estimation for Time Series. Information Theory, IEEE Transactions on, Volume:60, 1301-1312

66.Ting Zhang, Hwai-Chung Ho, Martin Wendler, Wei Biao Wu (2013). Block Sampling under Strong Dependence. Stochastic Processes and their Applications. Volume 123, Issue 6, 2323-2339

67.Mohamed El Machkouri, Dalibor Volny and Wei Biao Wu (2012). A central limit theorem for stationary random fields. To Appear. Stochastic Processes and their Applications.

68.Ting Zhang and Wei Biao Wu (2012). Inference of time-varying regression models Annals of Statistics. Volume 40, Number 3 (2012), 1376-1402.

69.Eric Beutner, Wei Biao Wu and Henryk Zaehle (2012). Asymptotics for statistical functionals of long-memory sequences. Stochastic Processes and their Applications Volume 122, Issue 3, March 2012, Pages 910-929

70.H. Xiao and W. B. Wu (2012). Covariance Matrix Estimation for Stationary Time Series. Annals of Statistics, Volume 40, Number 1 (2012), 466-493.

71.D. Degras, Z. Xu, T. Zhang and W. B. Wu. (2012) Testing for Parallelism Among Trends in Multiple Time Series, IEEE Transactions on Signal Processing, Volume: 60 Issue:3 1087-1097

72.Ting Zhang and Wei Biao Wu (2011) Testing parametric assumptions of trends of nonstationary time series, Biometrika, Volume 98, Issue 3 599-614

73.Wei Biao Wu and Han Xiao (2011) Covariance Matrix Estimation in Time Series, Handbook of Statistics, vol 30. Pages 187-209

74.Wei Biao Wu (2011) Asymptotic theory for stationary processes, Statistics and Its Interface, Vol 4, Number 2, 207-226

75.Xiao, H. and Wu, W. B. (2010). A Single-Pass algorithm for spectrum estimation with fast convergence. IEEE Trans. Inform. Theory, Volume 57, Issue: 7 4720 - 4731

76.Zhou, Z. and Wu, W. B. (2011). On Linear Models with Long Memory and Heavy-tailed Errors. Journal of Multivariate Analysis. 102, 349-362

77.Wu, Wei Biao; Mielniczuk, Jan A new look at measuring dependence. Dependence in probability and statistics, 123-142, Lecture Notes in Statist., 200, Springer,Berlin, 2010.

78.Wu, W. B., Huang, Y. and Huang, Y. (2010). Kernel estimation for time series: An asymptotic theory. Stochastic Processes and their Applications 120 2412-2431.

79.Zhou, Z. and Wu, W. B. (2010). Simultaneous Inference of Linear Models with Time-Varying Coefficients. Journal of the Royal Statistical Society, Series B., 72, 513--531.

80.Zhou, Z., Xu, Z. and Wu, W. B. (2010). Long-term Prediction Intervals of Time Series. IEEE Transactions on Information Theory, 56 1436-1446.

81.Weidong Liu and Wei Biao Wu (2010). Simultaneous Nonparametric Inference of Time Series, Annals of Statistics Vol. 38, No. 4, 2388-2421

82.Weidong Liu and Wei Biao Wu (2010). Asymptotics of Spectral Density Estimates, Econometric Theory (2010), 26: 1218-1245

83.Wu, W.-B., Huang, Y. and Zheng, W. (2010). Covariances estimation for long-memory process. Advances in Applied Probability 42 137-157.

84.Magda Peligrad and Wei Biao Wu (2010). Central Limit Theorem for Fourier Transforms of Stationary Processes. Annals of Probability 38 2009-2022.

85.Zhao, Zhibiao and Wu, Wei Biao (2009). Nonparametric inference of discretely sampled stable L\'evy processes. J. Econometrics 153 83--92

86.Xiaohong Chen, Wei Biao Wu and Yanping Yi (2009) Efficient estimation of copula-based semiparametric Markov models, Annals of Statistics, Vol. 37, No. 6B, 4214-4253

87.W. B. Wu (2009): Recursive Estimation of Time-Average Variance Constants, Annals of Applied Probability Vol. 19, No. 4, 1529-1552

88.W. B. Wu and Mohsen Pourahmadi (2009): Banding Sample Covariance Matrices of Stationary Processes, Statistica Sinica 19 1755-1768

89.Zhou Zhou and Wei Biao Wu (2009). Local Linear Quantile Estimation for Non-stationary Time Series, Annals of Statistics Vol. 37, No. 5B, 2696-2729

90.W. B. Wu (2008), Empirical processes of stationary sequences. Statistica Sinica, 18, 313-333.

91.W. B. Wu (2008). An asymptotic theory for sample covariances of Bernoulli shifts. Stochastic Processes and their Applications. Volume 119, Issue 2, February 2009, Pages 453-467

92.Dana Draghicescu, Serge Guillas, and Wei Biao Wu (2009). Quantile curve estimation and visualization for non-stationary time series. Journal of Computational and Graphical Statistics Vol. 18, No. 1: 1-20

93.W. B. Wu (2008). On false discovery control under dependence, Annals of Statistics, 36, 364-380.

94.Wu, W. B. and Zhao, Z. (2008). Moderate deviations for stationary processes. To appear, Statistica Sinica.

95.Z. Zhao and W. B. Wu (2008). Confidence Bands in Nonparametric Time Series Regression. Annals of Statistics Vol. 36, No. 4, 1854-1878.

96.W. B. Wu, K., Yu and G. Mitra, (2007). Kernel Conditional Quantile Estimation for Stationary Processes with Application to Conditional Value-at-Risk, Journal of Financial Econometrics, 6, 253-270

97.Zhibiao Zhao and W. B. Wu (2007). Asymptotic theory for curve-crossing analysis. Stochastic Processes and their Applications, Volume 117, July 2007, Pages 862-877.

98.W. B. Wu and Zhibiao Zhao (2007). Inference of Trends in Time Series. Journal of the Royal Statistical Society, Series B, Volume 69, June 2007, 391-410(20) .

99.X. Shao and W. B. Wu (2007). Asymptotic spectral theory for nonlinear time series. Annals of Statistics, Vol. 35, No. 4, 1773-1801.

100.         Xiaofeng Shao and Wei Biao Wu (2007). Local asymptotic powers of nonparametric and semiparametric tests for fractional integration. Stochastic Processes and their Applications, Volume 117, Issue 2, February 2007, Pages 251-261

101.         W. B. Wu and X. Shao (2007). A Limit Theorem for Quadratic Forms and Its Applications. Econometric Theory, 23, 930-951.

102.         X. Shao and W. B. Wu (2007). Local Whittle Estimation of Fractional Integration for Nonlinear Processes. Econometric Theory, 23, 899-929.

103.         W. B. Wu (2007). Strong invariance principles for dependent random variables. Annals of Probability, 35, 2294-2320.

104.         W. B. Wu (2007). M-estimation of linear models with dependent errors. Annals of Statistics, 35, 495-521.

105.         Bob Keener and W B Wu (2006): On Dirichlet Multinomial Distributions. In: Random walk, sequential analysis and related topics: A Festschrift in Honor of Yuan-Shih Chow, pp. 118-130.

106.         W. B. Wu and X. Shao (2006). Invariance principles for fractionally integrated nonlinear processes. IMS lecture notes-monograph series, Vol. 50 (2006) 20-30.

107.         W. B. Wu (2006). Oscillations of Empirical Distribution Functions under Dependence. IMS lecture notes-monograph series, High dimensional Probabilities. Vol. 51, 53-61.

108.         Peligrad M., Utev, S. and W. B. Wu (2007): A maximal L_p inequality for stationary sequences and its applications. Proc. Amer. Math. Soc., Volume 135, 541-550

109.         W. B. Wu (2005). Nonlinear system theory: Another look at dependence. Proceedings of the National Academy of Sciences USA, 102, 14150--14154.

110.         W. B. Wu and Wanli Min (2005). On linear processes with dependent innovations. Stochastic Processes and their Applications, 115, 939--958.

111.         W. B. Wu (2005). Unit Root Testing for Functionals of Linear Processes. Econometric Theory, 22, 1-14

112.         Ma, K. G. Shin and W. Wu (2005). Best-Effort Patching for Multicast True VoD Service. Multimedia Tools and Applications, 26, 101--122 .

113.         Mielniczuk and W.B. Wu (2004). Statistica Sinica 14, 1105-1126.

114.         Hong Qin, Wei Biao Wu, Joseph M. Comeron, Martin Kreitman and Wen-Hsiung Li (2004). Intragenic spatial patterns of codon usage bias in prokaryotic and eukaryotic genomes Genetics. 2004 Dec;168(4):2245-60.

115.         W. B. Wu (2005). On the Bahadur representation of sample quantiles for dependent sequences. Annals of Statistics, 33, 1934--1963

116.         S. Csorgo and W. B. Wu (2004). On the clustering of independent uniform random variables. Random Structures and Algorithms, Volume 25, Issue 4, Pages 396 - 420

117.         Wu, W. B., G. Michailidis and Danlu Zhang (June, 2004). Simulating Sample Paths of Linear Fractional Stable Motion, IEEE Transactions on Information Theory, Volume: 50, Issue: 6, 1086- 1096. (Part of the material was presented at the 2002 Winter Simulation Conference, December, San Diego.

118.         Wu, W. B., X. Shao (June 2004). Limit Theorems for Iterated Random Functions. Journal of Applied Probability, 41, 425-436.

119.         Wu, W. B. (2005). Fourier transforms of stationary processes. Proc. Amer. Math. Soc. 133 (2005), 285-293.

120.         Wu, W. B. (2004). A test for detecting changes in mean. In IMA Volume 139 "Time series analysis and applications to geophysical systems", pp 105-122, Editors: D. R. Brillinger, E. A. Robinson, and F. Schoenberg.

121.         Hong Qin, Henry H. S. Lu, Wei B. Wu, and Wen-Hsiung Li (Oct. 28, 2003): Evolution of the yeast protein interaction network. Proc. Acad. Sci. USA. 100 (22): 12820-12824.

122.         Wei Biao Wu and Mohsen Pourahmadi (2003) Nonparametric estimation of large covariance matrices of longitudinal data. Biometrika, 831--844

123.         Hsing, T. and Wu, W. B.(2004) On weighted U statistics for stationary processes. Annals of Probability, 32, 1600-1631

124.         Wu, W. B. and Woodroofe, M. (2004) Martingale approximations for sums of stationary processes. Annals of Probability, 32, 1674-1690

125.         Wu, W. B. (2003). Additive Functionals of Infinite-Variance Moving Averages. Statistica Sinica 13, 1259--1267

126.         Wu, W. B. (2003). Empirical Processes of Long-memory Sequences. Bernoulli 9, 809--831

127.         W. B. Wu and C.V. Ravishankar (2003): The Performance of Difference Coding for Sets and Relational Tables. Journal of the Association for Computing Machinery, 50, Issue 5, 665 - 693

128.         W. B. Wu (2002). Central limit theorems for functionals of linear processes and their applications. Statistica Sinica, 12, 635-649.

129.         Zhang, W. B. Wu and K. M. Wasserman, Analysis on Markov Modeling of Cellular Packet Transmission, WCNC 2002 - IEEE Wireless Communications and Networking Conference, vol. 3, no. 1, March 2002, pp. 875 - 879. (short version was presented at the 39th Annual Allerton Conference on Communication, Control, and Computing.)

130.         W. B. Wu and J. Mielniczuk: Kernel density estimation for linear processes. Annals of Statistics, 30, (2002), 1441-1459

131.         D. Zhang, G. Michailidis, K. M. Wasserman and W. B. Wu, A Low-complexity Network Traffic Predictor using Aggregation, 36th Conference on Information Sciences and Systems (CISS), Princeton, NJ, March, 2002.

132.         S. Csorgo, B. Valko and W.B. Wu: Random multisets and bootstrap means. Acta Scientiarum Mathematicarum. 67 (2001), 843-875

133.         W. B. Wu, M. Woodroofe and G. Mentz: Isotonic regression: another look at the change point problem. Biometrika, 88, 793-804, 2001

134.         W. B. Wu and M. Woodroofe: A central limit theorem for iterated random functions. Journal of Applied Probability 37 (2000), 748-755.

135.         S. Csorgo and W. B. Wu: Random graphs and the strong convergence of bootstrap means. Combinatorics, Probability and Computing 9 (2000), 315-347.

136.         S. Csorgo and W. B. Wu: On sums of overlapping products of independent Bernoulli random variables. Ukra. matematicheski. zhurnal 52 (2000), 1304-1309. [Ukranian Mathematical Journal 52 (2000), No.9: A.V. Skorokhod< special issue.]

137.         J. A. Fessler, H. Erdogan and W.B. Wu: Exact distribution of edge-preserving MAP estimators for linear signal models with Gaussian measurement noise. IEEE Transactions on Image Processing 9 (2000), 1049-1055.

138.         W. B. Wu: On the strong convergence of a weighted sum. Statistics & Probability Letters 44 (1999), 19-22.

Last update: October 6, 2025