Associate Professor
Mathematics Department
Massachusetts Institute of Technology
Phone: 253-3665
Email: liewang at math dot mit dot edu
Research Interests
Papers and Technical Reports
Liu, H. and Wang, L (2013).
Discussion on "Large covariance estimation by thresholding principal orthogonal complements".
Journal of the Royal Statistical Society: Series B. To appear.
Liu, H., Wang, L. and Zhao, T. (2013).
Multivariate Regression with Calibration.
arXiv:1305.223.
Liu, H. and Wang, L (2012).
TIGER: A tuning-insensitive approach for optimally estimating large undirected graphs.
Recently submitted to the Annals of Statistics. (R package: http://cran.r-project.org/web/packages/bigmatrix/index.html)
Liu, H., Wang, L. and Zhao, T. (2012).
Sparse covariance matrix estimation with eigenvalue constraints.
Under revision by Journal of Computational and Graphical Statistics.
Wang, L. (2012).
L1 penalized LAD estimator for high dimensional linear regression.
Journal of Multivariate Analysis, to appear.
Belloni, A., Chernozhukov, V. and Wang, L. (2011).
Pivotal estimation of nonparametric functions via square-root lasso.
Annals of Statistics, under revision.
Belloni, A., Chernozhukov, V. and Wang, L. (2011).
Pivotal recovery of sparse signals via conic programming.
Biometrika, 98(4), 791-806. (See http://faculty.fuqua.duke.edu/~abn5/belloni-software.html for software).
Wang, L., Brown, L. D. and Cai, T. (2011).
A difference based
approach to semiparametric partial linear model.
Electronic Journal of Statistics, 5, 619-641. .
Cai, T. and Wang, L. (2011).
Orthogonal matching pursuit for sparse signal recovery.
IEEE Transactions on Information Theory,57, 4680-4688.
Cai, T., Wang, L. and Xu, G. (2010).
New Bounds for Restricted Isometry Constants.
IEEE Transactions on Information Theory 56, 4388-4394.
Cai, T., Wang, L. and Xu, G. (2010).
Stable recovery of sparse signals and an oracle inequality.
IEEE Transactions on Information Theory 56, 3516-3522.
Cai, T., Wang, L. and Xu, G. (2010).
Shifting Inequality and Recovery of Sparse Signals.
IEEE Transactions on Signal Processing 58, 1300-1308.
Cai, T., Levine, M. and Wang, L. (2009).
Variance
function estimation in multivariate nonparametric regression.
Journal of Multivariate Analysis, Vol. 100, 126–136.
Wang, L., Brown, L. D., Cai, T. and Levine, M. (2008).
Effect of mean on
variance function estimation in nonparametric regression.
The Annals of Statistics, Vol. 36, No. 2, 646–664.
Cai, T. and Wang, L. (2008).
Adaptive variance
function estimation in heteroscedastic nonparametric regression.
The Annals of Statistics,36, 2025–2054.
Talk at JSM 2007 (Salt Lake
City)
Talk at INFORMS 2007 (Seattle)
Sparse signal recovery talk slides
Teaching
18.443 Statistics for applications (Fall 2008)
18.465 Topics in Statistics: High Dimensional Inference (Spring 2009)
18.443 Statistics for applications (Fall 2009)
18.05 Introduction to Probability and Statistics (Spring 2010)
18.466 Mathematical Statistics (Spring 2010)
18.443 Statistics for applications (Fall 2010)
18.445 Introduction to Stochastic Processes (Spring 2011)
18.443 Statistics for applications (Fall 2011)
18.443 Statistics for applications (Fall 2012)
18.445 Introduction to Stochastic Process (Spring 2013)
18.466 Mathematical Statistics (Spring 2013)
18.443 Statistics for applications (Fall 2013)
18.466 Mathematical Statistics (Spring 2014)
Other Links