Yihong Wu

About

Yihong Wu is the James A. Attwood Professor of Statistics and Data Science and serves as the Chair of the Department of Statistics and Data Science at Yale University. His research broadly focuses on the theoretical and algorithmic aspects of high-dimensional statistics, information theory, and optimization. Wu's work addresses fundamental problems in these areas, contributing to the understanding and development of statistical methods and algorithms that are applicable to complex, high-dimensional data settings.

Research topics

• Mathematics
• Statistics
• Combinatorics
• Mathematical optimization
• Algorithm
• Mathematical analysis
• Computer Science
• Theoretical computer science
• Discrete mathematics
• Physics

Selected publications

• Heteroskedastic PCA: Algorithm, optimality, and applications

  The Annals of Statistics · 2022 · 69 citations

  Senior authorCorresponding

  A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance matrix to remove estimation bias due to heteroskedasticity. This procedure is computationally efficient and provably optimal under the generalized spiked covariance model. A key technical step is a deterministic robust perturbation analysis on singular subspace…

  DOI

• Information Theory

  Cambridge University Press eBooks · 2024-12-31 · 63 citations

  bookSenior author

  This enthusiastic introduction to the fundamentals of information theory builds from classical Shannon theory through to modern applications in statistical learning, equipping students with a uniquely well-rounded and rigorous foundation for further study. Introduces core topics such as data compression, channel coding, and rate-distortion theory using a unique finite block-length approach. With over 210 end-of-part exercises and numerous examples, students are introduced to contemporary applica…

  PublisherDOI

• Efficient random graph matching via degree profiles

  Probability Theory and Related Fields · 2020 · 59 citations

  DOI

• Optimal rates of entropy estimation over Lipschitz balls

  The Annals of Statistics · 2020 · 57 citations

  Senior authorCorresponding

  We consider the problem of minimax estimation of the entropy of a density over Lipschitz balls. Dropping the usual assumption that the density is bounded away from zero, we obtain the minimax rates $(n\ln n)^{-s/(s+d)}+n^{-1/2}$ for $0<s\leq 2$ for densities supported on $[0,1]^{d}$, where $s$ is the smoothness parameter and $n$ is the number of independent samples. We generalize the results to densities with unbounded support: given an Orlicz functions $\Psi $ of rapid growth (such as the subex…

  DOI

• Random Graph Matching at Otter’s Threshold via Counting Chandeliers

  2023-05-16 · 31 citations

  article

  We propose an efficient algorithm for graph matching based on similarity scores constructed from counting a certain family of weighted trees rooted at each vertex. For two Erdős–Rényi graphs G(n,q) whose edges are correlated through a latent vertex correspondence, we show that this algorithm correctly matches all but a vanishing fraction of the vertices with high probability, provided that nq→∞ and the edge correlation coefficient ρ satisfies ρ2>α ≈ 0.338, where α is Otter’s tree-counting consta…

  PublisherDOI

Recent grants

• CIF: Small: Collaborative Research: Inference of Information Measures on Large Alphabets: Fundamental Limits, Fast Algorithims, and Applications

  NSF · $206k · 2016–2019

• CIF: Small: Collaborative Research: Inference of Information Measures on Large Alphabets: Fundamental Limits, Fast Algorithims, and Applications

  NSF · $250k · 2015–2017

• CAREER: Statistical Inference on Large Domains and Large Networks: Fundamental Limits and Efficient Algorithms

  NSF · $571k · 2017–2023

Frequent coauthors

• Jiaming Xu

  52 shared

• Yury Polyanskiy

  30 shared

• Bruce Hajek

  23 shared

• Pengkun Yang

  19 shared

• Sergio Verdú

  18 shared

• Zongming Ma

  14 shared

• Zhou Fan

  Shandong Provincial Hospital

  11 shared

• Cheng Mao

  Georgia Institute of Technology

  10 shared

Similar researchers at Yale University

• Mark Gersteinh-217
• Andrew Barronh-88
• Huibin Zhouh-55