Hongji Wei

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I am currently a quantitative researcher at Two Sigma. Previously, I got my Ph.D. at the Department of Statistics and Data Science at the Wharton School, University of Pennsylvania. I was fortunately adviced by Tony Cai. My academic research focused on theoretical studies on transfer learning and distributed learning.

E-mail: hongjiw at wharton dot upenn dot edu

Publications

  • Distributed Adaptive Gaussian Mean Estimation with Unknown Variance: Interactive Protocols Help Adaptation
    T. Tony Cai and Hongji Wei
    The Annals of Statistics, to appear, 2021+. [PDF]

  • Distributed Nonparametric Function Estimation: Optimal Rate of Convergence and Cost of Adaptation
    T. Tony Cai and Hongji Wei
    The Annals of Statistics, to appear, 2021+. [PDF]

  • Transfer Learning for Nonparametric Classification: Minimax Rate and Adaptive Classifier
    T. Tony Cai and Hongji Wei
    The Annals of Statistics, 49.1 (2021): 100-128. [PDF]

  • Inference of Evolutionary Modules by Low Rank Matrix Decomposition
    Hongji Wei and Jinzhu Jia
    Preprint, 2021.

  • Distributed Gaussian Mean Estimation under Communication Constraints: Optimal Fates and Communication-efficient Algorithms
    T. Tony Cai and Hongji Wei
    Preprint, 2019. [PDF]

Miscellaneous

I am a contract bridge player. My World Bridge Federation Page.

Gold medelist in Youngster Teams and Youngster Pairs Events, 4th World Youth Open Championships, Opatija, Croatia, 2015;

Silver medelist in Junior Teams Event, 16th World Youth Teams Championships, Salsomaggiore, Italy, 2016.