Dr Fan Wang
I am a Research Fellow at the Centre for Research in Statistical Methodology (CRiSM) at the University of Warwick. Before this, I completed my PhD at the University of Warwick under the supervision of Professor Yi Yu Link opens in a new windowin 2024. I obtained my Master's degree in Mathematical Statistics (Part III) from the University of Cambridge in 2020 and my Bachelor's degree in Advanced Mathematics from the University of Sydney in 2018.
Research Interests
- Change point analysis
- High-dimensional statistics
- Transfer learning
- Network analysis
Publications
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"Transfer Learning for Piecewise-Constant Mean Estimation: Optimality, ℓ1- and ℓ0-Penalisation." (2025) Fan Wang and Yi Yu. Biometrika, to appear. [Link]
- "Denoising and Change Point Localisation in Piecewise-Constant High-Dimensional Regression Coefficients." (2022) Fan Wang, Oscar Hernan Madrid Padilla, Yi Yu and Alessandro Rinaldo. The 25th International Conference on Artificial Intelligence and Statistics (AISTATS). (Selected for oral presentation, a distinction awarded to the top 44 papers out of 492 accepted papers.) [Link]
Preprints
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"Transfer Learning for Nonparametric Contextual Dynamic Pricing." (2025) Fan Wang, Feiyu Jiang, Zifeng Zhao and Yi Yu. [Link]
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"Multilayer Random Dot Product Graphs: Estimation and Online Change Point Detection." (2023) Fan Wang, Wanshan Li, Oscar Hernan Madrid Padilla, Yi Yu and Alessandro Rinaldo. [Link]
Service
I have served as a reviewer for Bernoulli, Biometrika, Computational Statistics and Data Analysis, Journal of Computational and Graphical Statistics and Journal of the Royal Statistical Society, Series B.