Tony Cai's Biosketch

You can read a more detailed version if you really want to know more about me.

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Education: Ph.D. in Mathematics, Cornell University, 1996.

Academic Appointments:

• Dorothy Silberberg Professor of Statistics, The Wharton School.
• Professor, Applied Math. & Computational Science Graduate Group.
• Associate Scholar, Dept. of Biostatistics & Epidemiology, School of Medicine.

Editorial Appointments:

• Editor, The Annals of Statistics, 2010-2012

• Associate Editor, The Annals of Statistics, 2004-2009
• Associate Editor, Journal of the American Statistical Association, 2005-2009
• Associate Editor, Statistica Sinica, 2005-2009
• Associate Editor, Statistics Surveys, 2006-2009
• Editorial Board, Fronteirs of Statistics book series
• Guest Editor, Statistica Sinica Special Issue on Multiscale Methods
• Guest Editor, J. Nonparametric Statistics Special Issue for the Inaugural IMS-China International Conference

Honors:

• Medallion Lecturer, Institute of Mathematical Statistics, 2009
• The 2008 COPSS Presidents' Award, Committee of Presidents of Statistical Societies, for outstanding contributions to statistics.
• Fellow, Institute of Mathematical Statistics, 2006

Research Grants:

• NSF grant DMS-0604954, 2006-2009.
  Theory and methodology for sparse inference
• NSF grant DMS-0306576, 2003-2006.
  An adaptation theory for nonparametric function estimation.
• NSF grant DMS-0072578, 2000-2003.
  Block thresholding methods for adaptive wavelet function estimation: Theory and applications.

Professional Society Membership:

• Institute of Mathematical Statistics
• American Statistical Association
• International Chinese Statistical Association

Research Interests: My main research interests are high dimensional inference, large-scale multiple testing, nonparametric function estimation, functional data analysis, inference for discrete distributions, and statistical decision theory. I am also interested in applications to compressed sensing, chemical identification, medical imaging and microarray data analysis.

Selected Publications: (These and other papers are downloadable here.)

• Cai, T., Zhang, C.-H. & Zhou, H. (2009).
  Optimal rates of convergence for covariance matrix estimation.
  The Annals of Statistics, to appear.
• Cai, T., Wang, L. & Xu, G. (2009).
  Shifting inequality and recovery of sparse signals.
  IEEE Transactions on Signal Processing , to appear.
• Brown, L. D., Cai, T. & Zhou, H. (2009).
  Nonparametric regression in exponential families.
  The Annals of Statistics, to appear.
• Cai, T. & Sun, W. (2009).
  Simultaneous testing of grouped hypotheses: Finding needles in multiple haystacks.
  J. American Statistical Association , to appear.
  
• Cai, T. & Jin, J. (2009).
  Optimal rates of convergence for estimating the null and proportion of non-null effects in large-scale multiple testing.
  The Annals of Statistics, to appear.
• Cai, T., Xu, G. & Zhang, J. (2009).
  On recovery of sparse signals via l₁ minimization.
  IEEE Transactions on Information Theory 55, 3388-3397.
• Sun, W. & Cai, T. (2009).
  Large-scale multiple testing under dependency.
  Journal of the Royal Statistical Society, Series B 71, 393-424.
• Cai, T. & Zhou, H. (2009).
  A data-driven block thresholding approach to wavelet estimation.
  The Annals of Statistics 37, 569-595.
• Wang, L., Brown, L. D., Cai, T. & Levine, M. (2008).
  Effect of mean on variance function estimation in nonparametric regression.
  The Annals of Statistics 36, 646-664.
• Cai, T. & Wang, L. (2008).
  Adaptive variance function estimation in heteroscedastic nonparametric regression.
  The Annals of Statistics 36 , 2025-2054.
• Brown, L. D., Cai, T. & Zhou, H. (2008).
  Robust nonparametric estimation via wavelet median regression.
  The Annals of Statistics 36 , 2055-2084.
• Sun, W. & Cai, T. (2007).
  Oracle and adaptive compound decision rules for false discovery rate control.
  J. American Statistical Association 102, 901-912.
• Cai, T. Jin, J. & Low, M. (2007).
  Estimation and confidence sets for sparse normal mixtures.
  The Annals of Statistics 35, 2421-2449.
• Jin, J. & Cai, T. (2007).
  Estimating the null and the proportion of non-null effects in large-scale multiple comparisons.
  J. American Statistical Association 102, 495-506.
• Cai, T. & Hall, P. (2006).
  Prediction in functional linear regression.
  The Annals of Statistics 34, 2159-2179.
• Cai, T. & Low, M. (2006).
  Optimal adaptive estimation of a quadratic functional.
  The Annals of Statistics 34, 2298-2325.
• Cai, T. & Low, M. (2006).
  Adaptive confidence balls.
  The Annals of Statistics 34, 202-228.
• Cai, T. & Low, M. (2005).
  Non-quadratic estimators of a quadratic functional.
  The Annals of Statistics 33, 2930-2956.
• Cai, T. & Low, M. (2005).
  On adaptive estimation of linear functionals.
  The Annals of Statistics 33, 2311-2343.
• Cai, T. & Low, M. (2005).
  Nonparametric function estimation over shrinking neighborhoods: Superefficiency and adaptation.
  The Annals of Statistics 33, 184-213.
• Cai, T. & Low, M. (2004).
  An adaptation theory for nonparametric confidence intervals.
  The Annals of Statistics 32, 1805-1840.
• Cai, T. & Low, M. (2004).
  Minimax estimation of linear functionals over nonconvex parameter spaces.
  The Annals of Statistics 32, 552 - 576.
• Cai, T. & Low, M. (2003).
  A note on nonparametric estimation of linear functionals.
  The Annals of Statistics 31, 1140-1153.
• Brown, L.D., Cai, T., Low, M.G. & Zhang, C. (2002).
  Asymptotic equivalence theory for nonparametric regression with random design.
  The Annals of Statistics 30, 688-707.
• Brown, L.D., Cai, T. & DasGupta, A. (2002).
  Confidence intervals for a binomial proportion and asymptotic expansions.
  The Annals of Statistics 30, 160-201.
• Brown, L.D., Cai, T. & DasGupta, A. (2001).
  Interval estimation for a binomial proportion (with discussion).
  Statistical Science 16, 101-133.
• Cai, T. (1999).
  Adaptive wavelet estimation: a block thresholding and oracle inequality approach.
  The Annals of Statistics 27, 898-924.
• Cai, T. & Brown, L.D. (1998).
  Wavelet shrinkage for nonequispaced samples.
  The Annals of Statistics 26, 1783-1799.

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