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:
Associate Editor, The Annals of Statistics
Associate Editor, Journal of the American Statistical Association
Associate Editor, Statistica Sinica
Associate Editor, Statistics
Surveys
Guest Editor, Statistica Sinica
Special Issue on Multiscale Methods
Guest Editor, J. Nonparametric Statistics
Special Issue for the Inaugural IMS-China International Conference
Honors:
Fellow, Institute of Mathematical Statistics, 2006
Medallion Lecturer, Institute of Mathematical Statistics, 2009
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 large-scale multiple testing, high dimensional sparse inference, nonparametric function estimation, functional data analysis, inference for discrete distributions, and statistical decision theory. I am also interested in applications to chemical identification, medical imaging and microarray data analysis.
Selected Publications:
(These and other papers are downloadable here.)
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. & Zhou, H. (2007).
A data-driven block thresholding approach to wavelet estimation.
The Annals of Statistics, to appear.
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. & Wang, L. (2007).
Adaptive variance function estimation in heteroscedastic nonparametric
regression.
The Annals of Statistics, to appear.
Brown, L. D., Cai, T. & Zhou, H. (2007).
Robust nonparametric estimation via wavelet median regression.
The Annals of Statistics, to appear.
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.
