Wenhao Yang
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Wenhao Yang |
About Me
I'm an assistant professor at School of Mathematical Sciences, Peking University. Previously, I was a postdoctoral researcher in Department of Management Science and Engineering (MS&E) at Stanford University, working with Prof. Jose Blanchet and Prof. Peter Glynn. I recieved my Ph.D. at Peking Univerisity in 2023, where I was advised by Prof. Zhihua Zhang.
My research interests lie broadly in the intersection areas among probability, statistics and machine learning, with applications spanning operations research, reinforcement learning, and deep learning. Specifically, I am interested in establishing modern statistical theories for large-scale models and designing practical algorithms with theoretical guarantees.
I'm looking for highly motivated undergraduate, Ph. D. students, and postdocs with strong mathematical background and interests in machine learning theory, applied probability, statistics, and optimization.
Current Research Topics
1. Stochastic Optimization
Convergence theory, statistical inference, and algorithm design for stochastic and nonconvex optimization.
2. Heavy-Tailed Statistics
Robust estimation and inference, heavy-tailed phenomena in deep learning, and large deviations.
3. Reinforcement Learning
Foundations of modern reinforcement learning, RL-based post-training of large language models, and sequential decision-making under uncertainty.