Publications

2025

1. JASA

   False discovery rate control for structured multiple testing: Asymmetric rules and conformal Q-values

   Zhao, Zinan, and Sun, Wenguang

   Journal of the American Statistical Association 2025
2. AOAS

   Ranking and Selection in Large-Scale Inference of Heteroscedastic Units

   Gang, Bowen, Fu, Luella, James, Gareth, and Sun, Wenguang

   Annals of Applied Statistics 2025

   HTML
3. SS

   Locally Adaptive Structural Learning Algorithms for Large-Scale Multiple Testing

   Liang, Ziyi, Cai, T. Tony, Sun, Wenguang, and Xia, Yin

   Statistica Sinica 2025

   HTML
4. SS

   Transfer Learning For Empirical Bayes Estimation: A Nonparametric Integrative Tweedie Approach

   Luo, Jiajun, Banerjee, Trambak, Mukherjee, Gourab, and Sun, Wenguang

   Statistica Sinica 2025

   Bib PDF

   @article{Luoetal25,
     title = {Transfer Learning For Empirical Bayes Estimation: A Nonparametric Integrative Tweedie Approach},
     author = {Luo, Jiajun and Banerjee, Trambak and Mukherjee, Gourab and Sun, Wenguang},
     year = {2025},
     abbr = {SS},
     bibtex_show = {true},
     journal = {Statistica Sinica},
     pdf = {NIT.pdf}
   }

5. NeurIPS

   Robust Online Conformal Prediction under Uniform Label Noise

   Xi, Huajun, Liu, Kangdao, Zeng, Hao, Sun, Wenguang, and Wei, Hongxin

   2025
6. Preprint

   Safe, Always Valid Alpha-Investing Rules for Doubly Sequential Online Inference

   Yao, Zeyu, Gang, Bowen, and Sun, Wenguang

   Preprint 2025

2024

1. JRSSB

   Integrative conformal p-values for powerful out-of-distribution testing with labeled outliers

   Liang, Ziyi, Sesia, Matteo, and Sun, Wenguang

   Journal of the Royal Statistical Society, Series B 2024

   HTML PDF
2. JMLR

   Sparse Recovery With Multiple Data Streams: A Sequential Adaptive Testing Approach

   Wang, Bowen Gang, and Sun, Wenguang

   Journal of the Machine Learning Research 2024

   HTML
3. JBES

   An Empirical Bayes Approach to Controlling the False Discovery Exceedance

   Basu, Pallavi, Fu, Luella, Saretto, Alessio, and Sun, Wenguang

   Journal of the Business and Economics Statistics 2024

   HTML
4. SS

   A Locally Adaptive Shrinkage Approach to False Selection Rate Control in High-Dimensional Classification

   Gang, Bowen, Shi, Yuantao, and Sun, Wenguang

   Statistica Sinica 2024

   HTML PDF
5. Preprint

   A Conformalized Empirical Bayes Method for Multiple Testing with Side Information

   Zhao, Zinan, and Sun, Wenguang

   Preprint 2024
6. Preprint

   Conformalized Multiple Testing under Unknown Null Distribution with Symmetric Errors

   Tian, Yang, Zhao, Zinan, and Sun, Wenguang

   Preprint 2024

2023

1. JASA

   Structure–Adaptive Sequential Testing for Online False Discovery Rate Control

   Gang, Bowen, Sun, Wenguang, and Wang, Weinan

   Journal of the American Statistical Association 2023

   Bib HTML PDF

   @article{Ganetal21-SAST,
     author = {Gang, Bowen and Sun, Wenguang and Wang, Weinan},
     title = {Structure–Adaptive Sequential Testing for Online False Discovery Rate Control},
     journal = {Journal of the American Statistical Association},
     volume = {118},
     pages = {732--745},
     year = {2023},
     publisher = {Taylor & Francis},
     doi = {10.1080/01621459.2021.1955688},
     url = {https://doi.org/10.1080/01621459.2021.1955688},
     eprint = {https://doi.org/10.1080/01621459.2021.1955688},
     bibtex_show = {true},
     html = {https://www.tandfonline.com/doi/abs/10.1080/01621459.2021.1955688},
     pdf = {SAST.pdf},
     abbr = {JASA},
     month = may
   }

2. JASA

   False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation

   Du, Lilun, Guo, Xu, Sun, Wenguang, and Zou, Changliang

   Journal of the American Statistical Association 2023

   Bib HTML PDF

   @article{Duetal21-SDA,
     author = {Du, Lilun and Guo, Xu and Sun, Wenguang and Zou, Changliang},
     title = {False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation},
     journal = {Journal of the American Statistical Association},
     volume = {118},
     pages = {607--621},
     year = {2023},
     publisher = {Taylor & Francis},
     doi = {10.1080/01621459.2021.1945459},
     url = {https://doi.org/10.1080/01621459.2021.1945459},
     eprint = {https://doi.org/10.1080/01621459.2021.1945459},
     selected = {true},
     abbr = {JASA},
     bibtex_show = {true},
     html = {https://www.tandfonline.com/doi/abs/10.1080/01621459.2021.1945459?journalCode=uasa20},
     pdf = {SDA.pdf}
   }

2022

1. JRSSB

   ZAP: Z-value Adaptive Procedures for False Discovery Rate Control with Side Information

   Leung, Dennis, and Sun, Wenguang

   Journal of the Royal Statistical Society, Series B 2022

   Bib HTML PDF

   @article{LeuSun22,
     title = {ZAP: Z-value Adaptive Procedures for False Discovery Rate Control with Side Information},
     author = {Leung, Dennis and Sun, Wenguang},
     html = {https://arxiv.org/abs/2108.12623},
     year = {2022},
     volume = {84},
     abbr = {JRSSB},
     pages = {1886--1946},
     journal = {Journal of the Royal Statistical Society, Series B},
     bibtex_show = {true},
     pdf = {ZAP.pdf}
   }

2. JASA

   Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing

   Fu, Luella, Gang, Bowen, James, Gareth M., and Sun, Wenguang

   Journal of the American Statistical Association 2022

   Bib HTML PDF

   @article{Fuetal21-HART,
     author = {Fu, Luella and Gang, Bowen and James, Gareth M. and Sun, Wenguang},
     title = {Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing},
     journal = {Journal of the American Statistical Association},
     volume = {117},
     pages = {1028--1040},
     year = {2022},
     publisher = {Taylor & Francis},
     doi = {10.1080/01621459.2020.1840992},
     url = {https://doi.org/10.1080/01621459.2020.1840992},
     eprint = {https://doi.org/10.1080/01621459.2020.1840992},
     abbr = {JASA},
     bibtex_show = {true},
     html = {https://www.tandfonline.com/doi/abs/10.1080/01621459.2020.1840992?journalCode=uasa20},
     pdf = {HART.pdf}
   }

3. JASA

   LAWS: A locally adaptive weighting and screening approach to spatial multiple testing

   Cai, T Tony, Sun, Wenguang, and Xia, Yin

   Journal of the American Statistical Association 2022

   Bib HTML PDF

   @article{Caietal21-LAWS,
     title = {LAWS: A locally adaptive weighting and screening approach to spatial multiple testing},
     author = {Cai, T Tony and Sun, Wenguang and Xia, Yin},
     journal = {Journal of the American Statistical Association},
     pages = {1370--1383},
     year = {2022},
     publisher = {Taylor \& Francis},
     abbr = {JASA},
     bibtex_show = {true},
     html = {https://www.tandfonline.com/doi/abs/10.1080/01621459.2020.1859379},
     pdf = {LAWS.pdf}
   }

4. Preprint

   A Burden Shared is a Burden Halved: A Fairness-Adjusted Approach to Classification

   Rava, Bradley, Sun, Wenguang, James, Gareth M., and Tong, Xin

   Technical Report 2022

   Bib HTML PDF

   @article{Rava2022burden,
     title = {A Burden Shared is a Burden Halved: A Fairness-Adjusted Approach to Classification},
     author = {Rava, Bradley and Sun, Wenguang and James, Gareth M. and Tong, Xin},
     year = {2022},
     eprint = {2110.05720},
     archiveprefix = {Preprint},
     primaryclass = {stat.ME},
     html = {https://arxiv.org/abs/2110.05720},
     bibtex_show = {true},
     selected = {true},
     abbr = {Preprint},
     journal = {Technical Report},
     pdf = {FASI.pdf}
   }

2021

1. Preprint

   Nonparametric Empirical Bayes Estimation On Heterogeneous Data

   Banerjee, Trambak, Fu, Luella, James, Gareth M., and Sun, Wenguang

   Technical Report 2021

   Bib HTML PDF

   @article{Banetal21-NEST,
     title = {Nonparametric Empirical Bayes Estimation On Heterogeneous Data},
     author = {Banerjee, Trambak and Fu, Luella and James, Gareth M. and Sun, Wenguang},
     year = {2021},
     abbr = {Preprint},
     bibtex_show = {true},
     pdf = {NEST.pdf},
     journal = {Technical Report},
     selected = {true},
     html = {https://arxiv.org/abs/2002.12586}
   }

2. JMLR

   A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family

   Banerjee, Trambak, Liu, Qiang, Mukherjee, Gourab, and Sun, Wengunag

   Journal of Machine Learning Research 2021

   Bib HTML PDF

   @article{Banetal21-DLE,
     title = {A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family},
     author = {Banerjee, Trambak and Liu, Qiang and Mukherjee, Gourab and Sun, Wengunag},
     journal = {Journal of Machine Learning Research},
     volume = {22},
     number = {67},
     pages = {1--46},
     year = {2021},
     abbr = {JMLR},
     bibtex_show = {true},
     html = {https://www.jmlr.org/papers/v22/19-873.html},
     pdf = {DLE.pdf}
   }

2020

1. JASA

   Adaptive sparse estimation with side information

   Banerjee, Trambak, Mukherjee, Gourab, and Sun, Wenguang

   Journal of the American Statistical Association 2020

   Bib HTML PDF

   @article{Banetal20-ASUS,
     title = {Adaptive sparse estimation with side information},
     author = {Banerjee, Trambak and Mukherjee, Gourab and Sun, Wenguang},
     journal = {Journal of the American Statistical Association},
     volume = {115},
     number = {532},
     pages = {2053--2067},
     year = {2020},
     publisher = {Taylor \& Francis},
     html = {https://www.tandfonline.com/doi/abs/10.1080/01621459.2019.1679639},
     pdf = {ASUS.pdf},
     bibtex_show = {true},
     abbr = {JASA}
   }

2. JASA

   GAP: A general framework for information pooling in two-sample sparse inference

   Xia, Yin, Cai, T Tony, and Sun, Wenguang

   Journal of the American Statistical Association 2020

   Bib HTML PDF

   @article{Xiaetal20-GAP,
     title = {GAP: A general framework for information pooling in two-sample sparse inference},
     author = {Xia, Yin and Cai, T Tony and Sun, Wenguang},
     journal = {Journal of the American Statistical Association},
     year = {2020},
     volume = {115},
     pages = {1236--1250},
     publisher = {Taylor \& Francis},
     abbr = {JASA},
     bibtex_show = {true},
     html = {https://www.tandfonline.com/doi/abs/10.1080/01621459.2019.1611585?journalCode=uasa20},
     pdf = {GAP.pdf}
   }

2019

1. JRSSB

   Covariate-assisted ranking and screening for large-scale two-sample inference (with discussion)

   Cai, T Tony, Sun, Wenguang, and Wang, Weinan

   Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2019

   Bib HTML PDF

   @article{Caietal19-CARS,
     title = {Covariate-assisted ranking and screening for large-scale two-sample inference (with discussion)},
     author = {Cai, T Tony and Sun, Wenguang and Wang, Weinan},
     journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
     volume = {87},
     pages = {187--217},
     year = {2019},
     abbr = {JRSSB},
     bibtex_show = {true},
     html = {https://rss.onlinelibrary.wiley.com/doi/full/10.1111/rssb.12304},
     selected = {true},
     pdf = {CARS.pdf}
   }

2. JRSSB

   Rejoinder to ``Covariate-assisted ranking and screening for large-scale two-sample inference''

   Cai, T Tony, Sun, Wenguang, and Wang, Weinan

   Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2019

   PDF
3. Large-Scale Shrinkage Estimation under Markovian Dependence

   Gang, Bowen, Mukherjee, Gourab, and Sun, Wenguang

   Book chapter for IISA Series on Statistics and Data Science 2019

   Bib HTML PDF

   @article{Ganetal19-Mar,
     title = {Large-Scale Shrinkage Estimation under Markovian Dependence},
     author = {Gang, Bowen and Mukherjee, Gourab and Sun, Wenguang},
     volume = {IISA Series on Statistics and Data Science},
     journal = {Book chapter for IISA Series on Statistics and Data Science},
     year = {2019},
     html = {https://arxiv.org/abs/2003.01873},
     pdf = {HMMShrink.pdf},
     bibtex_show = {true}
   }

4. Optimal design for high-throughput screening via false discovery rate control

   Feng, Tao, Basu, Pallavi, Sun, Wenguang, Ku, Hsun Teresa, and Mack, Wendy J

   Statistics in medicine 2019

   Bib HTML PDF

   @article{Fenetal19-SIM,
     title = {Optimal design for high-throughput screening via false discovery rate control},
     author = {Feng, Tao and Basu, Pallavi and Sun, Wenguang and Ku, Hsun Teresa and Mack, Wendy J},
     journal = {Statistics in medicine},
     volume = {38},
     number = {15},
     pages = {2816--2827},
     year = {2019},
     publisher = {Wiley Online Library},
     html = {https://onlinelibrary.wiley.com/doi/abs/10.1002/sim.8144},
     pdf = {HTS.pdf},
     bibtex_show = {true}
   }

2018

1. JASA

   Weighted False Discovery Rate Control in Large-Scale Multiple Testing

   Basu, Pallavi, Cai, T Tony, Das, Kiranmoy, and Sun, Wenguang

   Journal of the American Statistical Association 2018

   Bib HTML

   @article{Basetal18-WFDR,
     title = {Weighted False Discovery Rate Control in Large-Scale Multiple Testing},
     author = {Basu, Pallavi and Cai, T Tony and Das, Kiranmoy and Sun, Wenguang},
     journal = {Journal of the American Statistical Association},
     volume = {113},
     number = {523},
     pages = {1172--1183},
     year = {2018},
     html = {https://www.tandfonline.com/doi/abs/10.1080/01621459.2017.1336443?journalCode=uasa20},
     publisher = {Taylor \& Francis},
     abbr = {JASA},
     bibtex_show = {true}
   }

2017

1. Large-scale global and simultaneous inference: Estimation and testing in very high dimensions

   Cai, T Tony, and Sun, Wenguang

   Annual Review of Economics 2017

   Bib HTML PDF

   @article{CaiSun17-ARE,
     title = {Large-scale global and simultaneous inference: Estimation and testing in very high dimensions},
     author = {Cai, T Tony and Sun, Wenguang},
     journal = {Annual Review of Economics},
     volume = {9},
     pages = {411--439},
     year = {2017},
     html = {https://www.annualreviews.org/doi/pdf/10.1146/annurev-economics-063016-104355},
     publisher = {Annual Reviews},
     pdf = {ARE.pdf},
     bibtex_show = {true}
   }

2. JRSSB

   Optimal screening and discovery of sparse signals with applications to multistage high-throughput studies

   Cai, Tony, and Sun, Wenguang

   Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2017

   Bib HTML

   @article{CaiSun17-OSD,
     title = {Optimal screening and discovery of sparse signals with applications to multistage high-throughput studies},
     author = {Cai, Tony and Sun, Wenguang},
     journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
     volume = {79},
     number = {1},
     pages = {197--223},
     year = {2017},
     abbr = {JRSSB},
     bibtex_show = {true},
     html = {https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/rssb.12171}
   }

2016

2015

1. Biometrika

   Hierarchical recognition of sparse patterns in large-scale simultaneous inference

   Sun, Wenguang, and Wei, Zhi

   Biometrika 2015
2. JRSSB

   False discovery control in large-scale spatial multiple testing

   Sun, Wenguang, Reich, Brian J, Cai, T Tony, Guindani, Michele, and Schwartzman, Armin

   Journal of the Royal Statistical Society. Series B (Statistical methodology) 2015

2014

2013

1. Biometrika

   The optimal power puzzle: scrutiny of the monotone likelihood ratio assumption in multiple testing

   Cao, Hongyuan, Sun, Wenguang, and Kosorok, Michael R

   Biometrika 2013

2012

1. Discussion of ``Clustering random curves under spatial interdependence with application to service accessibility''

   James, Gareth, Sun, Wenguang, and Qiao, Xinghao

   Technometrics 2012
2. JASA

   Multiple testing of composite null hypotheses in heteroscedastic models

   Sun, Wenguang, and McLain, Alexander C

   Journal of the American Statistical Association 2012

2011

1. JASA

   Multiple testing for pattern identification, with applications to microarray time-course experiments

   Sun, Wenguang, and Wei, Zhi

   Journal of the American Statistical Association 2011
2. A Compound Decision-Theoretic Approach to Large-Scale Multiple Testing

   Cai, T Tony, and Sun, Wenguang

   2011

2010

1. Design and analysis of multiple events case--control studies

   Sun, Wenguang, Joffe, Marshall M, Chen, Jinbo, and Brunelli, Steven M

   Biometrics 2010
2. Simultaneous set-wise testing under dependence, with applications to genome-wide association studies

   Sun, Wenguang, Wang, Wei, and Wei, Zhi

   Statistics and its Interface 2010

2009

1. JASA

   Simultaneous testing of grouped hypotheses: Finding needles in multiple haystacks

   Cai, T Tony, and Sun, Wenguang

   Journal of the American Statistical Association 2009
2. JRSSB

   Large-scale multiple testing under dependence

   Sun, Wenguang, and Tony Cai, T

   Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2009
3. Multiple testing in genome-wide association studies via hidden Markov models

   Wei, Zhi, Sun, Wenguang, Wang, Kai, and Hakonarson, Hakon

   Bioinformatics 2009
4. A comparison of several approaches for choosing between working correlation structures in generalized estimating equation analysis of longitudinal binary data

   Shults, Justine, Sun, Wenguang, Tu, Xin, Kim, Hanjoo, Amsterdam, Jay, Hilbe, Joseph M, and Ten-Have, Thomas

   Statistics in medicine 2009
5. A note on the use of unbiased estimating equations to estimate correlation in analysis of longitudinal trials

   Sun, Wenguang, Shults, Justine, and Leonard, Mary

   Biometrical Journal: Journal of Mathematical Methods in Biosciences 2009

2008

2007

1. JASA

   Oracle and adaptive compound decision rules for false discovery rate control

   Sun, Wenguang, and Cai, T Tony

   Journal of the American Statistical Association 2007
2. On the estimation and use of propensity scores in case-control and case-cohort studies

   M{\aa}nsson, Roger, Joffe, Marshall M, Sun, Wenguang, and Hennessy, Sean

   American journal of epidemiology 2007
3. Power analyses for longitudinal study designs with missing data

   Tu, XM, Zhang, J, Kowalski, J, Shults, J, Feng, C, Sun, W, and Tang, W

   Statistics in medicine 2007

2006

1. On the violation of bounds for the correlation in generalized estimating equation analyses of binary data from longitudinal trials

   Shults, Justine, Sun, Wenguang, Tu, Xin, and Amsterdam, Jay

   2006