Tony Cai

Daniel H. Silberberg Professor
Professor of Statistics and Data Science

Contact Information

Primary Email:
tcai@wharton.upenn.edu
Office Phone:
(215) 898-8224

office Address:
405 Academic Research Building
265 South 37th Street
Philadelphia, PA 19104

Research Interests: Statistical machine learning, high-dimensional statistics, large-scale inference, functional data analysis, statistical decision theory, applications to genomics and financial econometrics

Links: Personal Website

Overview

Education

PhD, Cornell University, 1996

Career and Recent Professional Awards

President-elect, President, and Past President, Institute of Mathematical Statistics, 2023-2025
Elected as a Fellow of the American Association for the Advancement of Science, 2023
Noether Distinguished Scholar Award, American Statistical Association, 2023
Laplace Lecturer of the Bernoulli Society, 10th World Congress in Probability & Statistics, 2021
International Chinese Statistical Association Distinguished Achievement Award, 2019
Peter Whittle Lecturer, Cambridge University, 2018
ICCM Best Paper Award, 2018
President-elect, President, and Past President, the International Chinese Statistical Association, 2016-2018
Hermann Otto Hirschfeld Lecturer, Humboldt-Universität zu Berlin, 2012
Forum Lecturer, 28th European Meeting of Statisticians, Piraeus, Greece, 2010
Medallion Lecturer, Institute of Mathematical Statistics, 2009
The COPSS Presidents’ Award, Committee of Presidents of Statistical Societies, 2008
Fellow, Institute of Mathematical Statistics, 2006

Academic Positions Held

Wharton: 2000-present (named Dorothy Silberberg Professor, 2007).

For more information, go to My Personal Page

Research

Tony Cai, Rungang Han, Anru Zhang (2022), On the Non-asymptotic Concentration of Heteroskedastic Wishart-type Matrix, Electronic Journal of Probability, 27 (), pp. 1-40.
Anru Zhang, Tony Cai, Yihong Wu (2022), Heteroskedastic PCA: Algorithm, Optimality, and Applications, Annals of Statistics, 50 (1), pp. 53-80.
Zijian Guo, Claude Renaux, Peter Bühlmann, Tony Cai (2021), Group Inference in High Dimensions with Applications to Hierarchical Testing, Electronic Journal of Statistics, 15 (), pp. 6633-6676.
Tony Cai, Tiefeng Jiang, Xiaoou Li (Under Review), Asymptotic Analysis for Extreme Eigenvalues of Principal Minors of Random Matrices.
Tony Cai and Hongji Wei (2020), Transfer Learning for Nonparametric Classification: Minimax Rate and Adaptive Classifier, Annals of Statistics, (to appear) ().
Shulei Wang, Tony Cai, Hongzhe Li (2020), Optimal Estimation of Wasserstein Distance on A Tree with An Application to Microbiome Studies, Journal of the American Statistical Association, (to appear) ().
Tony Cai and Yihong Wu (2020), Statistical and Computational Limits for Sparse Matrix Detection, Annals of Statistics, (to appear) ().
Rong Ma, Tony Cai, Hongzhe Li (2020), Optimal Permutation Recovery in Permuted Monotone Matrix Model, Journal of the American Statistical Association, (to appear) ().
Shulei Wang, Tony Cai, Hongzhe Li (2020), Hypothesis Testing for Phylogenetic Composition: A Minimum-cost Flow Perspective, Biometrika, (to appear) ().
Tony Cai, Hongzhe Li, Rong Ma (Under Review), Optimal Structured Principal Subspace Estimation: Metric Entropy and Minimax Rates.
All Research from Tony Cai »

Teaching

Past Courses

AMCS5999 - Independent Study
Independent Study allows students to pursue academic interests not available in regularly offered courses. Students must consult with their academic advisor to formulate a project directly related to the student’s research interests. All independent study courses are subject to the approval of the AMCS Graduate Group Chair.
AMCS9999 - Ind Study & Research
Study under the direction of a faculty member.
STAT4300 - Probability
Discrete and continuous sample spaces and probability; random variables, distributions, independence; expectation and generating functions; Markov chains and recurrence theory.
STAT5100 - Probability
Elements of matrix algebra. Discrete and continuous random variables and their distributions. Moments and moment generating functions. Joint distributions. Functions and transformations of random variables. Law of large numbers and the central limit theorem. Point estimation: sufficiency, maximum likelihood, minimum variance. Confidence intervals. A one-year course in calculus is recommended.
STAT9720 - Adv Topics in Math Stat
A continuation of STAT 9700.
STAT9910 - Sem in Adv Appl of Stat
This seminar is for graduate students who wish to learn about current research frontiers. It covers advanced topics in probability, statistical theory and methods, applied statistics, data science and artificial intelligence. Specific topics vary from year to year and emphasize both theoretical foundations and applications.
STAT9950 - Dissertation
Dissertation

Awards And Honors

Leo Breiman Senior Award, 2026
Fellow, American Association for the Advancement of Science, 2023
Peter Whittle Lecture, Cambridge University, 2018
Hermann Otto Hirschfeld Lectures, Humboldt-Universitat zu Berlin, 2012
Forum Lecture, 28th European Meeting of Statisticians, Piraeus, Greece, 2010
Medallion Lecturer, Institute of Mathematical Statistics, 2009
The COPSS Presidents' Award, Committee of Presidents of Statistical Societies, 2008
Fellow, Institute of Mathematical Statistics, 2006
International Chinese Statistical Association Distinguished Achievement Award, 1970
Laplace Lecture, Bernoulli Society, 10th World Congress in Probability & Statistics, 1970
International Chinese Statistical Association Distinguished Achievement Award, 1970
International Chinese Statistical Association Outstanding Service Award, 1970

Activity

Latest Research

Tony Cai, Rungang Han, Anru Zhang (2022), On the Non-asymptotic Concentration of Heteroskedastic Wishart-type Matrix, Electronic Journal of Probability, 27 (), pp. 1-40.

All Research