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Preprint
Data Integration Using Covariate Summaries from External Sources
Facheng Yu, Zhen Qi, Yuqian Zhang.
arXiv:2411.15691
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Preprint
]
Modern data analysis often involves integrating information from multiple sources, which can present challenges like data heterogeneity and imbalanced sample sizes. Our work introduces novel data integration techniques that rely only on external summary statistics to address these challenges and construct robust estimators. The framework is further extended to causal inference, facilitating the estimation of average treatment effects for generalizability and transportability.
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Publication
Stochastic Gradients under Nuisances
Facheng Yu, Ronak Mehta, Alex Luedtke, Zaid Harchaoui.
NeurIPS 2025
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Paper  / 
Code  / 
Poster  / 
Video
]
Stochastic gradient optimization is the dominant learning paradigm for a variety of scenarios, from classical supervised learning to modern self-supervised learning. We consider stochastic gradient algorithms for learning problems whose objectives rely on unknown nuisance parameters, and establish non-asymptotic convergence guarantees.
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Talks
Stochastic Gradients under Nuisances
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Slides
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- Institute for Foundations of Data Science (IFDS) Seminar, Oct. 2025, Seattle, USA.
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Data Integration Using Covariate Summaries from External Sources
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Slides
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- UW causal reading group, Dec. 2024, Seattle, USA.
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Teaching
University of Washington
- STAT 513: Statistical Inference, Winter 2026.
- Sparse Linear Model in High Dimensions, DRP Winter 2024. [ Notes ]
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Awards
- Institute for Foundations of Data Science (IFDS) Scholarship, 2024.
- Excellent Student Scholarship, Wuhan University, 2020, 2021, 2022.
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Miscellaneous
Research on Improved GNSS-PWV Three Factor Threshold Rainfall Forecasting Method
Chuankai Dong,
Facheng Yu,
Weixing Zhang,
Kangli Wei,
Lizhe Fang,
Yidong Lou,
Shuyuan Ou
Geomatics and Information Science of Wuhan University
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Paper
]
Precipitable water vapor (PWV) plays an increasingly significant role in the quantitative study of the potential meteorological factors that cause rainfall.
The PWV-based three-factor (PWV, PWV change, and rate of PWV change) threshold method for the rain forecast has been established, empirically proving its effectiveness in some scenarios.
However, an apparent issue is that not fully using real-time information restricts performance.
Our study proposed an improved monthly threshold method to tackle this problem.
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Blackwell's Approachability
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Slides
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My survey: a short summary of Blackwell's approachability and its relationship with online convex optimization.
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