Preprints
Cai, Z., Fan, Y., Gao, L. (2025) Knockoffs inference under privacy constraints.
Kanrar, R. 🎒, Jiang, F., Cai, Z. (2025) Model-free change-point detection using modern classifiers. Minor revision, Journal of Machine Learning Research.
Xia, X. 🎒, Zhang, L., Cai, Z. (2025) Differentially private sliced inverse regression: minimax optimality and algorithm. Minor revision, Journal of the American Statistical Association.
Cai, Z., Li, S., Xia, X. 🎒, Zhang, L. (2025) Private estimation and inference in high-dimensional regression with FDR control. R & R, Journal of Machine Learning Research.
Selected Publications
Gao, Y., Zhang, Z., Cai, Z., Zhu, X., Zou, T., and Wang, H. (2024) Penalized sparse covariance regression with high dimensional covariates, Journal of Business & Economic Statistics.
Awan, J., Cai, Z. (2024) One step to efficient synthetic data, Statistica Sinica.
Xia, X. 🎒, Cai, Z. (2023) Adaptive false discovery rate control with privacy guarantee, Journal of Machine Learning Research.
Cai, Z., Lei, J., Roeder, K. (2023) Asymptotic distribution-free independence test for high dimension data, Journal of the American Statistical Association. Python code
Du, J., Cai, Z., Roeder, K. (2022) Robust probabilistic modeling for single-cell multimodal mosaic integration and imputation via scVAEIT, Proceedings of the National Academy of Sciences. Python package
Cai, Z., Li, C., Wen, J., Yang, S. (2022) Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property, Journal of Econometrics.
Cai, Z., Lei, J., Roeder, K. (2022) Model-free prediction test with application to genomics data, Proceedings of the National Academy of Sciences.
Cai, Z., Zhang, Y., Li, R. (2022) A distribution-free conditional independence test with application to causal discovery, Journal of Machine Learning Research. R package
Tong, Z., Cai, Z., Yang, S., Li, R. (2022) Model-free conditional feature screening with FDR control, Journal of the American Statistical Association.
Cai, Z., Xi, D., Zhu, X., Li, R. (2022) Causal discoveries for high dimensional mixed data, Statistics in Medicine. R code
Zhu, X., Cai, Z., Ma, Y. (2021) Network functional autoregression model, Journal of the American Statistical Association. R code
Cai, Z., Li, R., Zhu, L. (2020) Online sufficient dimension reduction through sliced inverse regression, Journal of Machine Learning Research, 21(10):1−25.
Note: 🎒 indicates student authors under my supervision.