A max-norm constrained minimization approach to 1-bit matrix completion. - T. Tony Cai; Wen-Xin Zhou (J. Mach. Learn. Res., 2013)

Guarding against Spurious Discoveries in High Dimensions. - Jianqing Fan; Wen-Xin Zhou (J. Mach. Learn. Res., 2016)

Max-norm optimization for robust matrix recovery. - Ethan X. Fang; Han Liu 001; Kim-Chuan Toh; Wen-Xin Zhou (Math. Program., 2018)

FarmTest: An R Package for Factor-Adjusted Robust Multiple Testing. - Koushiki Bose; Jianqing Fan; Yuan Ke; Xiaoou Pan; Wen-Xin Zhou (R J., 2020)

Distributed adaptive Huber regression. - Jiyu Luo; Qiang Sun; Wen-Xin Zhou (Comput. Stat. Data Anal., 2022)

Communication-Constrained Distributed Quantile Regression with Optimal Statistical Guarantees. - Kean Ming Tan; Heather Battey; Wen-Xin Zhou (J. Mach. Learn. Res., 2022)

Online Quantile Regression. - Yinan Shen; Dong Xia; Wen-Xin Zhou (CoRR, 2024)

A Unified Algorithm for Penalized Convolution Smoothed Quantile Regression. - Rebeka Man; Xiaoou Pan; Kean Ming Tan; Wen-Xin Zhou (J. Comput. Graph. Stat., 2024)

Private Optimal Inventory Policy Learning for Feature-Based Newsvendor with Unknown Demand. - Tuoyi Zhao; Wen-Xin Zhou; Lan Wang (Manag. Sci., 2025)