Publications

Published Papers

• Simultaneous Inference for Covariance and Precision Matrices of Long-Range Dependent Time Series
  Percy S. Zhai, Mladen Kolar, and Wei Biao Wu (2026)
  IEEE Transactions on Information Theory, 72(6): 4246–4296
  Paper | arXiv

• High-dimensional Gaussian Graphical Model Testing for Long-Memory Time Series
  Percy S. Zhai, Ping-Shou Zhong, and Wei Biao Wu (2026)
  Accepted to the 40th Annual Conference on Neural Information Processing Systems (NeurIPS)
  arXiv

• Conditional Flow Matching for Bayesian Posterior Inference
  Percy S. Zhai*, Sowon Jeong*, and Veronika Ročková (2026)
  The 29th International Conference on Artificial Intelligence and Statistics (AISTATS), PMLR 300: 2044–2052
  Paper | arXiv | Code

• Deep Generative Quantile Bayes
  Jungeum Kim, Percy S. Zhai, and Veronika Ročková (2025)
  The 28th International Conference on Artificial Intelligence and Statistics (AISTATS), PMLR 258: 4141–4149
  Paper | arXiv | Code

• High-dimensional Functional Graphical Model Structure Learning via Neighborhood Selection Approach
  Boxin Zhao, Percy S. Zhai, Y. Samuel Wang, and Mladen Kolar (2024)
  Electronic Journal of Statistics, 18(1): 1042–1129
  Paper | arXiv | Code

* Equal contribution.

Working Papers and Preprints

• Horseshoe Predictive Inference
  Percy S. Zhai and Veronika Ročková (2026)
  Under review at Journal of the American Statistical Association, Theory and Methods
  arXiv

• Valid and Efficient Split Conformal Regression for Time Series
  Percy S. Zhai, Maggie Cheng, and Wei Biao Wu (2026)
  Submitted
  arXiv

• Conformal Coverage of Time Series: Validity and Inference
  Percy S. Zhai, Maggie Cheng, and Wei Biao Wu (2026)
  Submitted
  arXiv

• Testing Demographic Parity Gap on Precision Graphs for Sub-Exponential Time Series
  Percy S. Zhai, Mladen Kolar, and Wei Biao Wu (2026)
  Submitted

• Two-way Guidance: Simultaneous Learning of Summary Statistics for Generative Bayes
  Percy S. Zhai, Max Pachman, Peverel Shipley, and Jungeum Kim (2026)
  Submitted

• Possibilistic Radial Transport for Approximate IM Inference with Hypothesis Comparison and Selection
  Jungeum Kim and Percy S. Zhai (2026)

• Effects of Dropout Regularization on Memorization in Diffusion Models
  Percy S. Zhai, Molei Tao, and Jiaqi Li (2026)