Yanglei Song's website

My research focuses on sequential decision-making, including multiple testing, change-point detection, adaptive experimental design, and contextual bandits. I also work on statistical inference in high-dimensional and nonstandard settings, with interests in U-statistics, regression with thresholded covariates, and inference under covariate-adaptive designs. More recently, I have been interested in statistical inference for and with generative models, particularly conditional generative models and their use in hypothesis testing.

Education:

Ph.D. in Statistics, University of Illinois at Urbana-Champaign, 2019

M.Sc. in Mathematics, University of Illinois at Urbana-Champaign, 2016

B. Eng. in Electronic Engineering, Tsinghua University, 2012

Preprints:

* indicates students supervised or co-supervised by me;  (a) indicates alphabetical order.

• J. Liu* and Y. Song, "Sequential Multiple Testing: A Second-Order Asymptotic Analysis", arXiv:2603.04685

• Y. Song and G. Fellouris, "Efficient Importance Sampling for Wrong Exit Probabilities over Combinatorially Many Rare Regions", arXiv:2509.14596

• J. Liu* and Y. Song, "Minimax Rate-Optimal Algorithms for High-Dimensional Stochastic Linear Bandits", arXiv:2505.17400

• Y. Song, B. Dulek, and S. Gezici, "Optimal Decision Rules for Composite Binary Hypothesis Testing under Neyman-Pearson Framework", arXiv:2505.17851

• (a) Y. Ke, H. Ling, and Y. Song, "Distance Correlation in Multiple Biased Sampling Models", arXiv:2408.11808

• Y. Song and M. Zhou*, "Truncated LinUCB for Stochastic Linear Bandits",  arXiv:2202.11735. (code)

Journal Publications:

• Y. Zhou*, Y. Song, and S. Yüksel, "Robustness to Model Approximation, Model Learning From Data, and Sample Complexity in Wasserstein Regular MDPs", accepted for publication in Mathematics of Operations Research (2026).

• Z. Wang*, Y. Song, W. Jiang, and D. Tu, "Nonparametric Inference on Treatment-Biomarker Interaction Based on Probability Index", accepted for publication in Statistica Sinica (2026).

• E. Efendi, B. Dulek, S. Gezici, and Y. Song, "A Framework for Characterization of Optimal Decision Rules in Hypothesis-Testing Problems". Entropy 2026, 28, 657. (Special Issue Foundations and Frontiers of Information Theory—Dedicated to Professor H. Vincent Poor on the Occasion of His 75th Birthday).

• Y. Song and G. Fellouris, "Change acceleration and detection",  Annals of Statistics 2024, Vol. 52, No. 3, 1050-1075.

• Z. Zhao*, Y. Song, W. Jiang, and D. Tu, "Consistent covariances estimation for stratum imbalances under minimization method for covariate-adaptive randomization", Scandinavian Journal of Statistics, 2024, Volume 51, Issue 2, Pages 861-890 (https://doi.org/10.1111/sjos.12703).

• N. Li*, Y. Song, C. D. Lin,  and D. Tu, "Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models",  Electronic Journal of Statistics 2023, Vol. 17, No. 1, 548-606.

• Y. Song, X. Chen, and K. Kato, "Stratified incomplete local simplex tests for curvature of nonparametric multiple regression", Bernoulli 29 (1) 323-349, February 2023. (https://doi.org/10.3150/22-BEJ1459, code)

• N. Li*, Y. Song, C. D. Lin, and D. Tu, "Bootstrap adjustment to minimum p-value method for predictive classification",  Statistica Sinica 33 (2023), 2065-2086.  (supplement file).

• Y. Song, X. Chen, and K. Kato,  "Approximating high-dimensional infinite-order U-statistics: Statistical and computational guarantees", Electronic Journal of Statistics 13.2 (2019): 4794-4848. 

• Y. Song and G. Fellouris, "Sequential multiple testing with generalized error control: an asymptotic optimality theory", Annals of Statistics 2019, Vol. 47, No. 3, 1776-1803.

• Y. Song and G. Fellouris, "Asymptotically optimal, sequential, multiple testing procedures with prior information on the number of signals", Electronic Journal of Statistics, vol. 11, no. 1, (2017) 338-363.

• A. El-Kishky, Y. Song, C. Wang, C. R. Voss, and J. Han, "Scalable topical phrase mining from text corpora", Proceedings of the VLDB Endowment, 8(3), 305–316, 2014. (Presented at the 41st International Conference on Very Large Data Bases (VLDB 2015), Kohala Coast, Hawaii, September 2015.)

Conference Publications:

• Y. Xing and Y. Song, "Sequential multiple testing in a general statistical framework", 2026 IEEE International Symposium on Information Theory (ISIT), Guangzhou, China, 2026.

• Y. Song and G. Fellouris, "Logarithmically efficient simulation for misclassification probabilities in sequential multiple testing", Winter Simulation Conference (WSC'16), Arlington, Virginia, Dec 2016.

• C. Wang, Y. Sun, Yanglei Song, J. Han, Yangqiu Song, L. Wang, and M. Zhang, "RelSim: Relation Similarity Search in Schema-Rich Heterogeneous Information Networks", in Proc. of 2016 SIAM Int. Conf. on Data Mining (SDM'16), Miami, FL, May 2016.

• C. Wang, X. Liu, Y. Song, and J. Han,  "Towards interactive construction of topical hierarchy: a recursive tensor decomposition approach", in Proc. of 2015 ACM SIGKDD Int. Conf. on Knowledge Discovery and Data Mining (KDD'15), Sydney, Australia, Aug. 2015.

• C. Wang, X. Liu, Y. Song, and J. Han,  "Scalable moment-based inference for latent Dirichlet allocation", in Proc. of 2014 European Conf. on Machine Learning and Principles and Practices of Knowledge Discovery in Databases (ECMLPKDD'14), Nancy, France, Sept. 2014.