Wei Xiong


Ph.D. student
Department of Mathematics
The Hong Kong University of Science and Technology

I am a first-year Ph.D. in mathematics at the Hong Kong University of Science and Technology, advised by Prof. Tong Zhang. I received a B.S. in mathematics from the University of Science and Technology of China where I worked closely with Prof. Cong Shen and Prof. Haishan Ye.

Here is a photo of me and you can find my CV here.

Research Interest

I have broad interests in statistical machine learning, reinforcement learning, and optimization. In particular, I am interested in the statistical properties of existing popular algorithms of machine learning. My goal is to provide a deeper understanding of existing methods and develop new efficient (in sample complexity and in computation resource) learning algorithms with theoretical guarantees.


  • 1. Haishan Ye*, and Wei Xiong*, ¡±A practical method for trace estimation of Matrix inverse¡±, Submitted.

  • 2. Haishan Ye*, Wei Xiong*, and Tong Zhang, ¡±PMGT-VR: A decentralized proximal-gradient algorithmic framework with variance reduction¡±, Submitted.

  • 3. Chengshuai Shi, Wei Xiong, and Cong Shen, ¡°Heterogeneous Multi-player Multi-armed Bandits: Closing the Gap and Generalization ¡±, Neurips, 2021.

  • 4. Chengshuai Shi, Haifeng Xu, Wei Xiong, and Cong Shen, ¡±(Almost) Free Incentivized Exploration from Decentralized Learning Agents¡±, Neurips, 2021.

  • 5. Pushi Zhang, Xiaoyu Chen, Li Zhao, Wei Xiong, Tao Qin, and Tie-Yan Liu, ¡±Distributional Reinforcement Learning for Multi-Dimensional Reward Functions¡±, Neurips, 2021.

  • 6. Chengshuai Shi, Wei Xiong, Cong Shen, and Jing Yang, ¡°Decentralized multi-player multi-armed bandits with no collision information¡±, AISTATS, 2020.


Email: wei DOT xiong AT connect DOT ust DOT hk