Wei Fan

Statistics PhD at Wharton, UPenn.

Hi! I’m Wei Fan, a fourth year PhD student in Statistics and Data Science at the Wharton School of the University of Pennsylvania. I’m very fortunate to be advised by Prof. Yuting Wei.

My research interests include high dimensional statistics, reinforcement learning, bandits and online learning.

Previously, I was an undergraduate at the University of Science and Technology of China, where I received a Bachelor of Science (B.S.) in Mathematics and Applied Mathematics.

You can reach me at weif at wharton dot upenn dot edu.

News

  • [2025/12] I’m excited to share our recent paper on the asymptotics of LinUCB, with my amazing collaborators Kevin and Yuting. We establish asymptotic normality for the LinUCB estimator under a $T^{1/4}$ scaling, rather than the classical $\sqrt{T}$. Feel free to check it out!