Xiaocong XU

Postdoctoral Research Associate
Email: xuxiaoco (AT) marshall.usc.edu

Data Sciences and Operations Department
Marshall School of Business
University of Southern California
Los Angeles, CA 90089

Your Photo

Welcome to my homepage! I am currently a Postdoctoral Research Associate at the Marshall School of Business at the University of Southern California, where I am mentored by Prof. Yingying Fan and Prof. Jinchi Lv. I received my Ph.D. in 2024 from the Department of Mathematics at the Hong Kong University of Science and Technology, where I was advised by Prof. Zhigang Bao. I was also fortunate to be supervised by Prof. Qiyang Han on several projects.

My research interests broadly lie in random matrix theory, as well as the mathematical foundations and algorithmic aspects of high-dimensional statistics. I am also interested in the design and analysis of sequential decision-making methods under uncertainty, particularly in revenue management applications such as inventory control and dynamic pricing.

I will join the Department of Statistics at the University of Pittsburgh as an Assistant Professor in Fall 2026.

Papers

Harnessing unimodality in semiparametric contextual pricing via oracle price map learning
with Yingying Fan, Yuxuan Han, Jinchi Lv, and Zhengyuan Zhou, 2026.
Asymptotic FDR control with model-X knockoffs: is moments matching sufficient?
with Yingying Fan, Lan Gao, and Jinchi Lv, 2025.
Semi-parametric contextual pricing with general smoothness
with Yuxuan Han, Yuxiao Wen, Yanjun Han, Ilan Lobel, and Zhengyuan Zhou, ICLR 2026.
Gradient descent inference in empirical risk minimization
with Qiyang Han, Annals of Statistics, to appear.
Precise asymptotics and refined regret of variance-aware UCB
with Yingying Fan, Yuxuan Han, Jinchi Lv, and Zhengyuan Zhou, NeurIPS 2025 (Spotlight).
Phase transition for the bottom singular vector of rectangular random matrices
with Zhigang Bao and Jaehun Lee, Journal of Functional Analysis, 290(4), 111266, 2026.
A leave-one-out approach to approximate message passing
with Zhigang Bao and Qiyang Han, Annals of Applied Probability, 35(4), 2716-2766, 2025.
The distribution of Ridgeless least squares interpolators
with Qiyang Han, Journal of Machine Learning Research, 27 (23), 1-94, 2026.
Phase transition for the smallest eigenvalue of covariance matrices
with Zhigang Bao and Jaehun Lee, Probability Theory and Related Fields, 192, 35-133, 2025.
Extreme eigenvalues of log-concave ensemble
with Zhigang Bao, Annales de l'Institut Henri Poincare: Probabilites et Statistiques, 61(1), 155-184, 2025.
Spectral statistics of sample block correlation matrices
with Zhigang Bao, Jiang Hu, and Xiaozhuo Zhang, Annals of Statistics, 52(5), 1873-1898, 2024.