Tengyao Wang is broadly interested in the area of high-dimensional statistics. His research focuses mainly on developing computationally efficient procedures for high-dimensional problems, while at the same time understanding the potential statistical limitations imposed by computational constraints. Some of his current research interests include: (i) Sparse signal detection in high-dimensional data; (ii) Change-point detection and estimation problems; (iii) Dimension reduction techniques; (iv) Robust statistical procedures in the presence of missing data or heavy-tailed noise; (v) Nonparametric statistical inference and (vi) Applications, including medical statistics, financial data analysis and statistical learning-assisted material discovery.

Prior to joining LSE as an associate professor, Tengyao was a lecturer at University College London and a research fellow at Cantab Capital Institute for the Mathematics of Information, University of Cambridge. Tengyao was awarded the Royal Statistical Society Research Prize in 2019 and the Guy Medal in Bronze in 2023.