Shuyang Gong(巩舒阳)
Hello! Welcome to my homepage!
I am a fifth-year Ph.D student of ProbabilityGroup at School of Mathematical Sciences, Peking University. I obtained my B.S. degree in statistics from
Department of Mathematics, Shandong University.
My research interest is the intersection of probability theory, theoretical computer science and theoretical statistics.
Links: Google Scholar. ORCID. Linkedin.
My Erdős Number is 3.
Email address: lastnamefirstname at stu dot pku dot edu dot cn and gongsyprob at gmail dot com.
Curriculum Vitae
Here is my CV (last update: Feb. 2026).
Research paper
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Stable algorithms cannot reliably find isolated perceptron solutions.
with B. Huang, S. Li and M. Sellke.
arXiv.
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Fundamental limits of community detection in contextual multi-layer stochastic block models.
with D. Huang and Z. Li.
arXiv.
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Detecting correlation efficiently in stochastic block models: breaking Otter's threshold in the entire supercritical regime.
with G. Chen, J. Ding and Z. Li.
arXiv.
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Finding a dense submatrix of a random matrix. Sharp bounds for online algorithms.
with S. Bhamidi and D. Gamarnik.
Electronic Communications in Probability.
journal, arXiv.
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Detection and reconstruction of a random hypergraph from noisy graph projection.
with Z. Li and Q. Xu.
Conference version to appear at ISIT 2026 .
arXiv.
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Asymptotic diameter of preferential attachment model.
with H. Du, Z. Li and H. Zhu.
Electronic Communications in Probability (to appear).
arXiv.
- Detecting correlation efficiently in very supercritical stochastic block models: breaking the Otter's threshold barrier.
with G. Chen, J. Ding and Z. Li.
SODA 2026.
conference, full version.
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A proof of the changepoint detection threshold conjecture in preferential attachment models.
with H. Du and J. Xu.
COLT 2025.
Best Poster Award at The 2026 Joint Workshop of RMTA & SNAB.
Minor revision at Annals of Applied Probability.
arXiv, video by Jiaming Xu, conference, poster.
- A computational transition for detecting correlated stochastic block models by low-degree polynomials.
with G. Chen, J. Ding and Z. Li.
Annals of Statistics.
arXiv, journal.
- The Umeyama algorithm for matching correlated Gaussian geometric models in the low-dimensional regime.
with Z. Li.
arXiv.
- The algorithmic phase transition of random graph alignment problem.
with H. Du and R. Huang.
Probability Theory and Related Fields.
arXiv, journal.
- A polynomial-time approximation scheme for the maximal overlap of two independent Erdős–Rényi graphs.
with J. Ding and H. Du.
Random Structures and Algorithms.
arXiv, journal.
Talks
- Phase transitions in statistical models: several examples. (October 9, 2025, Shandong University), Jinan, China.
- A proof of the changepoint detection threshold conjecture in preferential attachment models. (July 3, 2025, 38th Annual Conference on Learning Theory), Lyon, France. slide
- A proof of the changepoint detection threshold conjecture in preferential attachment models. (June 3, 2025, An International Conference on Applied Probability), Beijing, China.
- Asymptotic diameter of preferential attachment model. (joint with Zhangsong Li, May 29, 2025, YMSC probability seminar, Tsinghua University), Beijing, China. slide
- Combinatorial Statistics: recent progress on random graph matching and changepoint detection. (March 26, 2025, Shandong University), Jinan, China.
- Matching Wishart matrices via Umeyama algorithm. (Sept.9 2024, Peking University), Beijing, China. slide
- Optimizing the overlap of two independent Erdös-Rényi graphs. (Jan.15 2024, probability seminar, Sichuan University), Chengdu, China. slide
- Algorithms and phase transitions in random graph alignment problem. (Sept.11 2023, Peking University), Beijing, China.
- On cluster expansion and its applications into Ising model--spontaneous magnetization and exponential decay of truncated two-point function in sufficiently Low temperature regime. (Apr. 22, 2023, Peking University), Beijing, China.
- A polynomial-time approximation scheme for the maximal overlap of two independent Erdös-Rényi graphs. (Zhongtai Securities Institute for Financial Studies, Shandong University. Nov. 7th, 2022), online.
- An introduction to first-passage percolation. (Zhongtai Securities Institute for Financial Studies, Shandong University. October, 2020), Jinan, China
Teaching