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Danyang Huang

Publications and source records attributed to Danyang Huang.

18 recordsLinked to original sources

Do more observations bring more information in rare events?

It is generally believed that more observations provide more information. However, we observe that in the independence test for rare events, the power of the test is, surprisingly, determined by the number of rare events rather than the total sample size. Moreover, the correlations tend to shrink to zero even as the total sample size increases, as long as the proportion of rare events decreases. We demonstrate this phenomenon in both fixed and high-dimensional settings. To address these issues, we first rescale the covariances to account for the presence of rare events. We then propose a boosted procedure that uses only a small subset of non-rare events, yet achieves nearly the same power as using the full set of observations. As a result, computational complexity is significantly reduced. The theoretical properties, including asymptotic distribution and local power analysis, are carefully derived for both the rescaled statistic based on the full sample and the boosted test statistic based on subsampling. Furthermore, we extend the theory to multi-class rare events. Extensive simulations and real-world data analyses confirm the effectiveness and computational efficiency of the proposed approach.

stat.ME

Pseudo-Likelihood Ratio Screening based on Network Data with Applications

Social network platforms today generate vast amounts of data, including network structures and a large number of user-defined tags, which reflect users' interests. The dimensionality of these personalized tags can be ultra-high, posing challenges for model analysis in targeted preference analysis. Traditional categorical feature screening methods overlook the network structure, which can lead to incorrect feature set and suboptimal prediction accuracy. This study focuses on feature screening for network-involved preference analysis based on ultra-high-dimensional categorical tags. We introduce the concepts of self-related features and network-related features, defined as those directly related to the response and those related to the network structure, respectively. We then propose a pseudo-likelihood ratio feature screening procedure that identifies both types of features. Theoretical properties of this procedure under different scenarios are thoroughly investigated. Extensive simulations and real data analysis on Sina Weibo validate our findings.

stat.ME

Transfer Learning Under High-Dimensional Network Convolutional Regression Model

Transfer learning enhances model performance by utilizing knowledge from related domains, particularly when labeled data is scarce. While existing research addresses transfer learning under various distribution shifts in independent settings, handling dependencies in networked data remains challenging. To address this challenge, we propose a high-dimensional transfer learning framework based on network convolutional regression (NCR), inspired by the success of graph convolutional networks (GCNs). The NCR model incorporates random network structure by allowing each node's response to depend on its features and the aggregated features of its neighbors, capturing local dependencies effectively. Our methodology includes a two-step transfer learning algorithm that addresses domain shift between source and target networks, along with a source detection mechanism to identify informative domains. Theoretically, we analyze the lasso estimator in the context of a random graph based on the Erdos-Renyi model assumption, demonstrating that transfer learning improves convergence rates when informative sources are present. Empirical evaluations, including simulations and a real-world application using Sina Weibo data, demonstrate substantial improvements in prediction accuracy, particularly when labeled data in the target domain is limited.

cs.LG

Distributed Pseudo-Likelihood Method for Community Detection in Large-Scale Networks

This paper proposes a distributed pseudo-likelihood method (DPL) to conveniently identify the community structure of large-scale networks. Specifically, we first propose a block-wise splitting method to divide large-scale network data into several subnetworks and distribute them among multiple workers. For simplicity, we assume the classical stochastic block model. Then, the DPL algorithm is iteratively implemented for the distributed optimization of the sum of the local pseudo-likelihood functions. At each iteration, the worker updates its local community labels and communicates with the master. The master then broadcasts the combined estimator to each worker for the new iterative steps. Based on the distributed system, DPL significantly reduces the computational complexity of the traditional pseudo-likelihood method using a single machine. Furthermore, to ensure statistical accuracy, we theoretically discuss the requirements of the worker sample size. Moreover, we extend the DPL method to estimate degree-corrected stochastic block models. The superior performance of the proposed distributed algorithm is demonstrated through extensive numerical studies and real data analysis.

stat.ME

Statistical Inference for Regression with Imputed Binary Covariates with Application to Emotion Recognition

In the flourishing live streaming industry, accurate recognition of streamers' emotions has become a critical research focus, with profound implications for audience engagement and content optimization. However, precise emotion coding typically requires manual annotation by trained experts, making it extremely expensive and time-consuming to obtain complete observational data for large-scale studies. Motivated by this challenge in streamer emotion recognition, we develop here a novel imputation method together with a principled statistical inference procedure for analyzing partially observed binary data. Specifically, we assume for each observation an auxiliary feature vector, which is sufficiently cheap to be fully collected for the whole sample. We next assume a small pilot sample with both the target binary covariates (i.e., the emotion status) and the auxiliary features fully observed, of which the size could be considerably smaller than that of the whole sample. Thereafter, a regression model can be constructed for the target binary covariates and the auxiliary features. This enables us to impute the missing binary features using the fully observed auxiliary features for the entire sample. We establish the associated asymptotic theory for principled statistical inference and present extensive simulation experiments, demonstrating the effectiveness and theoretical soundness of our proposed method. Furthermore, we validate our approach using a comprehensive dataset on emotion recognition in live streaming, demonstrating that our imputation method yields smaller standard errors and is more statistically efficient than using pilot data only. Our findings have significant implications for enhancing user experience and optimizing engagement on streaming platforms.

stat.ME

Privacy-Protected Spatial Autoregressive Model

Spatial autoregressive (SAR) models are important tools for studying network effects. However, with an increasing emphasis on data privacy, data providers often implement privacy protection measures that make classical SAR models inapplicable. In this study, we introduce a privacy-protected SAR model with noise-added response and covariates to meet privacy-protection requirements. However, in this scenario, the traditional quasi-maximum likelihood estimator becomes infeasible because the likelihood function cannot be directly formulated. To address this issue, we first consider an explicit expression for the likelihood function with only noise-added responses. Then, we develop techniques to correct the biases for derivatives introduced by noise. Correspondingly, a Newton-Raphson-type algorithm is proposed to obtain the estimator, leading to a corrected likelihood estimator. To further enhance computational efficiency, we introduce a corrected least squares estimator based on the idea of bias correction. These two estimation methods ensure both data security and the attainment of statistically valid estimators. Theoretical analysis of both estimators is carefully conducted, statistical inference methods and model extensions are discussed. The finite sample performances of different methods are demonstrated through extensive simulations and the analysis of a real dataset.

stat.ME

Transfer Learning Under High-Dimensional Graph Convolutional Regression Model for Node Classification

Node classification is a fundamental task, but obtaining node classification labels can be challenging and expensive in many real-world scenarios. Transfer learning has emerged as a promising solution to address this challenge by leveraging knowledge from source domains to enhance learning in a target domain. Existing transfer learning methods for node classification primarily focus on integrating Graph Convolutional Networks (GCNs) with various transfer learning techniques. While these approaches have shown promising results, they often suffer from a lack of theoretical guarantees, restrictive conditions, and high sensitivity to hyperparameter choices. To overcome these limitations, we propose a Graph Convolutional Multinomial Logistic Regression (GCR) model and a transfer learning method based on the GCR model, called Trans-GCR. We provide theoretical guarantees of the estimate obtained under GCR model in high-dimensional settings. Moreover, Trans-GCR demonstrates superior empirical performance, has a low computational cost, and requires fewer hyperparameters than existing methods.

stat.ML

A Selective Review on Statistical Methods for Massive Data Computation: Distributed Computing, Subsampling, and Minibatch Techniques

This paper presents a selective review of statistical computation methods for massive data analysis. A huge amount of statistical methods for massive data computation have been rapidly developed in the past decades. In this work, we focus on three categories of statistical computation methods: (1) distributed computing, (2) subsampling methods, and (3) minibatch gradient techniques. The first class of literature is about distributed computing and focuses on the situation, where the dataset size is too huge to be comfortably handled by one single computer. In this case, a distributed computation system with multiple computers has to be utilized. The second class of literature is about subsampling methods and concerns about the situation, where the sample size of dataset is small enough to be placed on one single computer but too large to be easily processed by its memory as a whole. The last class of literature studies those minibatch gradient related optimization techniques, which have been extensively used for optimizing various deep learning models.

stat.ME

Mini-batch Gradient Descent with Buffer

In this paper, we studied a buffered mini-batch gradient descent (BMGD) algorithm for training complex model on massive datasets. The algorithm studied here is designed for fast training on a GPU-CPU system, which contains two steps: the buffering step and the computation step. In the buffering step, a large batch of data (i.e., a buffer) are loaded from the hard drive to the graphical memory of GPU. In the computation step, a standard mini-batch gradient descent(MGD) algorithm is applied to the buffered data. Compared to traditional MGD algorithm, the proposed BMGD algorithm can be more efficient for two reasons.First, the BMGD algorithm uses the buffered data for multiple rounds of gradient update, which reduces the expensive communication cost from the hard drive to GPU memory. Second, the buffering step can be executed in parallel so that the GPU does not have to stay idle when loading new data. We first investigate the theoretical properties of BMGD algorithms under a linear regression setting.The analysis is then extended to the Polyak-Lojasiewicz loss function class. The theoretical claims about the BMGD algorithm are numerically verified by simulation studies. The practical usefulness of the proposed method is demonstrated by three image-related real data analysis.

stat.CO

Quasi-Newton Updating for Large-Scale Distributed Learning

Distributed computing is critically important for modern statistical analysis. Herein, we develop a distributed quasi-Newton (DQN) framework with excellent statistical, computation, and communication efficiency. In the DQN method, no Hessian matrix inversion or communication is needed. This considerably reduces the computation and communication complexity of the proposed method. Notably, related existing methods only analyze numerical convergence and require a diverging number of iterations to converge. However, we investigate the statistical properties of the DQN method and theoretically demonstrate that the resulting estimator is statistically efficient over a small number of iterations under mild conditions. Extensive numerical analyses demonstrate the finite sample performance.

cs.LG

Subsampling-Based Modified Bayesian Information Criterion for Large-Scale Stochastic Block Models

Identifying the number of communities is a fundamental problem in community detection, which has received increasing attention recently. However, rapid advances in technology have led to the emergence of large-scale networks in various disciplines, thereby making existing methods computationally infeasible. To address this challenge, we propose a novel subsampling-based modified Bayesian information criterion (SM-BIC) for identifying the number of communities in a network generated via the stochastic block model and degree-corrected stochastic block model. We first propose a node-pair subsampling method to extract an informative subnetwork from the entire network, and then we derive a purely data-driven criterion to identify the number of communities for the subnetwork. In this way, the SM-BIC can identify the number of communities based on the subsampled network instead of the entire dataset. This leads to important computational advantages over existing methods. We theoretically investigate the computational complexity and identification consistency of the SM-BIC. Furthermore, the advantages of the SM-BIC are demonstrated by extensive numerical studies.

stat.ME

A Wasserstein distance-based spectral clustering method for transaction data analysis

With the rapid development of online payment platforms, it is now possible to record massive transaction data. Clustering on transaction data significantly contributes to analyzing merchants' behavior patterns. This enables payment platforms to provide differentiated services or implement risk management strategies. However, traditional methods exploit transactions by generating low-dimensional features, leading to inevitable information loss. In this study, we use the empirical cumulative distribution of transactions to characterize merchants. We adopt Wasserstein distance to measure the dissimilarity between any two merchants and propose the Wasserstein-distance-based spectral clustering (WSC) approach. Based on the similarities between merchants' transaction distributions, a graph of merchants is generated. Thus, we treat the clustering of merchants as a graph-cut problem and solve it under the framework of spectral clustering. To ensure feasibility of the proposed method on large-scale datasets with limited computational resources, we propose a subsampling method for WSC (SubWSC). The associated theoretical properties are investigated to verify the efficiency of the proposed approach. The simulations and empirical study demonstrate that the proposed method outperforms feature-based methods in finding behavior patterns of merchants.

stat.ME

Subsampling Spectral Clustering for Large-Scale Social Networks

Online social network platforms such as Twitter and Sina Weibo have been extremely popular over the past 20 years. Identifying the network community of a social platform is essential to exploring and understanding the users' interests. However, the rapid development of science and technology has generated large amounts of social network data, creating great computational challenges for community detection in large-scale social networks. Here, we propose a novel subsampling spectral clustering algorithm to identify community structures in large-scale social networks with limited computing resources. More precisely, spectral clustering is conducted using only the information of a small subsample of the network nodes, resulting in a huge reduction in computational time. As a result, for large-scale datasets, the method can be realized even using a personal computer. Specifically, we introduce two different sampling techniques, namely simple random subsampling and degree corrected subsampling. The methodology is applied to the dataset collected from Sina Weibo, which is one of the largest Twitter-type social network platforms in China. Our method can very effectively identify the community structure of registered users. This community structure information can be applied to help Sina Weibo promote advertisements to target users and increase user activity.

cs.SI

Network Gradient Descent Algorithm for Decentralized Federated Learning

We study a fully decentralized federated learning algorithm, which is a novel gradient descent algorithm executed on a communication-based network. For convenience, we refer to it as a network gradient descent (NGD) method. In the NGD method, only statistics (e.g., parameter estimates) need to be communicated, minimizing the risk of privacy. Meanwhile, different clients communicate with each other directly according to a carefully designed network structure without a central master. This greatly enhances the reliability of the entire algorithm. Those nice properties inspire us to carefully study the NGD method both theoretically and numerically. Theoretically, we start with a classical linear regression model. We find that both the learning rate and the network structure play significant roles in determining the NGD estimator's statistical efficiency. The resulting NGD estimator can be statistically as efficient as the global estimator, if the learning rate is sufficiently small and the network structure is well balanced, even if the data are distributed heterogeneously. Those interesting findings are then extended to general models and loss functions. Extensive numerical studies are presented to corroborate our theoretical findings. Classical deep learning models are also presented for illustration purpose.

cs.LG

DC-Assisted Stabilization of Internal Oscillations for Improved Symbol Transitions in a Direct Antenna Modulation Transmitter

Internal oscillations in switched antenna transmitters cause undesirable fluctuations of the stored energy in the system, reducing the effectiveness of time-varying broadbanding methods, such as energy-synchronous direct antenna modulation. To mitigate these parasitic oscillations, a modified direct antenna modulation system with an auxiliary DC source is introduced to stabilize energy storage on the antenna. A detailed circuit model for a direct antenna modulation system is used to identify the origin of the oscillations and to justify the selection of the DC source. Measured phase shift keyed waveforms transmitted by the modified system show significant increases in signal fidelity, including a 10-20 dB reduction in error vector magnitude compared to a time-invariant system. Comparison to an equivalent, scalable time-invariant antenna suggests that the switched transmitter behaves as though it has 2-3 times lower radiation Q-factor and 20% higher radiation efficiency.

eess.SP

Vehicle Re-identification Method Based on Vehicle Attribute and Mutual Exclusion Between Cameras

Vehicle Re-identification aims to identify a specific vehicle across time and camera view. With the rapid growth of intelligent transportation systems and smart cities, vehicle Re-identification technology gets more and more attention. However, due to the difference of shooting angle and the high similarity of vehicles belonging to the same brand, vehicle re-identification becomes a great challenge for existing method. In this paper, we propose a vehicle attribute-guided method to re-rank vehicle Re-ID result. The attributes used include vehicle orientation and vehicle brand . We also focus on the camera information and introduce camera mutual exclusion theory to further fine-tune the search results. In terms of feature extraction, we combine the data augmentations of multi-resolutions with the large model ensemble to get a more robust vehicle features. Our method achieves mAP of 63.73% and rank-1 accuracy 76.61% in the CVPR 2021 AI City Challenge.

cs.CV

Automatic, Dynamic, and Nearly Optimal Learning Rate Specification by Local Quadratic Approximation

In deep learning tasks, the learning rate determines the update step size in each iteration, which plays a critical role in gradient-based optimization. However, the determination of the appropriate learning rate in practice typically replies on subjective judgement. In this work, we propose a novel optimization method based on local quadratic approximation (LQA). In each update step, given the gradient direction, we locally approximate the loss function by a standard quadratic function of the learning rate. Then, we propose an approximation step to obtain a nearly optimal learning rate in a computationally efficient way. The proposed LQA method has three important features. First, the learning rate is automatically determined in each update step. Second, it is dynamically adjusted according to the current loss function value and the parameter estimates. Third, with the gradient direction fixed, the proposed method leads to nearly the greatest reduction in terms of the loss function. Extensive experiments have been conducted to prove the strengths of the proposed LQA method.

stat.ML

Efficient Estimation for Generalized Linear Models on a Distributed System with Nonrandomly Distributed Data

Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed data. We develop a Pseudo-Newton-Raphson algorithm for efficient estimation. In this algorithm, we first obtain a pilot estimator based on a small random sample collected from different Workers. Then conduct one-step updating based on the computed derivatives of log-likelihood functions in each Worker at the pilot estimator. The final one-step estimator is proved to be statistically efficient as the global estimator, even with nonrandomly distributed data. In addition, it is computationally efficient, in terms of both communication cost and storage usage. Based on the one-step estimator, we also develop a likelihood ratio test for hypothesis testing. The theoretical properties of the one-step estimator and the corresponding likelihood ratio test are investigated. The finite sample performances are assessed through simulations. Finally, an American Airline dataset is analyzed on a Spark cluster for illustration purpose.

stat.ME