arXiv subjects

Guosheng Yin

Publications and source records attributed to Guosheng Yin.

At least 37 records · Page 2Linked to original sources

arXiv2024

cDP-MIL: Robust Multiple Instance Learning via Cascaded Dirichlet Process

Multiple instance learning (MIL) has been extensively applied to whole slide histopathology image (WSI) analysis. The existing aggregation strategy in MIL, which primarily relies on the first-order distance (e.g., mean difference) between instances, fails to accurately approximate the true feature distribution of each instance, leading to biased slide-level representations. Moreover, the scarcity of WSI observations easily leads to model overfitting, resulting in unstable testing performance and limited generalizability. To tackle these challenges, we propose a new Bayesian nonparametric framework for multiple instance learning, which adopts a cascade of Dirichlet processes (cDP) to incorporate the instance-to-bag characteristic of the WSIs. We perform feature aggregation based on the latent clusters formed by the Dirichlet process, which incorporates the covariances of the patch features and forms more representative clusters. We then perform bag-level prediction with another Dirichlet process model on the bags, which imposes a natural regularization on learning to prevent overfitting and enhance generalizability. Moreover, as a Bayesian nonparametric method, the cDP model can accurately generate posterior uncertainty, which allows for the detection of outlier samples and tumor localization. Extensive experiments on five WSI benchmarks validate the superior performance of our method, as well as its generalizability and ability to estimate uncertainties. Codes are available at https://github.com/HKU-MedAI/cDPMIL.

cs.CV↗

arXiv2024

Bayesian generalized method of moments applied to pseudo-observations in survival analysis

Bayesian inference for survival regression modeling offers numerous advantages, especially for decision-making and external data borrowing, but demands the specification of the baseline hazard function, which may be a challenging task. We propose an alternative approach that does not need the specification of this function. Our approach combines pseudo-observations to convert censored data into longitudinal data with the Generalized Methods of Moments (GMM) to estimate the parameters of interest from the survival function directly. GMM may be viewed as an extension of the Generalized Estimating Equation (GEE) currently used for frequentist pseudo-observations analysis and can be extended to the Bayesian framework using a pseudo-likelihood function. We assessed the behavior of the frequentist and Bayesian GMM in the new context of analyzing pseudo-observations. We compared their performances to the Cox, GEE, and Bayesian piecewise exponential models through a simulation study of two-arm randomized clinical trials. Frequentist and Bayesian GMM gave valid inferences with similar performances compared to the three benchmark methods, except for small sample sizes and high censoring rates. For illustration, three post-hoc efficacy analyses were performed on randomized clinical trials involving patients with Ewing Sarcoma, producing results similar to those of the benchmark methods. Through a simple application of estimating hazard ratios, these findings confirm the effectiveness of this new Bayesian approach based on pseudo-observations and the generalized method of moments. This offers new insights on using pseudo-observations for Bayesian survival analysis.

stat.AP↗

arXiv2024

Efficient Estimation for Functional Accelerated Failure Time Model

We propose a functional accelerated failure time model to characterize effects of both functional and scalar covariates on the time to event of interest, and provide regularity conditions to guarantee model identifiability. For efficient estimation of model parameters, we develop a sieve maximum likelihood approach where parametric and nonparametric coefficients are bundled with an unknown baseline hazard function in the likelihood function. Not only do the bundled parameters cause immense numerical difficulties, but they also result in new challenges in theoretical development. By developing a general theoretical framework, we overcome the challenges arising from the bundled parameters and derive the convergence rate of the proposed estimator. Furthermore, we prove that the finite-dimensional estimator is $\sqrt{n}$-consistent, asymptotically normal and achieves the semiparametric information bound. The proposed inference procedures are evaluated by extensive simulation studies and illustrated with an application to the sequential organ failure assessment data from the Improving Care of Acute Lung Injury Patients study.

stat.ME↗

arXiv2023

Futures Quantitative Investment with Heterogeneous Continual Graph Neural Network

This study aims to address the challenges of futures price prediction in high-frequency trading (HFT) by proposing a continuous learning factor predictor based on graph neural networks. The model integrates multi-factor pricing theories with real-time market dynamics, effectively bypassing the limitations of existing methods that lack financial theory guidance and ignore various trend signals and their interactions. We propose three heterogeneous tasks, including price moving average regression, price gap regression and change-point detection to trace the short-, intermediate-, and long-term trend factors present in the data. In addition, this study also considers the cross-sectional correlation characteristics of future contracts, where prices of different futures often show strong dynamic correlations. Each variable (future contract) depends not only on its historical values (temporal) but also on the observation of other variables (cross-sectional). To capture these dynamic relationships more accurately, we resort to the spatio-temporal graph neural network (STGNN) to enhance the predictive power of the model. The model employs a continuous learning strategy to simultaneously consider these tasks (factors). Additionally, due to the heterogeneity of the tasks, we propose to calculate parameter importance with mutual information between original observations and the extracted features to mitigate the catastrophic forgetting (CF) problem. Empirical tests on 49 commodity futures in China's futures market demonstrate that the proposed model outperforms other state-of-the-art models in terms of prediction accuracy. Not only does this research promote the integration of financial theory and deep learning, but it also provides a scientific basis for actual trading decisions.

cs.LG↗

arXiv2023

Adaptive Uncertainty Estimation via High-Dimensional Testing on Latent Representations

Uncertainty estimation aims to evaluate the confidence of a trained deep neural network. However, existing uncertainty estimation approaches rely on low-dimensional distributional assumptions and thus suffer from the high dimensionality of latent features. Existing approaches tend to focus on uncertainty on discrete classification probabilities, which leads to poor generalizability to uncertainty estimation for other tasks. Moreover, most of the literature requires seeing the out-of-distribution (OOD) data in the training for better estimation of uncertainty, which limits the uncertainty estimation performance in practice because the OOD data are typically unseen. To overcome these limitations, we propose a new framework using data-adaptive high-dimensional hypothesis testing for uncertainty estimation, which leverages the statistical properties of the feature representations. Our method directly operates on latent representations and thus does not require retraining the feature encoder under a modified objective. The test statistic relaxes the feature distribution assumptions to high dimensionality, and it is more discriminative to uncertainties in the latent representations. We demonstrate that encoding features with Bayesian neural networks can enhance testing performance and lead to more accurate uncertainty estimation. We further introduce a family-wise testing procedure to determine the optimal threshold of OOD detection, which minimizes the false discovery rate (FDR). Extensive experiments validate the satisfactory performance of our framework on uncertainty estimation and task-specific prediction over a variety of competitors. The experiments on the OOD detection task also show satisfactory performance of our method when the OOD data are unseen in the training. Codes are available at https://github.com/HKU-MedAI/bnn_uncertainty.

cs.LG↗

arXiv2023

Source-Aware Embedding Training on Heterogeneous Information Networks

Heterogeneous information networks (HINs) have been extensively applied to real-world tasks, such as recommendation systems, social networks, and citation networks. While existing HIN representation learning methods can effectively learn the semantic and structural features in the network, little awareness was given to the distribution discrepancy of subgraphs within a single HIN. However, we find that ignoring such distribution discrepancy among subgraphs from multiple sources would hinder the effectiveness of graph embedding learning algorithms. This motivates us to propose SUMSHINE (Scalable Unsupervised Multi-Source Heterogeneous Information Network Embedding) -- a scalable unsupervised framework to align the embedding distributions among multiple sources of an HIN. Experimental results on real-world datasets in a variety of downstream tasks validate the performance of our method over the state-of-the-art heterogeneous information network embedding algorithms.

cs.AI↗

arXiv2023

Histopathology Whole Slide Image Analysis with Heterogeneous Graph Representation Learning

Graph-based methods have been extensively applied to whole-slide histopathology image (WSI) analysis due to the advantage of modeling the spatial relationships among different entities. However, most of the existing methods focus on modeling WSIs with homogeneous graphs (e.g., with homogeneous node type). Despite their successes, these works are incapable of mining the complex structural relations between biological entities (e.g., the diverse interaction among different cell types) in the WSI. We propose a novel heterogeneous graph-based framework to leverage the inter-relationships among different types of nuclei for WSI analysis. Specifically, we formulate the WSI as a heterogeneous graph with "nucleus-type" attribute to each node and a semantic similarity attribute to each edge. We then present a new heterogeneous-graph edge attribute transformer (HEAT) to take advantage of the edge and node heterogeneity during massage aggregating. Further, we design a new pseudo-label-based semantic-consistent pooling mechanism to obtain graph-level features, which can mitigate the over-parameterization issue of conventional cluster-based pooling. Additionally, observing the limitations of existing association-based localization methods, we propose a causal-driven approach attributing the contribution of each node to improve the interpretability of our framework. Extensive experiments on three public TCGA benchmark datasets demonstrate that our framework outperforms the state-of-the-art methods with considerable margins on various tasks. Our codes are available at https://github.com/HKU-MedAI/WSI-HGNN.

cs.CV↗

arXiv2023

Bayesian Knockoff Filter

In many scientific fields, researchers are interested in discovering features with substantial effect on the response from a large number of features while controlling the proportion of false discoveries. By incorporating the knockoff procedure in the Bayesian framework, we develop the Bayesian knockoff filter (BKF) for selecting features that have important effect on the response. In contrast to the fixed knockoff variables in a frequentist procedure, we allow the knockoff variables to be continuously updated using the Markov chain Monte Carlo. Based on the posterior samples and the elaborated greedy selection procedure, our method can distinguish the truly important features from unimportant ones and the Bayesian false discovery rate can be controlled at a desirable level. Numerical experiments on both synthetic and real data demonstrate the advantages of our BKF over existing knockoff methods and Bayesian variable selection approaches, i.e., the BKF possesses higher power and yields a lower false discovery rate.

stat.ME↗

arXiv2022

Oncology Dose Finding Using Approximate Bayesian Computation Design

In the development of new cancer treatment, an essential step is to determine the maximum tolerated dose (MTD) via phase I clinical trials. Generally speaking, phase I trial designs can be classified as either model-based or algorithm-based approaches. Model-based phase I designs are typically more efficient by using all observed data, while there is a potential risk of model misspecification that may lead to unreliable dose assignment and incorrect MTD identification. In contrast, most of the algorithm-based designs are less efficient in using cumulative information, because they tend to focus on the observed data in the neighborhood of the current dose level for dose movement. To use the data more efficiently yet without any model assumption, we propose a novel approximate Bayesian computation (ABC) approach for phase I trial design. Not only is the ABC design free of any dose--toxicity curve assumption, but it can also aggregate all the available information accrued in the trial for dose assignment. Extensive simulation studies demonstrate its robustness and efficiency compared with other phase I designs. We apply the ABC design to the MEK inhibitor selumetinib trial to demonstrate its satisfactory performance. The proposed design can be a useful addition to the family of phase I clinical trial designs due to its simplicity, efficiency and robustness.

stat.AP↗

arXiv2021

Text classification with pixel embedding

We propose a novel framework to understand the text by converting sentences or articles into video-like 3-dimensional tensors. Each frame, corresponding to a slice of the tensor, is a word image that is rendered by the word's shape. The length of the tensor equals to the number of words in the sentence or article. The proposed transformation from the text to a 3-dimensional tensor makes it very convenient to implement an $n$-gram model with convolutional neural networks for text analysis. Concretely, we impose a 3-dimensional convolutional kernel on the 3-dimensional text tensor. The first two dimensions of the convolutional kernel size equal the size of the word image and the last dimension of the kernel size is $n$. That is, every time when we slide the 3-dimensional kernel over a word sequence, the convolution covers $n$ word images and outputs a scalar. By iterating this process continuously for each $n$-gram along with the sentence or article with multiple kernels, we obtain a 2-dimensional feature map. A subsequent 1-dimensional max-over-time pooling is applied to this feature map, and three fully-connected layers are used for conducting text classification finally. Experiments of several text classification datasets demonstrate surprisingly superior performances using the proposed model in comparison with existing methods.

cs.CL↗

arXiv2021

Asymmetric Graph Representation Learning

Despite the enormous success of graph neural networks (GNNs), most existing GNNs can only be applicable to undirected graphs where relationships among connected nodes are two-way symmetric (i.e., information can be passed back and forth). However, there is a vast amount of applications where the information flow is asymmetric, leading to directed graphs where information can only be passed in one direction. For example, a directed edge indicates that the information can only be conveyed forwardly from the start node to the end node, but not backwardly. To accommodate such an asymmetric structure of directed graphs within the framework of GNNs, we propose a simple yet remarkably effective framework for directed graph analysis to incorporate such one-way information passing. We define an incoming embedding and an outgoing embedding for each node to model its sending and receiving features respectively. We further develop two steps in our directed GNN model with the first one to aggregate/update the incoming features of nodes and the second one to aggregate/update the outgoing features. By imposing the two roles for each node, the likelihood of a directed edge can be calculated based on the outgoing embedding of the start node and the incoming embedding of the end node. The log-likelihood of all edges plays a natural role of regularization for the proposed model, which can alleviate the over-smoothing problem of the deep GNNs. Extensive experiments on multiple real-world directed graphs demonstrate outstanding performances of the proposed model in both node-level and graph-level tasks.

cs.LG↗

arXiv2021

PCA Rerandomization

Mahalanobis distance between treatment group and control group covariate means is often adopted as a balance criterion when implementing a rerandomization strategy. However, this criterion may not work well for high-dimensional cases because it balances all orthogonalized covariates equally. Here, we propose leveraging principal component analysis (PCA) to identify proper subspaces in which Mahalanobis distance should be calculated. Not only can PCA effectively reduce the dimensionality for high-dimensional cases while capturing most of the information in the covariates, but it also provides computational simplicity by focusing on the top orthogonal components. We show that our PCA rerandomization scheme has desirable theoretical properties on balancing covariates and thereby on improving the estimation of average treatment effects. We also show that this conclusion is supported by numerical studies using both simulated and real examples.

stat.ME↗

arXiv2021

Unit Information Prior for Adaptive Information Borrowing from Multiple Historical Datasets

In clinical trials, there often exist multiple historical studies for the same or related treatment investigated in the current trial. Incorporating historical data in the analysis of the current study is of great importance, as it can help to gain more information, improve efficiency, and provide a more comprehensive evaluation of treatment. Enlightened by the unit information prior (UIP) concept in the reference Bayesian test, we propose a new informative prior called UIP from an information perspective that can adaptively borrow information from multiple historical datasets. We consider both binary and continuous data and also extend the new UIP methods to linear regression settings. Extensive simulation studies demonstrate that our method is comparable to other commonly used informative priors, while the interpretation of UIP is intuitive and its implementation is relatively easy. One distinctive feature of UIP is that its construction only requires summary statistics commonly reported in the literature rather than the patient-level data. By applying our UIP methods to phase III clinical trials for investigating the efficacy of memantine in Alzheimer's disease, we illustrate its ability of adaptively borrowing information from multiple historical datasets in the real application.

stat.ME↗

arXiv2020

Reconstruct Kaplan--Meier Estimator as M-estimator and Its Confidence Band

The Kaplan--Meier (KM) estimator, which provides a nonparametric estimate of a survival function for time-to-event data, has wide application in clinical studies, engineering, economics and other fields. The theoretical properties of the KM estimator including its consistency and asymptotic distribution have been extensively studied. We reconstruct the KM estimator as an M-estimator by maximizing a quadratic M-function based on concordance, which can be computed using the expectation--maximization (EM) algorithm. It is shown that the convergent point of the EM algorithm coincides with the traditional KM estimator, offering a new interpretation of the KM estimator as an M-estimator. Theoretical properties including the large-sample variance and limiting distribution of the KM estimator are established using M-estimation theory. Simulations and application on two real datasets demonstrate that the proposed M-estimator is exactly equivalent to the KM estimator, while the confidence interval and band can be derived as well.

stat.ME↗

arXiv2020

Efficient Unpaired Image Dehazing with Cyclic Perceptual-Depth Supervision

Image dehazing without paired haze-free images is of immense importance, as acquiring paired images often entails significant cost. However, we observe that previous unpaired image dehazing approaches tend to suffer from performance degradation near depth borders, where depth tends to vary abruptly. Hence, we propose to anneal the depth border degradation in unpaired image dehazing with cyclic perceptual-depth supervision. Coupled with the dual-path feature re-using backbones of the generators and discriminators, our model achieves $\mathbf{20.36}$ Peak Signal-to-Noise Ratio (PSNR) on NYU Depth V2 dataset, significantly outperforming its predecessors with reduced Floating Point Operations (FLOPs).

eess.IV↗

arXiv2020

Adaptive Iterative Hessian Sketch via A-Optimal Subsampling

Iterative Hessian sketch (IHS) is an effective sketching method for modeling large-scale data. It was originally proposed by Pilanci and Wainwright (2016; JMLR) based on randomized sketching matrices. However, it is computationally intensive due to the iterative sketch process. In this paper, we analyze the IHS algorithm under the unconstrained least squares problem setting, then propose a deterministic approach for improving IHS via A-optimal subsampling. Our contributions are three-fold: (1) a good initial estimator based on the A-optimal design is suggested; (2) a novel ridged preconditioner is developed for repeated sketching; and (3) an exact line search method is proposed for determining the optimal step length adaptively. Extensive experimental results demonstrate that our proposed A-optimal IHS algorithm outperforms the existing accelerated IHS methods.

stat.ML↗

arXiv2020

Demystify Lindley's Paradox by Interpreting P-value as Posterior Probability

In the hypothesis testing framework, p-value is often computed to determine rejection of the null hypothesis or not. On the other hand, Bayesian approaches typically compute the posterior probability of the null hypothesis to evaluate its plausibility. We revisit Lindley's paradox (Lindley, 1957) and demystify the conflicting results between Bayesian and frequentist hypothesis testing procedures by casting a two-sided hypothesis as a combination of two one-sided hypotheses along the opposite directions. This can naturally circumvent the ambiguities of assigning a point mass to the null and choices of using local or non-local prior distributions. As p-value solely depends on the observed data without incorporating any prior information, we consider non-informative prior distributions for fair comparisons with p-value. The equivalence of p-value and the Bayesian posterior probability of the null hypothesis can be established to reconcile Lindley's paradox. Extensive simulation studies are conducted with multivariate normal data and random effects models to examine the relationship between the p-value and posterior probability.

stat.ME↗

arXiv2019

Nonparametric Functional Approximation with Delaunay Triangulation

We propose a differentiable nonparametric algorithm, the Delaunay triangulation learner (DTL), to solve the functional approximation problem on the basis of a $p$-dimensional feature space. By conducting the Delaunay triangulation algorithm on the data points, the DTL partitions the feature space into a series of $p$-dimensional simplices in a geometrically optimal way, and fits a linear model within each simplex. We study its theoretical properties by exploring the geometric properties of the Delaunay triangulation, and compare its performance with other statistical learners in numerical studies.

stat.ML↗