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Hanyue Chen

Publications and source records attributed to Hanyue Chen.

4 recordsLinked to original sources

Errors-in-variables regression for dependent data with estimated error covariance matrix: To prewhiten or not?

We consider statistical inference for errors-in-variables regression models with dependent observations under the high dimensionality of the error covariance matrix. It is tempting to prewhiten the model and data that had led to efficient weighted least squares estimation in the presence of the measurement errors, as being practised in the optimal fingerprinting approach in climate change studies. However, it is unclear to what extent the prewhitened estimator can improve the estimation efficiency of the unprewhitened estimator for errors-in-variables regression. We compare the prewhitening and unprewhitening estimators in terms of their estimation efficiency and computational cost. It shows that while the prewhitening operation does not necessarily improve the estimation efficiency of its unprewhitening counterpart, it demands more on the ensemble size needed in the error-covariance matrix estimation to ensure the asymptotic normality, and hence it would requires much more computationally resource.

stat.AP

Compositional Abstraction for Timed Systems with Broadcast Synchronization

Simulation-based compositional abstraction effectively mitigates state space explosion in model checking, particularly for timed systems. However, existing approaches do not support broadcast synchronization, an important mechanism for modeling non-blocking one-to-many communication in multi-component systems. Consequently, they also lack a parallel composition operator that simultaneously supports broadcast synchronization, binary synchronization, shared variables, and committed locations. To address this, we propose a simulation-based compositional abstraction framework for timed systems, which supports these modeling concepts and is compatible with the popular UPPAAL model checker. Our framework is general, with the only additional restriction being that the timed automata are prohibited from updating shared variables when receiving broadcast signals. Through two case studies, our framework demonstrates superior verification efficiency compared to traditional monolithic methods.

cs.FL

A Review on the Optimal Fingerprinting Approach in Climate Change Studies

We provide a review on the "optimal fingerprinting" approach as summarized in Allen and Tett (1999) from a point view of statistical inference in light of the recent criticism of McKitrick (2021). Our review finds that the "optimal fingerprinting" approach would survive much of McKitrick (2021)'s criticism under two conditions: (i) the null simulation of the climate model is independent of the physical observations and (ii) the null simulation provides consistent estimation of the residual covariance matrix of the physical observations, both depend on the conduction and the quality of the climate models. If the latter condition fails, the estimator would be still unbiased and consistent under routine conditions, but losing the "optimal" aspect of the approach. The residual consistency test suggested by Allen and Tett (1999) is valid for checking the agreement between the residual covariances of the null simulation and the physical observations. We further outline the connection between the "optimal fingerprinting" approach and the Feasible Generalized Least Square.

physics.data-an

LEReg: Empower Graph Neural Networks with Local Energy Regularization

Researches on analyzing graphs with Graph Neural Networks (GNNs) have been receiving more and more attention because of the great expressive power of graphs. GNNs map the adjacency matrix and node features to node representations by message passing through edges on each convolution layer. However, the message passed through GNNs is not always beneficial for all parts in a graph. Specifically, as the data distribution is different over the graph, the receptive field (the farthest nodes that a node can obtain information from) needed to gather information is also different. Existing GNNs treat all parts of the graph uniformly, which makes it difficult to adaptively pass the most informative message for each unique part. To solve this problem, we propose two regularization terms that consider message passing locally: (1) Intra-Energy Reg and (2) Inter-Energy Reg. Through experiments and theoretical discussion, we first show that the speed of smoothing of different parts varies enormously and the topology of each part affects the way of smoothing. With Intra-Energy Reg, we strengthen the message passing within each part, which is beneficial for getting more useful information. With Inter-Energy Reg, we improve the ability of GNNs to distinguish different nodes. With the proposed two regularization terms, GNNs are able to filter the most useful information adaptively, learn more robustly and gain higher expressiveness. Moreover, the proposed LEReg can be easily applied to other GNN models with plug-and-play characteristics. Extensive experiments on several benchmarks verify that GNNs with LEReg outperform or match the state-of-the-art methods. The effectiveness and efficiency are also empirically visualized with elaborate experiments.

cs.LG