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Haoyang Cheng

Publications and source records attributed to Haoyang Cheng.

9 recordsLinked to original sources

First Amplitude Analysis of $D^0\rightarrow K^-\pi^0e^+\nu_e$ and Observation of $D^0\rightarrow K^*_2(1430)^-e^+\nu_e$

We present the first amplitude analysis of the semileptonic decay $D^0\to K^-\pi^0 e^{+}\nu_{e}$ by analyzing $e^+e^-$ annihilation data corresponding to an integrated luminosity of 20.3 fb$^{-1}$ collected at the center-of-mass energy of 3.773 GeV with the BESIII detector. A tiny $\mathcal{D}$-wave component of the $K^*_2(1430)^-$ accounting for $(0.16 \pm 0.05_{\rm stat} \pm 0.02_{\rm syst})\%$ of the $K^-\pi^0$ is observed for the first time with a significance of $7.9\sigma$ in addition to the dominant $\mathcal{P}$-wave component of $K^*(892)^-$ and the sub-dominant $K^-\pi^0$ $\mathcal{S}$-wave. The hadronic form factors of the $D^0 \to K^*(892)^-$ transition are measured precisely as $r_V=V(0)/A_1(0)=1.41 \pm 0.05_{\rm stat} \pm 0.01_{\rm syst}$ and $r_2=A_2(0)/A_1(0)=0.77 \pm 0.04_{\rm stat} \pm 0.02_{\rm syst}$. The branching fraction of $D^0\to K^*(892)^-e^+\nu_e$ with $K^*(892)^-\to K^-\pi^0$ is measured to be $(7.403\pm0.061_{\rm stat.} \pm 0.048_{\rm syst.})\times10^{-3}$. Combining the measurements of the $D^0\to K^*(892)^-(K^*(892)^-\to K^-\pi^0)\ell^+ \nu_\ell$, lepton flavor universality is tested by the ratio $\mathcal{R}_{\rm LFU}=\mathcal{B}(D^0\to K^*(892)^-\mu^+ \nu_\mu)/\mathcal{B}(D^0\to K^*(892)^-e^+\nu_e)=0.928\pm0.020_{\rm stat}\pm0.012_{\rm syst}$ with unprecedented precision; no violation is found. Furthermore, isospin symmetry in the decay $K^*(892) \to K\pi$ is tested by $\mathcal R_{K^{*-}} =\mathcal{B}(K^*(892)^-\to K^- \pi^0)/\mathcal{B}(K^*(892)^-\to K_S^0 \pi^-)= 1.09\pm0.02_{\rm stat}\pm0.02_{\rm syst}$ for the first time using the previous measurement of $D^0\to K^*(892)^-e^+\nu_e$ with $K^*(892)^-\to K^0_S\pi^-$. Finally, the phase shift of the $K\pi$ \wv{S} is extracted in a model-independent way, which sheds light on the nature of the lightest strange scalar meson, the $K^*_0(700)$.

hep-ex

Functional data clustering via information maximization

A new method for clustering functional data is proposed via information maximization. The proposed method learns a probabilistic classifier in an unsupervised manner so that mutual information (or squared loss mutual information) between data points and cluster assignments is maximized. A notable advantage of this proposed method is that it only involves continuous optimization of model parameters, which is simpler than discrete optimization of cluster assignments and avoids the disadvantages of generative models. Unlike some existing methods, the proposed method does not require estimating the probability densities of Karhunen-Lo`eve expansion scores under different clusters and also does not require the common eigenfunction assumption. The empirical performance and the applications of the proposed methods are demonstrated by simulation studies and real data analyses. In addition, the proposed method allows for out-of-sample clustering, and its effect is comparable with that of some supervised classifiers.

stat.AP

Functional sufficient dimension reduction through information maximization with application to classification

Considering the case where the response variable is a categorical variable and the predictor is a random function, two novel functional sufficient dimensional reduction (FSDR) methods are proposed based on mutual information and square loss mutual information. Compared to the classical FSDR methods, such as functional sliced inverse regression and functional sliced average variance estimation, the proposed methods are appealing because they are capable of estimating multiple effective dimension reduction directions in the case of a relatively small number of categories, especially for the binary response. Moreover, the proposed methods do not require the restrictive linear conditional mean assumption and the constant covariance assumption. They avoid the inverse problem of the covariance operator which is often encountered in the functional sufficient dimension reduction. The functional principal component analysis with truncation be used as a regularization mechanism. Under some mild conditions, the statistical consistency of the proposed methods is established. It is demonstrated that the two methods are competitive compared with some existing FSDR methods by simulations and real data analyses.

stat.ML

Federated Covariate Shift Adaptation for Missing Target Output Values

The most recent multi-source covariate shift algorithm is an efficient hyperparameter optimization algorithm for missing target output. In this paper, we extend this algorithm to the framework of federated learning. For data islands in federated learning and covariate shift adaptation, we propose the federated domain adaptation estimate of the target risk which is asymptotically unbiased with a desirable asymptotic variance property. We construct a weighted model for the target task and propose the federated covariate shift adaptation algorithm which works preferably in our setting. The efficacy of our method is justified both theoretically and empirically.

stat.ML

Federated Sufficient Dimension Reduction Through High-Dimensional Sparse Sliced Inverse Regression

Federated learning has become a popular tool in the big data era nowadays. It trains a centralized model based on data from different clients while keeping data decentralized. In this paper, we propose a federated sparse sliced inverse regression algorithm for the first time. Our method can simultaneously estimate the central dimension reduction subspace and perform variable selection in a federated setting. We transform this federated high-dimensional sparse sliced inverse regression problem into a convex optimization problem by constructing the covariance matrix safely and losslessly. We then use a linearized alternating direction method of multipliers algorithm to estimate the central subspace. We also give approaches of Bayesian information criterion and hold-out validation to ascertain the dimension of the central subspace and the hyper-parameter of the algorithm. We establish an upper bound of the statistical error rate of our estimator under the heterogeneous setting. We demonstrate the effectiveness of our method through simulations and real world applications.

stat.ML

Online Kernel Sliced Inverse Regression

Online dimension reduction is a common method for high-dimensional streaming data processing. Online principal component analysis, online sliced inverse regression, online kernel principal component analysis and other methods have been studied in depth, but as far as we know, online supervised nonlinear dimension reduction methods have not been fully studied. In this article, an online kernel sliced inverse regression method is proposed. By introducing the approximate linear dependence condition and dictionary variable sets, we address the problem of increasing variable dimensions with the sample size in the online kernel sliced inverse regression method, and propose a reduced-order method for updating variables online. We then transform the problem into an online generalized eigen-decomposition problem, and use the stochastic optimization method to update the centered dimension reduction directions. Simulations and the real data analysis show that our method can achieve close performance to batch processing kernel sliced inverse regression.

stat.CO

Copula approach to exchange-correlation hole in many-electron systems with strong correlations

Electronic correlation is a fundamental topic in many-electron systems. To characterize this correlation, one may introduce the concept of exchange-correlation hole. In this paper, we first briefly revisit its definition and relation to electron and geminal densities, followed by their intimate relations to copula functions in probability theory and statistics. We then propose a copula-based approach to estimate the exchange-correlation hole from the electron density. It is anticipated that the proposed scheme would become a promising ingredient towards the future development of strongly correlated electronic structure calculations.

physics.chem-ph

Online Sparse Sliced Inverse Regression

Due to the demand for tackling the problem of streaming data with high dimensional covariates, we propose an online sparse sliced inverse regression (OSSIR) method for online sufficient dimension reduction. The existing online sufficient dimension reduction methods focus on the case when the dimension $p$ is small. In this article, we show that our method can achieve better statistical accuracy and computation speed when the dimension $p$ is large. There are two important steps in our method, one is to extend the online principal component analysis to iteratively obtain the eigenvalues and eigenvectors of the kernel matrix, the other is to use the truncated gradient to achieve online $L_{1}$ regularization. We also analyze the convergence of the extended Candid covariance-free incremental PCA(CCIPCA) and our method. By comparing several existing methods in the simulations and real data applications, we demonstrate the effectiveness and efficiency of our method.

stat.CO

An RKHS-Based Semiparametric Approach to Nonlinear Sufficient Dimension Reduction

Based on the theory of reproducing kernel Hilbert space (RKHS) and semiparametric method, we propose a new approach to nonlinear dimension reduction. The method extends the semiparametric method into a more generalized domain where both the interested parameters and nuisance parameters to be infinite dimensional. By casting the nonlinear dimensional reduction problem in a generalized semiparametric framework, we calculate the orthogonal complement space of generalized nuisance tangent space to derive the estimating equation. Solving the estimating equation by the theory of RKHS and regularization, we obtain the estimation of dimension reduction directions of the sufficient dimension reduction (SDR) subspace and also show the asymptotic property of estimator. Furthermore, the proposed method does not rely on the linearity condition and constant variance condition. Simulation and real data studies are conducted to demonstrate the finite sample performance of our method in comparison with several existing methods.

stat.ME