arXiv subjects

Heng Lian

Publications and source records attributed to Heng Lian.

At least 19 recordsLinked to original sources

arXiv2026

Renewable Lasso without Batch-Number Constraints: A Gradient-Enhanced Approach

We study online estimation for high-dimensional generalized linear models with streaming data. First, for the non-distributed setting, we propose a gradient-enhanced surrogate loss that approximates the cumulative loss using only historical summaries, which modifies and improves upon the existing renewable estimation approach for the same model in the high-dimensional setting, and removes the batch-number constraint in previous studies. We then extend the method to distributed streaming data under the master-client architecture, where batches are partitioned across sites and only summaries (gradient vectors) are exchanged. Instead of directing applying the popular method of Jordan et al. (2019) to the surrogate quadratic loss, our adjusted approach does not require the clients to compute the full surrogate loss. We derive non-asymptotic error bounds under the high-dimensional scaling, without the stringent constraint on the number of batches in the previous studies. Simulation results under linear and logistic models, together with a real-data application, show improved accuracy over existing renewable estimators.

stat.ML↗

arXiv2026

HEART-Bench: Do LLM Agents Exhibit Human-like Psychology?

While LLM agents have demonstrated remarkable task-oriented abilities such as planning, reasoning, and action, few works have treated them as complete human personalities where emotional dimensions hold equal importance. In this paper, we introduce a novel benchmark to systematically assess whether LLM agents can simulate coherent, human-like psychology. Specifically, our benchmark constructs 11 diverse human characters grounded in orthogonal Big Five personality traits, with each profile deeply integrated with 1,000 structured autobiographical-style episodic memories distributed across theory-grounded developmental life stages. To rigorously evaluate the psychological manifestations of LLMs, we designed a curated suite of 64 decision-making scenarios, guided by the DIAMONDS taxonomy, a psychological framework that characterizes situations along eight dimensions: Duty, Intellect, Adversity, Mating, pOsitivity, Negativity, Deception, and Sociality. By subjecting agents to varying scenarios, the benchmark evaluates whether they can consolidate their innate personality traits and autobiographical memories to make behavioral decisions that are consistent with their specific psychological profiles. After systematic human validation and filtering, we obtained a benchmark consisting of 673 multiple-choice questions (MCQs). We believe this benchmark provides a principled and scalable testbed for studying human-like emotions, personality consistency, and value-consistent behavioural decision-making in LLM-based agents.

cs.CL↗

arXiv2026

Robust Tensor Regression with Nonconvexity: Algorithmic and Statistical Theory

Tensor regression is an important tool for tensor data analysis, but existing works have not considered the impact of outliers, making them potentially sensitive to such data points. This paper proposes a low tubal rank robust regression method for analyzing high-dimensional tensor data with heavy-tailed random noise. The proposed method is based on a nonconvex relaxation of the tensor tubal rank within a general optimization framework, which allows for nonconvexity in both the loss and penalty functions. We develop an implementable estimation algorithm and establish its global convergence under some mild assumptions. Furthermore, we provide general statistical theories regarding stationary point, including the rates of convergence and bounds on the prediction error. These theoretical results cover many important models, such as linear models, generalized linear models, and Huber regression, and even encompass some nonconvex losses like correntropy and minimum distance criterion-induced losses. Supportive numerical evidence is provided through simulations and application studies.

stat.ME↗

arXiv2026

SWE-Pruner: Self-Adaptive Context Pruning for Coding Agents

LLM agents have demonstrated remarkable capabilities in software development, but their performance is hampered by long interaction contexts, which incur high API costs and latency. While various context compression approaches such as LongLLMLingua have emerged to tackle this challenge, they typically rely on fixed metrics such as PPL, ignoring the task-specific nature of code understanding. As a result, they frequently disrupt syntactic and logical structure and fail to retain critical implementation details. In this paper, we propose SWE-Pruner, a self-adaptive context pruning framework tailored for coding agents. Drawing inspiration from how human programmers "selectively skim" source code during development and debugging, SWE-Pruner performs task-aware adaptive pruning for long contexts. Given the current task, the agent formulates an explicit goal (e.g., "focus on error handling") as a hint to guide the pruning targets. A lightweight neural skimmer (0.6B parameters) is trained to dynamically select relevant lines from the surrounding context given the goal. Evaluations across four benchmarks and multiple models validate SWE-Pruner's effectiveness in various scenarios, achieving 23-54% token reduction on agent tasks like SWE-Bench Verified while even improving success rates, and up to 14.84x compression on single-turn tasks like LongCodeQA with minimal performance impact.

cs.SE↗

arXiv2026

MemGovern: Enhancing Code Agents through Learning from Governed Human Experiences

While autonomous software engineering (SWE) agents are reshaping programming paradigms, they currently suffer from a "closed-world" limitation: they attempt to fix bugs from scratch or solely using local context, ignoring the immense historical human experience available on platforms like GitHub. Accessing this open-world experience is hindered by the unstructured and fragmented nature of real-world issue-tracking data. In this paper, we introduce MemGovern, a framework designed to govern and transform raw GitHub data into actionable experiential memory for agents. MemGovern employs experience governance to convert human experience into agent-friendly experience cards and introduces an agentic experience search strategy that enables logic-driven retrieval of human expertise. By producing 135K governed experience cards, MemGovern achieves a significant performance boost, improving resolution rates on the SWE-bench Verified by 4.65%. As a plug-in approach, MemGovern provides a solution for agent-friendly memory infrastructure.

cs.SE↗

arXiv2026

Watching, Reasoning, and Searching: A Video Deep Research Benchmark on Open Web for Agentic Video Reasoning

In real-world video question answering scenarios, videos often provide only localized visual cues, while verifiable answers are distributed across the open web; models therefore need to jointly perform cross-frame clue extraction, iterative retrieval, and multi-hop reasoning-based verification. To bridge this gap, we construct the first video deep research benchmark, VideoDR. VideoDR centers on video-conditioned open-domain video question answering, requiring cross-frame visual anchor extraction, interactive web retrieval, and multi-hop reasoning over joint video-web evidence; through rigorous human annotation and quality control, we obtain high-quality video deep research samples spanning six semantic domains. We evaluate multiple closed-source and open-source multimodal large language models under both the Workflow and Agentic paradigms, and the results show that Agentic is not consistently superior to Workflow: its gains depend on a model's ability to maintain the initial video anchors over long retrieval chains. Further analysis indicates that goal drift and long-horizon consistency are the core bottlenecks. In sum, VideoDR provides a systematic benchmark for studying video agents in open-web settings and reveals the key challenges for next-generation video deep research agents.

cs.CV↗

arXiv2026

FinVault: Benchmarking Financial Agent Safety in Execution-Grounded Environments

Financial agents powered by large language models (LLMs) are increasingly deployed for investment analysis, risk assessment, and automated decision-making, where their abilities to plan, invoke tools, and manipulate mutable state introduce new security risks in high-stakes and highly regulated financial environments. However, existing safety evaluations largely focus on language-model-level content compliance or abstract agent settings, failing to capture execution-grounded risks arising from real operational workflows and state-changing actions. To bridge this gap, we propose FinVault, the first execution-grounded security benchmark for financial agents, comprising 31 regulatory case-driven sandbox scenarios with state-writable databases and explicit compliance constraints, together with 107 real-world vulnerabilities and 963 test cases that systematically cover prompt injection, jailbreaking, financially adapted attacks, as well as benign inputs for false-positive evaluation. Experimental results reveal that existing defense mechanisms remain ineffective in realistic financial agent settings, with average attack success rates (ASR) still reaching up to 50.0\% on state-of-the-art models and remaining non-negligible even for the most robust systems (ASR 6.7\%), highlighting the limited transferability of current safety designs and the need for stronger financial-specific defenses. Our code can be found at https://github.com/aifinlab/FinVault.

cs.CR↗

arXiv2025

Robust Clustered Federated Learning for Heterogeneous High-dimensional Data

Federated learning has attracted significant attention as a privacy-preserving framework for training personalised models on multi-source heterogeneous data. However, most existing approaches are unable to handle scenarios where subgroup structures coexist alongside within-group heterogeneity. In this paper, we propose a federated learning algorithm that addresses general heterogeneity through adaptive clustering. Specifically, our method partitions tasks into subgroups to address substantial between-group differences while enabling efficient information sharing among similar tasks within each group. Furthermore, we integrate the Huber loss and Iterative Hard Thresholding (IHT) to tackle the challenges of high dimensionality and heavy-tailed distributions. Theoretically, we establish convergence guarantees, derive non-asymptotic error bounds, and provide recovery guarantees for the latent cluster structure. Extensive simulation studies and real-data applications further demonstrate the effectiveness and adaptability of our approach.

stat.ME↗

arXiv2025

SWE-Debate: Competitive Multi-Agent Debate for Software Issue Resolution

Issue resolution has made remarkable progress thanks to the advanced reasoning capabilities of large language models (LLMs). Recently, agent-based frameworks such as SWE-agent have further advanced this progress by enabling autonomous, tool-using agents to tackle complex software engineering tasks. While existing agent-based issue resolution approaches are primarily based on agents' independent explorations, they often get stuck in local solutions and fail to identify issue patterns that span across different parts of the codebase. To address this limitation, we propose SWE-Debate, a competitive multi-agent debate framework that encourages diverse reasoning paths and achieves more consolidated issue localization. SWE-Debate first creates multiple fault propagation traces as localization proposals by traversing a code dependency graph. Then, it organizes a three-round debate among specialized agents, each embodying distinct reasoning perspectives along the fault propagation trace. This structured competition enables agents to collaboratively converge on a consolidated fix plan. Finally, this consolidated fix plan is integrated into an MCTS-based code modification agent for patch generation. Experiments on the SWE-bench benchmark show that SWE-Debate achieves new state-of-the-art results in open-source agent frameworks and outperforms baselines by a large margin.

cs.SE↗

arXiv2025

SWE-Exp: Experience-Driven Software Issue Resolution

Recent advances in large language model (LLM) agents have shown remarkable progress in software issue resolution, leveraging advanced techniques such as multi-agent collaboration and Monte Carlo Tree Search (MCTS). However, current agents act as memoryless explorers - treating each problem separately without retaining or reusing knowledge from previous repair experiences. This leads to redundant exploration of failed trajectories and missed chances to adapt successful issue resolution methods to similar problems. To address this problem, we introduce SWE-Exp, an experience-enhanced approach that distills concise and actionable experience from prior agent trajectories, enabling continuous learning across issues. Our method introduces a multi-faceted experience bank that captures both successful and failed repair attempts. Specifically, it extracts reusable issue resolution knowledge at different levels - from high-level problem comprehension to specific code changes. Experiments show that SWE-Exp achieves a Pass@1 resolution rate of 73.0% on SWE-Bench Verified using the state-of-the-art LLM Claude 4 Sonnet, significantly outperforming prior results under other agent frameworks. Our approach establishes a new paradigm in which automated software engineering agents systematically accumulate and leverage repair expertise, fundamentally shifting from trial-and-error exploration to strategic, experience-driven issue resolution.

cs.SE↗

arXiv2025

High-dimensional inference for single-index model with latent factors

Models with latent factors recently attract a lot of attention. However, most investigations focus on linear regression models and thus cannot capture nonlinearity. To address this issue, we propose a novel Factor Augmented Single-Index Model. We first address the concern whether it is necessary to consider the augmented part by introducing a score-type test statistic. Compared with previous test statistics, our proposed test statistic does not need to estimate the high-dimensional regression coefficients, nor high-dimensional precision matrix, making it simpler in implementation. We also propose a Gaussian multiplier bootstrap to determine the critical value. The validity of our procedure is theoretically established under suitable conditions. We further investigate the penalized estimation of the regression model. With estimated latent factors, we establish the error bounds of the estimators. Lastly, we introduce debiased estimator and construct confidence interval for individual coefficient based on the asymptotic normality. No moment condition for the error term is imposed for our proposal. Thus our procedures work well when random error follows heavy-tailed distributions or when outliers are present. We demonstrate the finite sample performance of the proposed method through comprehensive numerical studies and its application to an FRED-MD macroeconomics dataset.

stat.ME↗

arXiv2024

Functional Adaptive Huber Linear Regression

Robust estimation has played an important role in statistical and machine learning. However, its applications to functional linear regression are still under-developed. In this paper, we focus on Huber's loss with a diverging robustness parameter which was previously used in parametric models. Compared to other robust methods such as median regression, the distinction is that the proposed method aims to estimate the conditional mean robustly, instead of estimating the conditional median. We only require $(1+\kappa)$-th moment assumption ($\kappa>0$) on the noise distribution, and the established error bounds match the optimal rate in the least-squares case as soon as $\kappa\ge 1$. We establish convergence rate in probability when the functional predictor has a finite 4-th moment, and finite-sample bound with exponential tail when the functional predictor is Gaussian, in terms of both prediction error and $L^2$ error. The results also extend to the case of functional estimation in a reproducing kernel Hilbert space (RKHS).

math.ST↗

arXiv2024

Identifying Genetic Variants for Obesity: A Knowledge Integration Quantile Regression (KIQR) Approach for Ultra-High-Dimensional Data

Obesity is widely recognized as a serious and pervasive health concern. We study obesity through body mass index (BMI), which is known to be highly heritable, and identify important genetic risk factors for BMI from hundreds of thousands of single nucleotide polymorphisms (SNPs) in the Framingham Study data. Several challenges arise when using traditional genome-wide association studies (GWAS): (1) They suffer from a low power due to a combination of a limited number of participants and the stringent genome-wide significance threshold; (2) existing prior knowledge from large meta-analyses may provide valuable guidance but is often underutilized; (3) the one-at-a-time univariate marginal regression framework ignores the joint and conditional nature of genetic effects; (4) GWAS focus solely on mean outcomes, whereas obesity inherently concerns abnormally high BMI levels. To address these challenges, we conduct the analysis by proposing and applying a novel Knowledge Integration Quantile Regression (KIQR) approach via simultaneous variable selection and estimation, focusing on the conditional high quantiles of BMI, which are most relevant to obesity risk, while integrating prior information from large-scale studies such as the GIANT consortium and UK Biobank. Notably, we identified promising novel associations: rs3798696 in \textit{TFAP2A}, rs7070523 in \textit{ITIH5}, and rs178260 in \textit{AIFM3}, which have not previously been reported in the GWAS literature. These findings provide new insights into the genetic architecture of obesity and demonstrate that quantile-based modeling with integrated prior knowledge can potentially uncover novel genes missed by traditional GWAS approaches. An R implementation and simulation scripts are available at: https://github.com/KIQR-submission/KIQR

stat.AP↗

arXiv2024

Statistical inference for high-dimensional convoluted rank regression

High-dimensional penalized rank regression is a powerful tool for modeling high-dimensional data due to its robustness and estimation efficiency. However, the non-smoothness of the rank loss brings great challenges to the computation. To solve this critical issue, high-dimensional convoluted rank regression has been recently proposed, introducing penalized convoluted rank regression estimators. However, these developed estimators cannot be directly used to make inference. In this paper, we investigate the statistical inference problem of high-dimensional convoluted rank regression. The use of U-statistic in convoluted rank loss function presents challenges for the analysis. We begin by establishing estimation error bounds of the penalized convoluted rank regression estimators under weaker conditions on the predictors. Building on this, we further introduce a debiased estimator and provide its Bahadur representation. Subsequently, a high-dimensional Gaussian approximation for the maximum deviation of the debiased estimator is derived, which allows us to construct simultaneous confidence intervals. For implementation, a novel bootstrap procedure is proposed and its theoretical validity is also established. Finally, simulation and real data analysis are conducted to illustrate the merits of our proposed methods.

stat.ME↗

arXiv2024

Distributed Iterative Hard Thresholding for Variable Selection in Tobit Models

While extensive research has been conducted on high-dimensional data and on regression with left-censored responses, simultaneously addressing these complexities remains challenging, with only a few proposed methods available. In this paper, we utilize the Iterative Hard Thresholding (IHT) algorithm on the Tobit model in such a setting. Theoretical analysis demonstrates that our estimator converges with a near-optimal minimax rate. Additionally, we extend the method to a distributed setting, requiring only a few rounds of communication while retaining the estimation rate of the centralized version. Simulation results show that the IHT algorithm for the Tobit model achieves superior accuracy in predictions and subset selection, with the distributed estimator closely matching that of the centralized estimator. When applied to high-dimensional left-censored HIV viral load data, our method also exhibits similar superiority.

stat.ME↗

arXiv2022

Online Deep Learning from Doubly-Streaming Data

This paper investigates a new online learning problem with doubly-streaming data, where the data streams are described by feature spaces that constantly evolve, with new features emerging and old features fading away. The challenges of this problem are two folds: 1) Data samples ceaselessly flowing in may carry shifted patterns over time, requiring learners to update hence adapt on-the-fly. 2) Newly emerging features are described by very few samples, resulting in weak learners that tend to make error predictions. A plausible idea to overcome the challenges is to establish relationship between the pre-and-post evolving feature spaces, so that an online learner can leverage the knowledge learned from the old features to better the learning performance on the new features. Unfortunately, this idea does not scale up to high-dimensional media streams with complex feature interplay, which suffers an tradeoff between onlineness (biasing shallow learners) and expressiveness(requiring deep learners). Motivated by this, we propose a novel OLD^3S paradigm, where a shared latent subspace is discovered to summarize information from the old and new feature spaces, building intermediate feature mapping relationship. A key trait of OLD^3S is to treat the model capacity as a learnable semantics, yields optimal model depth and parameters jointly, in accordance with the complexity and non-linearity of the input data streams in an online fashion. Both theoretical analyses and empirical studies substantiate the viability and effectiveness of our proposal.

cs.LG↗

arXiv2022

Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models

Many panel data have the latent subgroup effect on individuals, and it is important to correctly identify these groups since the efficiency of resulting estimators can be improved significantly by pooling the information of individuals within each group. However, the currently assumed parametric and semiparametric relationship between the response and predictors may be misspecified, which leads to a wrong grouping result, and the nonparametric approach hence can be considered to avoid such mistakes. Moreover, the response may depend on predictors in different ways at various quantile levels, and the corresponding grouping structure may also vary. To tackle these problems, this article proposes a nonparametric quantile regression method for homogeneity pursuit in panel data models with individual effects, and a pairwise fused penalty is used to automatically select the number of groups. The asymptotic properties are established, and an ADMM algorithm is also developed. The finite sample performance is evaluated by simulation experiments, and the usefulness of the proposed methodology is further illustrated by an empirical example.

stat.ME↗

arXiv2020

High-dimensional vector autoregressive time series modeling via tensor decomposition

The classical vector autoregressive model is a fundamental tool for multivariate time series analysis. However, it involves too many parameters when the number of time series and lag order are even moderately large. This paper proposes to rearrange the transition matrices of the model into a tensor form such that the parameter space can be restricted along three directions simultaneously via tensor decomposition. In contrast, the reduced-rank regression method can restrict the parameter space in only one direction. Besides achieving substantial dimension reduction, the proposed model is interpretable from the factor modeling perspective. Moreover, to handle high-dimensional time series, this paper considers imposing sparsity on factor matrices to improve the model interpretability and estimation efficiency, which leads to a sparsity-inducing estimator. For the low-dimensional case, we derive asymptotic properties of the proposed least squares estimator and introduce an alternating least squares algorithm. For the high-dimensional case, we establish non-asymptotic properties of the sparsity-inducing estimator and propose an ADMM algorithm for regularized estimation. Simulation experiments and a real data example demonstrate the advantages of the proposed approach over various existing methods.

stat.ME↗