arXiv subjects

Hien D. Nguyen

Publications and source records attributed to Hien D. Nguyen.

At least 19 recordsLinked to original sources

arXiv2025

Polynomiogram: An Integrated Framework for Root Visualization and Generative Art

This work presents the Polynomiogram framework, an integrated computational platform for exploring, visualizing, and generating art from polynomial root systems. The main innovation is a flexible sampling scheme in which two independent parameters are drawn from user defined domains and mapped to the polynomial coefficients through a generating function. This design allows the same mathematical foundation to support both scientific investigation and generative algorithmic art. The framework integrates two complementary numerical engines: NumPy companion matrix solver for fast, large scale computation and MPSolve for high precision, scientifically rigorous validation. This dual architecture enables efficient visualization for creative use and accurate computation for research and education. Numerical accuracy was verified using classical ensembles, including the Kac and Lucas polynomials. The method was applied to the cubic polynomial system to analyze its bifurcation structure, demonstrating its value as both a scientific tool for exploring root phenomena and an educational aid for visualizing fundamental concepts in algebra and dynamical systems. Beyond analysis, the Polynomiogram also demonstrated its potential as a tool for personalized generative art. Examples include the use of the platform to generate a natural form resembling a hibiscus flower and to create personalized artwork expressing gratitude toward advances in artificial intelligence and large language models through a tribute composition.

cs.SE↗

arXiv2025

HDC: Hierarchical Distillation for Multi-level Noisy Consistency in Semi-Supervised Fetal Ultrasound Segmentation

Transvaginal ultrasound is a critical imaging modality for evaluating cervical anatomy and detecting physiological changes. However, accurate segmentation of cervical structures remains challenging due to low contrast, shadow artifacts, and indistinct boundaries. While convolutional neural networks (CNNs) have demonstrated efficacy in medical image segmentation, their reliance on large-scale annotated datasets presents a significant limitation in clinical ultrasound imaging. Semi-supervised learning (SSL) offers a potential solution by utilizing unlabeled data, yet existing teacher-student frameworks often encounter confirmation bias and high computational costs. In this paper, a novel semi-supervised segmentation framework, called HDC, is proposed incorporating adaptive consistency learning with a single-teacher architecture. The framework introduces a hierarchical distillation mechanism with two objectives: Correlation Guidance Loss for aligning feature representations and Mutual Information Loss for stabilizing noisy student learning. The proposed approach reduces model complexity while enhancing generalization. Experiments on fetal ultrasound datasets, FUGC and PSFH, demonstrate competitive performance with reduced computational overhead compared to multi-teacher models.

cs.CV↗

arXiv2023

Ontology-based Solution for Building an Intelligent Searching System on Traffic Law Documents

In this paper, an ontology-based approach is used to organize the knowledge base of legal documents in road traffic law. This knowledge model is built by the improvement of ontology Rela-model. In addition, several searching problems on traffic law are proposed and solved based on the legal knowledge base. The intelligent search system on Vietnam road traffic law is constructed by applying the method. The searching system can help users to find concepts and definitions in road traffic law. Moreover, it can also determine penalties and fines for violations in the traffic. The experiment results show that the system is efficient for users' typical searching and is emerging for usage in the real-world.

cs.IR↗

arXiv2020

Approximate Bayesian computation via the energy statistic

Approximate Bayesian computation (ABC) has become an essential part of the Bayesian toolbox for addressing problems in which the likelihood is prohibitively expensive or entirely unknown, making it intractable. ABC defines a pseudo-posterior by comparing observed data with simulated data, traditionally based on some summary statistics, the elicitation of which is regarded as a key difficulty. Recently, using data discrepancy measures has been proposed in order to bypass the construction of summary statistics. Here we propose to use the importance-sampling ABC (IS-ABC) algorithm relying on the so-called two-sample energy statistic. We establish a new asymptotic result for the case where both the observed sample size and the simulated data sample size increase to infinity, which highlights to what extent the data discrepancy measure impacts the asymptotic pseudo-posterior. The result holds in the broad setting of IS-ABC methodologies, thus generalizing previous results that have been established only for rejection ABC algorithms. Furthermore, we propose a consistent V-statistic estimator of the energy statistic, under which we show that the large sample result holds, and prove that the rejection ABC algorithm, based on the energy statistic, generates pseudo-posterior distributions that achieves convergence to the correct limits, when implemented with rejection thresholds that converge to zero, in the finite sample setting. Our proposed energy statistic based ABC algorithm is demonstrated on a variety of models, including a Gaussian mixture, a moving-average model of order two, a bivariate beta and a multivariate $g$-and-$k$ distribution. We find that our proposed method compares well with alternative discrepancy measures.

stat.ME↗

arXiv2019

Regularized Estimation and Feature Selection in Mixtures of Gaussian-Gated Experts Models

Mixtures-of-Experts models and their maximum likelihood estimation (MLE) via the EM algorithm have been thoroughly studied in the statistics and machine learning literature. They are subject of a growing investigation in the context of modeling with high-dimensional predictors with regularized MLE. We examine MoE with Gaussian gating network, for clustering and regression, and propose an $\ell_1$-regularized MLE to encourage sparse models and deal with the high-dimensional setting. We develop an EM-Lasso algorithm to perform parameter estimation and utilize a BIC-like criterion to select the model parameters, including the sparsity tuning hyperparameters. Experiments conducted on simulated data show the good performance of the proposed regularized MLE compared to the standard MLE with the EM algorithm.

stat.ML↗

arXiv2019

Approximation results regarding the multiple-output mixture of linear experts model

Mixture of experts (MoE) models are a class of artificial neural networks that can be used for functional approximation and probabilistic modeling. An important class of MoE models is the class of mixture of linear experts (MoLE) models, where the expert functions map to real topological output spaces. There are a number of powerful approximation results regarding MoLE models, when the output space is univariate. These results guarantee the ability of MoLE mean functions to approximate arbitrary continuous functions, and MoLE models themselves to approximate arbitrary conditional probability density functions. We utilize and extend upon the univariate approximation results in order to prove a pair of useful results for situations where the output spaces are multivariate.

stat.ME↗

arXiv2019

Concentration-based confidence intervals for U-statistics

Concentration inequalities have become increasingly popular in machine learning, probability, and statistical research. Using concentration inequalities, one can construct confidence intervals (CIs) for many quantities of interest. Unfortunately, many of these CIs require the knowledge of population variances, which are generally unknown, making these CIs impractical for numerical application. However, recent results regarding the simultaneous bounding of the probabilities of quantities of interest and their variances have permitted the construction of empirical CIs, where variances are replaced by their sample estimators. Among these new results are two-sided empirical CIs for U-statistics, which are useful for the construction of CIs for a rich class of parameters. In this article, we derive a number of new one-sided empirical CIs for U-statistics and their variances. We show that our one-sided CIs can be used to construct tighter two-sided CIs for U-statistics, than those currently reported. We also demonstrate how our CIs can be used to construct new empirical CIs for the mean, which provide tighter bounds than currently known CIs for the same number of observations, under various settings.

math.ST↗

arXiv2019

On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables

We investigate the sub-Gaussian property for almost surely bounded random variables. If sub-Gaussianity per se is de facto ensured by the bounded support of said random variables, then exciting research avenues remain open. Among these questions is how to characterize the optimal sub-Gaussian proxy variance? Another question is how to characterize strict sub-Gaussianity, defined by a proxy variance equal to the (standard) variance? We address the questions in proposing conditions based on the study of functions variations. A particular focus is given to the relationship between strict sub-Gaussianity and symmetry of the distribution. In particular, we demonstrate that symmetry is neither sufficient nor necessary for strict sub-Gaussianity. In contrast, simple necessary conditions on the one hand, and simple sufficient conditions on the other hand, for strict sub-Gaussianity are provided. These results are illustrated via various applications to a number of bounded random variables, including Bernoulli, beta, binomial, uniform, Kumaraswamy, and triangular distributions.

math.PR↗

arXiv2018

Partial Evaluation of Logic Programs in Vector Spaces

In this paper, we introduce methods of encoding propositional logic programs in vector spaces. Interpretations are represented by vectors and programs are represented by matrices. The least model of a definite program is computed by multiplying an interpretation vector and a program matrix. To optimize computation in vector spaces, we provide a method of partial evaluation of programs using linear algebra. Partial evaluation is done by unfolding rules in a program, and it is realized in a vector space by multiplying program matrices. We perform experiments using randomly generated programs and show that partial evaluation has potential for realizing efficient computation in huge scale of programs.

cs.AI↗

arXiv2018

The fully-visible Boltzmann machine and the Senate of the 45th Australian Parliament in 2016

After the 2016 double dissolution election, the 45th Australian Parliament was formed. At the time of its swearing in, the Senate of the 45th Australian Parliament consisted of nine political parties, the largest number in the history of the Australian Parliament. Due to the breadth of the political spectrum that the Senate represented, the situation presented an interesting opportunity for the study of political interactions in the Australian context. Using publicly available Senate voting data in 2016, we quantitatively analyzed two aspects of the Senate. Firstly, we analyzed the degree to which each of the non-government parties of the Senate are pro- or anti-government. Secondly, we analyzed the degree to which the votes of each of the non-government Senate parties are in concordance or discordance with one another. We utilized the fully-visible Boltzmann machine (FVBM) model in order to conduct these analyses. The FVBM is an artificial neural network that can be viewed as a multivariate generalization of the Bernoulli distribution. Via a maximum pseudolikelihood estimation approach, we conducted parameter estimation and constructed hypotheses test that revealed the interaction structures within the Australian Senate. The conclusions that we drew are well-supported by external sources of information.

stat.AP↗

arXiv2018

Positive data kernel density estimation via the logKDE package for R

Kernel density estimators (KDEs) are ubiquitous tools for nonparametric estimation of probability density functions (PDFs), when data are obtained from unknown data generating processes. The KDEs that are typically available in software packages are defined, and designed, to estimate real-valued data. When applied to positive data, these typical KDEs do not yield bona fide PDFs. A log-transformation methodology can be applied to produce a nonparametric estimator that is appropriate and yields proper PDFs over positive supports. We call the KDEs obtained via this transformation log-KDEs. We derive expressions for the pointwise biases, variances, and mean-squared errors of the log- KDEs that are obtained via various kernel functions. Mean integrated squared error (MISE) and asymptotic MISE results are also provided and a plug-in rule for log-KDE bandwidths is derived. We demonstrate the log-KDEs methodology via our R package, logKDE. Real data case studies are provided to demonstrate the log-KDE approach.

stat.CO↗

arXiv2018

False discovery rate control under reduced precision computation for analysis of neuroimaging data

The mitigation of false positives is an important issue when conducting multiple hypothesis testing. The most popular paradigm for false positives mitigation in high-dimensional applications is via the control of the false discovery rate (FDR). Multiple testing data from neuroimaging experiments can be very large, and reduced precision storage of such data is often required. Reduced precision computation is often a problem in the analysis of legacy data and data arising from legacy pipelines. We present a method for FDR control that is applicable in cases where only p\text{-values} or test statistics (with common and known null distribution) are available, and when those p\text{-values} or test statistics are encoded in a reduced precision format. Our method is based on an empirical-Bayes paradigm where the probit transformation of the p\text{-values} (called the z\text{-scores}) are modeled as a two-component mixture of normal distributions. Due to the reduced precision of the p\text{-values} or test statistics, the usual approach for fitting mixture models may not be feasible. We instead use a binned-data technique, which can be proved to consistently estimate the z\text{-score} distribution parameters under mild correlation assumptions, as is often the case in neuroimaging data. A simulation study shows that our methodology is competitive when compared with popular alternatives, especially with data in the presence of misspecification. We demonstrate the applicability of our methodology in practice via a brain imaging study of mice.

stat.ME↗

arXiv2018

Randomized Mixture Models for Probability Density Approximation and Estimation

Randomized neural networks (NNs) are an interesting alternative to conventional NNs that are more used for data modeling. The random vector functional-link (RVFL) network is an established and theoretically well-grounded randomized learning model. A key theoretical result for RVFL networks is that they provide universal approximation for continuous maps, on average, almost surely. We specialize and modify this result, and show that RFVL networks can provide functional approximations that converge in Kullback-Leibler divergence, when the target function is a probability density function. Expanding on the approximation results, we demonstrate the the RFVL networks lead to a simple randomized mixture model (MM) construction for density estimation from random data. An expectation-maximization (EM) algorithm is derived for the maximum likelihood estimation of our randomized MM. The EM algorithm is proved to be globally convergent and the maximum likelihood estimator is proved to be consistent. A set of simulation studies is given to provide empirical evidence towards our approximation and density estimation results.

stat.CO↗

arXiv2018

On approximations via convolution-defined mixture models

An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture distribution is sufficiently complex. This fact is often not made concrete. We investigate and review theorems that provide approximation bounds for mixing distributions. Connections between the approximation bounds of mixing distributions and estimation bounds for the maximum likelihood estimator of finite mixtures of location- scale distributions are reviewed.

stat.OT↗

arXiv2018

Model-Based Clustering and Classification of Functional Data

The problem of complex data analysis is a central topic of modern statistical science and learning systems and is becoming of broader interest with the increasing prevalence of high-dimensional data. The challenge is to develop statistical models and autonomous algorithms that are able to acquire knowledge from raw data for exploratory analysis, which can be achieved through clustering techniques or to make predictions of future data via classification (i.e., discriminant analysis) techniques. Latent data models, including mixture model-based approaches are one of the most popular and successful approaches in both the unsupervised context (i.e., clustering) and the supervised one (i.e, classification or discrimination). Although traditionally tools of multivariate analysis, they are growing in popularity when considered in the framework of functional data analysis (FDA). FDA is the data analysis paradigm in which the individual data units are functions (e.g., curves, surfaces), rather than simple vectors. In many areas of application, the analyzed data are indeed often available in the form of discretized values of functions or curves (e.g., time series, waveforms) and surfaces (e.g., 2d-images, spatio-temporal data). This functional aspect of the data adds additional difficulties compared to the case of a classical multivariate (non-functional) data analysis. We review and present approaches for model-based clustering and classification of functional data. We derive well-established statistical models along with efficient algorithmic tools to address problems regarding the clustering and the classification of these high-dimensional data, including their heterogeneity, missing information, and dynamical hidden structure. The presented models and algorithms are illustrated on real-world functional data analysis problems from several application area.

stat.ML↗

arXiv2017

A Novel Algorithm for Clustering of Data on the Unit Sphere via Mixture Models

A new maximum approximate likelihood (ML) estimation algorithm for the mixture of Kent distribution is proposed. The new algorithm is constructed via the BSLM (block successive lower-bound maximization) framework and incorporates manifold optimization procedures within it. The BSLM algorithm is iterative and monotonically increases the approximate log-likelihood function in each step. Under mild regularity conditions, the BSLM algorithm is proved to be convergent and the approximate ML estimator is proved to be consistent. A Bayesian information criterion-like (BIC-like) model selection criterion is also derive, for the task of choosing the number of components in the mixture distribution. The approximate ML estimator and the BIC-like criterion are both demonstrated to be successful via simulation studies. A model-based clustering rule is proposed and also assessed favorably via simulations. Example applications of the developed methodology are provided via an image segmentation task and a neural imaging clustering problem.

stat.CO↗

arXiv2017

Chunked-and-Averaged Estimators for Vector Parameters

A divide-and-conquer method for parameter estimation is the chunked-and-averaged (CA) estimator. CA estimators have been studied for univariate parameters under independent and identically distributed (IID) sampling. We study the CA estimators of vector parameters and under non-IID sampling.

stat.CO↗

arXiv2017

Near Universal Consistency of the Maximum Pseudolikelihood Estimator for Discrete Models

Maximum pseudolikelihood (MPL) estimators are useful alternatives to maximum likelihood (ML) estimators when likelihood functions are more difficult to manipulate than their marginal and conditional components. Furthermore, MPL estimators subsume a large number of estimation techniques including ML estimators, maximum composite marginal likelihood estimators, and maximum pairwise likelihood estimators. When considering only the estimation of discrete models (on a possibly countably infinite support), we show that a simple finiteness assumption on an entropy-based measure is sufficient for assessing the consistency of the MPL estimator. As a consequence, we demonstrate that the MPL estimator of any discrete model on a bounded support will be consistent. Our result is valid in parametric, semiparametric, and nonparametric settings.

stat.ME↗