arXiv subjects

Hui Zou

Publications and source records attributed to Hui Zou.

At least 19 recordsLinked to original sources

arXiv2025

Agent-Kernel: A MicroKernel Multi-Agent System Framework for Adaptive Social Simulation Powered by LLMs

Multi-Agent System (MAS) developing frameworks serve as the foundational infrastructure for social simulations powered by Large Language Models (LLMs). However, existing frameworks fail to adequately support large-scale simulation development due to inherent limitations in adaptability, configurability, reliability, and code reusability. For example, they cannot simulate a society where the agent population and profiles change over time. To fill this gap, we propose Agent-Kernel, a framework built upon a novel society-centric modular microkernel architecture. It decouples core system functions from simulation logic and separates cognitive processes from physical environments and action execution. Consequently, Agent-Kernel achieves superior adaptability, configurability, reliability, and reusability. We validate the framework's superiority through two distinct applications: a simulation of the Universe 25 (Mouse Utopia) experiment, which demonstrates the handling of rapid population dynamics from birth to death; and a large-scale simulation of the Zhejiang University Campus Life, successfully coordinating 10,000 heterogeneous agents, including students and faculty.

cs.MA↗

arXiv2025

A direct approach to tree-guided feature aggregation for high-dimensional regression

In high-dimensional linear models, sparsity is often exploited to reduce variability and achieve parsimony. Equi-sparsity, where one assumes that predictors can be aggregated into groups sharing the same effects, is an alternative parsimonious structure that can be more suitable in certain applications. Previous work has clearly demonstrated the benefits of exploiting equi-sparsity in the presence of ``rare features'' (Yan and Bien 2021). In this work, we propose a new tree-guided regularization scheme for simultaneous estimation and feature aggregation. Unlike existing methods, our estimator avoids synthetic overparameterization and its detrimental effects. Even though our penalty is applied to hierarchically overlapped groups, we show that its proximal operator can be solved with a one-pass, non-iterative algorithm. Novel techniques are developed to study the finite-sample error bound of this seminorm-induced regularizer under least squares and binomial deviance losses. Theoretically, compared to existing methods, the proposed method offers a faster or equivalent rate depending on the true equi-sparisty structure. Extensive simulation studies verify these findings. Finally, we illustrate the usefulness of the proposed method with an application to a microbiome dataset, where we conduct post-selection inference on the aggregated features' effects.

stat.ME↗

arXiv2025

Collaborative Inference for Sparse High-Dimensional Models with Non-Shared Data

In modern data analysis, statistical efficiency improvement is expected via effective collaboration among multiple data holders with non-shared data. In this article, we propose a collaborative score-type test (CST) for testing linear hypotheses, which accommodates potentially high-dimensional nuisance parameters and a diverging number of constraints and target parameters. Through a careful decomposition of the Kiefer-Bahadur representation for the traditional score statistic, we identify and approximate the key components using aggregated local gradient information from each data source. In addition, we employ a two-stage partial penalization strategy to shrink the approximation error and mitigate the bias from the high-dimensional nuisance parameters. Unlike existing methods, the CST procedure involves constrained optimization under non-shared and high-dimensional data settings, which requires novel theoretical developments. We derive the limiting distributions for the CST statistic under the null hypothesis and the local alternatives. Besides, the CST exhibits an oracle property and achieves the global statistical efficiency. Moreover, it relaxes the stringent restrictions on the number of data sources required in the current literature. Extensive numerical studies and a real example demonstrate the effectiveness and validity of our proposed method.

stat.ME↗

arXiv2025

A Global Dataset Mapping the AI Innovation from Academic Research to Industrial Patents

In the rapidly evolving field of artificial intelligence (AI), mapping innovation patterns and understanding effective technology transfer from research to applications are essential for economic growth. However, existing data infrastructures suffer from fragmentation, incomplete coverage, and insufficient evaluative capacity. Here, we present DeepInnovationAI, a comprehensive global dataset containing three structured files. DeepPatentAI.csv: Contains 2,356,204 patent records with 8 field-specific attributes. DeepDiveAI.csv: Encompasses 3,511,929 academic publications with 13 metadata fields. These two datasets leverage large language models, multilingual text analysis and dual-layer BERT classifiers to accurately identify AI-related content, while utilizing hypergraph analysis to create robust innovation metrics. Additionally, DeepCosineAI.csv: By applying semantic vector proximity analysis, this file contains 3,511,929 most relevant paper-patent pairs, each described by 3 metadata fields, to facilitate the identification of potential knowledge flows. DeepInnovationAI enables researchers, policymakers, and industry leaders to anticipate trends and identify collaboration opportunities. With extensive temporal and geographical scope, it supports detailed analysis of technological development patterns and international competition dynamics, establishing a foundation for modeling AI innovation and technology transfer processes.

cs.DB↗

arXiv2024

The Hybrid ROA: A Flexible and Scalable Encoding Scheme for Route Origin Authorization

On top of the Resource Public Key Infrastructure (RPKI), the Route Origin Authorization (ROA) creates a cryptographically verifiable binding of an autonomous system to a set of IP prefixes it is authorized to originate. By their design, ROAs can protect the inter-domain routing system against prefix and sub-prefix hijacks. However, it is hard for the state-of-the-art approach, the maxLength-based ROA encoding scheme, to guarantee security and scalability at the same time when facing various authorization scenarios. To this end, we propose a novel bitmap-based encoding scheme for ROAs to provide flexible and controllable compression. Furthermore, the hybrid ROA encoding scheme (h-ROA) is proposed, which encodes ROAs based on maxLength and bitmap jointly. This approach ensures strong security, provides flexibility and significantly improves system scalability, enabling it to effectively handle various authorization patterns. According to the performance evaluation with real-world data sets, h-ROA outperforms the state-of-the-art approach $1.99 \sim 3.28$ times in terms of the encoding speed, and it can reduce the cost of a router to synchronize all validated ROA payloads by $43.9\% \sim 56.6\%$.

cs.CR↗

arXiv2024

An Intelligent Innovation Dataset on Scientific Research Outcomes

Various stakeholders, such as researchers, government agencies, businesses, and research laboratories require a large volume of reliable scientific research outcomes including research articles and patent data to support their work. These data are crucial for a variety of application, such as advancing scientific research, conducting business evaluations, and undertaking policy analysis. However, collecting such data is often a time-consuming and laborious task. Consequently, many users turn to using openly accessible data for their research. However, these existing open dataset releases typically suffer from lack of relationship between different data sources and a limited temporal coverage. To address this issue, we present a new open dataset, the Intelligent Innovation Dataset (IIDS), which comprises six interrelated datasets spanning nearly 120 years, encompassing paper information, paper citation relationships, patent details, patent legal statuses, and funding information. The extensive contextual and extensive temporal coverage of the IIDS dataset will provide researchers and practitioners and policy maker with comprehensive data support, enabling them to conduct in-depth scientific research and comprehensive data analyses.

cs.DB↗

arXiv2024

A Non-Parametric Box-Cox Approach to Robustifying High-Dimensional Linear Hypothesis Testing

The mainstream theory of hypothesis testing in high-dimensional regression typically assumes the underlying true model is a low-dimensional linear regression model, yet the Box-Cox transformation is a regression technique commonly used to mitigate anomalies like non-additivity and heteroscedasticity. This paper introduces a more flexible framework, the non-parametric Box-Cox model with unspecified transformation, to address model mis-specification in high-dimensional linear hypothesis testing while preserving the interpretation of regression coefficients. Model estimation and computation in high dimensions poses challenges beyond traditional sparse penalization methods. We propose the constrained partial penalized composite probit regression method for sparse estimation and investigate its statistical properties. Additionally, we present a computationally efficient algorithm using augmented Lagrangian and coordinate majorization descent for solving regularization problems with folded concave penalization and linear constraints. For testing linear hypotheses, we propose the partial penalized composite likelihood ratio test, score test and Wald test, and show that their limiting distributions under null and local alternatives follow generalized chi-squared distributions with the same degrees of freedom and noncentral parameter. Extensive simulation studies are conducted to examine the finite sample performance of the proposed tests. Our analysis of supermarket data illustrates potential discrepancies between our testing procedures and standard high-dimensional methods, highlighting the importance of our robustified approach.

stat.ME↗

arXiv2023

High-dimensional Newey-Powell Test Via Approximate Message Passing

We propose a high-dimensional extension of the heteroscedasticity test proposed in Newey and Powell (1987). Our test is based on expectile regression in the proportional asymptotic regime where n/p \to \delta \in (0,1]. The asymptotic analysis of the test statistic uses the Approximate Message Passing (AMP) algorithm, from which we obtain the limiting distribution of the test and establish its asymptotic power. The numerical performance of the test is validated through an extensive simulation study. As real-data applications, we present the analysis based on ``international economic growth" data (Belloni et al., 2011), which is found to be homoscedastic, and ``supermarket" data (Lan et al., 2016), which is found to be heteroscedastic.

stat.ME↗

arXiv2023

Enhanced Response Envelope via Envelope Regularization

The response envelope model provides substantial efficiency gains over the standard multivariate linear regression by identifying the material part of the response to the model and by excluding the immaterial part. In this paper, we propose the enhanced response envelope by incorporating a novel envelope regularization term based on a nonconvex manifold formulation. It is shown that the enhanced response envelope can yield better prediction risk than the original envelope estimator. The enhanced response envelope naturally handles high-dimensional data for which the original response envelope is not serviceable without necessary remedies. In an asymptotic high-dimensional regime where the ratio of the number of predictors over the number of samples converges to a non-zero constant, we characterize the risk function and reveal an interesting double descent phenomenon for the envelope model. A simulation study confirms our main theoretical findings. Simulations and real data applications demonstrate that the enhanced response envelope does have significantly improved prediction performance over the original envelope method, especially when the number of predictors is close to or moderately larger than the number of samples. Proofs and additional simulation results are shown in the supplementary file to this paper.

stat.ME↗

arXiv2022

High-dimensional Censored Regression via the Penalized Tobit Likelihood

High-dimensional regression and regression with a left-censored response are each well-studied topics. In spite of this, few methods have been proposed which deal with both of these complications simultaneously. The Tobit model -- long the standard method for censored regression in economics -- has not been adapted for high-dimensional regression at all. To fill this gap and bring up-to-date techniques from high-dimensional statistics to the field of high-dimensional left-censored regression, we propose several penalized Tobit models. We develop a fast algorithm which combines quadratic minimization with coordinate descent to compute the penalized Tobit solution path. Theoretically, we analyze the Tobit lasso and Tobit with a folded concave penalty, bounding the $\ell_2$ estimation loss for the former and proving that a local linear approximation estimator for the latter possesses the strong oracle property. Through an extensive simulation study, we find that our penalized Tobit models provide more accurate predictions and parameter estimates than other methods. We use a penalized Tobit model to analyze high-dimensional left-censored HIV viral load data from the AIDS Clinical Trials Group and identify potential drug resistance mutations in the HIV genome. Appendices contain intermediate theoretical results and technical proofs.

stat.ME↗

arXiv2020

Enveloped Huber Regression

Huber regression (HR) is a popular robust alternative to the least squares regression when the error follows a heavy-tailed distribution. We propose a new method called the enveloped Huber regression (EHR) by considering the envelope assumption that there exists some subspace of the predictors that has no association with the response, which is referred to as the immaterial part. More efficient estimation is achieved via the removal of the immaterial part. Different from the envelope least squares (ENV) model whose estimation is based on maximum normal likelihood, the estimation of the EHR model is through Generalized Method of Moments. The asymptotic normality of the EHR estimator is established, and it is shown that EHR is more efficient than HR. Moreover, EHR is more efficient than ENV when the error distribution is heavy-tailed, while maintaining a small efficiency loss when the error distribution is normal. Moreover, our theory also covers the heteroscedastic case in which the error may depend on the covariates. Extensive simulation studies confirm the messages from the asymptotic theory. EHR is further illustrated on a real dataset.

stat.ME↗

arXiv2019

An Alternating Manifold Proximal Gradient Method for Sparse PCA and Sparse CCA

Sparse principal component analysis (PCA) and sparse canonical correlation analysis (CCA) are two essential techniques from high-dimensional statistics and machine learning for analyzing large-scale data. Both problems can be formulated as an optimization problem with nonsmooth objective and nonconvex constraints. Since non-smoothness and nonconvexity bring numerical difficulties, most algorithms suggested in the literature either solve some relaxations or are heuristic and lack convergence guarantees. In this paper, we propose a new alternating manifold proximal gradient method to solve these two high-dimensional problems and provide a unified convergence analysis. Numerical experiment results are reported to demonstrate the advantages of our algorithm.

stat.ML↗

arXiv2016

Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models

The Tweedie GLM is a widely used method for predicting insurance premiums. However, the structure of the logarithmic mean is restricted to a linear form in the Tweedie GLM, which can be too rigid for many applications. As a better alternative, we propose a gradient tree-boosting algorithm and apply it to Tweedie compound Poisson models for pure premiums. We use a profile likelihood approach to estimate the index and dispersion parameters. Our method is capable of fitting a flexible nonlinear Tweedie model and capturing complex interactions among predictors. A simulation study confirms the excellent prediction performance of our method. As an application, we apply our method to an auto insurance claim data and show that the new method is superior to the existing methods in the sense that it generates more accurate premium predictions, thus helping solve the adverse selection issue. We have implemented our method in a user-friendly R package that also includes a nice visualization tool for interpreting the fitted model.

stat.ME↗

arXiv2016

SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties

Consider $n$ independent and identically distributed $p$-dimensional Gaussian random vectors with covariance matrix $Σ.$ The problem of estimating $Σ$ when $p$ is much larger than $n$ has received a lot of attention in recent years. Yet little is known about the information criterion for covariance matrix estimation. How to properly define such a criterion and what are the statistical properties? We attempt to answer these questions in the present paper by focusing on the estimation of bandable covariance matrices when $p>n$ but $\log(p)=o(n)$. Motivated by the deep connection between Stein's unbiased risk estimation (SURE) and AIC in regression models, we propose a family of generalized SURE ($\text{SURE}_c$) indexed by $c$ for covariance matrix estimation, where $c$ is some constant. When $c$ is 2, $\text{SURE}_2$ provides an unbiased estimator of the Frobenious risk of the covariance matrix estimator. Furthermore, we show that by minimizing $\text{SURE}_2$ over all possible banding covariance matrix estimators we attain the minimax optimal rate of convergence and the resulting estimator behaves like the covariance matrix estimator obtained by the so-called oracle tuning. On the other hand, we also show that $\text{SURE}_2$ is selection inconsistent when the true covariance matrix is exactly banded. To fix the selection inconsistency, we consider using SURE with $c=\log(n)$ and prove that by minimizing $\text{SURE}_{\log(n)}$ we select the true bandwith with probability tending to one. Therefore, our analysis indicates that $\text{SURE}_2$ and $\text{SURE}_{\log(n)}$ can be regarded as the AIC and BIC for large covariance matrix estimation, respectively.

math.ST↗

arXiv2016

CoCoLasso for High-dimensional Error-in-variables Regression

Much theoretical and applied work has been devoted to high-dimensional regression with clean data. However, we often face corrupted data in many applications where missing data and measurement errors cannot be ignored. Loh and Wainwright (2012) proposed a non-convex modification of the Lasso for doing high-dimensional regression with noisy and missing data. It is generally agreed that the virtues of convexity contribute fundamentally the success and popularity of the Lasso. In light of this, we propose a new method named CoCoLasso that is convex and can handle a general class of corrupted datasets including the cases of additive measurement error and random missing data. We establish the estimation error bounds of CoCoLasso and its asymptotic sign-consistent selection property. We further elucidate how the standard cross validation techniques can be misleading in presence of measurement error and develop a novel corrected cross-validation technique by using the basic idea in CoCoLasso. The corrected cross-validation has its own importance. We demonstrate the superior performance of our method over the non-convex approach by simulation studies.

math.ST↗

arXiv2015

Bayesian Inference for High Dimensional Changing Linear Regression with Application to Minnesota House Price Index Data

In many applications, the dataset under investigation exhibits heterogeneous regimes that are more appropriately modeled using piece-wise linear models for each of the data segments separated by change-points. Although there have been much work on change point linear regression for the low dimensional case, high-dimensional change point regression is severely underdeveloped. Motivated by the analysis of Minnesota House Price Index data, we propose a fully Bayesian framework for fitting changing linear regression models in high-dimensional settings. Using segment-specific shrinkage and diffusion priors, we deliver full posterior inference for the change points and simultaneously obtain posterior probabilities of variable selection in each segment via an efficient Gibbs sampler. Additionally, our method can detect an unknown number of change points and accommodate different variable selection constraints like grouping or partial selection. We substantiate the accuracy of our method using simulation experiments for a wide range of scenarios. We apply our approach for a macro-economic analysis of Minnesota house price index data. The results strongly favor the change point model over a homogeneous (no change point) high-dimensional regression model.

math.ST↗

arXiv2015

Flexible Expectile Regression in Reproducing Kernel Hilbert Space

Expectile, first introduced by Newey and Powell (1987) in the econometrics literature, has recently become increasingly popular in risk management and capital allocation for financial institutions due to its desirable properties such as coherence and elicitability. The current standard tool for expectile regression analysis is the multiple linear expectile regression proposed by Newey and Powell in 1987. The growing applications of expectile regression motivate us to develop a much more flexible nonparametric multiple expectile regression in a reproducing kernel Hilbert space. The resulting estimator is called KERE which has multiple advantages over the classical multiple linear expectile regression by incorporating non-linearity, non-additivity and complex interactions in the final estimator. The kernel learning theory of KERE is established. We develop an efficient algorithm inspired by majorization-minimization principle for solving the entire solution path of KERE. It is shown that the algorithm converges at least at a linear rate. Extensive simulations are conducted to show the very competitive finite sample performance of KERE. We further demonstrate the application of KERE by using personal computer price data.

stat.ME↗

arXiv2015

Another Look at DWD: Thrifty Algorithm and Bayes Risk Consistency in RKHS

Distance weighted discrimination (DWD) is a margin-based classifier with an interesting geometric motivation. DWD was originally proposed as a superior alternative to the support vector machine (SVM), however DWD is yet to be popular compared with the SVM. The main reasons are twofold. First, the state-of-the-art algorithm for solving DWD is based on the second-order-cone programming (SOCP), while the SVM is a quadratic programming problem which is much more efficient to solve. Second, the current statistical theory of DWD mainly focuses on the linear DWD for the high-dimension-low-sample-size setting and data-piling, while the learning theory for the SVM mainly focuses on the Bayes risk consistency of the kernel SVM. In fact, the Bayes risk consistency of DWD is presented as an open problem in the original DWD paper. In this work, we advance the current understanding of DWD from both computational and theoretical perspectives. We propose a novel efficient algorithm for solving DWD, and our algorithm can be several hundred times faster than the existing state-of-the-art algorithm based on the SOCP. In addition, our algorithm can handle the generalized DWD, while the SOCP algorithm only works well for a special DWD but not the generalized DWD. Furthermore, we consider a natural kernel DWD in a reproducing kernel Hilbert space and then establish the Bayes risk consistency of the kernel DWD. We compare DWD and the SVM on several benchmark data sets and show that the two have comparable classification accuracy, but DWD equipped with our new algorithm can be much faster to compute than the SVM.

stat.ML↗