arXiv subjects

Huiyan Sang

Publications and source records attributed to Huiyan Sang.

17 recordsLinked to original sources

arXiv2026

On Graph-Informed Distance Metrics for Comparing Graph Partitions

Comparing graph partitions is fundamental to the analysis of network-structured data, yet existing measures for comparing graph partitions typically rely on graph-agnostic indices that treat vertices as exchangeable, ignoring the underlying graph topology that encodes essential information about community cohesion and separation. We propose a general construction of graph-informed distances that compares vertex partitions through induced edge partitions and yields valid metrics on the space of contiguous graph partitions. As special cases, we develop graph-informed versions of variation of information and the van Dongen distance together with a binary cut-based companion distance, and show that these distances satisfy a natural local graph-aware refinement criterion. Under stochastic block models, we prove that stronger topological disruptions incur asymptotically larger distances almost surely in both inter-community and intra-community split settings. These results provide a simple and principled framework to compare graph partitions while respecting the underlying graph structure.

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arXiv2026

Consistent Bayesian Local Spatial Feature Selection with Application to Spatial Multimodal Omics

Motivated by a high-dimensional regression problem in spatial multimodal omics (SMO), we propose a Bayesian framework for local spatial feature selection, where a random domain partition prior is introduced to divide the spatial domain into several contiguous clusters with flexible shapes and an unknown number of clusters, conditional on which a local feature selection prior is imposed within each cluster. The notion of "feature" is general and may include both covariates and functional bases, allowing the framework to perform both local variable selection and local basis selection, the latter being essential for adaptively approximating spatially varying functions with localized characteristics. We derive coupled hyperparameter conditions linking domain partition and local feature selection priors, under which the consistency theory and posterior contraction rates of both the domain partition and feature selection are established. We develop an efficient informed reversible jump Markov chain Monte Carlo algorithm to address the computational challenges encountered in joint posterior sampling of domain partitions and selected features. Simulation studies demonstrate the effectiveness of the proposed model and algorithm, highlighting its advantages over existing methods. The application of our model to an SMO dataset reveals biologically meaningful spatial patterns within breast cancer tissue.

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arXiv2025

GS-BART: Bayesian Additive Regression Trees with Graph-split Decision Rules

Ensemble decision tree methods such as XGBoost, Random Forest, and Bayesian Additive Regression Trees (BART) have gained enormous popularity in data science for their superior performance in machine learning regression and classification tasks. In this paper, we introduce a new Bayesian graph-split additive decision tree method, GS-BART, designed to enhance the performance of axis-parallel split-based BART for dependent data with graph structures. The proposed approach encodes input feature information into candidate graph sets and employs a flexible split rule that respects the graph topology when constructing decision trees. We consider a generalized nonparametric regression model using GS-BART and design a scalable informed MCMC algorithm to sample the decision trees of GS-BART. The algorithm leverages a gradient-based recursive algorithm on root directed spanning trees or chains. The superior performance of the method over conventional ensemble tree models and Gaussian process regression models is illustrated in various regression and classification tasks for spatial and network data analysis.

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arXiv2025

Consistent Bayesian Spatial Domain Partitioning Using Predictive Spanning Tree Methods

Bayesian model-based spatial clustering methods are widely used for their flexibility in estimating latent clusters with an unknown number of clusters while accounting for spatial proximity. Many existing methods are designed for clustering finite spatial units, limiting their ability to make predictions, or may impose restrictive geometric constraints on the shapes of subregions. Furthermore, the posterior clustering consistency theory of spatial clustering models remains largely unexplored in the literature. In this study, we propose a Spatial Domain Random Partition Model (Spat-RPM) and demonstrate its application for spatially clustered regression, which extends spanning tree-based Bayesian spatial clustering by partitioning the spatial domain into disjoint blocks and using spanning tree cuts to induce contiguous domain partitions. Under an infill-domain asymptotic framework, we introduce a new distance metric to study the posterior concentration of domain partitions. We show that Spat-RPM achieves a consistent estimation of domain partitions, including the number of clusters (which may go to infinity), and derive posterior concentration rates for partition, parameter, and prediction. We also establish conditions on the hyperparameters to achieve consistency, offering important practical guidance for hyperparameter selection. Finally, we examine the asymptotic properties of our model through simulation studies and apply it to Atlantic Ocean data.

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arXiv2025

SBAMDT: Bayesian Additive Decision Trees with Adaptive Soft Semi-multivariate Split Rules

Bayesian Additive Regression Trees [BART, Chipman et al., 2010] have gained significant popularity due to their remarkable predictive performance and ability to quantify uncertainty. However, standard decision tree models rely on recursive data splits at each decision node, using deterministic decision rules based on a single univariate feature. This approach limits their ability to effectively capture complex decision boundaries, particularly in scenarios involving multiple features, such as spatial domains, or when transitions are either sharp or smoothly varying. In this paper, we introduce a novel probabilistic additive decision tree model that employs a soft split rule. This method enables highly flexible splits that leverage both univariate and multivariate features, while also respecting the geometric properties of the feature domain. Notably, the probabilistic split rule adapts dynamically across decision nodes, allowing the model to account for varying levels of smoothness in the regression function. We demonstrate the utility of the proposed model through comparisons with existing tree-based models on synthetic datasets and a New York City education dataset.

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arXiv2024

Logistic-beta processes for dependent random probabilities with beta marginals

The beta distribution serves as a canonical tool for modeling probabilities in statistics and machine learning. However, there is limited work on flexible and computationally convenient stochastic process extensions for modeling dependent random probabilities. We propose a novel stochastic process called the logistic-beta process, whose logistic transformation yields a stochastic process with common beta marginals. Logistic-beta processes can model dependence on both discrete and continuous domains, such as space or time, and have a flexible dependence structure through correlation kernels. Moreover, its normal variance-mean mixture representation leads to effective posterior inference algorithms. We show how the proposed logistic-beta process can be used to design computationally tractable dependent Bayesian nonparametric models, including dependent Dirichlet processes and extensions. We illustrate the benefits through nonparametric binary regression and conditional density estimation examples, both in simulation studies and in a pregnancy outcome application.

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arXiv2023

Variational sparse inverse Cholesky approximation for latent Gaussian processes via double Kullback-Leibler minimization

To achieve scalable and accurate inference for latent Gaussian processes, we propose a variational approximation based on a family of Gaussian distributions whose covariance matrices have sparse inverse Cholesky (SIC) factors. We combine this variational approximation of the posterior with a similar and efficient SIC-restricted Kullback-Leibler-optimal approximation of the prior. We then focus on a particular SIC ordering and nearest-neighbor-based sparsity pattern resulting in highly accurate prior and posterior approximations. For this setting, our variational approximation can be computed via stochastic gradient descent in polylogarithmic time per iteration. We provide numerical comparisons showing that the proposed double-Kullback-Leibler-optimal Gaussian-process approximation (DKLGP) can sometimes be vastly more accurate for stationary kernels than alternative approaches such as inducing-point and mean-field approximations at similar computational complexity.

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arXiv2022

Rapidly Mixing Multiple-try Metropolis Algorithms for Model Selection Problems

The multiple-try Metropolis (MTM) algorithm is an extension of the Metropolis-Hastings (MH) algorithm by selecting the proposed state among multiple trials according to some weight function. Although MTM has gained great popularity owing to its faster empirical convergence and mixing than the standard MH algorithm, its theoretical mixing property is rarely studied in the literature due to its complex proposal scheme. We prove that MTM can achieve a mixing time bound smaller than that of MH by a factor of the number of trials under a general setting applicable to high-dimensional model selection problems with discrete state spaces. Our theoretical results motivate a new class of weight functions called locally balanced weight functions and guide the choice of the number of trials, which leads to improved performance over standard MTM algorithms. We support our theoretical results by extensive simulation studies and real data applications with several Bayesian model selection problems.

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arXiv2022

Why the Rich Get Richer? On the Balancedness of Random Partition Models

Random partition models are widely used in Bayesian methods for various clustering tasks, such as mixture models, topic models, and community detection problems. While the number of clusters induced by random partition models has been studied extensively, another important model property regarding the balancedness of partition has been largely neglected. We formulate a framework to define and theoretically study the balancedness of exchangeable random partition models, by analyzing how a model assigns probabilities to partitions with different levels of balancedness. We demonstrate that the "rich-get-richer" characteristic of many existing popular random partition models is an inevitable consequence of two common assumptions: product-form exchangeability and projectivity. We propose a principled way to compare the balancedness of random partition models, which gives a better understanding of what model works better and what doesn't for different applications. We also introduce the "rich-get-poorer" random partition models and illustrate their application to entity resolution tasks.

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arXiv2021

Row-clustering of a Point Process-valued Matrix

Structured point process data harvested from various platforms poses new challenges to the machine learning community. By imposing a matrix structure to repeatedly observed marked point processes, we propose a novel mixture model of multi-level marked point processes for identifying potential heterogeneity in the observed data. Specifically, we study a matrix whose entries are marked log-Gaussian Cox processes and cluster rows of such a matrix. An efficient semi-parametric Expectation-Solution (ES) algorithm combined with functional principal component analysis (FPCA) of point processes is proposed for model estimation. The effectiveness of the proposed framework is demonstrated through simulation studies and a real data analysis.

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arXiv2021

T-LoHo: A Bayesian Regularization Model for Structured Sparsity and Smoothness on Graphs

Graphs have been commonly used to represent complex data structures. In models dealing with graph-structured data, multivariate parameters may not only exhibit sparse patterns but have structured sparsity and smoothness in the sense that both zero and non-zero parameters tend to cluster together. We propose a new prior for high-dimensional parameters with graphical relations, referred to as the Tree-based Low-rank Horseshoe (T-LoHo) model, that generalizes the popular univariate Bayesian horseshoe shrinkage prior to the multivariate setting to detect structured sparsity and smoothness simultaneously. The T-LoHo prior can be embedded in many high-dimensional hierarchical models. To illustrate its utility, we apply it to regularize a Bayesian high-dimensional regression problem where the regression coefficients are linked by a graph, so that the resulting clusters have flexible shapes and satisfy the cluster contiguity constraint with respect to the graph. We design an efficient Markov chain Monte Carlo algorithm that delivers full Bayesian inference with uncertainty measures for model parameters such as the number of clusters. We offer theoretical investigations of the clustering effects and posterior concentration results. Finally, we illustrate the performance of the model with simulation studies and a real data application for anomaly detection on a road network. The results indicate substantial improvements over other competing methods such as the sparse fused lasso.

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arXiv2021

Fused Spatial Point Process Intensity Estimation with Varying Coefficients on Complex Constrained Domains

The availability of large spatial data geocoded at accurate locations has fueled a growing interest in spatial modeling and analysis of point processes. The proposed research is motivated by the intensity estimation problem for large spatial point patterns on complex domains in $\mathbb{R}^2$ (e.g., domains with irregular boundaries, sharp concavities, and/or interior holes due to geographic constraints) and linear networks, where many existing spatial point process models suffer from the problems of "leakage" and computation. We propose an efficient intensity estimation algorithm to estimate the spatially varying intensity function and to study the varying relationship between intensity and explanatory variables on complex domains. The method is built upon a graph regularization technique and hence can be flexibly applied to point patterns on complex domains such as regions with irregular boundaries and holes, or linear networks. An efficient proximal gradient optimization algorithm is proposed to handle large spatial point patterns. We also derive the asymptotic error bound for the proposed estimator. Numerical studies are conducted to illustrate the performance of the method. Finally, we apply the method to study and visualize the intensity patterns of the accidents on the Western Australia road network, and the spatial variations in the effects of income, lights condition, and population density on the Toronto homicides occurrences.

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arXiv2021

Bayesian Spatial Homogeneity Pursuit of Functional Data: an Application to the U.S. Income Distribution

An income distribution describes how an entity's total wealth is distributed amongst its population. A problem of interest to regional economics researchers is to understand the spatial homogeneity of income distributions among different regions. In economics, the Lorenz curve is a well-known functional representation of income distribution. In this article, we propose a mixture of finite mixtures (MFM) model as well as a Markov random field constrained mixture of finite mixtures (MRFC-MFM) model in the context of spatial functional data analysis to capture spatial homogeneity of Lorenz curves. We design efficient Markov chain Monte Carlo (MCMC) algorithms to simultaneously infer the posterior distributions of the number of clusters and the clustering configuration of spatial functional data. Extensive simulation studies are carried out to show the effectiveness of the proposed methods compared with existing methods. We apply the proposed spatial functional clustering method to state level income Lorenz curves from the American Community Survey Public Use Microdata Sample (PUMS) data. The results reveal a number of important clustering patterns of state-level income distributions across US.

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arXiv2021

Risk Based Arsenic Rational Sampling Design for Public and Environmental Health Management

Groundwater contaminated with arsenic has been recognized as a global threat, which negatively impacts human health. Populations that rely on private wells for their drinking water are vulnerable to the potential arsenic-related health risks such as cancer and birth defects. Arsenic exposure through drinking water is among one of the primary arsenic exposure routes that can be effectively managed by active testing and water treatment. From the public and environmental health management perspective, it is critical to allocate the limited resources to establish an effective arsenic sampling and testing plan for health risk mitigation. We present a spatially adaptive sampling design approach based on an estimation of the spatially varying underlying contamination distribution. The method is different from traditional sampling design methods that often rely on a spatially constant or smoothly varying contamination distribution. In contrast, we propose a statistical regularization method to automatically detect spatial clusters of the underlying contamination risk from the currently available private well arsenic testing data in the USA, Iowa. This approach allows us to develop a sampling design method that is adaptive to the changes in the contamination risk across the identified clusters. We provide the spatially adaptive sample size calculation and sampling location determination at different acceptance precision and confidence levels for each cluster. The spatially adaptive sampling approach may effectively mitigate the arsenic risk from the resource management perspectives. The model presents a framework that can be widely used for other environmental contaminant monitoring and sampling for public and environmental health.

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arXiv2015

Cognitive Learning of Statistical Primary Patterns via Bayesian Network

In cognitive radio (CR) technology, the trend of sensing is no longer to only detect the presence of active primary users. A large number of applications demand for more comprehensive knowledge on primary user behaviors in spatial, temporal, and frequency domains. To satisfy such requirements, we study the statistical relationship among primary users by introducing a Bayesian network (BN) based framework. How to learn such a BN structure is a long standing issue, not fully understood even in the statistical learning community. Besides, another key problem in this learning scenario is that the CR has to identify how many variables are in the BN, which is usually considered as prior knowledge in statistical learning applications. To solve such two issues simultaneously, this paper proposes a BN structure learning scheme consisting of an efficient structure learning algorithm and a blind variable identification scheme. The proposed approach incurs significantly lower computational complexity compared with previous ones, and is capable of determining the structure without assuming much prior knowledge about variables. With this result, cognitive users could efficiently understand the statistical pattern of primary networks, such that more efficient cognitive protocols could be designed across different network layers.

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arXiv2012

Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors

This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate models. Our method allows for a nonseparable and nonstationary cross-covariance structure. We also present a covariance approximation approach to facilitate the computation in the modeling and analysis of very large multivariate spatial data sets. The covariance approximation consists of two parts: a reduced-rank part to capture the large-scale spatial dependence, and a sparse covariance matrix to correct the small-scale dependence error induced by the reduced rank approximation. We pay special attention to the case that the second part of the approximation has a block-diagonal structure. Simulation results of model fitting and prediction show substantial improvement of the proposed approximation over the predictive process approximation and the independent blocks analysis. We then apply our computational approach to the joint statistical modeling of multiple climate model errors.

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arXiv2009

Interpreting self-organizing maps through space--time data models

Self-organizing maps (SOMs) are a technique that has been used with high-dimensional data vectors to develop an archetypal set of states (nodes) that span, in some sense, the high-dimensional space. Noteworthy applications include weather states as described by weather variables over a region and speech patterns as characterized by frequencies in time. The SOM approach is essentially a neural network model that implements a nonlinear projection from a high-dimensional input space to a low-dimensional array of neurons. In the process, it also becomes a clustering technique, assigning to any vector in the high-dimensional data space the node (neuron) to which it is closest (using, say, Euclidean distance) in the data space. The number of nodes is thus equal to the number of clusters. However, the primary use for the SOM is as a representation technique, that is, finding a set of nodes which representatively span the high-dimensional space. These nodes are typically displayed using maps to enable visualization of the continuum of the data space. The technique does not appear to have been discussed in the statistics literature so it is our intent here to bring it to the attention of the community. The technique is implemented algorithmically through a training set of vectors. However, through the introduction of stochasticity in the form of a space--time process model, we seek to illuminate and interpret its performance in the context of application to daily data collection. That is, the observed daily state vectors are viewed as a time series of multivariate process realizations which we try to understand under the dimension reduction achieved by the SOM procedure.

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