arXiv subjects

Jiaqi Lei

Publications and source records attributed to Jiaqi Lei.

4 recordsLinked to original sources

arXiv2026

Nonparametric Multi Change Point Detection for Markov Chains via Adaptive Clustering

Offline change point detection tries to detect time points of distribution change in a given data sequence; and is now routinely used in signal processing, speech processing, climatology etc. Despite this broad applicability across economics, computer science, and planetary sciences, rigorous, nonparametric techniques for change point detection with non-independent and identically distributed (i.i.d.) datasets has remained elusive. This paper establishes such guarantees by proposing a non-parametric clustering algorithm which can accurately obtain the change points from a given Markovian dataset of length $n$. It does so by bridging together two different components of mathematical statistics; Rademacher complexities of Markov chains, and adaptive clustering via penalisation. Our first result uses recent advances in Rademacher complexities of regenerating Markov chains to derive a Dvoretzky Kiefer Wolfowitz (DKW) type inequality for the empirical distribution of the Markov chain. We then use this to show that an adaptive clustering algorithm recovers the correct change points for a Markovian sequence. We establish the tightness of our rates by showing that they essentially coincide with the best known rates for i.i.d. data. We end the paper by discussing the computational considerations of the problem.

stat.ME↗

arXiv2025

A Framework for Stochastic Fairness in Dominant Resource Allocation with Cloud Computing Applications

Allocation of limited resources under uncertain requirements often necessitates fairness considerations, with applications in computer systems, health systems, and humanitarian logistics. This paper introduces a distributionally robust (DR) stochastic fairness framework for multi-resource allocation, leveraging rough estimates of the mean and variance of resource requirement distributions. The framework employs a sampled approximation DR (SA-DR) model to develop the concept of stochastic fairness, satisfying key properties such as stochastic Pareto efficiency, stochastic sharing incentive, and stochastic envy-freeness under suitable conditions. We show the convergence of the SA-DR model to the DR model and propose a finitely convergent algorithm to solve the SA-DR model. We empirically evaluate the performance of our moment-based SA-DR model -- which uses only rough estimates of the mean and variance of the resource requirement distribution -- against alternative resource allocation models under varying levels of information availability. We demonstrate that our moment-based partial-information SA-DR model can achieve performance closer to the full-information model than the worst-case information model. Convergence of the sampled approximation model and comparisons across models are illustrated using data from cloud computing applications.

math.OC↗

arXiv2025

Convergence and Bound Computation for Chance Constrained Distributionally Robust Models using Sample Approximation

This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower bounds on the optimal value of the model can be estimated statistically. Specific ambiguity sets are discussed as examples.

math.OC↗

arXiv2024

Understanding Teams and Productivity in Information Retrieval Research (2000-2018): Academia, Industry, and Cross-Community Collaborations

Previous researches on the Information retrieval (IR) field have focused on summarizing progress and synthesizing knowledge and techniques from individual studies and data-driven experiments, the extent of contributions and collaborations between researchers from different communities (e.g., academia and industry) in advancing IR knowledge remains unclear. To address this gap, this study explores several characteristics of information retrieval research in four areas: productivity patterns and preferred venues, the relationship between citations and downloads, changes in research topics, and changes in patterns of scientific collaboration, by analyzing 53,471 papers published between 2000 and 2018 from the Association for Computing Machinery (ACM) Digital Library dataset. Through the analysis and interpretation on empirical datasets, we find that academic research, industry research, and collaborative research between academia and industry focused on different topics. Among the collaboration models, Academia-Industry Collaboration is more oriented towards large teamwork. Collaborative networks between researchers in academia and industry suggest that the field of information retrieval has become richer over time in terms of themes, foci, and sub-themes, becoming a more diverse field of study.

cs.DL↗