arXiv subjects

Jing Lei

Publications and source records attributed to Jing Lei.

At least 37 records · Page 2Linked to original sources

arXiv2025

Specific multi-emitter identification via multi-label learning

Specific emitter identification leverages hardware-induced impairments to uniquely determine a specific transmitter. However, existing approaches fail to address scenarios where signals from multiple emitters overlap. In this paper, we propose a specific multi-emitter identification (SMEI) method via multi-label learning to determine multiple transmitters. Specifically, the multi-emitter fingerprint extractor is designed to mitigate the mutual interference among overlapping signals. Then, the multi-emitter decision maker is proposed to assign the all emitter identification using the previous extracted fingerprint. Experimental results demonstrate that, compared with baseline approach, the proposed SMEI scheme achieves comparable identification accuracy under various overlapping conditions, while operating at significantly lower complexity. The significance of this paper is to identify multiple emitters from overlapped signal with a low complexity.

eess.SP↗

arXiv2025

Dynamic clustering for heterophilic stochastic block models with time-varying node memberships

We consider a time-ordered sequence of networks stemming from stochastic block models where nodes gradually change their memberships over time, and no network at any single time point contains sufficient signal strength to recover its community structure. To estimate the time-varying community structure, we develop KD-SoS (kernel debiased sum-of-squares), a method that performs spectral clustering after a debiased sum-of-squared aggregation of adjacency matrices. Our theory demonstrates, via a novel bias-variance decomposition, that KD-SoS achieves consistent community detection in each network, even when heterophilic networks do not require smoothness in the time-varying dynamics of between-community connectivities. We also prove the identifiability of aligning community structures across time based on how rapidly nodes change communities, and develop a data-adaptive bandwidth tuning procedure for KD-SoS. We demonstrate the utility and advantages of KD-SoS through simulations and a novel analysis of the time-varying dynamics in gene coordination in the human developing brain system.

math.ST↗

arXiv2025

Online Estimation with Rolling Validation: Adaptive Nonparametric Estimation with Streaming Data

Online nonparametric estimators are gaining popularity due to their efficient computation and competitive generalization abilities. An important example includes variants of stochastic gradient descent. These algorithms often take one sample point at a time and incrementally update the parameter estimate of interest. In this work, we consider model selection/hyperparameter tuning for such online algorithms. We propose a weighted rolling validation procedure, an online variant of leave-one-out cross-validation, that costs minimal extra computation for many typical stochastic gradient descent estimators and maintains their online nature. Similar to batch cross-validation, it can boost base estimators to achieve better heuristic performance and adaptive convergence rate. Our analysis is straightforward, relying mainly on some general statistical stability assumptions. The simulation study underscores the significance of diverging weights in practice and demonstrates its favorable sensitivity even when there is only a slim difference between candidate estimators.

math.ST↗

arXiv2025

Adaptive Projected Two-Sample Comparisons for Single-Cell Gene Expression Data

We study high-dimensional two-sample mean comparison and address the curse of dimensionality through data-adaptive projections. Leveraging the low-dimensional and localized signal structures commonly seen in single-cell genomics data, our first proposed method identifies a sparse, informative low-dimensional subspace and then performs statistical inference restricted to this subspace. To address the double-dipping issue -- arising from using the same data for projection and inference -- we develop a debiased projected estimator using the semiparametric double-machine learning framework. The resulting inference not only has the usual frequentist validity but also provides useful information on the potential location of the signal due to the sparsity of the projection. Our second method uses a more flexible projection scheme to improve the power against the global null hypothesis and avoid the degeneracy issue commonly faced by existing methods. It is particularly useful when debiasing is practically challenging or when the informative signal is not well-captured by the subspace. Experiments on synthetic data and real datasets demonstrate the theoretical promise and interpretability of the proposed methods.

stat.ME↗

arXiv2025

Augmented Doubly Robust Post-Imputation Inference for Proteomic Data

Quantitative measurements produced by mass spectrometry proteomics experiments offer a direct way to explore the role of proteins in molecular mechanisms. However, analysis of such data is challenging due to the large proportion of missing values. A common strategy to address this issue is to utilize an imputed dataset, which often introduces systematic bias into downstream analyses if the imputation errors are ignored. In this paper, we propose a statistical framework inspired by doubly robust estimators that offers valid and efficient inference for proteomic data. Our framework combines powerful machine learning tools, such as variational autoencoders, to augment the imputation quality with high-dimensional peptide data, and a parametric model to estimate the propensity score for debiasing imputed outcomes. Our estimator is compatible with the double machine learning framework and has provable properties. In application to both single-cell and bulk-cell proteomic data our method utilizes the imputed data to gain additional, meaningful discoveries and yet maintains good control of false positives.

stat.ME↗

arXiv2024

Minimax Optimal Probability Matrix Estimation For Graphon With Spectral Decay

We study the optimal estimation of probability matrices of random graph models generated from graphons. This problem has been extensively studied in the case of step-graphons and Hölder smooth graphons. In this work, we characterize the regularity of graphons based on the decay rates of their eigenvalues. Our results show that for such classes of graphons, the minimax upper bound is achieved by a spectral thresholding algorithm and matches an information-theoretic lower bound up to a log factor. We provide insights on potential sources of this extra logarithm factor and discuss scenarios where exactly matching bounds can be obtained. This marks a difference from the step-graphon and Hölder smooth settings, because in those settings, there is a known computational-statistical gap where no polynomial time algorithm can achieve the statistical minimax rate. This contrast reflects a deeper observation that the spectral decay is an intrinsic feature of a graphon while smoothness is not.

math.ST↗

arXiv2024

Unbiased Test Error Estimation in the Poisson Means Problem via Coupled Bootstrap Techniques

We propose a coupled bootstrap (CB) method for the test error of an arbitrary algorithm that estimates the mean in a Poisson sequence, often called the Poisson means problem. The idea behind our method is to generate two carefully-designed data vectors from the original data vector, by using synthetic binomial noise. One such vector acts as the training sample and the second acts as the test sample. To stabilize the test error estimate, we average this over multiple bootstrap B of the synthetic noise. A key property of the CB estimator is that it is unbiased for the test error in a Poisson problem where the original mean has been shrunken by a small factor, driven by the success probability $p$ in the binomial noise. Further, in the limit as $B \to \infty$ and $p \to 0$, we show that the CB estimator recovers a known unbiased estimator for test error based on Hudson's lemma, under no assumptions on the given algorithm for estimating the mean (in particular, no smoothness assumptions). Our methodology applies to two central loss functions that can be used to define test error: Poisson deviance and squared loss. Via a bias-variance decomposition, for each loss function, we analyze the effects of the binomial success probability and the number of bootstrap samples and on the accuracy of the estimator. We also investigate our method empirically across a variety of settings, using simulated as well as real data.

stat.ME↗

arXiv2024

Unbiased Risk Estimation in the Normal Means Problem via Coupled Bootstrap Techniques

We develop a new approach for estimating the risk of an arbitrary estimator of the mean vector in the classical normal means problem. The key idea is to generate two auxiliary data vectors, by adding carefully constructed normal noise vectors to the original data. We then train the estimator of interest on the first auxiliary vector and test it on the second. In order to stabilize the risk estimate, we average this procedure over multiple draws of the synthetic noise vector. A key aspect of this coupled bootstrap (CB) approach is that it delivers an unbiased estimate of risk under no assumptions on the estimator of the mean vector, albeit for a modified and slightly "harder" version of the original problem, where the noise variance is elevated. We prove that, under the assumptions required for the validity of Stein's unbiased risk estimator (SURE), a limiting version of the CB estimator recovers SURE exactly. We then analyze a bias-variance decomposition of the error of the CB estimator, which elucidates the effects of the variance of the auxiliary noise and the number of bootstrap samples on the accuracy of the estimator. Lastly, we demonstrate that the CB estimator performs favorably in various simulated experiments.

math.ST↗

arXiv2024

Least Squares Inference for Data with Network Dependency

We address the inference problem concerning regression coefficients in a classical linear regression model using least squares estimates. The analysis is conducted under circumstances where network dependency exists across units in the sample. Neglecting the dependency among observations may lead to biased estimation of the asymptotic variance and often inflates the Type I error in coefficient inference. In this paper, we first establish a central limit theorem for the ordinary least squares estimate, with a verifiable dependence condition alongside corresponding neighborhood growth conditions. Subsequently, we propose a consistent estimator for the asymptotic variance of the estimated coefficients, which employs a data-driven method to balance the bias-variance trade-off. We find that the optimal tuning depends on the linear hypothesis under consideration and must be chosen adaptively. The presented theory and methods are illustrated and supported by numerical experiments and a data example.

stat.ME↗

arXiv2024

Detecting Errors in a Numerical Response via any Regression Model

Noise plagues many numerical datasets, where the recorded values in the data may fail to match the true underlying values due to reasons including: erroneous sensors, data entry/processing mistakes, or imperfect human estimates. We consider general regression settings with covariates and a potentially corrupted response whose observed values may contain errors. By accounting for various uncertainties, we introduced veracity scores that distinguish between genuine errors and natural data fluctuations, conditioned on the available covariate information in the dataset. We propose a simple yet efficient filtering procedure for eliminating potential errors, and establish theoretical guarantees for our method. We also contribute a new error detection benchmark involving 5 regression datasets with real-world numerical errors (for which the true values are also known). In this benchmark and additional simulation studies, our method identifies incorrect values with better precision/recall than other approaches.

stat.ML↗

arXiv2024

De-Biased Two-Sample U-Statistics With Application To Conditional Distribution Testing

In some high-dimensional and semiparametric inference problems involving two populations, the parameter of interest can be characterized by two-sample U-statistics involving some nuisance parameters. In this work we first extend the framework of one-step estimation with cross-fitting to two-sample U-statistics, showing that using an orthogonalized influence function can effectively remove the first order bias, resulting in asymptotically normal estimates of the parameter of interest. As an example, we apply this method and theory to the problem of testing two-sample conditional distributions, also known as strong ignorability. When combined with a conformal-based rank-sum test, we discover that the nuisance parameters can be divided into two categories, where in one category the nuisance estimation accuracy does not affect the testing validity, whereas in the other the nuisance estimation accuracy must satisfy the usual requirement for the test to be valid. We believe these findings provide further insights into and enhance the conformal inference toolbox.

stat.ME↗

arXiv2023

Black-Box Model Confidence Sets Using Cross-Validation with High-Dimensional Gaussian Comparison

We derive high-dimensional Gaussian comparison results for the standard $V$-fold cross-validated risk estimates. Our results combine a recent stability-based argument for the low-dimensional central limit theorem of cross-validation with the high-dimensional Gaussian comparison framework for sums of independent random variables. These results give new insights into the joint sampling distribution of cross-validated risks in the context of model comparison and tuning parameter selection, where the number of candidate models and tuning parameters can be larger than the fitting sample size. As a consequence, our results provide theoretical support for a recent methodological development that constructs model confidence sets using cross-validation.

math.ST↗

arXiv2023

Computational and Statistical Thresholds in Multi-layer Stochastic Block Models

We study the problem of community recovery and detection in multi-layer stochastic block models, focusing on the critical network density threshold for consistent community structure inference. Using a prototypical two-block model, we reveal a computational barrier for such multi-layer stochastic block models that does not exist for its single-layer counterpart: When there are no computational constraints, the density threshold depends linearly on the number of layers. However, when restricted to polynomial-time algorithms, the density threshold scales with the square root of the number of layers, assuming correctness of a low-degree polynomial hardness conjecture. Our results provide a nearly complete picture of the optimal inference in multiple-layer stochastic block models and partially settle the open question in Lei and Lin (2022) regarding the optimality of the bias-adjusted spectral method.

math.ST↗

arXiv2023

Asymptotic Distribution-Free Independence Test for High Dimension Data

Test of independence is of fundamental importance in modern data analysis, with broad applications in variable selection, graphical models, and causal inference. When the data is high dimensional and the potential dependence signal is sparse, independence testing becomes very challenging without distributional or structural assumptions. In this paper, we propose a general framework for independence testing by first fitting a classifier that distinguishes the joint and product distributions, and then testing the significance of the fitted classifier. This framework allows us to borrow the strength of the most advanced classification algorithms developed from the modern machine learning community, making it applicable to high dimensional, complex data. By combining a sample split and a fixed permutation, our test statistic has a universal, fixed Gaussian null distribution that is independent of the underlying data distribution. Extensive simulations demonstrate the advantages of the newly proposed test compared with existing methods. We further apply the new test to a single-cell data set to test the independence between two types of single-cell sequencing measurements, whose high dimensionality and sparsity make existing methods hard to apply.

stat.ME↗

arXiv2023

A Two-Sample Conditional Distribution Test Using Conformal Prediction and Weighted Rank Sum

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and statistical inference scenarios, including transfer learning and causal predictive inference. We develop a nonparametric test procedure inspired from the conformal prediction framework. The construction of our test statistic combines recent developments in conformal prediction with a novel choice of conformity score, resulting in a weighted rank-sum test statistic that is valid and powerful under general settings. To our knowledge, this is the first successful attempt of using conformal prediction for testing statistical hypotheses beyond exchangeability. Our method is suitable for modern machine learning scenarios where the data has high dimensionality and large sample sizes, and can be effectively combined with existing classification algorithms to find good conformity score functions. The performance of the proposed method is demonstrated in various numerical examples.

stat.ME↗

arXiv2022

Model-Independent Detection of New Physics Signals Using Interpretable Semi-Supervised Classifier Tests

A central goal in experimental high energy physics is to detect new physics signals that are not explained by known physics. In this paper, we aim to search for new signals that appear as deviations from known Standard Model physics in high-dimensional particle physics data. To do this, we determine whether there is any statistically significant difference between the distribution of Standard Model background samples and the distribution of the experimental observations, which are a mixture of the background and a potential new signal. Traditionally, one also assumes access to a sample from a model for the hypothesized signal distribution. Here we instead investigate a model-independent method that does not make any assumptions about the signal and uses a semi-supervised classifier to detect the presence of the signal in the experimental data. We construct three test statistics using the classifier: an estimated likelihood ratio test (LRT) statistic, a test based on the area under the ROC curve (AUC), and a test based on the misclassification error (MCE). Additionally, we propose a method for estimating the signal strength parameter and explore active subspace methods to interpret the proposed semi-supervised classifier in order to understand the properties of the detected signal. We also propose a Score test statistic that can be used in the model-dependent setting. We investigate the performance of the methods on a simulated data set related to the search for the Higgs boson at the Large Hadron Collider at CERN. We demonstrate that the semi-supervised tests have power competitive with the classical supervised methods for a well-specified signal, but much higher power for an unexpected signal which might be entirely missed by the supervised tests.

stat.AP↗

arXiv2022

A Novel K-Repetition Design for SCMA

This work presents a novel K-Repetition based HARQ scheme for LDPC coded uplink SCMA by employing a network coding (NC) principle to encode different packets, where K-Repetition is an emerging technique (recommended in 3GPP Release 15) for enhanced reliability and reduced latency in future massive machine-type communication. Such a scheme is referred to as the NC aided K-repetition SCMA (NCK-SCMA). We introduce a joint iterative detection algorithm for improved detection of the data from the proposed LDPC coded NCKSCMA systems. Simulation results demonstrate the benefits of NCK-SCMA with higher throughput and improved reliability over the conventional K-Repetition SCMA.

cs.IT↗

arXiv2022

Bias-adjusted spectral clustering in multi-layer stochastic block models

We consider the problem of estimating common community structures in multi-layer stochastic block models, where each single layer may not have sufficient signal strength to recover the full community structure. In order to efficiently aggregate signal across different layers, we argue that the sum-of-squared adjacency matrices contain sufficient signal even when individual layers are very sparse. Our method uses a bias-removal step that is necessary when the squared noise matrices may overwhelm the signal in the very sparse regime. The analysis of our method relies on several novel tail probability bounds for matrix linear combinations with matrix-valued coefficients and matrix-valued quadratic forms, which may be of independent interest. The performance of our method and the necessity of bias removal is demonstrated in synthetic data and in microarray analysis about gene co-expression networks.

math.ST↗