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Jinglai Li

Publications and source records attributed to Jinglai Li.

At least 19 recordsLinked to original sources

Domain Adaptation of Mismatched Proximal Denoiser for Plug-and-Play Image Reconstruction

Plug-and-play proximal gradient descent (PnP-PGD) enables flexible image reconstruction by using denoisers as implicit priors. In practice, these denoisers are often deployed outside their training domains. Existing analyses establish convergence under structural assumptions on the deployed denoiser, such as requiring it to be a proximal map or a contraction. However, they do not measure how domain mismatch affects convergence of PnP-PGD. We define this effect as \emph{proximal mismatch}: the discrepancy between a deployed denoiser $\widehat{\mathsf D}$ and a target-domain reference map $\mathsf D_\star=\operatorname{prox}_{R_\star}$ associated with the underlying regularizer $R_\star$. Under this mismatch, each denoising update becomes an inexact proximal step for the target objective. We further derive a stationarity bound that decays at a rate of $\mathcal{O}(1/K)$, with an additive term proportional to the average squared proximal mismatch. This result motivates adaptation via proximal matching rather than MSE-based adaptation alone. We study this approach with two established denoiser families: learned proximal networks and gradient-step denoisers. Experiments on Gaussian deblurring and super-resolution under substantial domain shift show that proximal matching adaptation improves reconstruction quality significantly over MSE-based adaptation, yielding the largest numerical gains in the few-shot regime.

eess.IV

Exponential-Family Tensor Completion via Nonconvex Dual Total-Variation Regularization

With the emergence of various tensor data, tensor completion from partial measurements has attracted widespread attention in data science and signal processing. Total Variation (TV) has been widely used as an effective regularization technique for tensor completion; however, theoretical studies on TV regularization in this context remain limited. In this work, we present a rigorous theoretical analysis of TV regularization for tensor completion. Specifically, we consider tensor completion under exponential-family noise, which generalizes the standard settings such as Gaussian and Poisson tensor completion. To handle exponential-family tensor completion, we propose a family of dual-TV (DTV) regularizers based on the transformed L1 function, which simultaneously capture sparsity and low-rank structures in the gradient tensor. Moreover, we establish the theoretical upper bounds on the recovery error of the proposed estimator. In certain cases, these upper bounds can attain the convergence order of $\mathcal{O}\big( n_3 r_t\big(\max_{k} s_k^2\big) \log\big((n_1+n_2)n_3\big) /n \big)$, and the minimax lower bound analysis is further presented to show that the upper-bounds can approach the lower bound with the gap of order $\mathcal{O}(\max_k s_k^2/max(n_1, n_2))$ up to a logarithmic factor. Finally, multiple groups of experiments on synthetic, image and video tensor data sets are conducted to support our theoretical results and demonstrate the effectiveness of our method.

stat.ME

Segmenting Human-LLM Co-authored Text via Change Point Detection

The rise of large language models (LLMs) has created an urgent need to distinguish between human-written and LLM-generated text to ensure authenticity and societal trust. Existing detectors typically provide a binary classification for an entire passage; however, this is insufficient for human--LLM co-authored text, where the objective is to localize specific segments authored by humans or LLMs. To bridge this gap, we propose algorithms to segment text into human- and LLM-authored pieces. Our key observation is that such a segmentation task is conceptually similar to classical change point detection in time-series analysis. Leveraging this analogy, we adapt change point detection to LLM-generated text detection, develop a weighted algorithm and a generalized algorithm to accommodate heterogeneous detection score variability, and establish the minimax optimality of our procedure. Empirically, we demonstrate the strong performance of our approach against a wide range of existing baselines. The python implementation of our proposal is available at https://github.com/Mamba413/DetectLLMSegmentation.

cs.CL

A New Convergence Analysis of Plug-and-Play Proximal Gradient Descent Under Prior Mismatch

In this work, we provide a new convergence theory for plug-and-play proximal gradient descent (PnP-PGD) under prior mismatch where the denoiser is trained on a different data distribution to the inference task at hand. To the best of our knowledge, this is the first convergence proof of PnP-PGD under prior mismatch. Compared with the existing theoretical results for PnP algorithms, our new results removed the need for several restrictive and unverifiable assumptions. Moreover, we derive the convergence theory for equivariant PnP (EPnP) under the prior mismatch setting, proving that EPnP reduces error variance and explicitly tightens the convergence bound.

cs.LG

The Practicality of Normalizing Flow Test-Time Training in Bayesian Inference for Agent-Based Models

Agent-Based Models (ABMs) are gaining great popularity in economics and social science because of their strong flexibility to describe the realistic and heterogeneous decisions and interaction rules between individual agents. In this work, we investigate for the first time the practicality of test-time training (TTT) of deep models such as normalizing flows, in the parameters posterior estimations of ABMs. We propose several practical TTT strategies for fine-tuning the normalizing flow against distribution shifts. Our numerical study demonstrates that TTT schemes are remarkably effective, enabling real-time adjustment of flow-based inference for ABM parameters.

cs.LG

Nemytskii neural operator: a nonlinear model reduction method for parametrized partial differential equations

We introduce a Nemytskii neural operator framework for nonlinear model reduction of parametrized steady-state partial differential equations. The method generalizes reduced basis approaches by replacing linear combinations of basis functions with a structured nonlinear mapping realized through a pointwise Nemytskii operator acting on fixed feature functions. Feature functions are learned offline via nonlinear dimension reduction from high-fidelity snapshots, and a hypernetwork maps model parameters to a lightweight reconstruction network, which is further refined online using physics-informed residual minimization. The Nemytskii structure preserves analytical regularity and enables efficient evaluation of spatial and parametric derivatives, leading to fast online adaptation. Numerical experiments demonstrate that the proposed method consistently outperforms linear model reduction techniques, particularly for complex solution manifolds.

math.NA

Fast Equivariant Imaging: Accelerating Unsupervised Learning and Model Adaptation via Inexact Splitting

In this work, we propose Fast Equivariant Imaging (FEI), a novel unsupervised learning framework to rapidly and efficiently train deep imaging networks without ground-truth data. FEI reformulates the EI objective through an inexact variable-splitting scheme, decoupling network training from an auxiliary restoration step implemented with a plug-and-play denoiser, this novel unsupervised scheme shows superior efficiency and performance compared to the standard Equivariant Imaging paradigm. In particular, our FEI schemes achieve an order-of-magnitude (10x) acceleration over standard EI on training U-Net for X-ray CT reconstruction and image inpainting, with improved generalization performance. Beyond offline training, the proposed scheme also enables efficient test-time adaptation of a pretrained model to individual samples, to secure further performance improvements. Extensive experiments show that the proposed approach provides a noticeable efficiency and performance gain over existing unsupervised methods and model adaptation techniques.

eess.IV

Stochastic gradient descent based variational inference for infinite-dimensional inverse problems

This paper introduces two variational inference approaches for infinite-dimensional inverse problems, developed through gradient descent with a constant learning rate. The proposed methods enable efficient approximate sampling from the target posterior distribution using a constant-rate stochastic gradient descent (cSGD) iteration. Specifically, we introduce a randomization strategy that incorporates stochastic gradient noise, allowing the cSGD iteration to be viewed as a discrete-time process. This transformation establishes key relationships between the covariance operators of the approximate and true posterior distributions, thereby validating cSGD as a variational inference method. We also investigate the regularization properties of the cSGD iteration and provide a theoretical analysis of the discretization error between the approximated posterior mean and the true background function. Building on this framework, we develop a preconditioned version of cSGD to further improve sampling efficiency. Finally, we apply the proposed methods to two practical inverse problems: one governed by a simple smooth equation and the other by the steady-state Darcy flow equation. Numerical results confirm our theoretical findings and compare the sampling performance of the two approaches for solving linear and non-linear inverse problems.

math.NA

Bayesian Optimization for CVaR-based portfolio optimization

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained minimization problems, seeking to minimize the conditional value-at-risk (a computationally intensive risk measure) under a minimum expected return constraint. The proposed algorithms utilize a new acquisition function, which drives sampling towards the optimal region. Additionally, a new two-stage procedure is developed, which significantly reduces the number of evaluations of the expensive-to-evaluate objective function. The proposed algorithm's competitive performance is demonstrated through practical examples.

q-fin.PM

A quantum gradient descent algorithm for optimizing Gaussian Process models

Gaussian Process Regression (GPR) is a nonparametric supervised learning method, widely valued for its ability to quantify uncertainty. Despite its advantages and broad applications, classical GPR implementations face significant scalability challenges, as they involve matrix operations with a cubic complexity in relation to the dataset size. This computational challenge is further compounded by the demand of optimizing the Gaussian Process model over its hyperparameters, rendering the total computational cost prohibitive for data intensive problems. To address this issue, we propose a quantum gradient descent algorithm to optimize the Gaussian Process model. Taking advantage of recent advances in quantum algorithms for linear algebra, our algorithm achieves exponential speedup in computing the gradients of the log marginal likelihood. The entire gradient descent process is integrated into the quantum circuit. Through runtime analysis and error bounds, we demonstrate that our approach significantly improves the scalability of GPR model optimization, making it computationally feasible for large-scale applications.

quant-ph

Gaussian Process Regression for Uncertainty Quantification: An Introductory Tutorial

Uncertainty Quantification (UQ) is essential for the reliable application of computational models in engineering and science. Among surrogate modeling techniques, Gaussian Process Regression (GPR) is particularly valuable for its non-parametric flexibility and inherent probabilistic output. This paper presents an introductory review of GPR-based methodologies within the context of UQ. We begin with an introduction to UQ and outline its key tasks, including uncertainty propagation, risk estimation, optimization under uncertainty, parameter estimation, and sensitivity analysis. We then introduce Gaussian Processes as a surrogate modeling technique, detailing their formulation, choice of covariance kernels, hyperparameter estimation, and active learning strategies for efficient data acquisition. The tutorial further explores how GPR can be applied to different UQ tasks, including Bayesian quadrature for uncertainty propagation, active learning-based risk estimation, Bayesian optimization for optimization under uncertainty, and surrogate-based sensitivity analysis. Throughout, we emphasize how to leverage the unique formulation of GP for these UQ tasks, rather than simply using it as a standard surrogate model. This work offers a comprehensive guide and unified framework for researchers seeking to rigorously apply probabilistic modeling to complex computational systems.

stat.CO

Equivariant Test-Time Training with Operator Sketching for Imaging Inverse Problems

Equivariant Imaging (EI) regularization has become the de-facto technique for unsupervised training of deep imaging networks, without any need of ground-truth data. Observing that the EI-based unsupervised training paradigm currently has significant computational redundancy leading to inefficiency in high-dimensional applications, we propose a sketched EI regularization which leverages the randomized sketching techniques for acceleration. We apply our sketched EI regularization to develop an accelerated deep internal learning framework, which can be efficiently applied for test-time network adaptation. Additionally, for network adaptation tasks, we propose a parameter-efficient approach to accelerate both EI and Sketched-EI via optimizing only the normalization layers. Our numerical study on X-ray CT and multicoil magnetic resonance image reconstruction tasks demonstrate that our approach can achieve significant computational acceleration over the standard EI counterpart, especially in test-time training tasks.

eess.IV

Model-Embedded Gaussian Process Regression for Parameter Estimation in Dynamical System

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter inference, two state-of-the-art techniques are the kernel method for modeling and the "one-step framework" for jointly inferring unknown parameters and hyperparameters. The kernel method is a quick and straightforward technique, but it cannot estimate solutions and their derivatives, which must strictly adhere to physical laws. We propose a model-embedded "one-step" Bayesian framework for joint inference of unknown parameters and hyperparameters by maximizing the marginal likelihood. This approach models the solution and its derivatives using Gaussian process regression (GPR), taking into account smoothness and continuity properties, and treats differential equations as constraints that can be naturally integrated into the Bayesian framework in the linear case. Additionally, we prove the convergence of the model-embedded Gaussian process regression (ME-GPR) for theoretical development. Motivated by Taylor expansion, we introduce a piecewise first-order linearization strategy to handle nonlinear dynamic systems. We derive estimates and confidence intervals, demonstrating that they exhibit low bias and good coverage properties for both simulated models and real data.

stat.CO

Deep Unrolling Networks with Recurrent Momentum Acceleration for Nonlinear Inverse Problems

Combining the strengths of model-based iterative algorithms and data-driven deep learning solutions, deep unrolling networks (DuNets) have become a popular tool to solve inverse imaging problems. While DuNets have been successfully applied to many linear inverse problems, nonlinear problems tend to impair the performance of the method. Inspired by momentum acceleration techniques that are often used in optimization algorithms, we propose a recurrent momentum acceleration (RMA) framework that uses a long short-term memory recurrent neural network (LSTM-RNN) to simulate the momentum acceleration process. The RMA module leverages the ability of the LSTM-RNN to learn and retain knowledge from the previous gradients. We apply RMA to two popular DuNets -- the learned proximal gradient descent (LPGD) and the learned primal-dual (LPD) methods, resulting in LPGD-RMA and LPD-RMA respectively. We provide experimental results on two nonlinear inverse problems: a nonlinear deconvolution problem, and an electrical impedance tomography problem with limited boundary measurements. In the first experiment we have observed that the improvement due to RMA largely increases with respect to the nonlinearity of the problem. The results of the second example further demonstrate that the RMA schemes can significantly improve the performance of DuNets in strongly ill-posed problems.

cs.LG

On Estimating the Gradient of the Expected Information Gain in Bayesian Experimental Design

Bayesian Experimental Design (BED), which aims to find the optimal experimental conditions for Bayesian inference, is usually posed as to optimize the expected information gain (EIG). The gradient information is often needed for efficient EIG optimization, and as a result the ability to estimate the gradient of EIG is essential for BED problems. The primary goal of this work is to develop methods for estimating the gradient of EIG, which, combined with the stochastic gradient descent algorithms, result in efficient optimization of EIG. Specifically, we first introduce a posterior expected representation of the EIG gradient with respect to the design variables. Based on this, we propose two methods for estimating the EIG gradient, UEEG-MCMC that leverages posterior samples generated through Markov Chain Monte Carlo (MCMC) to estimate the EIG gradient, and BEEG-AP that focuses on achieving high simulation efficiency by repeatedly using parameter samples. Theoretical analysis and numerical studies illustrate that UEEG-MCMC is robust agains the actual EIG value, while BEEG-AP is more efficient when the EIG value to be optimized is small. Moreover, both methods show superior performance compared to several popular benchmarks in our numerical experiments.

stat.ML

NF-ULA: Langevin Monte Carlo with Normalizing Flow Prior for Imaging Inverse Problems

Bayesian methods for solving inverse problems are a powerful alternative to classical methods since the Bayesian approach offers the ability to quantify the uncertainty in the solution. In recent years, data-driven techniques for solving inverse problems have also been remarkably successful, due to their superior representation ability. In this work, we incorporate data-based models into a class of Langevin-based sampling algorithms for Bayesian inference in imaging inverse problems. In particular, we introduce NF-ULA (Normalizing Flow-based Unadjusted Langevin algorithm), which involves learning a normalizing flow (NF) as the image prior. We use NF to learn the prior because a tractable closed-form expression for the log prior enables the differentiation of it using autograd libraries. Our algorithm only requires a normalizing flow-based generative network, which can be pre-trained independently of the considered inverse problem and the forward operator. We perform theoretical analysis by investigating the well-posedness and non-asymptotic convergence of the resulting NF-ULA algorithm. The efficacy of the proposed NF-ULA algorithm is demonstrated in various image restoration problems such as image deblurring, image inpainting, and limited-angle X-ray computed tomography (CT) reconstruction. NF-ULA is found to perform better than competing methods for severely ill-posed inverse problems.

math.NA

Parameter estimation from aggregate observations: A Wasserstein distance based sequential Monte Carlo sampler

In this work we study systems consisting of a group of moving particles. In such systems, often some important parameters are unknown and have to be estimated from observed data. Such parameter estimation problems can often be solved via a Bayesian inference framework. However in many practical problems, only data at the aggregate level is available and as a result the likelihood function is not available, which poses challenge for Bayesian methods. In particular, we consider the situation where the distributions of the particles are observed. We propose a Wasserstein distance based sequential Monte Carlo sampler to solve the problem: the Wasserstein distance is used to measure the similarity between the observed and the simulated particle distributions and the sequential Monte Carlo samplers is used to deal with the sequentially available observations. Two real-world examples are provided to demonstrate the performance of the proposed method.

stat.AP

Entropy Estimation via Uniformization

Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for high-dimensional problems. In this work we propose a transform-based method for high-dimensional entropy estimation, which consists of the following two main ingredients. First by modifying the k-NN based entropy estimator, we propose a new estimator which enjoys small estimation bias for samples that are close to a uniform distribution. Second we design a normalizing flow based mapping that pushes samples toward a uniform distribution, and the relation between the entropy of the original samples and the transformed ones is also derived. As a result the entropy of a given set of samples is estimated by first transforming them toward a uniform distribution and then applying the proposed estimator to the transformed samples. The performance of the proposed method is compared against several existing entropy estimators, with both mathematical examples and real-world applications.

cs.IT