arXiv subjects

Jingnan Zhang

Publications and source records attributed to Jingnan Zhang.

6 recordsLinked to original sources

arXiv2026

Community detection in heterogeneous signed networks

Network data has attracted growing interest across scientific domains, prompting the development of various network models. Existing network analysis methods mainly focus on unsigned networks, whereas signed networks, consisting of both positive and negative edges, have been frequently encountered in practice but much less investigated. In this paper, we formally define strong and weak balance in signed networks, and propose a signed block $β$-model, which is capable of modeling strong- and weak-balanced signed networks simultaneously. We establish the identifiability of the proposed model by leveraging properties of bipartite graphs, and develop an efficient alternating updating algorithm to optimize the resulting log-likelihood function. More importantly, we establish the asymptotic consistencies of the proposed model in terms of both probability estimation and community detection. Its advantages are also demonstrated through extensive numerical experiments and the application to a real-world international relationship network.

stat.ME↗

arXiv2026

QianfanHuijin Technical Report: A Novel Multi-Stage Training Paradigm for Finance Industrial LLMs

Domain-specific enhancement of Large Language Models (LLMs) within the financial context has long been a focal point of industrial application. While previous models such as BloombergGPT and Baichuan-Finance primarily focused on knowledge enhancement, the deepening complexity of financial services has driven a growing demand for models that possess not only domain knowledge but also robust financial reasoning and agentic capabilities. In this paper, we present QianfanHuijin, a financial domain LLM, and propose a generalizable multi-stage training paradigm for industrial model enhancement. Our approach begins with Continual Pre-training (CPT) on financial corpora to consolidate the knowledge base. This is followed by a fine-grained Post-training pipeline designed with increasing specificity: starting with Financial SFT, progressing to Finance Reasoning RL and Finance Agentic RL, and culminating in General RL aligned with real-world business scenarios. Empirical results demonstrate that QianfanHuijin achieves superior performance across various authoritative financial benchmarks. Furthermore, ablation studies confirm that the targeted Reasoning RL and Agentic RL stages yield significant gains in their respective capabilities. These findings validate our motivation and suggest that this fine-grained, progressive post-training methodology is poised to become a mainstream paradigm for various industrial-enhanced LLMs.

cs.CL↗

arXiv2026

When Less Is More: Binary Feedback Can Outperform Ordinal Comparisons in Ranking Recovery

Paired comparison data, where users evaluate items in pairs, play a central role in ranking and preference learning tasks. While ordinal comparison data intuitively offer richer information than binary comparisons, this paper challenges that conventional wisdom. We propose a general parametric framework for modeling ordinal paired comparisons without ties. The model adopts a generalized additive structure, featuring a link function that quantifies the preference difference between two items and a pattern function that governs the distribution over ordinal response levels. This framework encompasses classical binary comparison models as special cases, by treating binary responses as binarized versions of ordinal data. Within this framework, we show that binarizing ordinal data can significantly improve the accuracy of ranking recovery. Specifically, we prove that under the counting algorithm, the ranking error associated with binary comparisons exhibits a faster exponential convergence rate than that of ordinal data. Furthermore, we characterize a substantial performance gap between binary and ordinal data in terms of a signal-to-noise ratio (SNR) determined by the pattern function. We identify the pattern function that minimizes the SNR and maximizes the benefit of binarization. Extensive simulations and a real application on the MovieLens dataset further corroborate our theoretical findings.

stat.ML↗

arXiv2023

Towards a Unified Analysis of Kernel-based Methods Under Covariate Shift

Covariate shift occurs prevalently in practice, where the input distributions of the source and target data are substantially different. Despite its practical importance in various learning problems, most of the existing methods only focus on some specific learning tasks and are not well validated theoretically and numerically. To tackle this problem, we propose a unified analysis of general nonparametric methods in a reproducing kernel Hilbert space (RKHS) under covariate shift. Our theoretical results are established for a general loss belonging to a rich loss function family, which includes many commonly used methods as special cases, such as mean regression, quantile regression, likelihood-based classification, and margin-based classification. Two types of covariate shift problems are the focus of this paper and the sharp convergence rates are established for a general loss function to provide a unified theoretical analysis, which concurs with the optimal results in literature where the squared loss is used. Extensive numerical studies on synthetic and real examples confirm our theoretical findings and further illustrate the effectiveness of our proposed method.

stat.ML↗

arXiv2023

Change point detection in dynamic heterogeneous networks via subspace tracking

Dynamic networks consist of a sequence of time-varying networks, and it is of great importance to detect the network change points. Most existing methods focus on detecting abrupt change points, necessitating the assumption that the underlying network probability matrix remains constant between adjacent change points. This paper introduces a new model that allows the network probability matrix to undergo continuous shifting, while the latent network structure, represented via the embedding subspace, only changes at certain time points. Two novel statistics are proposed to jointly detect these network subspace change points, followed by a carefully refined detection procedure. Theoretically, we show that the proposed method is asymptotically consistent in terms of change point detection, and also establish the impossibility region for detecting these network subspace change points. The advantage of the proposed method is also supported by extensive numerical experiments on both synthetic networks and a UK politician social network.

stat.ME↗

arXiv2021

The NiuTrans Machine Translation Systems for WMT21

This paper describes NiuTrans neural machine translation systems of the WMT 2021 news translation tasks. We made submissions to 9 language directions, including English$\leftrightarrow$$\{$Chinese, Japanese, Russian, Icelandic$\}$ and English$\rightarrow$Hausa tasks. Our primary systems are built on several effective variants of Transformer, e.g., Transformer-DLCL, ODE-Transformer. We also utilize back-translation, knowledge distillation, post-ensemble, and iterative fine-tuning techniques to enhance the model performance further.

cs.CL↗