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Jun Shao

Publications and source records attributed to Jun Shao.

36 records · Page 2Linked to original sources

An Accuracy-Lossless Perturbation Method for Defending Privacy Attacks in Federated Learning

Although federated learning improves privacy of training data by exchanging local gradients or parameters rather than raw data, the adversary still can leverage local gradients and parameters to obtain local training data by launching reconstruction and membership inference attacks. To defend such privacy attacks, many noises perturbation methods (like differential privacy or CountSketch matrix) have been widely designed. However, the strong defence ability and high learning accuracy of these schemes cannot be ensured at the same time, which will impede the wide application of FL in practice (especially for medical or financial institutions that require both high accuracy and strong privacy guarantee). To overcome this issue, in this paper, we propose \emph{an efficient model perturbation method for federated learning} to defend reconstruction and membership inference attacks launched by curious clients. On the one hand, similar to the differential privacy, our method also selects random numbers as perturbed noises added to the global model parameters, and thus it is very efficient and easy to be integrated in practice. Meanwhile, the random selected noises are positive real numbers and the corresponding value can be arbitrarily large, and thus the strong defence ability can be ensured. On the other hand, unlike differential privacy or other perturbation methods that cannot eliminate the added noises, our method allows the server to recover the true gradients by eliminating the added noises. Therefore, our method does not hinder learning accuracy at all.

cs.LG↗

Toward Better Practice of Covariate Adjustment in Analyzing Randomized Clinical Trials

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain credibility and efficiency while producing asymptotically valid inference even when the model is incorrect. In this article we present three considerations for better practice when model-assisted inference is applied to adjust for covariates under simple or covariate-adaptive randomized trials: (1) guaranteed efficiency gain: a model-assisted method should often gain but never hurt efficiency; (2) wide applicability: a valid procedure should be applicable, and preferably universally applicable, to all commonly used randomization schemes; (3) robust standard error: variance estimation should be robust to model misspecification and heteroscedasticity. To achieve these, we recommend a model-assisted estimator under an analysis of heterogeneous covariance working model including all covariates utilized in randomization. Our conclusions are based on an asymptotic theory that provides a clear picture of how covariate-adaptive randomization and regression adjustment alter statistical efficiency. Our theory is more general than the existing ones in terms of studying arbitrary functions of response means (including linear contrasts, ratios, and odds ratios), multiple arms, guaranteed efficiency gain, optimality, and universal applicability.

stat.ME↗

Achieve Efficient Position-Heap-based Privacy-Preserving Substring-of-Keyword Query over Cloud

The cloud computing technique, which was initially used to mitigate the explosive growth of data, has been required to take both data privacy and users' query functionality into consideration. Symmetric searchable encryption (SSE) is a popular solution to supporting efficient keyword queries over encrypted data in the cloud. However, most of the existing SSE schemes focus on the exact keyword query and cannot work well when the user only remembers the substring of a keyword, i.e., substring-of-keyword query. This paper aims to investigate this issue by proposing an efficient and privacy-preserving substring-of-keyword query scheme over cloud. First, we employ the position heap technique to design a novel tree-based index to match substrings with corresponding keywords. Based on the tree-based index, we introduce our substring-of-keyword query scheme, which contains two consecutive phases. The first phase queries the keywords that match a given substring, and the second phase queries the files that match a keyword in which people are really interested. In addition, detailed security analysis and experimental results demonstrate the security and efficiency of our proposed scheme.

cs.CR↗

Debiased Inverse-Variance Weighted Estimator in Two-Sample Summary-Data Mendelian Randomization

Mendelian randomization (MR) has become a popular approach to study the effect of a modifiable exposure on an outcome by using genetic variants as instrumental variables. A challenge in MR is that each genetic variant explains a relatively small proportion of variance in the exposure and there are many such variants, a setting known as many weak instruments. To this end, we provide a theoretical characterization of the statistical properties of two popular estimators in MR, the inverse-variance weighted (IVW) estimator and the IVW estimator with screened instruments using an independent selection dataset, under many weak instruments. We then propose a debiased IVW estimator, a simple modification of the IVW estimator, that is robust to many weak instruments and doesn't require screening. Additionally, we present two instrument selection methods to improve the efficiency of the new estimator when a selection dataset is available. An extension of the debiased IVW estimator to handle balanced horizontal pleiotropy is also discussed. We conclude by demonstrating our results in simulated and real datasets.

stat.ME↗

Inference on Average Treatment Effect under Minimization and Other Covariate-Adaptive Randomization Methods

Covariate-adaptive randomization schemes such as the minimization and stratified permuted blocks are often applied in clinical trials to balance treatment assignments across prognostic factors. The existing theoretical developments on inference after covariate-adaptive randomization are mostly limited to situations where a correct model between the response and covariates can be specified or the randomization method has well-understood properties. Based on stratification with covariate levels utilized in randomization and a further adjusting for covariates not used in randomization, in this article we propose several estimators for model free inference on average treatment effect defined as the difference between response means under two treatments. We establish asymptotic normality of the proposed estimators under all popular covariate-adaptive randomization schemes including the minimization whose theoretical property is unclear, and we show that the asymptotic distributions are invariant with respect to covariate-adaptive randomization methods. Consistent variance estimators are constructed for asymptotic inference. Asymptotic relative efficiencies and finite sample properties of estimators are also studied. We recommend using one of our proposed estimators for valid and model free inference after covariate-adaptive randomization.

stat.ME↗

Deep levels analysis in wavelength extended InGaAsBi photodetector

InP based dilute Bismide InGaAsBi material is emerging as a promising candidate for extending short wavelength infrared detection. One critical factor to limit the performance of these InGaAsBi photodiodes is dark current caused by defects within the material. In this work, low frequency noise spectroscopy (LFNS) and temperature varied photoluminescence was used to characterize the defect levels in the devices. Three deep levels located at Ec -0.33 eV, Ev +0.14 eV, and Ec -0.51 eV were identified from the LFNS spectra, which are consistent with emission peak energy found by photoluminescence spectra of InGaAsBi.

physics.app-ph↗

Dynamic Searchable Symmetric Encryption Schemes Supporting Range Queries with Forward/Backward Privacy

Dynamic searchable symmetric encryption (DSSE) is a useful cryptographic tool in encrypted cloud storage. However, it has been reported that DSSE usually suffers from file-injection attacks and content leak of deleted documents. To mitigate these attacks, forward privacy and backward privacy have been proposed. Nevertheless, the existing forward/backward-private DSSE schemes can only support single keyword queries. To address this problem, in this paper, we propose two DSSE schemes supporting range queries. One is forward-private and supports a large number of documents. The other can achieve backward privacy, while it can only support a limited number of documents. Finally, we also give the security proofs of the proposed DSSE schemes in the random oracle model.

cs.CR↗

Robust Tests for Treatment Effect in Survival Analysis under Covariate-Adaptive Randomization

Covariate-adaptive randomization is popular in clinical trials with sequentially arrived patients for balancing treatment assignments across prognostic factors which may have influence on the response. However, existing theory on tests for treatment effect under covariate-adaptive randomization is limited to tests under linear or generalized linear models, although covariate-adaptive randomization has been used in survival analysis for a long time and its main application is in survival analysis. Often times, practitioners would simply adopt a conventional test such as the log-rank test or score test to compare two treatments, which is controversial since tests derived under simple randomization may not be valid under other randomization schemes. In this article, we prove that the log-rank test valid under simple randomization is conservative in terms of type I error under covariate-adaptive randomization, and the robust score test developed under simple randomization is no longer robust under covariate-adaptive randomization. We then propose a calibration type log-rank or score test that is valid and robust under both simple randomization and a large family of covariate-adaptive randomization schemes. Furthermore, we obtain Pitman's efficacy of log-rank and score tests to compare their asymptotic relative efficiency. Simulation studies about the type I error and power of various tests are presented under several popular randomization schemes.

math.ST↗

Nonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension Reduction

Nonparametric estimation of the conditional expectation $E(Y | U)$ of an outcome $Y$ given a covariate vector $U$ is of primary importance in many statistical applications such as prediction and personalized medicine. In some problems, there is an additional auxiliary variable $Z$ in the training dataset used to construct estimators, but $Z$ is not available for future prediction or selecting patient treatment in personalized medicine. For example, in the training dataset longitudinal outcomes are observed, but only the last outcome $Y$ is concerned in the future prediction or analysis. The longitudinal outcomes other than the last point is then the variable $Z$ that is observed and related with both $Y$ and $U$. Previous work on how to make use of $Z$ in the estimation of $E(Y|U)$ mainly focused on using $Z$ in the construction of a linear function of $U$ to reduce covariate dimension for better estimation. Using $E(Y|U) = E\{E(Y|U, Z)| U\}$, we propose a two-step estimation of inner and outer expectations, respectively, with sufficient dimension reduction for kernel estimation in both steps. The information from $Z$ is utilized not only in dimension reduction, but also directly in the estimation. Because of the existence of different ways for dimension reduction, we construct two estimators that may improve the estimator without using $Z$. The improvements are shown in the convergence rate of estimators as the sample size increases to infinity as well as in the finite sample simulation performance. A real data analysis about the selection of mammography intervention is presented for illustration.

stat.ME↗

Sufficient variable screening via directional regression with censored response

We in this paper propose a directional regression based approach for ultrahigh dimensional sufficient variable screening with censored responses. The new method is designed in a model-free manner and thus can be adapted to various complex model structures. Under some commonly used assumptions, we show that the proposed method enjoys the sure screening property when the dimension p diverges at an exponential rate of the sample size n. To improve the marginal screening method, the corresponding iterative screening algorithm and stability screening algorithm are further equipped. We demonstrate the effectiveness of the proposed method through simulation studies and a real data analysis.

stat.ME↗

Photoluminescence of InGaAs/GaAsBi/InGaAs type-II quantum well grown by gas source molecular beam epitaxy

InGaAs/GaAsBi/InGaAs quantum wells (QWs) were grown on GaAs substrates by gas source molecular beam epitaxy for realizing the type II band-edge line-up. Both type I and type II transitions were observed in the Bi containing W QWs and the photoluminescence intensity was enhanced in the sample with a high Bi content, which is mainly due to the improvement of carrier confinement. Blue-shift of type II transitions at high excitation power density was observed and ascribed to the band-bending effect. The calculated transition energies based on 8 band k.p model fit well with the experiment results. The experimental and theoretical results show that the type-II QW design is a new promising candidate for realizing long wavelength GaAs-based light emitting devices near 1.3 um.

cond-mat.mtrl-sci↗

A Miniature CCA2 Public key Encryption scheme based on non-Abelian factorization problems in Lie Groups

Since 1870s, scientists have been taking deep insight into Lie groups and Lie algebras. With the development of Lie theory, Lie groups have got profound significance in many branches of mathematics and physics. In Lie theory, exponential mapping between Lie groups and Lie algebras plays a crucial role. Exponential mapping is the mechanism for passing information from Lie algebras to Lie groups. Since many computations are performed much more easily by employing Lie algebras, exponential mapping is indispensable while studying Lie groups. In this paper, we first put forward a novel idea of designing cryptosystem based on Lie groups and Lie algebras. Besides, combing with discrete logarithm problem(DLP) and factorization problem(FP), we propose some new intractable assumptions based on exponential mapping. Moreover, in analog with Boyen's sceme(AsiaCrypt 2007), we disign a public key encryption scheme based on non-Abelian factorization problems in Lie Groups. Finally, our proposal is proved to be IND-CCA2 secure in the random oracle model.

cs.CR↗

Public Key Encryption in Non-Abelian Groups

In this paper, we propose a brand new public key encryption scheme in the Lie group that is a non-abelian group. In particular, we firstly investigate the intractability assumptions in the Lie group, including the non-abelian factoring assumption and non-abelian inserting assumption. After that, by using the FO technique, a CCA secure public key encryption scheme in the Lie group is proposed. At last, we present the security proof in the random oracle based on the non-abelian inserting assumption.

cs.CR↗

Estimation in high-dimensional linear models with deterministic design matrices

Because of the advance in technologies, modern statistical studies often encounter linear models with the number of explanatory variables much larger than the sample size. Estimation and variable selection in these high-dimensional problems with deterministic design points is very different from those in the case of random covariates, due to the identifiability of the high-dimensional regression parameter vector. We show that a reasonable approach is to focus on the projection of the regression parameter vector onto the linear space generated by the design matrix. In this work, we consider the ridge regression estimator of the projection vector and propose to threshold the ridge regression estimator when the projection vector is sparse in the sense that many of its components are small. The proposed estimator has an explicit form and is easy to use in application. Asymptotic properties such as the consistency of variable selection and estimation and the convergence rate of the prediction mean squared error are established under some sparsity conditions on the projection vector. A simulation study is also conducted to examine the performance of the proposed estimator.

math.ST↗

Sparse linear discriminant analysis by thresholding for high dimensional data

In many social, economical, biological and medical studies, one objective is to classify a subject into one of several classes based on a set of variables observed from the subject. Because the probability distribution of the variables is usually unknown, the rule of classification is constructed using a training sample. The well-known linear discriminant analysis (LDA) works well for the situation where the number of variables used for classification is much smaller than the training sample size. Because of the advance in technologies, modern statistical studies often face classification problems with the number of variables much larger than the sample size, and the LDA may perform poorly. We explore when and why the LDA has poor performance and propose a sparse LDA that is asymptotically optimal under some sparsity conditions on the unknown parameters. For illustration of application, we discuss an example of classifying human cancer into two classes of leukemia based on a set of 7,129 genes and a training sample of size 72. A simulation is also conducted to check the performance of the proposed method.

math.ST↗

Giant-diamagnetic and magnetization-step effects in HgMnTe monocrystal

In Hg$_{1-x}$Mn$_x$Te (x$\geq$0.16) monocrystal, the giant-diamagnetic (GDM) and magnetization-step phenomena have been observed in spin glass (SG) regime. The susceptibility of GDM is about 100-1000 times than that of classic diamagnetic. It can be interpreted that: due to the long-range antiferromagnetic (AF) exchange interactions and the non-uniform random distribution of Mn$^{2+}$ ions in Hg$_{1-x}$Mn$_x$Te, a quasi-static spin wave forms and produces the GDM phenomenon below the critical temperature and magnetic field. Meanwhile, this theory is proved by Monte Carlo simulations in a two-dimensional AF cluster based on XY model. Hence, it is possible to emerge long-range magnetic order structure in SG state.

cond-mat.mtrl-sci↗

Construction of Chiral Metamaterial with U-Shaped Resonator Assembly

Chiral structure can be applied to construct metamaterial with negative refractive index (NRI). In an assembly of double-layered metallic U-shaped resonators with two resonant frequencies wH and wL, the effective induced electric and magnetic dipoles, which are contributed by the specific surface current distributions, are collinear at the same frequency. Consequently, for left circularly polarized light, NRI occurs at wH, whereas for right circularly polarized light it occurs at wL. Our design provides a new example to apply chiral structures to tune electromagnetic properties, and could be enlightening in exploring chiral metamaterials.

physics.optics↗

A pseudo empirical likelihood approach for stratified samples with nonresponse

Nonresponse is common in surveys. When the response probability of a survey variable $Y$ depends on $Y$ through an observed auxiliary categorical variable $Z$ (i.e., the response probability of $Y$ is conditionally independent of $Y$ given $Z$), a simple method often used in practice is to use $Z$ categories as imputation cells and construct estimators by imputing nonrespondents or reweighting respondents within each imputation cell. This simple method, however, is inefficient when some $Z$ categories have small sizes and ad hoc methods are often applied to collapse small imputation cells. Assuming a parametric model on the conditional probability of $Z$ given $Y$ and a nonparametric model on the distribution of $Y$, we develop a pseudo empirical likelihood method to provide more efficient survey estimators. Our method avoids any ad hoc collapsing small $Z$ categories, since reweighting or imputation is done across $Z$ categories. Asymptotic distributions for estimators of population means based on the pseudo empirical likelihood method are derived. For variance estimation, we consider a bootstrap procedure and its consistency is established. Some simulation results are provided to assess the finite sample performance of the proposed estimators.

stat.ME↗