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Lidan Tan

Publications and source records attributed to Lidan Tan.

2 recordsLinked to original sources

ChartAnno: Evaluating MLLMs for Chart Annotation Generation

Multimodal large language models (MLLMs) have made significant progress in chart understanding, generation, and editing, but their ability to annotate existing charts remains underexplored. Annotating charts is a common yet challenging communicative task, requiring models to infer intended messages, interpret chart semantics, and place appropriate textual or graphical elements. To address this gap, we introduce ChartAnno, a benchmark for evaluating MLLMs on chart annotation generation. It contains 1,200 real-world charts with paired code and annotation instructions across three levels of instruction specificity. We evaluate 10 representative MLLMs under two primary input settings: (1) chart code alone and (2) both chart code and chart image, and further include a chart image-only ablation study. Results show that proprietary models remain stronger overall, although large-scale open-source models narrow the gap. More specific instructions improve annotation quality, while inferring abstract intent remains most difficult for current MLLMs. Providing chart images brings limited overall gains, with improvements mainly appearing in design-related metrics. These findings highlight chart annotation generation as a challenging task requiring semantic grounding and effective annotation design. Code and data will be released in a future version.

cs.AI

Estimation of High-Dimensional Seemingly Unrelated Regression Models

In this paper, we investigate seemingly unrelated regression (SUR) models that allow the number of equations (N) to be large, and to be comparable to the number of the observations in each equation (T). It is well known in the literature that the conventional SUR estimator, for example, the generalized least squares (GLS) estimator of Zellner (1962) does not perform well. As the main contribution of the paper, we propose a new feasible GLS estimator called the feasible graphical lasso (FGLasso) estimator. For a feasible implementation of the GLS estimator, we use the graphical lasso estimation of the precision matrix (the inverse of the covariance matrix of the equation system errors) assuming that the underlying unknown precision matrix is sparse. We derive asymptotic theories of the new estimator and investigate its finite sample properties via Monte-Carlo simulations.

econ.EM