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Lijia Wang

Publications and source records attributed to Lijia Wang.

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HNPclassifier: An R Package for Hierarchical Neyman-Pearson Classification

In multi-class classification problems, classes often have a natural priority ordering (e.g., cancer stages, COVID-19 severity levels, or air-quality categories). In such settings, it is important to prioritize correct identification of more severe classes and to control under-classification errors, which occur when an observation from a higher-priority class is misclassified into a lower-priority one. The Hierarchical Neyman-Pearson (H-NP) framework of Wang et al. (2024) was developed for ordered multi-class settings to prioritize under-classification error control; its H-NP umbrella algorithm provides high-probability control of under-classification errors at user-specified levels. This paper introduces the R package HNPclassifier, which implements H-NP umbrella algorithms to construct H-NP classifiers using built-in learners such as logistic regression, random forests, and support vector machines, as well as user-supplied scoring functions, thereby enabling effective error control for ordered multi-class classification tasks.

stat.CO

Local Information for Global Network Estimation in Latent Space Models

In many social networks, an individual observes only a restricted local view of the full network structure. We study such local views under a partial information framework that models an individual's observations as a subgraph based on path length, and address the problem of estimating a general latent space model from a single individual's local view. Compared to the full network, the partial information network contains many missing edges and depends on a random, potentially sparse neighborhood, posing significant challenges for estimation. We propose a projected gradient descent algorithm for maximum likelihood estimation and establish theoretical guarantees for its convergence under both conditional likelihood and full likelihood settings. To characterize the quality of a local view, we introduce an imbalance measure as a theoretical and diagnostic quantity for assessing bias in a local view and show that it plays a central role in determining convergence rates and estimation error bounds. Using simulated networks, we demonstrate that satisfactory estimation is possible from a single local view. In an application to U.S. Congress cosponsorship networks, we show how the estimated latent positions reveal nuanced structure in legislators' social relationships.

stat.ME

Hierarchical Neyman-Pearson Classification for Prioritizing Severe Disease Categories in COVID-19 Patient Data

COVID-19 has a spectrum of disease severity, ranging from asymptomatic to requiring hospitalization. Understanding the mechanisms driving disease severity is crucial for developing effective treatments and reducing mortality rates. One way to gain such understanding is using a multi-class classification framework, in which patients' biological features are used to predict patients' severity classes. In this severity classification problem, it is beneficial to prioritize the identification of more severe classes and control the "under-classification" errors, in which patients are misclassified into less severe categories. The Neyman-Pearson (NP) classification paradigm has been developed to prioritize the designated type of error. However, current NP procedures are either for binary classification or do not provide high probability controls on the prioritized errors in multi-class classification. Here, we propose a hierarchical NP (H-NP) framework and an umbrella algorithm that generally adapts to popular classification methods and controls the under-classification errors with high probability. On an integrated collection of single-cell RNA-seq (scRNA-seq) datasets for 864 patients, we explore ways of featurization and demonstrate the efficacy of the H-NP algorithm in controlling the under-classification errors regardless of featurization. Beyond COVID-19 severity classification, the H-NP algorithm generally applies to multi-class classification problems, where classes have a priority order.

cs.LG

Optimal and fast confidence intervals for hypergeometric successes

We present an efficient method of calculating exact confidence intervals for the hypergeometric parameter representing the number of "successes," or "special items," in the population. The method inverts minimum-width acceptance intervals after shifting them to make their endpoints nondecreasing while preserving their level. The resulting set of confidence intervals achieves minimum possible average size, and even in comparison with confidence sets not required to be intervals it attains the minimum possible cardinality most of the time, and always within $1$. The method compares favorably with existing methods not only in the size of the intervals but also in the time required to compute them. The available \textsf{R} package \texttt{hyperMCI} implements the proposed method.

stat.ME

Skilled Mutual Fund Selection: False Discovery Control under Dependence

Selecting skilled mutual funds through the multiple testing framework has received increasing attention from finance researchers and statisticians. The intercept $α$ of Carhart four-factor model is commonly used to measure the true performance of mutual funds, and positive $α$'s are considered as skilled. We observe that the standardized OLS estimates of $α$'s across the funds possess strong dependence and nonnormality structures, indicating that the conventional multiple testing methods are inadequate for selecting the skilled funds. We start from a decision theoretic perspective, and propose an optimal testing procedure to minimize a combination of false discovery rate and false non-discovery rate. Our proposed testing procedure is constructed based on the probability of each fund not being skilled conditional on the information across all of the funds in our study. To model the distribution of the information used for the testing procedure, we consider a mixture model under dependence and propose a new method called "approximate empirical Bayes" to fit the parameters. Empirical studies show that our selected skilled funds have superior long-term and short-term performance, e.g., our selection strongly outperforms the S\&P 500 index during the same period.

stat.ME

Statistics in everyone's backyard: an impact study via citation network analysis

The increasing availability of curated citation data provides a wealth of resources for analyzing and understanding the intellectual influence of scientific publications. In the field of statistics, current studies of citation data have mostly focused on the interactions between statistical journals and papers, limiting the measure of influence to mainly within statistics itself. In this paper, we take the first step towards understanding the impact statistics has made on other scientific fields in the era of Big Data. By collecting comprehensive bibliometric data from the Web of Science database for selected statistical journals, we investigate the citation trends and compositions of citing fields over time to show that their diversity has been increasing. Furthermore, we use the local clustering technique involving personalized PageRank with conductance for size selection to find the most relevant statistical research area for a given external topic of interest. We provide theoretical guarantees for the procedure and, through a number of case studies, show the results from our citation data align well with our knowledge and intuition about these external topics. Overall, we have found that the statistical theory and methods recently invented by the statistics community have made increasing impact on other scientific fields.

cs.DL