arXiv subjects

Min-Qian Liu

Publications and source records attributed to Min-Qian Liu.

8 recordsLinked to original sources

arXiv2026

A Generative Approach to Quasi-Random Sampling from Copulas via Space-Filling Designs

Exploring the dependence between covariates across distributions is crucial for many applications. Copulas serve as a powerful tool for modeling joint variable dependencies and have been effectively applied in various practical contexts due to their intuitive properties. However, existing computational methods lack the capability for feasible inference and sampling of any copula, preventing their widespread use. This paper introduces an innovative quasi-random sampling approach for copulas, utilizing generative adversarial networks (GANs) and space-filling designs. The proposed framework constructs a direct mapping from low-dimensional uniform distributions to high-dimensional copula structures using GANs, and generates quasi-random samples for any copula structure from points set of space-filling designs. In the high-dimensional situations with limited data, the proposed approach significantly enhances sampling accuracy and computational efficiency compared to existing methods. Additionally, we develop convergence rate theory for quasi-Monte Carlo estimators, providing rigorous upper bounds for bias and variance. Both simulated experiments and practical implementations, particularly in risk management, validate the proposed method and showcase its superiority over existing alternatives.

stat.ML↗

arXiv2026

Sequential Experimental Designs for Kriging Model

Computer experiments have become an indispensable alternative to complex physical and engineering experiments. The Kriging model is the most widely used surrogate model, with the core goal of minimizing the discrepancy between the surrogate and true models across the entire experimental domain. However, existing sequential design methods have critical limitations: observation-based batch sequential designs are rarely studied, while one-point sequential designs have insufficient information utilization and suffer from inefficient resource utilization -- they require numerous repeated observation rounds to accumulate sufficient points, leading to prolonged experimental cycles. To address these gaps, this paper proposes two novel one-point sequential design criteria and a general batch sequential design framework. Moreover, the batch sequential design framework solves the inherent point clustering problem in naive batch selection, enabling efficient extension of any sequential criterion to batch scenarios. Simulations on some test functions demonstrate that the proposed methods outperform existing approaches in terms of fitting accuracy in most cases.

stat.ME↗

arXiv2023

Fast Approximation of the Shapley Values Based on Order-of-Addition Experimental Designs

Shapley value is originally a concept in econometrics to fairly distribute both gains and costs to players in a coalition game. In the recent decades, its application has been extended to other areas such as marketing, engineering and machine learning. For example, it produces reasonable solutions for problems in sensitivity analysis, local model explanation towards the interpretable machine learning, node importance in social network, attribution models, etc. However, its heavy computational burden has been long recognized but rarely investigated. Specifically, in a $d$-player coalition game, calculating a Shapley value requires the evaluation of $d!$ or $2^d$ marginal contribution values, depending on whether we are taking the permutation or combination formulation of the Shapley value. Hence it becomes infeasible to calculate the Shapley value when $d$ is reasonably large. A common remedy is to take a random sample of the permutations to surrogate for the complete list of permutations. We find an advanced sampling scheme can be designed to yield much more accurate estimation of the Shapley value than the simple random sampling (SRS). Our sampling scheme is based on combinatorial structures in the field of design of experiments (DOE), particularly the order-of-addition experimental designs for the study of how the orderings of components would affect the output. We show that the obtained estimates are unbiased, and can sometimes deterministically recover the original Shapley value. Both theoretical and simulations results show that our DOE-based sampling scheme outperforms SRS in terms of estimation accuracy. Surprisingly, it is also slightly faster than SRS. Lastly, real data analysis is conducted for the C. elegans nervous system and the 9/11 terrorist network.

stat.ML↗

arXiv2023

Sequential good lattice point sets for computer experiments

Sequential Latin hypercube designs have recently received great attention for computer experiments. Much of the work has been restricted to invariant spaces. The related systematic construction methods are inflexible while algorithmic methods are ineffective for large designs. For such designs in space contraction, systematic construction methods have not been investigated yet. This paper proposes a new method for constructing sequential Latin hypercube designs via good lattice point sets in a variety of experimental spaces. These designs are called sequential good lattice point sets. Moreover, we provide fast and efficient approaches for identifying the (nearly) optimal sequential good lattice point sets under a given criterion. Combining with the linear level permutation technique, we obtain a class of asymptotically optimal sequential Latin hypercube designs in invariant spaces where the $L_1$-distance in each stage is either optimal or asymptotically optimal. Numerical results demonstrate that the sequential good lattice point set has a better space-filling property than the existing sequential Latin hypercube designs in the invariant space. It is also shown that the sequential good lattice point sets have less computational complexity and more adaptability.

math.ST↗

arXiv2022

A generic framework for coded caching and distributed computation schemes

Several network communication problems are highly related such as coded caching and distributed computation. The centralized coded caching focuses on reducing the network burden in peak times in a wireless network system and the coded distributed computation studies the tradeoff between computation and communication in distributed system. In this paper, motivated by the study of the only rainbow $3$-term arithmetic progressions set, we propose a unified framework for constructing coded caching schemes. This framework builds bridges between coded caching schemes and lots of combinatorial objects due to the freedom of the choices of families and operations. We prove that any scheme based on a placement delivery array (PDA) can be represented by a rainbow scheme under this framework and lots of other known schemes can also be included in this framework. Moreover, we also present a new coded caching scheme with linear subpacketization and near constant rate using the only rainbow $3$-term arithmetic progressions set. Next, we modify the framework to be applicable to the distributed computing problem. We present a new transmission scheme in the shuffle phase and show that in certain cases it could have a lower communication load than the schemes based on PDAs or resolvable designs with the same number of files.

cs.IT↗

arXiv2022

A sampling scheme for estimating the prevalence of a pandemic

The spread of COVID-19 makes it essential to investigate its prevalence. In such investigation research, as far as we know, the widely-used sampling methods didn't use the information sufficiently about the numbers of the previously diagnosed cases, which provides a priori information about the true numbers of infections. This motivates us to develop a new, two-stage sampling method in this paper, which utilises the information about the distributions of both population and diagnosed cases, to investigate the prevalence more efficiently. The global likelihood sampling, a robust and efficient sampler to draw samples from any probability density function, is used in our sampling strategy, and thus, our new method can automatically adapt to the complicated distributions of population and cases. Moreover, the corresponding estimating method is simple, which facilitates the practical implementation. Some recommendations for practical implementation are given. Finally, several simulations and a practical example verified its efficiency.

stat.AP↗

arXiv2014

On the construction of nested space-filling designs

Nested space-filling designs are nested designs with attractive low-dimensional stratification. Such designs are gaining popularity in statistics, applied mathematics and engineering. Their applications include multi-fidelity computer models, stochastic optimization problems, multi-level fitting of nonparametric functions, and linking parameters. We propose methods for constructing several new classes of nested space-filling designs. These methods are based on a new group projection and other algebraic techniques. The constructed designs can accommodate a nested structure with an arbitrary number of layers and are more flexible in run size than the existing families of nested space-filling designs. As a byproduct, the proposed methods can also be used to obtain sliced space-filling designs that are appealing for conducting computer experiments with both qualitative and quantitative factors.

stat.ME↗

arXiv2011

On construction of optimal mixed-level supersaturated designs

Supersaturated design (SSD) has received much recent interest because of its potential in factor screening experiments. In this paper, we provide equivalent conditions for two columns to be fully aliased and consequently propose methods for constructing $E(f_{\mathrm{NOD}})$- and $χ^2$-optimal mixed-level SSDs without fully aliased columns, via equidistant designs and difference matrices. The methods can be easily performed and many new optimal mixed-level SSDs have been obtained. Furthermore, it is proved that the nonorthogonality between columns of the resulting design is well controlled by the source designs. A rather complete list of newly generated optimal mixed-level SSDs are tabulated for practical use.

math.ST↗