arXiv subjects

Pengqi Liu

Publications and source records attributed to Pengqi Liu.

6 recordsLinked to original sources

arXiv2026

Tilted Mondrian: Triage and Mitigation of Fine-grained Disparities in Conformal Prediction

Fairness in conformal prediction is often pursued through Mondrian calibration, which provides finite-sample coverage guarantees separately across groups. These guarantees, however, are coarse: substantial disparities can remain within finer strata. This coarse-to-fine fairness issue raises two questions: how severe can such disparities be, and how can they be mitigated? Aggregate disparities can depend on how groups are distributed across strata. For severity assessment, we introduce propensity standardization to examine the effect of population composition, and show how group composition can induce disagreement between aggregate and finer-stratum comparisons. For mitigation, we develop Tilted Mondrian to improve fairness compared to group-Mondrian at a finer level without additional model training. Tilted Mondrian retains groupwise coverage guarantees and mitigates coverage and prediction set size disparities within finer strata. Finally, we derive a method-agnostic bound that quantifies how much reduction in finer-stratum coverage disparity can be achieved.

stat.ML↗

arXiv2026

Joint Estimation and Feature Selection in Overspecified Finite Mixture of Regressions

We investigate joint estimation and feature selection in sparse finite mixtures of regressions with an overspecified number of mixture components or mixture order. More specifically, given a conservative fixed upper bound on the unknown mixture order, we deliberately overspecify the order and propose a double-penalized likelihood approach for simultaneous parameter estimation and feature selection. We establish consistent recovery of the sparsity structure of the underlying mixing measure in terms of its regression coefficients, showing that the true sparsity of the mixture regression can be consistently identified even under order over-specification. The proposed methodology incorporates two complementary penalties: the first penalizes small (near-zero) mixing proportions, inducing an asymptotic Voronoi-type partition of the estimated regression vectors into clusters associated with the true sparse regression vectors; the second penalizes regression coefficients, resulting in sparsity through the selection of relevant features. Although the sparsity penalty is applied to individual regression coefficients, the combined effect of the two penalties yields an asymptotic group feature selection property where the same features tend to be selected or not selected within each Voronoi cluster. We develop a modified EM algorithm combined with proximal gradient for numerical implementations. Extensive simulations and a real data application demonstrate the effectiveness of the proposed approach.

stat.ME↗

arXiv2026

Latent-Class Poisson-Lognormal Mixed Models for Clustering Multivariate Longitudinal Count Data

Multivariate longitudinal count data arise in biological studies, where responses may be over-dispersed, correlated within subjects and over time, measured at irregular times, and exhibit unobserved subgroup structure. Our goal was to develop a model that can accommodate over-dispersion, longitudinal dependence, cross-outcome dependence, covariate effects, irregular observation times, and covariate-dependent latent-class membership. We propose a latent-class Poisson-lognormal mixed model for clustering heterogeneous multivariate count trajectories. Estimation is performed using a variational EM algorithm designed for scalable inference. Simulation studies show accurate parameter estimation, strong latent-class recovery, and reliable selection of the number of classes, as compared to state-of-the-art approaches. We also applied the proposed approach to longitudinal neutrophil RNA-seq data from hospitalized COVID-19 patients as an illustration. The proposed framework provides a flexible approach for clustering complex longitudinal biological count data. Implementation code is available at https://github.com/PengqiLiu-Mc/latent-class-mpln-mixed-models.

stat.ME↗

arXiv2026

Beyond Procedure: Substantive Fairness in Conformal Prediction

Conformal prediction (CP) offers distribution-free uncertainty quantification for machine learning models, yet its interplay with fairness in downstream decision-making remains underexplored. Moving beyond CP as a standalone operation (procedural fairness), we analyze the holistic decision-making pipeline to evaluate substantive fairness-the equity of downstream outcomes. Theoretically, we derive an upper bound that decomposes prediction-set size disparity into interpretable components, clarifying how label-clustered CP helps control method-driven contributions to unfairness. To facilitate scalable empirical analysis, we introduce an LLM-in-the-loop evaluator that approximates human assessment of substantive fairness across diverse modalities. Our experiments show that label-clustered CP often provides a favorable balance between utility and substantive fairness, while reducing set-size disparities in line with our theory. Finally, we empirically show that equalized set sizes, rather than coverage, strongly correlate with improved substantive fairness, enabling practitioners to design more fair CP systems. Our code is available at https://github.com/layer6ai-labs/llm-in-the-loop-conformal-fairness.

stat.ML↗

arXiv2026

On the Burden of Achieving Fairness in Conformal Prediction

Conformal prediction is often calibrated with a single pooled threshold, but this can hide cross-group heterogeneity in score distributions and distort group-wise coverage. We study this phenomenon through the population score distributions underlying split conformal calibration. First, we derive a conservation law and lower bound showing that pooled calibration incurs irreducible group-wise coverage distortion at a scale set by cross-group quantile heterogeneity. Second, we demonstrate that the two leading fairness definitions for conformal prediction, Equalized Coverage and Equalized Set Size, are fundamentally in tension. Third, we quantify the cost of moving between policies which treat groups separately or pool them. Experiments on synthetic and real data confirm the same bidirectional trade-off after finite-sample calibration. Our results show that, for the policy families studied here, calibration choice does not remove cross-group heterogeneity; it determines whether the resulting distortion appears in the coverage or size dimension, providing a principled lens for analyzing fairness-oriented calibration choices in practice.

stat.ML↗

arXiv2019

R-optimal designs for multi-response regression models with multi-factors

We investigate R-optimal designs for multi-response regression models with multi-factors, where the random errors in these models are correlated. Several theoretical results are derived for Roptimal designs, including scale invariance, reflection symmetry, line and plane symmetry, and dependence on the covariance matrix of the errors. All the results can be applied to linear and nonlinear models. In addition, an efficient algorithm based on an interior point method is developed for finding R-optimal designs on discrete design spaces. The algorithm is very flexible, and can be applied to any multi-response regression model.

stat.ME↗