arXiv subjects

Ping Zhao

Publications and source records attributed to Ping Zhao.

At least 19 recordsLinked to original sources

arXiv2026

Cauchy-Aggregated Ridge Tests for High-Dimensional Factor Pricing Models

In high-dimensional factor pricing models, the power of regularized alpha tests depends on the ridge parameter, whose optimal value varies with the unknown direction of pricing errors. We address this tuning uncertainty by combining ridge-specific p-values using the Cauchy rule. The resulting test retains the least-squares alpha estimator and residual sample covariance and accommodates more assets than observations. We establish the joint Gaussian limits of the component statistics under the null and local alternatives and derive an explicit covariance formula across ridge parameters. These results characterize the combined test's asymptotic distribution and local power and justify its tail calibration. Simulations show empirical rejection rates close to the nominal levels and power gains over the fixed-ridge benchmark, with power approaching that of signal-informed ridge benchmarks across the simulated settings.

stat.ME↗

arXiv2026

Cauchy-Combined Hettmansperger-Randles Location Tests in High Dimensions

High-dimensional mean testing is challenging under strong dependence and heavy tails, since classical Hotelling statistics are ill posed and regularized versions based on sample moments remain sensitive to outliers. This paper develops a robust regularized Hotelling framework for one-sample mean inference under elliptical distributions. The proposed HRST statistic combines a Hettmansperger-Randles spatial location estimator with the inverse of a trace-normalized shrinkage Tyler scatter matrix, and calibrates the resulting quadratic form through ridge-resolvent random-matrix theory rather than sparse covariance or precision-matrix assumptions. In the regime $p/n\to y\in(0,\infty)$, allowing a vanishing lower bulk edge and finite-rank diverging spikes, we establish feasible asymptotic normality for each shrinkage level, derive local-alternative distributions with explicit noncentrality parameters, and prove joint Gaussian limits over finite shrinkage grids. These results justify an adaptive Cauchy combination test across shrinkage levels. Simulations and a paired tumor-normal gene-expression study show that HRST maintains size and improves robustness under heavy-tailed distributions while retaining power under strong correlation.

stat.ME↗

arXiv2026

Nonparametric Change-Point Detection and Inference for High-Dimensional Distributions

High-dimensional distributions can change without altering means or covariances, while the number of affected coordinates is often unknown. We propose nonparametric procedures that address both challenges through standardized rank comparisons of marginal distributions. Sum and maximum scans target dense and sparse changes, and a Cauchy combination adapts to unknown sparsity. The procedures require no marginal moment assumptions and extend to multiple-change detection through wild binary segmentation. Under a weakly dependent Gaussian copula model, we establish asymptotic null distributions, asymptotic independence, detection consistency, and localization guarantees. Simulations demonstrate competitive performance for changes in shape and tails, including alternatives that preserve the first two moments. Applications to gene expression and sensor data illustrate the practical benefits of combining dense and sparse evidence.

stat.ME↗

arXiv2026

New Mid-Band (FR3, 6-24 GHz) XL-MIMO for 6G: Channel Modeling, Algorithm Evaluation, and Field Trials

The new mid-band (FR3, 6-24 GHz) spectrum is expected to play an important role in future 6G networks by providing a favorable balance among coverage, capacity, and deployment feasibility. Meanwhile, extremely large-scale multiple-input multiple-output (XL-MIMO) has emerged as a key enabling technology to exploit the propagation and spatial multiplexing potential of these frequency bands. Firstly, this paper provides a systematic review of spectrum allocation and standardization activities for new mid-band spectrum, together with the 6G spectrum planning strategies of countries and regions. Secondly, the wideband massive MIMO channel sounder is also introduced, which is specially developed for channel measurements of new mid-band with over a thousand elements. Thirdly, propagation characteristics and channel modeling approaches of four representative XL-MIMO architectures, including co-located, cell-free, and intelligent XL-MIMO, are comprehensively reviewed and analyzed, with particular emphasis on near-field propagation, spatial non-stationarity, and capacity performance. Then, recent advances in channel estimation, beamforming, and artificial-intelligence-assisted signal processing are summarized. In addition, the performance of new mid-band XL-MIMO systems equipped with 1536 and 768 antenna elements is comparatively evaluated. Finally, real communication environment prototype system field trials conducted in the Upper 6 GHz (U6GHz) band are used to investigate practical system performance under realistic deployment conditions. The results indicate that the target signal-to-noise ratio is a critical factor affecting XL-MIMO performance in the U6GHz band.

eess.SP↗

arXiv2026

Compiler-Grounded Hierarchical Diagnosis for LLM-Based Triton Kernel Optimization

Recent advances in large language models (LLMs) have enabled automated kernel generation and optimization, but most existing approaches rely on surface signals such as compilation feedback and profiling metrics. These signals reveal that a kernel is slow, but not why the backend compiler fails to realize a profitable optimization, especially on emerging accelerators such as NPUs. We therefore formulate kernel optimization as a progressive cross-layer diagnosis problem that links runtime symptoms to IR structure and compiler behavior before rewriting source. Based on this insight, we present our system, a compiler-grounded and hierarchical optimization framework for Triton kernels. the system escalates from lightweight pattern triage and profiling diagnosis to IR attribution and compiler-grounded analysis only when deeper evidence is needed, then proposes evidence-backed source-level rewrites. We implement the system on Triton for Ascend NPUs and evaluate it on 37 successfully converted entries from a standardized NPUKernelBench-derived Ascend 950 benchmark. Across these entries, the system attains a geometric-mean speedup of 4.35$\times$ and a median speedup of 2.73$\times$ from the initial to optimized Triton kernel; 22/37 exceed 2$\times$ and 13/37 exceed 5$\times$. The complete distribution ranges from near-baseline entries to large wins, motivating transparent reporting of the current system's scope and limitations.

cs.AI↗

arXiv2026

Adaptive Ridge-Regularized Hotelling Change-Point Tests for Functional Data

We propose a unified ridge-regularized Hotelling framework for detecting and locating mean changes in functional time series. A growing basis expansion converts the functional observations into high-dimensional score vectors. Their long-run covariance is estimated by an edge-corrected difference-based procedure. Ridge regularization stabilizes inference under spectral decay. An explicit local-power formula shows that the power-maximizing ridge depends on the unknown spectral orientation of the change. We therefore combine a family of ridge CUSUM statistics by a Cauchy transform and calibrate the aggregate directly from their joint weighted-bridge limit. For multiple changes, we embed local maximum-ridge statistics in a wild binary segmentation procedure, followed by local refinement. Under mild conditions, we establish the validity, local power, consistency, and localization properties of the proposed tests. In the multiple-change setting, the procedure consistently recovers the number of changes and uniformly estimates their locations. The framework accommodates weak dependence and non-Gaussian functional errors. Simulations and two empirical applications demonstrate the favorable finite-sample performance of the proposed methods.

stat.ME↗

arXiv2026

Cauchy Aggregation of Ridge-Regularized Hotelling Tests for High-Dimensional Change-Point Detection

Ridge-regularized Hotelling-type (RHT) change-point tests depend on a ridge parameter $λ$, but the power-optimal value is determined by the unknown covariance structure and the unknown mean shift. We avoid selecting a single ridge value by computing fixed-ridge p-values on a finite deterministic grid and aggregating them with the Cauchy combination rule. Under the standard random-matrix conditions for fixed-ridge RHT statistics, we establish finite-grid joint weak convergence of the ridge processes. This leads to fixed-level validity under joint-limit calibration and small-tail validity for the analytic Cauchy p-value. Monte Carlo experiments show that deterministic-grid Cauchy aggregation has stable size behavior and achieves power close to the best stable fixed ridge choice across a range of covariance and signal configurations.

stat.ME↗

arXiv2026

Rank-Based Tests for Mutual Independence of High-Dimensional Random Vectors via $L_q$ Norm

We consider the problem of testing mutual independence among the components of a high-dimensional random vector. Building on the rank-based max-sum framework, we introduce fixed finite-$L_q$ power-sum statistics under three general classes of rank-based correlations: simple linear rank statistics, non-degenerate rank-based U-statistics and degenerate rank-based U-statistics. The proposed statistics interpolate between the dense-alternative sensitivity of the $L_2$ statistic and the sparse-alternative sensitivity of the $L_\infty$ statistic. We establish the asymptotic independence between any fixed finite-$L_q$ block and the corresponding $L_\infty$ statistic, and combine $L_2,L_4,L_6$ and $L_\infty$ p-values through a Cauchy rule. Numerical studies show that the resulting $L_{2,4,6,\infty}$ procedure is highly robust to the sparsity of the alternative and has strong empirical power across the considered designs.

stat.ME↗

arXiv2026

Sparse $K$-spatial-median clustering for high-dimensional data

We propose a robust clustering framework for high-dimensional data with heavy tails and a large fraction of irrelevant variables. The method replaces the mean updates of Lloyd's $K$-means with \emph{spatial medians} to enhance robustness. For the assignment step, it admits either a Euclidean rule for computational simplicity or a robust Mahalanobis-type metric constructed from the spatial sign covariance matrix to account for heterogeneous scales and feature dependence. To handle the $p \gg n$ regime, we further introduce a simple \emph{hard feature-exclusion} mechanism that removes weakly separating dimensions based on across-center dispersion, with the exclusion threshold selected automatically via a permutation-based Gap criterion. Simulation studies under correlated Gaussian and multivariate $t$ models demonstrate that the proposed approach provides competitive clustering accuracy and improved stability relative to $K$-means and sparse $K$-means baselines.

stat.ME↗

arXiv2026

Robust Spatial-Sign-Based Testing of High-Dimensional Alpha in Conditional Factor Models

This paper develops a new framework for alpha testing in high-dimensional factor pricing models with time-varying coefficients. To detect sparse alternatives, we propose a spatial-sign-based max-type test and derive its limiting null distribution. A key theoretical result is that our statistic is asymptotically independent of the spatial-sign-based sum-type test proposed by Zhao (2023). Exploiting this independence, we construct an adaptive testing procedure via the Cauchy combination method. This approach integrates the complementary strengths of both max-type and sum-type statistics, ensuring robust power across diverse sparsity levels. Extensive simulations and an empirical application demonstrate that the proposed test is resilient to heavy-tailed distributions and maintains superior performance under various alternative specifications.

stat.ME↗

arXiv2026

High dimensional alpha test for linear factor pricing model with $L_q$-norm

We consider testing zero pricing errors in high-dimensional linear factor pricing models. Existing methods are mainly based on either an $L_2$ statistic, which is effective under dense alternatives, or an $L_\infty$ statistic, which is powerful under very sparse alternatives. To bridge these two regimes, we develop a class of $L_q$-based tests for finite $q$, including the practically useful $L_4$ and $L_6$ cases. We show that larger $q$ leads to greater sensitivity to sparse alternatives. We further establish the asymptotic independence between the $L_\infty$ statistic and the $L_q$ statistic for any finite $q$, which motivates a Cauchy combination test that adapts to a broad range of sparsity levels. Simulation studies and a real-data analysis show that the proposed methods are more robust to the unknown sparsity of the alternative and can outperform existing procedures in finite samples.

stat.ME↗

arXiv2026

Rank-based Maxsum test for high dimensional regression coefficient

We study global inference for regression coefficients in high-dimensional linear models under potentially heavy-tailed errors. While sum-type tests are powerful for dense alternatives and max-type tests excel for sparse alternatives, practical applications rarely reveal the sparsity level, and many existing procedures rely on light-tail assumptions. Motivated by the Wilcoxon-score sum test of Feng et al. (2013) and the two Wilcoxon-score maximum tests of Xu and Zhou (2021), we establish under $H_0$ the asymptotic independence between the rank-based sum statistic and each max statistic. These joint limit results justify principled $p$-value aggregation, and we propose two adaptive rank-based maxsum tests via the Cauchy combination method (Liu and Xie, 2020). The proposed procedures inherit robustness from rank-based construction and adaptivity from combining dense- and sparse-sensitive components. Simulation studies confirm accurate size control and strong power across a wide range of error distributions and sparsity regimes.

stat.ME↗

arXiv2026

Adaptive Test Procedure for High Dimensional Regression Coefficient

We develop a unified $L$-statistic testing framework for high-dimensional regression coefficients that adapts to unknown sparsity. The proposed statistics rank coordinate-wise evidence measures and aggregate the top $k$ signals, bridging classical max-type and sum-type tests. We establish joint weak convergence of the extreme-value component and standardized $L$-statistics under mild conditions, yielding an asymptotic independence that justifies combining multiple $k$'s. An adaptive omnibus test is constructed via a Cauchy combination over a dyadic grid of $k$, and a wild bootstrap calibration is provided with theoretical guarantees. Simulations demonstrate accurate size and strong power across sparse and dense alternatives, including non-Gaussian designs.

stat.AP↗

arXiv2026

Adaptive L-tests for high dimensional independence

Testing mutual independence among multiple random variables is a fundamental problem in statistics, with wide applications in genomics, finance, and neuroscience. In this paper, we propose a new class of tests for high-dimensional mutual independence based on $L$-statistics. We establish the asymptotic distribution of the proposed test when the order parameter $k$ is fixed, and prove asymptotic normality when $k$ diverges with the dimension. Moreover, we show the asymptotic independence of the fixed-$k$ and diverging-$k$ statistics, enabling their combination through the Cauchy method. The resulting adaptive test is both theoretically justified and practically powerful across a wide range of alternatives. Simulation studies demonstrate the advantages of our method.

stat.AP↗

arXiv2026

Note on High Dimensional Spatial-Sign Test for One Sample Problem

We revisit the null distribution of the high-dimensional spatial-sign test of Wang et al. (2015) under mild structural assumptions on the scatter matrix. We show that the standardized test statistic converges to a non-Gaussian limit, characterized as a mixture of a normal component and a weighted chi-square component. To facilitate practical implementation, we propose a wild bootstrap procedure for computing critical values and establish its asymptotic validity. Numerical experiments demonstrate that the proposed bootstrap test delivers accurate size control across a wide range of dependence settings and dimension-sample-size regimes.

stat.ME↗

arXiv2025

Adaptive Test for High Dimensional Quantile Regression

Testing high-dimensional quantile regression coefficients is crucial, as tail quantiles often reveal more than the mean in many practical applications. Nevertheless, the sparsity pattern of the alternative hypothesis is typically unknown in practice, posing a major challenge. To address this, we propose an adaptive test that remains powerful across both sparse and dense alternatives.We first establish the asymptotic independence between the max-type test statistic proposed by \citet{tang2022conditional} and the sum-type test statistic introduced by \citet{chen2024hypothesis}. Building on this result, we propose a Cauchy combination test that effectively integrates the strengths of both statistics and achieves robust performance across a wide range of sparsity levels. Simulation studies and real data applications demonstrate that our proposed procedure outperforms existing methods in terms of both size control and power.

stat.ME↗

arXiv2025

Spatial Sign based Principal Component Analysis for High Dimensional Data

This article focuses on the robust principal component analysis (PCA) of high-dimensional data with elliptical distributions. We investigate the PCA of the sample spatial-sign covariance matrix in both nonsparse and sparse contexts, referring to them as SPCA and SSPCA, respectively. We present both nonasymptotic and asymptotic analyses to quantify the theoretical performance of SPCA and SSPCA. In sparse settings, we demonstrate that SSPCA, implemented through a combinatoric program, achieves the optimal rate of convergence. Our proposed SSPCA method is computationally efficient and exhibits robustness against heavy-tailed distributions compared to existing methods. Simulation studies and real-world data applications further validate the superiority of our approach.

stat.ME↗

arXiv2025

Inverse Norm Weighted Maxsum Test for High Dimensional Location Parameters

In the context of high-dimensional data, we investigate the one-sample location testing problem. We introduce a max-type test based on the weighted spatial sign, which exhibits exceptional performance, particularly in the presence of sparse alternatives. Notably, we find that the inverse norm test significantly enhances the power of the test compared to several existing max-type tests. Next, we prove the asymptotic independence between the newly proposed max-type test statistic and the sum-type test statistic based on the weighted spatial sign. Then, we propose an innovative max-sum type testing procedure that integrates both test statistics. This novel procedure demonstrates remarkable robustness and effectiveness across a wide range of signal sparsity levels and heavy-tailed distributions. Through extensive simulation studies, we highlight the superior performance of the proposed method, showcasing its robustness and efficiency compared to traditional alternatives in various high-dimensional settings.

stat.ME↗