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Qi Kuang

Publications and source records attributed to Qi Kuang.

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Anytime-Valid Distribution Shift Detection via Predictive Rank Martingales

Many sequential distribution shift detectors update a growing reference set with incoming observations. After a change, this update contaminates the reference set with post-change observations and can weaken subsequent evidence. Keeping the calibration sample fixed mitigates this contamination, but repeated reuse induces dependence among fixed-reference ranks, so arguments based on independent conformal \(p\)-values do not apply. We derive the exact conditional null distribution of the next rank given the preceding ranks and use it to construct a predictive rank martingale (PRM). Thresholding a PRM gives distribution-free, finite-sample anytime marginal type I error control. To target specific departures, we apply a pre-specified feature to each rank, center the resulting payoff under the predictive null law, and use Online Newton Step (ONS) to adapt the bet. Order and dispersion features target directional and center-versus-tail changes, respectively. For any Lipschitz feature with nonzero induced contrast under the alternative, we establish a finite-window detection guarantee and show that the test is consistent as the initial calibration size increases. At a fixed calibration size, however, we derive a power ceiling for every distribution-free detection procedure. Across synthetic and real data, our PRM methods achieve better detection performance than conditional conformal test martingale (CCTM).

stat.ME

Gaussian Differentially Private $e$-values: Construction, Threshold Calibration, and Multiple Testing

This paper develops a framework for differentially private $e$-values under Gaussian differential privacy ($\mu$-GDP). We characterize the canonical noise mechanism, establishing that optimal multiplicative perturbation follows a Gaussian distribution. Using this distribution, we derive a globally sharp rejection threshold that strictly improves upon the standard Markov bound. Asymptotic analysis shows that in low-sensitivity regimes, the calibrated private test achieves a net power gain over the non-private baseline. For multiple testing, we introduce a recursive peeling algorithm that adaptively concentrates the privacy budget on the most promising hypotheses. This construction guarantees rigorous $\mu$-GDP and yields valid private $e$-values compatible with standard multiple testing procedures. Simulations and a genome-wide association study confirm that the method controls the false discovery rate while improving upon naive all-noisy privatization and recovering power close to non-private benchmarks.

stat.ME

Distributional Off-Policy Evaluation with Deep Quantile Process Regression

This paper investigates the off-policy evaluation (OPE) problem from a distributional perspective. Rather than focusing solely on the expectation of the total return, as in most existing OPE methods, we aim to estimate the entire return distribution. To this end, we introduce a quantile-based approach for OPE using deep quantile process regression, presenting a novel algorithm called Deep Quantile Process regression-based Off-Policy Evaluation (DQPOPE). We provide new theoretical insights into the deep quantile process regression technique, extending existing approaches that estimate discrete quantiles to estimate a continuous quantile function. A key contribution of our work is the rigorous sample complexity analysis for distributional OPE with deep neural networks, bridging theoretical analysis with practical algorithmic implementations. We show that DQPOPE achieves statistical advantages by estimating the full return distribution using the same sample size required to estimate a single policy value using conventional methods. Empirical studies further show that DQPOPE provides significantly more precise and robust policy value estimates than standard methods, thereby enhancing the practical applicability and effectiveness of distributional reinforcement learning approaches.

stat.ML

SCORE: A Unified Framework for Overshoot Refund in Online FDR Control

We propose a unified framework to enhance the power of online multiple hypothesis testing procedures based on $e$-values. While $e$-value-based methods offer robust online False Discovery Rate (FDR) control under minimal assumptions, they often suffer from power loss by discarding evidence that exceeds the rejection threshold. We address this inefficiency via the Sequential Control with Overshoot Refund for E-values (SCORE) framework, which leverages the inequality $\mathbb{I}(y \ge 1) \le y - (y-1)_+$, valid for all $y\ge 0$, to reclaim this otherwise wasted evidence. This simple yet powerful insight yields a unified principle for improving a broad class of online testing algorithms. Building on this framework, we develop SCORE-enhanced versions of several state-of-the-art procedures, including SCORE-LOND, SCORE-LORD, and SCORE-SAFFRON, all of which strictly dominate their original counterparts while preserving valid finite-sample FDR control. Furthermore, under mild assumptions, SCORE permits retroactive updates of alpha-wealth by using the latest decision twice: first to determine its reward or loss, and then to refresh past wealth. Such a mechanism enables more aggressive testing strategies while maintaining valid FDR control, thereby further improving statistical power. The effectiveness of the proposed methods is validated through extensive simulation and real-data experiments.

stat.ME

Active Hypothesis Testing under Computational Budgets with Applications to GWAS and LLM

In large-scale hypothesis testing, computing exact $p$-values or $e$-values is often resource-intensive, creating a need for budget-aware inferential methods. We propose a general framework for active hypothesis testing that leverages inexpensive auxiliary statistics to allocate a global computational budget. For each hypothesis, our data-adaptive procedure probabilistically decides whether to compute the exact test statistic or a transformed proxy, guaranteeing a valid $p$-value or $e$-value while satisfying the exact budget constraint. Theoretical guarantees are established for our constructions, showing that the procedure achieves optimality for $e$-values and for $p$-values under independence, and admissibility for $p$-values under general dependence. Empirical results from simulations and two real-world applications, including a large-scale genome-wide association study (GWAS) and a clinical prediction task leveraging large language models (LLM), demonstrate that our framework improves statistical efficiency under fixed resource limits.

stat.ME

Data-light Uncertainty Set Merging with Admissibility

This article introduces a Synthetics, Aggregation, and Test inversion (SAT) approach for merging diverse and potentially dependent uncertainty sets into a single unified set. The procedure is data-light, relying only on initial sets and their nominal levels, and it flexibly adapts to user-specified input sets with possibly varying coverage guarantees. SAT is motivated by the challenge of integrating uncertainty sets when only the initial sets and their control levels are available-for example, when merging confidence sets from distributed sites under communication constraints or combining conformal prediction sets generated by different algorithms or data splits. To address this, SAT constructs and aggregates novel synthetic test statistics, and then derive merged sets through test inversion. Our method leverages the duality between set estimation and hypothesis testing, ensuring reliable coverage in dependent scenarios. A key theoretical contribution is a rigorous analysis of SAT's properties, including its admissibility in the context of deterministic set merging. Both theoretical analyses and empirical results confirm the method's finite-sample coverage validity and desirable set sizes.

stat.ME

Variance Control for Distributional Reinforcement Learning

Although distributional reinforcement learning (DRL) has been widely examined in the past few years, very few studies investigate the validity of the obtained Q-function estimator in the distributional setting. To fully understand how the approximation errors of the Q-function affect the whole training process, we do some error analysis and theoretically show how to reduce both the bias and the variance of the error terms. With this new understanding, we construct a new estimator \emph{Quantiled Expansion Mean} (QEM) and introduce a new DRL algorithm (QEMRL) from the statistical perspective. We extensively evaluate our QEMRL algorithm on a variety of Atari and Mujoco benchmark tasks and demonstrate that QEMRL achieves significant improvement over baseline algorithms in terms of sample efficiency and convergence performance.

cs.LG

Aesthetics Driven Autonomous Time-Lapse Photography Generation by Virtual and Real Robots

Time-lapse photography is employed in movies and promotional films because it can reflect the passage of time in a short time and strengthen the visual attraction. However, since it takes a long time and requires the stable shooting, it is a great challenge for the photographer. In this article, we propose a time-lapse photography system with virtual and real robots. To help users shoot time-lapse videos efficiently, we first parameterize the time-lapse photography and propose a parameter optimization method. For different parameters, different aesthetic models, including image and video aesthetic quality assessment networks, are used to generate optimal parameters. Then we propose a time-lapse photography interface to facilitate users to view and adjust parameters and use virtual robots to conduct virtual photography in a three-dimensional scene. The system can also export the parameters and provide them to real robots so that the time-lapse videos can be filmed in the real world. In addition, we propose a time-lapse photography aesthetic assessment method that can automatically evaluate the aesthetic quality of time-lapse video. The experimental results show that our method can efficiently obtain the time-lapse videos. We also conduct a user study. The results show that our system has the similar effect as professional photographers and is more efficient.

cs.CV

Non-decreasing Quantile Function Network with Efficient Exploration for Distributional Reinforcement Learning

Although distributional reinforcement learning (DRL) has been widely examined in the past few years, there are two open questions people are still trying to address. One is how to ensure the validity of the learned quantile function, the other is how to efficiently utilize the distribution information. This paper attempts to provide some new perspectives to encourage the future in-depth studies in these two fields. We first propose a non-decreasing quantile function network (NDQFN) to guarantee the monotonicity of the obtained quantile estimates and then design a general exploration framework called distributional prediction error (DPE) for DRL which utilizes the entire distribution of the quantile function. In this paper, we not only discuss the theoretical necessity of our method but also show the performance gain it achieves in practice by comparing with some competitors on Atari 2600 Games especially in some hard-explored games.

cs.LG

Deep Multimodality Learning for UAV Video Aesthetic Quality Assessment

Despite the growing number of unmanned aerial vehicles (UAVs) and aerial videos, there is a paucity of studies focusing on the aesthetics of aerial videos that can provide valuable information for improving the aesthetic quality of aerial photography. In this article, we present a method of deep multimodality learning for UAV video aesthetic quality assessment. More specifically, a multistream framework is designed to exploit aesthetic attributes from multiple modalities, including spatial appearance, drone camera motion, and scene structure. A novel specially designed motion stream network is proposed for this new multistream framework. We construct a dataset with 6,000 UAV video shots captured by drone cameras. Our model can judge whether a UAV video was shot by professional photographers or amateurs together with the scene type classification. The experimental results reveal that our method outperforms the video classification methods and traditional SVM-based methods for video aesthetics. In addition, we present three application examples of UAV video grading, professional segment detection and aesthetic-based UAV path planning using the proposed method.

cs.CV