arXiv subjects

Qinglong Tian

Publications and source records attributed to Qinglong Tian.

At least 19 recordsLinked to original sources

arXiv2026

Semiparametric Receiver Operating Characteristic Analysis in the Presence of an Imperfect Reference Standard via a Box-Cox Density Ratio Model

Receiver operating characteristic (ROC) analysis is commonly used to evaluate the diagnostic accuracy of continuous biomarkers. In practice, the true disease status may be unavailable and only a nominal disease status provided by an imperfect reference standard is observed. Existing nonparametric methods have been developed for ROC analysis in this setting, but may suffer from reduced estimation efficiency, numerical instability, or sensitivity to the choice of biomarker scale. We propose a semiparametric method based on a Box-Cox density ratio model, which links the biomarker distributions of the truly healthy and diseased populations while leaving the baseline distribution unspecified. A key feature of the proposed method is that the transformation parameter is estimated from the data rather than specified in advance, allowing the density-ratio structure to adapt to different transformation scales. We develop an empirical likelihood approach for estimation and an expectation-maximization algorithm for computation. We establish the asymptotic distributions of estimators of the ROC curve, area under the curve, Youden's index, and the sensitivity and specificity at the Youden-optimal cutoff, and develop bootstrap confidence intervals and a goodness-of-fit test. Simulation studies demonstrate that the proposed method provides accurate and numerically stable estimation and inference across a range of distributional settings without requiring the transformation scale to be specified in advance. The proposed method is illustrated using data from a malaria study.

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arXiv2026

In-Context Positive-Unlabeled Learning

Positive-unlabeled (PU) learning addresses binary classification when only a set of labeled positives is available alongside a pool of unlabeled samples drawn from a mixture of positives and negatives. Existing PU methods typically require dataset-specific training or iterative optimization, which limits their applicability when many tasks must be solved quickly or with little tuning. We introduce PUICL, a pretrained transformer that solves PU classification entirely through in-context learning. PUICL is pretrained on synthetic PU datasets generated from randomly instantiated structural causal models, exposing it to a wide range of feature-label relationships and class-prior configurations. At inference time, PUICL receives the labeled positives and the unlabeled samples as a single input and returns class probabilities for the unlabeled rows in one forward pass, with no gradient updates or per-task fitting. On 20 semi-synthetic PU benchmarks derived from the UCI Machine Learning Repository, OpenML, and scikit-learn, PUICL outperforms four standard PU learning baselines in average AUC and accuracy, and is competitive on F1-score. These results show that the in-context learning paradigm extends naturally beyond fully supervised tabular prediction to the semi-supervised PU setting.

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arXiv2026

A goodness-of-fit test for the logistic propensity score model under nonignorable missing data

Logistic regression is widely used to model the propensity score in the analysis of nonignorable missing data. However, goodness-of-fit testing for this propensity score model has received limited attention in the literature. In this paper, we propose a new goodness-of-fit testing procedure for the logistic propensity score model under nonignorable missing data. The proposed test is based on an unweighted sum-of-squared residuals constructed from the marginal missingness mechanism and accommodates the partial observability of the outcome. We establish the asymptotic distribution of the test statistic under both the null hypothesis and general alternatives, and develop a bootstrap procedure with theoretical guarantees to approximate its null distribution. We show that the resulting bootstrap test attains asymptotically correct size and is consistent, with power converging to one under model misspecification. Simulation studies and a real data application demonstrate that the proposed method performs well in finite samples.

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arXiv2026

Neyman-Pearson multiclass classification under label noise via empirical likelihood

In many classification problems, misclassification costs are highly asymmetric, while training labels are often corrupted due to measurement error, annotator variability, or adversarial noise. The Neyman-Pearson multiclass classification (NPMC) framework addresses such asymmetry by controlling class-specific errors, but existing methods assume that training labels are correctly observed. To our knowledge, no existing approach handles NPMC under label noise in the multiclass setting, and the only binary method requires prior knowledge of the noise mechanism. A fundamental difficulty is that, without structural assumptions, noisy-label models are non-identifiable: distinct combinations of class-conditional distributions and noise mechanisms can induce the same observed distribution, preventing recovery of the quantities required for error control. We show that the exponential tilting density ratio model restores identifiability, and leverage this structure to develop an empirical likelihood approach for NPMC with noisy labels. The proposed method jointly estimates clean-label class proportions, posterior probabilities, and the noise mechanism from noisy data, without requiring prior knowledge of the confusion matrix. An expectation-maximization algorithm enables efficient computation. The resulting estimators are root n consistent and asymptotically normal, and the induced classifiers satisfy Neyman-Pearson oracle inequalities in both binary and multiclass settings. Simulation and real-data experiments demonstrate near-oracle performance.

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arXiv2026

Semiparametric Joint Inference for Sensitivity and Specificity at the Youden-Optimal Cut-Off

Sensitivity and specificity evaluated at an optimal diagnostic cut-off are fundamental measures of classification accuracy when continuous biomarkers are used for disease diagnosis. Joint inference for these quantities is challenging because their estimators are evaluated at a common, data-driven threshold estimated from both diseased and healthy samples, inducing statistical dependence. Existing approaches are largely based on parametric assumptions or fully nonparametric procedures, which may be sensitive to model misspecification or lack efficiency in moderate samples. We propose a semiparametric framework for joint inference on sensitivity and specificity at the Youden-optimal cut-off under the density ratio model. Using maximum empirical likelihood, we derive estimators of the optimal threshold and the corresponding sensitivity and specificity, and establish their joint asymptotic normality. This leads to Wald-type and range-preserving logit-transformed confidence regions. Simulation studies show that the proposed method achieves accurate coverage with improved efficiency relative to existing parametric and nonparametric alternatives across a variety of distributional settings. An analysis of COVID-19 antibody data demonstrates the practical advantages of the proposed approach for diagnostic decision-making.

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arXiv2025

Transfer Learning under Group-Label Shift: A Semiparametric Exponential Tilting Approach

We propose a new framework for binary classification in transfer learning settings where both covariate and label distributions may shift between source and target domains. Unlike traditional covariate shift or label shift assumptions, we introduce a group-label shift assumption that accommodates subpopulation imbalance and mitigates spurious correlations, thereby improving robustness to real-world distributional changes. To model the joint distribution difference, we adopt a flexible exponential tilting formulation and establish mild, verifiable identification conditions via an instrumental variable strategy. We develop a computationally efficient two-step likelihood-based estimation procedure that combines logistic regression for the source outcome model with conditional likelihood estimation using both source and target covariates. We derive consistency and asymptotic normality for the resulting estimators, and extend the theory to receiver operating characteristic curves, the area under the curve, and other target functionals, addressing the nonstandard challenges posed by plug-in classifiers. Simulation studies demonstrate that our method outperforms existing alternatives under subpopulation shift scenarios. A semi-synthetic application using the waterbirds dataset further confirms the proposed method's ability to transfer information effectively and improve target-domain classification accuracy.

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arXiv2025

Unsupervised Domain Adaptation for Binary Classification with an Unobservable Source Subpopulation

We study an unsupervised domain adaptation problem where the source domain consists of subpopulations defined by the binary label $Y$ and a binary background (or environment) $A$. We focus on a challenging setting in which one such subpopulation in the source domain is unobservable. Naively ignoring this unobserved group can result in biased estimates and degraded predictive performance. Despite this structured missingness, we show that the prediction in the target domain can still be recovered. Specifically, we rigorously derive both background-specific and overall prediction models for the target domain. For practical implementation, we propose the distribution matching method to estimate the subpopulation proportions. We provide theoretical guarantees for the asymptotic behavior of our estimator, and establish an upper bound on the prediction error. Experiments on both synthetic and real-world datasets show that our method outperforms the naive benchmark that does not account for this unobservable source subpopulation.

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arXiv2025

Semiparametric Learning from Open-Set Label Shift Data

We study the open-set label shift problem, where the test data may include a novel class absent from training. This setting is challenging because both the class proportions and the distribution of the novel class are not identifiable without extra assumptions. Existing approaches often rely on restrictive separability conditions, prior knowledge, or computationally infeasible procedures, and some may lack theoretical guarantees. We propose a semiparametric density ratio model framework that ensures identifiability while allowing overlap between novel and known classes. Within this framework, we develop maximum empirical likelihood estimators and confidence intervals for class proportions, establish their asymptotic validity, and design a stable Expectation-Maximization algorithm for computation. We further construct an approximately optimal classifier based on posterior probabilities with theoretical guarantees. Simulations and a real data application confirm that our methods improve both estimation accuracy and classification performance compared with existing approaches.

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arXiv2025

Model positive and unlabeled data with a generalized additive density ratio model

We address learning from positive and unlabeled (PU) data, a common setting in which only some positives are labeled and the rest are mixed with negatives. Classical exponential tilting models guarantee identifiability by assuming a linear structure, but they can be badly misspecified when relationships are nonlinear. We propose a generalized additive density-ratio framework that retains identifiability while allowing smooth, feature-specific effects. The approach comes with a practical fitting algorithm and supporting theory that enables estimation and inference for the mixture proportion and other quantities of interest. In simulations and analyses of benchmark datasets, the proposed method matches the standard exponential tilting method when the linear model is correct and delivers clear gains when it is not. Overall, the framework strikes a useful balance between flexibility and interpretability for PU learning and provides principled tools for estimation, prediction, and uncertainty assessment.

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arXiv2025

TabPFN: One Model to Rule Them All?

Hollmann et al. (Nature 637 (2025) 319-326) recently introduced TabPFN, a transformer-based deep learning model for regression and classification on tabular data, which they claim "outperforms all previous methods on datasets with up to 10,000 samples by a wide margin, using substantially less training time." Furthermore, they have called TabPFN a "foundation model" for tabular data, as it can support "data generation, density estimation, learning reusable embeddings and fine-tuning". In this paper, we provide a tailored explanation of how TabPFN works for a statistics audience, by emphasizing its interpretation as approximate Bayesian inference. We then explore the significance of TabPFN to the field of statistics: We show that an out-of-the-box application of TabPFN can sometimes outperform specialized state-of-the-art methods for semi-supervised parameter estimation, prediction under covariate shift, and heterogeneous treatment effect estimation. As a partial explanation for the predictive effectiveness of TabPFN, we show that it can simultaneously adapt to both nonparametric structure and parametric structure, for instance, sometimes outperforming LASSO even when assumptions are correctly specified. All experiments can be reproduced using the code provided at https://github.com/qinglong-tian/tabpfn_study (https://github.com/qinglong-tian/tabpfn_study).

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arXiv2025

Likelihood-based Nonparametric Receiver Operating Characteristic Curve Analysis in the Presence of Imperfect Reference Standard

In diagnostic studies, researchers frequently encounter imperfect reference standards with some misclassified labels. Treating these as gold standards can bias receiver operating characteristic (ROC) curve analysis. To address this issue, we propose a novel likelihood-based method under a nonparametric density ratio model. This approach enables the reliable estimation of the ROC curve, area under the curve (AUC), partial AUC, and Youden's index with favorable statistical properties. To implement the method, we develop an efficient expectation-maximization algorithm algorithm. Extensive simulations evaluate its finite-sample performance, showing smaller mean squared errors in estimating the ROC curve, partial AUC, and Youden's index compared to existing methods. We apply the proposed approach to a malaria study.

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arXiv2024

Positive and Unlabeled Data: Model, Estimation, Inference, and Classification

This study introduces a new approach to addressing positive and unlabeled (PU) data through the double exponential tilting model (DETM). Traditional methods often fall short because they only apply to selected completely at random (SCAR) PU data, where the labeled positive and unlabeled positive data are assumed to be from the same distribution. In contrast, our DETM's dual structure effectively accommodates the more complex and underexplored selected at random PU data, where the labeled and unlabeled positive data can be from different distributions. We rigorously establish the theoretical foundations of DETM, including identifiability, parameter estimation, and asymptotic properties. Additionally, we move forward to statistical inference by developing a goodness-of-fit test for the SCAR condition and constructing confidence intervals for the proportion of positive instances in the target domain. We leverage an approximated Bayes classifier for classification tasks, demonstrating DETM's robust performance in prediction. Through theoretical insights and practical applications, this study highlights DETM as a comprehensive framework for addressing the challenges of PU data.

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arXiv2024

Efficient and Model-Agnostic Parameter Estimation Under Privacy-Preserving Post-randomization Data

Protecting individual privacy is crucial when releasing sensitive data for public use. While data de-identification helps, it is not enough. This paper addresses parameter estimation in scenarios where data are perturbed using the Post-Randomization Method (PRAM) to enhance privacy. Existing methods for parameter estimation under PRAM data suffer from limitations like being parameter-specific, model-dependent, and lacking efficiency guarantees. We propose a novel, efficient method that overcomes these limitations. Our method is applicable to general parameters defined through estimating equations and makes no assumptions about the underlying data model. We further prove that the proposed estimator achieves the semiparametric efficiency bound, making it optimal in terms of asymptotic variance.

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arXiv2024

ReTaSA: A Nonparametric Functional Estimation Approach for Addressing Continuous Target Shift

The presence of distribution shifts poses a significant challenge for deploying modern machine learning models in real-world applications. This work focuses on the target shift problem in a regression setting (Zhang et al., 2013; Nguyen et al., 2016). More specifically, the target variable y (also known as the response variable), which is continuous, has different marginal distributions in the training source and testing domain, while the conditional distribution of features x given y remains the same. While most literature focuses on classification tasks with finite target space, the regression problem has an infinite dimensional target space, which makes many of the existing methods inapplicable. In this work, we show that the continuous target shift problem can be addressed by estimating the importance weight function from an ill-posed integral equation. We propose a nonparametric regularized approach named ReTaSA to solve the ill-posed integral equation and provide theoretical justification for the estimated importance weight function. The effectiveness of the proposed method has been demonstrated with extensive numerical studies on synthetic and real-world datasets.

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arXiv2023

ELSA: Efficient Label Shift Adaptation through the Lens of Semiparametric Models

We study the domain adaptation problem with label shift in this work. Under the label shift context, the marginal distribution of the label varies across the training and testing datasets, while the conditional distribution of features given the label is the same. Traditional label shift adaptation methods either suffer from large estimation errors or require cumbersome post-prediction calibrations. To address these issues, we first propose a moment-matching framework for adapting the label shift based on the geometry of the influence function. Under such a framework, we propose a novel method named \underline{E}fficient \underline{L}abel \underline{S}hift \underline{A}daptation (ELSA), in which the adaptation weights can be estimated by solving linear systems. Theoretically, the ELSA estimator is $\sqrt{n}$-consistent ($n$ is the sample size of the source data) and asymptotically normal. Empirically, we show that ELSA can achieve state-of-the-art estimation performances without post-prediction calibrations, thus, gaining computational efficiency.

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arXiv2022

Specifying Prior Distributions in Reliability Applications

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or previous experience with a failure mode in a particular material to specify an informative prior distribution. Another advantage is the ability to make statistical inferences without having to rely on specious (when the number of failures is small) asymptotic theory needed to justify non-Bayesian methods. Users of non-Bayesian methods are faced with multiple methods of constructing uncertainty intervals (Wald, likelihood, and various bootstrap methods) that can give substantially different answers when there is little information in the data. For Bayesian inference, there is only one method of constructing equal-tail credible intervals-but it is necessary to provide a prior distribution to fully specify the model. Much work has been done to find default prior distributions that will provide inference methods with good (and in some cases exact) frequentist coverage properties. This paper reviews some of this work and provides, evaluates, and illustrates principled extensions and adaptations of these methods to the practical realities of reliability data (e.g., non-trivial censoring).

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arXiv2021

Constructing Prediction Intervals Using the Likelihood Ratio Statistic

Statistical prediction plays an important role in many decision processes such as university budgeting (depending on the number of students who will enroll), capital budgeting (depending on the remaining lifetime of a fleet of systems), the needed amount of cash reserves for warranty expenses (depending on the number of warranty returns), and whether a product recall is needed (depending on the number of potentially life-threatening product failures). In statistical inference, likelihood ratios have a long history of use for decision making relating to model parameters (e.g., in evidence-based medicine and forensics). We propose a general prediction method, based on a likelihood ratio (LR) involving both the data and a future random variable. This general approach provides a way to identify prediction interval methods that have excellent statistical properties. For example, if a prediction method can be based on a pivotal quantity, our LR-based method will often identify it. For applications where a pivotal quantity does not exist, the LR-based method provides a procedure with good coverage properties for both continuous or discrete-data prediction applications.

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arXiv2021

Methods to Compute Prediction Intervals: A Review and New Results

This paper reviews two main types of prediction interval methods under a parametric framework. First, we describe methods based on an (approximate) pivotal quantity. Examples include the plug-in, pivotal, and calibration methods. Then we describe methods based on a predictive distribution (sometimes derived based on the likelihood). Examples include Bayesian, fiducial, and direct-bootstrap methods. Several examples involving continuous distributions along with simulation studies to evaluate coverage probability properties are provided. We provide specific connections among different prediction interval methods for the (log-)location-scale family of distributions. This paper also discusses general prediction interval methods for discrete data, using the binomial and Poisson distributions as examples. We also overview methods for dependent data, with application to time series, spatial data, and Markov random fields, for example.

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