arXiv subjects

Runze Li

Publications and source records attributed to Runze Li.

At least 127 records · Page 7Linked to original sources

arXiv2021

A Distribution Free Conditional Independence Test with Applications to Causal Discovery

This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional dependence by quantifying the mutual dependence among the transformed variables. The proposed index has several appealing properties. (a) It is distribution free since the limiting null distribution of the proposed index does not depend on the population distributions of the data. Hence the critical values can be tabulated by simulations. (b) The proposed index ranges from zero to one, and equals zero if and only if the conditional independence holds. Thus, it has nontrivial power under the alternative hypothesis. (c) It is robust to outliers and heavy-tailed data since it is invariant to conditional strictly monotone transformations. (d) It has low computational cost since it incorporates a simple closed-form expression and can be implemented in quadratic time. (e) It is insensitive to tuning parameters involved in the calculation of the proposed index. (f) The new index is applicable for multivariate random vectors as well as for discrete data. All these properties enable us to use the new index as statistical inference tools for various data. The effectiveness of the method is illustrated through extensive simulations and a real application on causal discovery.

stat.ME↗

arXiv2021

Probabilistic HIV Recency Classification -- A Logistic Regression without Labeled Individual Level Training Data

Accurate HIV incidence estimation based on individual recent infection status (recent vs long-term infection) is important for monitoring the epidemic, targeting interventions to those at greatest risk of new infection, and evaluating existing programs of prevention and treatment. Starting from 2015, the Population-based HIV Impact Assessment (PHIA) individual-level surveys are implemented in the most-affected countries in sub-Saharan Africa. PHIA is a nationally-representative HIV-focused survey that combines household visits with key questions and cutting-edge technologies such as biomarker tests for HIV antibody and HIV viral load which offer the unique opportunity of distinguishing between recent infection and long-term infection, and providing relevant HIV information by age, gender, and location. In this article, we propose a semi-supervised logistic regression model for estimating individual level HIV recency status. It incorporates information from multiple data sources -- the PHIA survey where the true HIV recency status is unknown, and the cohort studies provided in the literature where the relationship between HIV recency status and the covariates are presented in the form of a contingency table. It also utilizes the national level HIV incidence estimates from the epidemiology model. Applying the proposed model to Malawi PHIA data, we demonstrate that our approach is more accurate for the individual level estimation and more appropriate for estimating HIV recency rates at aggregated levels than the current practice -- the binary classification tree (BCT).

stat.ME↗

arXiv2021

Learning the aerodynamic design of supercritical airfoils through deep reinforcement learning

The aerodynamic design of modern civil aircraft requires a true sense of intelligence since it requires a good understanding of transonic aerodynamics and sufficient experience. Reinforcement learning is an artificial general intelligence that can learn sophisticated skills by trial-and-error, rather than simply extracting features or making predictions from data. The present paper utilizes a deep reinforcement learning algorithm to learn the policy for reducing the aerodynamic drag of supercritical airfoils. The policy is designed to take actions based on features of the wall Mach number distribution so that the learned policy can be more general. The initial policy for reinforcement learning is pretrained through imitation learning, and the result is compared with randomly generated initial policies. The policy is then trained in environments based on surrogate models, of which the mean drag reduction of 200 airfoils can be effectively improved by reinforcement learning. The policy is also tested by multiple airfoils in different flow conditions using computational fluid dynamics calculations. The results show that the policy is effective in both the training condition and other similar conditions, and the policy can be applied repeatedly to achieve greater drag reduction.

cs.CE↗

arXiv2021

Model-free Feature Screening and FDR Control with Knockoff Features

This paper proposes a model-free and data-adaptive feature screening method for ultra-high dimensional datasets. The proposed method is based on the projection correlation which measures the dependence between two random vectors. This projection correlation based method does not require specifying a regression model and applies to the data in the presence of heavy-tailed errors and multivariate response. It enjoys both sure screening and rank consistency properties under weak assumptions. Further, a two-step approach is proposed to control the false discovery rate (FDR) in feature screening with the help of knockoff features. It can be shown that the proposed two-step approach enjoys both sure screening and FDR control if the pre-specified FDR level $α$ is greater or equal to $1/s$, where $s$ is the number of active features. The superior empirical performance of the proposed methods is justified by various numerical experiments and real data applications.

stat.ME↗

arXiv2020

Adaptive sampling of pressure distribution features for the airfoil statistical analysis

In the area of supercritical wing design, a variety of principles, laws and rules have been summarized by scholars who perform theoretical and experimental analyses. The applicability of these rules is usually restricted by the airfoil samples investigated. With the advance of computational fluid dynamics and computational intelligence, such work can be better conducted on computers. The present paper proposes an output space sampling method to generate airfoil samples that have specified pressure distributions or meet certain special requirements. The well-selected and distributed samples are then utilized for statistical studies to obtain more reliable or more universal aerodynamics rules that can be used as guidance in the process of supercritical airfoil design. The capabilities of the output space sampling method in regard to filling the space and exploring the boundaries are also improved. The output space sampling method is employed to generate supercritical airfoil samples with different requirements, allowing the relationships between the shock wave location and the drag divergence Mach number as well as the drag creep characteristic to be revealed.

physics.flu-dyn↗

arXiv2020

Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection

We consider the stochastic contextual bandit problem under the high dimensional linear model. We focus on the case where the action space is finite and random, with each action associated with a randomly generated contextual covariate. This setting finds essential applications such as personalized recommendation, online advertisement, and personalized medicine. However, it is very challenging as we need to balance exploration and exploitation. We propose doubly growing epochs and estimating the parameter using the best subset selection method, which is easy to implement in practice. This approach achieves $ \tilde{\mathcal{O}}(s\sqrt{T})$ regret with high probability, which is nearly independent in the ``ambient'' regression model dimension $d$. We further attain a sharper $\tilde{\mathcal{O}}(\sqrt{sT})$ regret by using the \textsc{SupLinUCB} framework and match the minimax lower bound of low-dimensional linear stochastic bandit problems. Finally, we conduct extensive numerical experiments to demonstrate the applicability and robustness of our algorithms empirically.

stat.ML↗

arXiv2020

Estimation and Inference for the Mediation Effect in a Time-varying Mediation Model

Traditional mediation analysis typically examines the relations among an intervention, a time-invariant mediator, and a time-invariant outcome variable. Although there may be a direct effect of the intervention on the outcome, there is a need to understand the process by which the intervention affects the outcome (i.e. the indirect effect through the mediator). This indirect effect is frequently assumed to be time-invariant. With improvements in data collection technology, it is possible to obtain repeated assessments over time resulting in intensive longitudinal data. This calls for an extension of traditional mediation analysis to incorporate time-varying variables as well as time-varying effects. In this paper, we focus on estimation and inference for the time-varying mediation model, which allows mediation effects to vary as a function of time. We propose a two-step approach to estimate the time-varying mediation effect. Moreover, we use a simulation based approach to derive the corresponding point-wise confidence band for the time-varying mediation effect. Simulation studies show that the proposed procedures perform well when comparing the confidence band and the true underlying model. We further apply the proposed model and the statistical inference procedure to real-world data collected from a smoking cessation study.

stat.AP↗

arXiv2020

A Robust Consistent Information Criterion for Model Selection based on Empirical Likelihood

Conventional likelihood-based information criteria for model selection rely on the distribution assumption of data. However, for complex data that are increasingly available in many scientific fields, the specification of their underlying distribution turns out to be challenging, and the existing criteria may be limited and are not general enough to handle a variety of model selection problems. Here, we propose a robust and consistent model selection criterion based upon the empirical likelihood function which is data-driven. In particular, this framework adopts plug-in estimators that can be achieved by solving external estimating equations, not limited to the empirical likelihood, which avoids potential computational convergence issues and allows versatile applications, such as generalized linear models, generalized estimating equations, penalized regressions and so on. The formulation of our proposed criterion is initially derived from the asymptotic expansion of the marginal likelihood under variable selection framework, but more importantly, the consistent model selection property is established under a general context. Extensive simulation studies confirm the out-performance of the proposal compared to traditional model selection criteria. Finally, an application to the Atherosclerosis Risk in Communities Study illustrates the practical value of this proposed framework.

stat.ME↗

arXiv2020

Towards Visually Explaining Variational Autoencoders

Recent advances in Convolutional Neural Network (CNN) model interpretability have led to impressive progress in visualizing and understanding model predictions. In particular, gradient-based visual attention methods have driven much recent effort in using visual attention maps as a means for visual explanations. A key problem, however, is these methods are designed for classification and categorization tasks, and their extension to explaining generative models, e.g. variational autoencoders (VAE) is not trivial. In this work, we take a step towards bridging this crucial gap, proposing the first technique to visually explain VAEs by means of gradient-based attention. We present methods to generate visual attention from the learned latent space, and also demonstrate such attention explanations serve more than just explaining VAE predictions. We show how these attention maps can be used to localize anomalies in images, demonstrating state-of-the-art performance on the MVTec-AD dataset. We also show how they can be infused into model training, helping bootstrap the VAE into learning improved latent space disentanglement, demonstrated on the Dsprites dataset.

cs.CV↗

arXiv2020

A New Procedure for Controlling False Discovery Rate in Large-Scale t-tests

This paper is concerned with false discovery rate (FDR) control in large-scale multiple testing problems. We first propose a new data-driven testing procedure for controlling the FDR in large-scale t-tests for one-sample mean problem. The proposed procedure achieves exact FDR control in finite sample settings when the populations are symmetric no matter the number of tests or sample sizes. Comparing with the existing bootstrap method for FDR control, the proposed procedure is computationally efficient. We show that the proposed method can control the FDR asymptotically for asymmetric populations even when the test statistics are not independent. We further show that the proposed procedure with a simple correction is as accurate as the bootstrap method to the second-order degree, and could be much more effective than the existing normal calibration. We extend the proposed procedure to two-sample mean problem. Empirical results show that the proposed procedures have better FDR control than existing ones when the proportion of true alternative hypotheses is not too low, while maintaining reasonably good detection ability.

math.ST↗

arXiv2020

Inference in High-Dimensional Linear Measurement Error Models

For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and the corresponding one-step estimator. We further establish asymptotic properties of the newly proposed test statistic and the one-step estimator. Under local alternatives, we show that the limiting distribution of our corrected decorrelated score test statistic is non-central normal. The finite-sample performance of the proposed inference procedure is examined through simulation studies. We further illustrate the proposed procedure via an empirical analysis of a real data example.

stat.ME↗

arXiv2019

Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Kendall's Rank Correlation Matrices and its Applications

This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically distributed, and do not need any moment conditions, which is very different from the assumptions imposed in the literature of random matrix theory. The statistical setting in this paper covers a wide range of highly skewed and heavy-tailed distributions. We establish the central limit theorem (CLT) for the linear spectral statistics of the Kendall's rank correlation matrices under the Marchenko-Pastur asymptotic regime, in which the dimension diverges to infinity proportionally with the sample size. We further propose three nonparametric procedures for high dimensional independent test and their limiting null distributions are derived by implementing this CLT. Our numerical comparisons demonstrate the robustness and superiority of our proposed test statistics under various mixed and heavy-tailed cases.

math.ST↗

arXiv2019

Retrieval of non-sparse object through scattering media beyond the memory effect

Optical imaging through scattering media is a commonly confronted with the problem of reconstruction of complex objects and optical memory effect. To solve the problem, here, we propose a novel configuration based on the combination of ptychography and shower-curtain effect, which enables the retrieval of non-sparse samples through scattering media beyond the memory effect. Furthermore, by virtue of the shower-curtain effect, the proposed imaging system is insensitive to dynamic scattering media. Results from the retrieval of hair follicle section demonstrate the effectiveness and feasibility of the proposed method. The field of view is improved to 2.64mm. This present technique will be a potential approach for imaging through deep biological tissue.

eess.IV↗

arXiv2019

Distributed Feature Screening via Componentwise Debiasing

Feature screening is a powerful tool in the analysis of high dimensional data. When the sample size $N$ and the number of features $p$ are both large, the implementation of classic screening methods can be numerically challenging. In this paper, we propose a distributed screening framework for big data setup. In the spirit of "divide-and-conquer", the proposed framework expresses a correlation measure as a function of several component parameters, each of which can be distributively estimated using a natural U-statistic from data segments. With the component estimates aggregated, we obtain a final correlation estimate that can be readily used for screening features. This framework enables distributed storage and parallel computing and thus is computationally attractive. Due to the unbiased distributive estimation of the component parameters, the final aggregated estimate achieves a high accuracy that is insensitive to the number of data segments $m$ specified by the problem itself or to be chosen by users. Under mild conditions, we show that the aggregated correlation estimator is as efficient as the classic centralized estimator in terms of the probability convergence bound; the corresponding screening procedure enjoys sure screening property for a wide range of correlation measures. The promising performances of the new method are supported by extensive numerical examples.

stat.ME↗

arXiv2018

Ultrafast lattice deformations studied by means of time-resolved electron and x-ray diffraction

Ultrafast lattice deformation of tens to hundreds of nanometer thick metallic crystals, after femtosecond laser excitation, was measured directly using 8.04 keV subpicosecond x-ray and 59 keV femtosecond electron pulses. Coherent phonons were generated in both single crystal and polycrystalline films. Lattice compression was observed within the first few picoseconds after laser irradiation in single crystal aluminum, which was attributed to the generation of a blast force and the propagation of elastic waves. The different time scale of lattice heating for tens and hundreds nanometer thick films are clearly distinguished by electron and x-ray pulse diffraction. The electron and lattice heating due to ultrafast deposition of photon energy was numerically simulated using the two-temperature model (TTM) and the results agreed with experimental observations. The ultrafast heating described by TTM was also discussed from an electrical circuit perspective, which may provide new insights on the possible connection between thermal and electrical processes. This study demonstrates that the combination of two complimentary ultrafast time-resolved methods, ultrafast x-ray and electron diffraction will provide a panoramic picture of the transient atomic motions and structure in crystals.

cond-mat.mtrl-sci↗

arXiv2017

Direct observation of ultrafast thermal and non-thermal lattice deformation of polycrystalline Aluminum film

The dynamics of thermal and non-thermal lattice deformation of nanometer thick polycrystalline aluminum film has been studied by means of femtosecond (fs) time-resolved electron diffraction. We utilized two different pump wavelengths: 800 nm, the fundamental of Ti: sapphire laser and 1250 nm generated by a home-made optical parametric amplifier(OPA). Our data show that, although coherent phonons were generated under both conditions, the diffraction intensity decayed with the characteristic time of 0.9+/-0.3 ps and 1.7+/-0.3 ps under 800 nm and 1250 nm excitation, respectively. Because the 800 nm laser excitation corresponds to the strong interband transition of aluminum due to the 1.55 eV parallel band structure, our experimental data indicate the presence of non-thermal lattice deformation under 800 nm excitation, which occurs on a time-scale that is shorter than the thermal processes dominated by electron-phonon coupling under 1250 nm excitation.

cond-mat.mtrl-sci↗

arXiv2016

Femtosecond laser induced structural dynamics and melting of Cu (111) single crystal. An ultrafast time-resolved x-ray diffraction study

Femtosecond, 8.04 KeV x-ray pulses are used to probe the lattice dynamics of 150 nm Cu (111) single crystal on mica substrate irradiated with 400 nm, 100 fs laser pulses. For pump fluencies below the damage and melting threshold, we observed lattice contraction due to the formation of a blast force, and coherent acoustic phonons with a period of ~69 ps. At larger pump fluence, solid to liquid phase transition, annealing, and recrystallization were measured in real time by monitoring the intensity evolution of the probing fs x-ray rocking curves and agreed with theoretical simulation results. The experimental data suggest the melting process is a purely thermal phase transition. This study provides, in real time, an ultrafast time-resolved detailed description of the significant processes that occurs as a result of a femtosecond light-pulse interacts with the Cu (111) crystal surface.

cond-mat.mtrl-sci↗

arXiv2016

Carrier emission of n-type Gallium Nitride illuminated by femtosecond laser pulses

The carrier emission efficiency of light emitting diodes is of fundamental importance for many technological applications, including the performance of GaN and other semiconductor photocathodes. We have measured the evolution of the emitted carriers and the associated transient electric field after femtosecond laser excitation of n-type GaN single crystals. These processes were studied using subpicosecond, ultrashort, electron pulses and explained by means of a three-layer analytical model. We find that for pump laser intensities on the order of 10^11 W/cm^2, the electrons that escaped from the crystal surface have a charge of about 2.7 pc and a velocity of about 1.8 um/ps. The associated transient electrical field evolves at intervals ranging from picoseconds to nanoseconds. These results provide a dynamic perspective on the photoemission properties of semiconductor photocathodes.

cond-mat.mtrl-sci↗