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Shuyuan Wu

Publications and source records attributed to Shuyuan Wu.

17 recordsLinked to original sources

Bias-Correction for Privacy-Protected Spatial Autoregressive Models with Application to Restaurant Network Analysis

Spatial autoregressive (SAR) models and their extensions are important tools for studying network effects. However, with an increasing emphasis on data privacy, data providers often implement protection measures that render standard SAR models inapplicable. In this study, we introduce a privacy-protected SAR model that incorporates noise into both the response and covariates to meet privacy requirements. With noise present in both components, the traditional quasi-maximum likelihood estimator becomes difficult to compute because the likelihood function cannot be directly formulated. To bypass this hurdle, we begin with a pseudo-likelihood approach, initially omitting the noise in the covariates. A Newton-Raphson algorithm is then applied to compute the estimator; however, the estimator is biased. To address this, we propose a bias-corrected Newton-Raphson-type algorithm that simultaneously accounts for noise in both the response and covariates. We further show, under appropriate regularity conditions, that the resulting estimator is consistent and asymptotically normal. To further enhance computational efficiency, we also develop a bias-corrected least squares estimator. Several extensions are discussed, and the finite-sample performance of the proposed methods is evaluated through extensive simulations. We apply the proposed methodology to restaurant transaction data from a third-party payment platform. Our method identifies a statistically significant competitive network effect among restaurants and further reveals meaningful restaurant-customer interaction patterns.

stat.ME

Asymptotic Anytime-Valid Quantile Inference under Local Differential Privacy

Sequential quantile inference is difficult under local differential privacy because every record is randomized before reaching the analyst and the limiting quantile variance depends on an unknown density. We develop an online procedure that combines randomized response with dynamically chained parallel stochastic gradient descent (P-SGD). The resulting Polyak--Ruppert estimator admits a strong Gaussian approximation. A cross-chain quadratic statistic, computed entirely from private iterates, consistently estimates the limiting variance without a separate online density estimator. These results yield asymptotic confidence sequences and, under polynomial chain growth, asymptotic time-uniform coverage. Arm-wise constructions support locally private quantile best-arm identification, time-uniform simple-regret bounds, and sequential A/B tests of quantile treatment effects. Simulations and salary-data analyses illustrate the finite-sample behavior and practical use of the proposed methods.

stat.ME

High-Dimensional Assisted Learning for Vertically Distributed Data with Blockwise Missingness

In multi-institutional studies, different parties hold distinct feature blocks for partially overlapping sets of individuals. Responses may also be missing for some records. In such settings, we propose Assisted Learning with Block-Missing Data (ALB) for sparse high-dimensional linear estimation and coordinatewise inference without pooling records or relying on a coordinating server. ALB minimizes a regularized available-case quadratic loss using cyclic block updates. Each cycle communicates $O(n)$ scalars through sample-level linear summaries, regardless of data dimension $p$, and the iterates converge geometrically to the centralized solution. We derive estimation rates that separate statistical and optimization errors. For inference on a target coefficient, ALB estimates the corresponding precision column and uses a sample-level variance estimator that accounts for dependence among moments computed from overlapping samples. Under sparsity and overlap conditions, the studentized estimator is asymptotically standard normal at the $\sqrt n$ rate, even when there are no complete cases. We also study one-time perturbed covariate and response releases that reduce direct disclosure by replacing unperturbed sample-level quantities with noisy versions. Simulations and an analysis of multimodal Alzheimer's Disease Neuroimaging Initiative data indicate that ALB approximates its centralized benchmark and improves upon complete-case Lasso by incorporating partially observed records.

stat.ME

Decentralized EM Algorithm for Gaussian Mixtures under Data Heterogeneity and Partial Labeling

We systematically study several network-based Expectation-Maximization (EM) algorithms for the Gaussian mixture model within decentralized federated learning (DFL). Our theoretical investigation shows that directly extending the classic EM algorithm to DFL leads to a biased estimator when data are heterogeneously distributed across sites. To address this, we introduce a momentum network EM (MNEM) algorithm, which integrates information from both current and historical estimators from previous DFL iterations. We further develop a semi-supervised MNEM (semi-MNEM) algorithm, which utilizes information provided by partially labeled data. Rigorous theoretical analysis demonstrates that the MNEM estimator can achieve the same asymptotic efficiency as the whole-sample estimator under appropriate regularity conditions, even with heterogeneous data. Moreover, the semi-MNEM estimator significantly improves the convergence speed of the MNEM algorithm, even if different mixture components are poorly separated. Extensive simulations are conducted, and a widely used chest X-ray dataset is analyzed to demonstrate the finite-sample performance of the proposed methods.

stat.ML

Causal Inference for Network Autoregression Model: A Targeted Minimum Loss Estimation Approach

We study estimation of the average treatment effect (ATE) from a single network in observational settings with interference. The weak cross-unit dependence is modeled via an endogenous peer-effect (network autoregressive) term that induces distance-decaying network dependence, relaxing the common finite-order interference to infinite interference. We propose a targeted minimum loss estimation (TMLE) procedure that removes plug-in bias from an initial estimator. The targeting step yields an adjustment direction that incorporates the network autoregressive structure and assigns heterogeneous, network-dependent weights to units. We find that the asymptotic leading term related to the covariates $\mathbf{X}_i$ can be formulated into a $V$-statistic whose order diverges with the network degrees. A novel limit theory is developed to establish the asymptotic normality under such complex network dependent scenarios. We show that our method can achieve smaller asymptotic variance than existing methods when $\mathbf{X}_i$ is i.i.d. generated and estimated with empirical distribution, and provide theoretical guarantees for estimating the variance. Extensive numerical studies and a live-streaming data analysis are presented to illustrate the advantages of the proposed method.

stat.ME

Adaptive Decentralized Federated Learning for Robust Optimization

In decentralized federated learning (DFL), the presence of abnormal clients, often caused by noisy or poisoned data, can significantly disrupt the learning process and degrade the overall robustness of the model. Previous methods on this issue often require a sufficiently large number of normal neighboring clients or prior knowledge of reliable clients, which reduces the practical applicability of DFL. To address these limitations, we develop here a novel adaptive DFL (aDFL) approach for robust estimation. The key idea is to adaptively adjust the learning rates of clients. By assigning smaller rates to suspicious clients and larger rates to normal clients, aDFL mitigates the negative impact of abnormal clients on the global model in a fully adaptive way. Our theory does not put any stringent conditions on neighboring nodes and requires no prior knowledge. A rigorous convergence analysis is provided to guarantee the oracle property of aDFL. Extensive numerical experiments demonstrate the superior performance of the aDFL method.

cs.LG

Federated Learning of Quantile Inference under Local Differential Privacy

In this paper, we investigate federated learning for quantile inference under local differential privacy (LDP). We propose an estimator based on local stochastic gradient descent (SGD), whose local gradients are perturbed via a randomized mechanism with global parameters, making the procedure tolerant of communication and storage constraints without compromising statistical efficiency. Although the quantile loss and its corresponding gradient do not satisfy standard smoothness conditions typically assumed in existing literature, we establish asymptotic normality for our estimator as well as a functional central limit theorem. The proposed method accommodates data heterogeneity and allows each server to operate with an individual privacy budget. Furthermore, we construct confidence intervals for the target value through a self-normalization approach, thereby circumventing the need to estimate additional nuisance parameters. Extensive numerical experiments and real data application validate the theoretical guarantees of the proposed methodology.

stat.ME

A Selective Review on Statistical Methods for Massive Data Computation: Distributed Computing, Subsampling, and Minibatch Techniques

This paper presents a selective review of statistical computation methods for massive data analysis. A huge amount of statistical methods for massive data computation have been rapidly developed in the past decades. In this work, we focus on three categories of statistical computation methods: (1) distributed computing, (2) subsampling methods, and (3) minibatch gradient techniques. The first class of literature is about distributed computing and focuses on the situation, where the dataset size is too huge to be comfortably handled by one single computer. In this case, a distributed computation system with multiple computers has to be utilized. The second class of literature is about subsampling methods and concerns about the situation, where the sample size of dataset is small enough to be placed on one single computer but too large to be easily processed by its memory as a whole. The last class of literature studies those minibatch gradient related optimization techniques, which have been extensively used for optimizing various deep learning models.

stat.ME

Quasi-Newton Updating for Large-Scale Distributed Learning

Distributed computing is critically important for modern statistical analysis. Herein, we develop a distributed quasi-Newton (DQN) framework with excellent statistical, computation, and communication efficiency. In the DQN method, no Hessian matrix inversion or communication is needed. This considerably reduces the computation and communication complexity of the proposed method. Notably, related existing methods only analyze numerical convergence and require a diverging number of iterations to converge. However, we investigate the statistical properties of the DQN method and theoretically demonstrate that the resulting estimator is statistically efficient over a small number of iterations under mild conditions. Extensive numerical analyses demonstrate the finite sample performance.

cs.LG

Subsampling and Jackknifing: A Practically Convenient Solution for Large Data Analysis with Limited Computational Resources

Modern statistical analysis often encounters datasets with large sizes. For these datasets, conventional estimation methods can hardly be used immediately because practitioners often suffer from limited computational resources. In most cases, they do not have powerful computational resources (e.g., Hadoop or Spark). How to practically analyze large datasets with limited computational resources then becomes a problem of great importance. To solve this problem, we propose here a novel subsampling-based method with jackknifing. The key idea is to treat the whole sample data as if they were the population. Then, multiple subsamples with greatly reduced sizes are obtained by the method of simple random sampling with replacement. It is remarkable that we do not recommend sampling methods without replacement because this would incur a significant cost for data processing on the hard drive. Such cost does not exist if the data are processed in memory. Because subsampled data have relatively small sizes, they can be comfortably read into computer memory as a whole and then processed easily. Based on subsampled datasets, jackknife-debiased estimators can be obtained for the target parameter. The resulting estimators are statistically consistent, with an extremely small bias. Finally, the jackknife-debiased estimators from different subsamples are averaged together to form the final estimator. We theoretically show that the final estimator is consistent and asymptotically normal. Its asymptotic statistical efficiency can be as good as that of the whole sample estimator under very mild conditions. The proposed method is simple enough to be easily implemented on most practical computer systems and thus should have very wide applicability.

stat.ME

Network Gradient Descent Algorithm for Decentralized Federated Learning

We study a fully decentralized federated learning algorithm, which is a novel gradient descent algorithm executed on a communication-based network. For convenience, we refer to it as a network gradient descent (NGD) method. In the NGD method, only statistics (e.g., parameter estimates) need to be communicated, minimizing the risk of privacy. Meanwhile, different clients communicate with each other directly according to a carefully designed network structure without a central master. This greatly enhances the reliability of the entire algorithm. Those nice properties inspire us to carefully study the NGD method both theoretically and numerically. Theoretically, we start with a classical linear regression model. We find that both the learning rate and the network structure play significant roles in determining the NGD estimator's statistical efficiency. The resulting NGD estimator can be statistically as efficient as the global estimator, if the learning rate is sufficiently small and the network structure is well balanced, even if the data are distributed heterogeneously. Those interesting findings are then extended to general models and loss functions. Extensive numerical studies are presented to corroborate our theoretical findings. Classical deep learning models are also presented for illustration purpose.

cs.LG

Improved absolute clock stability by the joint interrogation of two atomic states

Improving the clock stability is of fundamental importance for the development of quantum-enhanced metrology. One of the main limitations arises from the randomly-fluctuating local oscillator (LO) frequency, which introduces "phase slips" for long interrogation times and hence failure of the frequency-feedback loop. Here we propose a strategy to improve the stability of atomic clocks by interrogating two out-of-phase state sharing the same LO. While standard Ramsey interrogation can only determine phases unambiguously in the interval $[-π/2,π/2]$, the joint interrogation allows for an extension to $[-π,π]$, resulting in a relaxed restriction of the Ramsey time and improvement of absolute clock stability. Theoretical predictions are supported by ab-initio numerical simulation for white and correlated LO noise. While our basic protocol uses uncorrelated atoms, we have further extended it to include spin-squeezing and further improving the scaling of clock stability with the number of atoms. Our protocol can be readily tested in current state-of-the-art experiments.

quant-ph

Universality of miscible-immiscible phase separation dynamics in two-component Bose-Einstein condensates

We investigate the non-equilibrium dynamics across the miscible-immiscible phase separation in a binary mixture of Bose-Einstein condensates. The excitation spectra reveal that the Landau critical velocity vanishes at the critical point, where the superfluidity spontaneously breaks down. We analytically extract the dynamical critical exponent $z=2$ from the Landau critical velocity. Moreover, by simulating the real-time dynamics across the critical point, we find the average domain number and the average bifurcation delay show universal scaling laws with respect to the quench time. We then numerically extract the static correlation length critical exponent $v=1/2$ and the dynamical critical exponent $z=2$ according to Kibble-Zurek mechanism. The scaling exponents $(v=1/2, z=2)$ in the phase separation driven by quenching the atom-atom interaction are different from the ones $(v=1/2, z=1)$ in the phase separation driven by quenching the Rabi coupling strength [PRL \textbf{102}, 070401 (2009); PRL \textbf{107}, 230402 (2011)]. Our study explores the connections between the spontaneous superfluidity breakdown and the spontaneous defect formation in the phase separation dynamics.

cond-mat.quant-gas

Universal dynamics of zero-momentum to plane-wave transition in spin-orbit coupled Bose-Einstein condensates

We investigate the universal spatiotemporal dynamics in spin-orbit coupled Bose-Einstein condensates which are driven from the zero-momentum phase to the plane-wave phase. The excitation spectrum reveals that, at the critical point, the Landau critical velocity vanishes and the correlation length diverges. Therefore, according to the Kibble-Zurek mechanism, spatial domains will spontaneously appear in such a quench through the critical point. By simulating the real-time dynamics, we numerically extract the static correlation length critical exponent v and the dynamic critical exponent z from the scalings of the temporal bifurcation delay and the spatial domain number. The numerical scalings consist well with the analytical ones obtained by analyzing the excitation spectrum.

cond-mat.quant-gas

Universal spatiotemporal dynamics of spontaneous superfluidity breakdown in the presence of synthetic gauge fields

According to the famous Kibble-Zurek mechanism (KZM), the universality of spontaneous defect generation in continuous phase transitions (CPTs) can be understood by the critical slowing down. In most CPTs of atomic Bose-Einstein condensates (BECs), the universality of spontaneous defect generations has been explained by the divergent relaxation time associated with the nontrivial gapless Bogoliubov excitations. However, for atomic BECs in synthetic gauge fields, their spontaneous superfluidity breakdown is resulted from the divergent correlation length associated with the zero Landau critical velocity. Here, by considering an atomic BEC ladder subjected to a synthetic magnetic field, we reveal that the spontaneous superfluidity breakdown obeys the KZM. The Kibble-Zurek scalings are derived from the Landau critical velocity which determines the correlation length. In further, the critical exponents are numerically extracted from the critical spatial-temporal dynamics of the bifurcation delay and the spontaneous vortex generation. Our study provides a general way to explore and understand the spontaneous superfluidity breakdown in CPTs from a single-well dispersion to a double-well one, such as, BECs in synthetic gauge fields, spin-orbit coupled BECs, and BECs in shaken optical lattices.

cond-mat.quant-gas

Kibble-Zurek dynamics in an array of coupled binary Bose condensates

Universal dynamics of spontaneous symmetry breaking is central to understanding the universal behavior of spontaneous defect formation in various system from the early universe, condensed-matter systems to ultracold atomic systems. We explore the universal real-time dynamics in an array of coupled binary atomic Bose-Einstein condensates in optical lattices, which undergo a spontaneous symmetry breaking from the symmetric Rabi oscillation to the broken-symmetry self-trapping. In addition to Goldstone modes, there exist gapped Higgs mode whose excitation gap vanishes at the critical point. In the slow passage through the critical point, we analytically find that the symmetry-breaking dynamics obeys the Kibble-Zurek mechanism. From the scalings of bifurcation delay and domain formation, we numerically extract two Kibble-Zurek exponents $b_{1}=ν/(1+νz)$ and $b_{2}=1/(1+νz)$, which give the static correlation-length critical exponent $ν$ and the dynamic critical exponent $z$. Our approach provides an efficient way to simultaneous determination of the critical exponents $ν$ and $z$ for a continuous phase transition.

cond-mat.quant-gas

Quantum Metrology with Cold Atoms

Quantum metrology is the science that aims to achieve precision measurements by making use of quantum principles. Attribute to the well-developed techniques of manipulating and detecting cold atoms, cold atomic systems provide an excellent platform for implementing precision quantum metrology. In this chapter, we review the general procedures of quantum metrology and some experimental progresses in quantum metrology with cold atoms. Firstly, we give the general framework of quantum metrology and the calculation of quantum Fisher information, which is the core of quantum parameter estimation. Then, we introduce the quantum interferometry with single and multiparticle states. In particular, for some typical multiparticle states, we analyze their ultimate precision limits and show how quantum entanglement could enhance the measurement precision beyond the standard quantum limit. Further, we review some experimental progresses in quantum metrology with cold atomic systems.

quant-ph