arXiv subjects

Tao Zou

Publications and source records attributed to Tao Zou.

At least 37 records · Page 2Linked to original sources

arXiv2025

On Robust Aggregation for Distributed Data

When data are stored across multiple locations, directly pooling all the data together for statistical analysis may be impossible due to communication costs and privacy concerns. Distributed computing systems allow the analysis of such data, by getting local servers to separately process their own statistical analyses and using a central processor to aggregate the local statistical results. Naive aggregation of local statistics using simple or weighted averages, is vulnerable to contamination within a distributed computing system. This paper develops and investigates a Huber-type aggregation method for locally computed M-estimators to handle contamination in the local estimates. Our implementation of this aggregation method requires estimating the asymptotic variance-covariance matrix of the M-estimator, which we accomplish using a robust spatial median approach. Theoretically, the Huber-type aggregation achieves the same convergence rate as if all the data were pooled. We establish its asymptotic normality for making inferences, including justifying a two-step approach for detecting contamination in the distributed computing system. Extensive simulation studies are conducted to validate the theoretical results and the usefulness of our proposed approach is demonstrated on U.S. airline data.

stat.ME↗

arXiv2025

Fixed and Random Covariance Regression Analyses

Covariance regression analysis is an approach to linking the covariance of responses to a set of explanatory variables $X$, where $X$ can be a vector, matrix, or tensor. Most of the literature on this topic focuses on the "Fixed-$X$" setting and treats $X$ as nonrandom. By contrast, treating explanatory variables $X$ as random, namely the "Random-$X$" setting, is often more realistic in practice. This article aims to fill this gap in the literature on the estimation and model assessment theory for Random-$X$ covariance regression models. Specifically, we construct a new theoretical framework for studying the covariance estimators under the Random-$X$ setting, and we demonstrate that the quasi-maximum likelihood estimator and the weighted least squares estimator are both consistent and asymptotically normal. In addition, we develop pioneering work on the model assessment theory of covariance regression. In particular, we obtain the bias-variance decompositions for the expected test errors under both the Fixed-$X$ and Random-$X$ settings. We show that moving from a Fixed-$X$ to a Random-$X$ setting can increase both the bias and the variance in expected test errors. Subsequently, we propose estimators of the expected test errors under the Fixed-$X$ and Random-$X$ settings, which can be used to assess the performance of the competing covariance regression models. The proposed estimation and model assessment approaches are illustrated via extensive simulation experiments and an empirical study of stock returns in the US market.

math.ST↗

arXiv2024

An Ising Similarity Regression Model for Modeling Multivariate Binary Data

Understanding the dependence structure between response variables is an important component in the analysis of correlated multivariate data. This article focuses on modeling dependence structures in multivariate binary data, motivated by a study aiming to understand how patterns in different U.S. senators' votes are determined by similarities (or lack thereof) in their attributes, e.g., political parties and social network profiles. To address such a research question, we propose a new Ising similarity regression model which regresses pairwise interaction coefficients in the Ising model against a set of similarity measures available/constructed from covariates. Model selection approaches are further developed through regularizing the pseudo-likelihood function with an adaptive lasso penalty to enable the selection of relevant similarity measures. We establish estimation and selection consistency of the proposed estimator under a general setting where the number of similarity measures and responses tend to infinity. Simulation study demonstrates the strong finite sample performance of the proposed estimator, particularly compared with several existing Ising model estimators in estimating the matrix of pairwise interaction coefficients. Applying the Ising similarity regression model to a dataset of roll call voting records of 100 U.S. senators, we are able to quantify how similarities in senators' parties, businessman occupations and social network profiles drive their voting associations.

stat.ME↗

arXiv2024

Penalized Sparse Covariance Regression with High Dimensional Covariates

Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional predictors (i.e., similarity matrices). Specifically, we use the penalization method to identify the informative predictors and estimate their associated coefficients simultaneously. We first investigate the Lasso estimator and subsequently consider the folded concave penalized estimation methods (e.g., SCAD and MCP). However, the theoretical analysis of the existing penalization methods is primarily based on i.i.d. data, which is not directly applicable to our scenario. To address this difficulty, we establish the non-asymptotic error bounds by exploiting the spectral properties of the covariance matrix and similarity matrices. Then, we derive the estimation error bound for the Lasso estimator and establish the desirable oracle property of the folded concave penalized estimator. Extensive simulation studies are conducted to corroborate our theoretical results. We also illustrate the usefulness of the proposed method by applying it to a Chinese stock market dataset.

stat.ME↗

arXiv2024

Dynamic Graph Representation Learning for Passenger Behavior Prediction

Passenger behavior prediction aims to track passenger travel patterns through historical boarding and alighting data, enabling the analysis of urban station passenger flow and timely risk management. This is crucial for smart city development and public transportation planning. Existing research primarily relies on statistical methods and sequential models to learn from individual historical interactions, which ignores the correlations between passengers and stations. To address these issues, this paper proposes DyGPP, which leverages dynamic graphs to capture the intricate evolution of passenger behavior. First, we formalize passengers and stations as heterogeneous vertices in a dynamic graph, with connections between vertices representing interactions between passengers and stations. Then, we sample the historical interaction sequences for passengers and stations separately. We capture the temporal patterns from individual sequences and correlate the temporal behavior between the two sequences. Finally, we use an MLP-based encoder to learn the temporal patterns in the interactions and generate real-time representations of passengers and stations. Experiments on real-world datasets confirmed that DyGPP outperformed current models in the behavior prediction task, demonstrating the superiority of our model.

cs.LG↗

arXiv2024

Repeat-Aware Neighbor Sampling for Dynamic Graph Learning

Dynamic graph learning equips the edges with time attributes and allows multiple links between two nodes, which is a crucial technology for understanding evolving data scenarios like traffic prediction and recommendation systems. Existing works obtain the evolving patterns mainly depending on the most recent neighbor sequences. However, we argue that whether two nodes will have interaction with each other in the future is highly correlated with the same interaction that happened in the past. Only considering the recent neighbors overlooks the phenomenon of repeat behavior and fails to accurately capture the temporal evolution of interactions. To fill this gap, this paper presents RepeatMixer, which considers evolving patterns of first and high-order repeat behavior in the neighbor sampling strategy and temporal information learning. Firstly, we define the first-order repeat-aware nodes of the source node as the destination nodes that have interacted historically and extend this concept to high orders as nodes in the destination node's high-order neighbors. Then, we extract neighbors of the source node that interacted before the appearance of repeat-aware nodes with a slide window strategy as its neighbor sequence. Next, we leverage both the first and high-order neighbor sequences of source and destination nodes to learn temporal patterns of interactions via an MLP-based encoder. Furthermore, considering the varying temporal patterns on different orders, we introduce a time-aware aggregation mechanism that adaptively aggregates the temporal representations from different orders based on the significance of their interaction time sequences. Experimental results demonstrate the superiority of RepeatMixer over state-of-the-art models in link prediction tasks, underscoring the effectiveness of the proposed repeat-aware neighbor sampling strategy.

cs.LG↗

arXiv2024

Adaptive Taxonomy Learning and Historical Patterns Modelling for Patent Classification

Patent classification aims to assign multiple International Patent Classification (IPC) codes to a given patent. Recent methods for automatically classifying patents mainly focus on analyzing the text descriptions of patents. However, apart from the texts, each patent is also associated with some assignees, and the knowledge of their applied patents is often valuable for classification. Furthermore, the hierarchical taxonomy formulated by the IPC system provides important contextual information and enables models to leverage the correlations between IPC codes for more accurate classification. However, existing methods fail to incorporate the above aspects. In this paper, we propose an integrated framework that comprehensively considers the information on patents for patent classification. To be specific, we first present an IPC codes correlations learning module to derive their semantic representations via adaptively passing and aggregating messages within the same level and across different levels along the hierarchical taxonomy. Moreover, we design a historical application patterns learning component to incorporate the corresponding assignee's previous patents by a dual channel aggregation mechanism. Finally, we combine the contextual information of patent texts that contains the semantics of IPC codes, and assignees' sequential preferences to make predictions. Experiments on real-world datasets demonstrate the superiority of our approach over the existing methods. Besides, we present the model's ability to capture the temporal patterns of assignees and the semantic dependencies among IPC codes.

cs.AI↗

arXiv2024

Generalized Score Matching

Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is difficult or impossible to implement. To date, applications of score matching have focused more on continuous IID models. Motivated by various data modelling problems, this article proposes a unified asymptotic theory of generalized score matching developed under the independence assumption, covering both continuous and discrete response data, thereby giving a sound basis for score-matchingbased inference. Real data analyses and simulation studies provide convincing evidence of strong practical performance of the proposed methods.

stat.ME↗

arXiv2023

Pretraining Language Models with Text-Attributed Heterogeneous Graphs

In many real-world scenarios (e.g., academic networks, social platforms), different types of entities are not only associated with texts but also connected by various relationships, which can be abstracted as Text-Attributed Heterogeneous Graphs (TAHGs). Current pretraining tasks for Language Models (LMs) primarily focus on separately learning the textual information of each entity and overlook the crucial aspect of capturing topological connections among entities in TAHGs. In this paper, we present a new pretraining framework for LMs that explicitly considers the topological and heterogeneous information in TAHGs. Firstly, we define a context graph as neighborhoods of a target node within specific orders and propose a topology-aware pretraining task to predict nodes involved in the context graph by jointly optimizing an LM and an auxiliary heterogeneous graph neural network. Secondly, based on the observation that some nodes are text-rich while others have little text, we devise a text augmentation strategy to enrich textless nodes with their neighbors' texts for handling the imbalance issue. We conduct link prediction and node classification tasks on three datasets from various domains. Experimental results demonstrate the superiority of our approach over existing methods and the rationality of each design. Our code is available at https://github.com/Hope-Rita/THLM.

cs.CL↗

arXiv2023

Magnetic properties of the quasi-one-dimensional S = 1 spin chain antiferromagnet BaNiTe2O7

We report a quasi-one-dimensional S = 1 spin chain compound BaNiTe2O7. This magnetic system has been investigated by magnetic susceptibility, specific heat, and neutron powder diffraction. These results indicate that BaNiTe2O7 develops a short-range magnetic correlation around T ~ 22 K. With further cooling, an antiferromagnetic phase transition is observed at TN ~ 5.4 K. Neutron powder diffraction revealed antiferromagnetic noncollinear order with a commensurate propagation vector k = (1/2, 1, 0). The refined magnetic moment size of Ni2+ at 1.5 K is 1.84μB, and its noncollinear spin texture is confirmed by first-principles calculations. Inelastic neutron-scattering results and density functional theory calculations confirmed the quasi-one-dimensional nature of the spin systems.

cond-mat.str-el↗

arXiv2023

Event-based Dynamic Graph Representation Learning for Patent Application Trend Prediction

Accurate prediction of what types of patents that companies will apply for in the next period of time can figure out their development strategies and help them discover potential partners or competitors in advance. Although important, this problem has been rarely studied in previous research due to the challenges in modelling companies' continuously evolving preferences and capturing the semantic correlations of classification codes. To fill in this gap, we propose an event-based dynamic graph learning framework for patent application trend prediction. In particular, our method is founded on the memorable representations of both companies and patent classification codes. When a new patent is observed, the representations of the related companies and classification codes are updated according to the historical memories and the currently encoded messages. Moreover, a hierarchical message passing mechanism is provided to capture the semantic proximities of patent classification codes by updating their representations along the hierarchical taxonomy. Finally, the patent application trend is predicted by aggregating the representations of the target company and classification codes from static, dynamic, and hierarchical perspectives. Experiments on real-world data demonstrate the effectiveness of our approach under various experimental conditions, and also reveal the abilities of our method in learning semantics of classification codes and tracking technology developing trajectories of companies.

cs.AI↗

arXiv2023

Cooperative guidance of multiple missiles: a hybrid co-evolutionary approach

Cooperative guidance of multiple missiles is a challenging task with rigorous constraints of time and space consensus, especially when attacking dynamic targets. In this paper, the cooperative guidance task is described as a distributed multi-objective cooperative optimization problem. To address the issues of non-stationarity and continuous control faced by cooperative guidance, the natural evolutionary strategy (NES) is improved along with an elitist adaptive learning technique to develop a novel natural co-evolutionary strategy (NCES). The gradients of original evolutionary strategy are rescaled to reduce the estimation bias caused by the interaction between the multiple missiles. Then, a hybrid co-evolutionary cooperative guidance law (HCCGL) is proposed by integrating the highly scalable co-evolutionary mechanism and the traditional guidance strategy. Finally, three simulations under different conditions demonstrate the effectiveness and superiority of this guidance law in solving cooperative guidance tasks with high accuracy. The proposed co-evolutionary approach has great prospects not only in cooperative guidance, but also in other application scenarios of multi-objective optimization, dynamic optimization and distributed control.

cs.NE↗

arXiv2022

Stronger quantum fluctuation with larger spins: Emergent magnetism in the pressurized high-temperature superconductor FeSe

A counter-intuitive enhancement of quantum fluctuation with larger spins, together with a few novel physical phenomena, is discovered in studying the recently observed emergent magnetism in high-temperature superconductor FeSe under pressure. Starting with experimental crystalline structure from our high-pressure X-ray refinement, we analyze theoretically the stability of the magnetically ordered state with a realistic spin-fermion model. We find surprisingly that in comparison with the magnetically ordered Fe-pnictides, the larger spins in FeSe suffer even stronger long-range quantum fluctuation that diminishes their ordering at ambient pressure. This "fail-to-order" quantum spin liquid state then develops into an ordered state above 1GPa due to weakened fluctuation accompanying the reduction of anion height and carrier density. The ordering further benefits from the ferro-orbital order and shows the observed enhancement around 1GPa. We further clarify the controversial nature of magnetism and its interplay with nematicity in FeSe in the same unified picture for all Fe-based superconductors. In addition, the versatile itinerant carriers produce interesting correlated metal behavior in a large region of phase space. Our study establishes a generic exceptional paradigm of stronger quantum fluctuation with larger spins that complements the standard knowledge of insulating magnetism.

cond-mat.str-el↗

arXiv2022

Covariance Model with General Linear Structure and Divergent Parameters

For estimating the large covariance matrix with a limited sample size, we propose the covariance model with general linear structure (CMGL) by employing the general link function to connect the covariance of the continuous response vector to a linear combination of weight matrices. Without assuming the distribution of responses, and allowing the number of parameters associated with weight matrices to diverge, we obtain the quasi-maximum likelihood estimators (QMLE) of parameters and show their asymptotic properties. In addition, an extended Bayesian information criteria (EBIC) is proposed to select relevant weight matrices, and the consistency of EBIC is demonstrated. Under the identity link function, we introduce the ordinary least squares estimator (OLS) that has the closed form. Hence, its computational burden is reduced compared to QMLE, and the theoretical properties of OLS are also investigated. To assess the adequacy of the link function, we further propose the quasi-likelihood ratio test and obtain its limiting distribution. Simulation studies are presented to assess the performance of the proposed methods, and the usefulness of generalized covariance models is illustrated by an analysis of the US stock market.

stat.ME↗

arXiv2022

Mutual Influence Regression Model

In this article, we propose the mutual influence regression model (MIR) to establish the relationship between the mutual influence matrix of actors and a set of similarity matrices induced by their associated attributes. This model is able to explain the heterogeneous structure of the mutual influence matrix by extending the commonly used spatial autoregressive model while allowing it to change with time. To facilitate making inferences with MIR, we establish parameter estimation, weight matrices selection and model testing. Specifically, we employ the quasi-maximum likelihood estimation method to estimate unknown regression coefficients, and demonstrate that the resulting estimator is asymptotically normal without imposing the normality assumption and while allowing the number of similarity matrices to diverge. In addition, an extended BIC-type criterion is introduced for selecting relevant matrices from the divergent number of similarity matrices. To assess the adequacy of the proposed model, we further propose an influence matrix test and develop a novel approach in order to obtain the limiting distribution of the test. Finally, we extend the model to accommodate endogenous weight matrices, exogenous covariates, and both individual and time fixed effects, to broaden the usefulness of MIR. The simulation studies support our theoretical findings, and a real example is presented to illustrate the usefulness of the proposed MIR model.

stat.ME↗

arXiv2022

Inward and Outward Network Influence Analysis

Measuring heterogeneous influence across nodes in a network is critical in network analysis. This paper proposes an Inward and Outward Network Influence (IONI) model to assess nodal heterogeneity. Specifically, we allow for two types of influence parameters; one measures the magnitude of influence that each node exerts on others (outward influence), while we introduce a new parameter to quantify the receptivity of each node to being influenced by others (inward influence). Accordingly, these two types of influence measures naturally classify all nodes into four quadrants (high inward and high outward, low inward and high outward, low inward and low outward, high inward and low outward). To demonstrate our four-quadrant clustering method in practice, we apply the quasi-maximum likelihood approach to estimate the influence parameters, and we show the asymptotic properties of the resulting estimators. In addition, score tests are proposed to examine the homogeneity of the two types of influence parameters. To improve the accuracy of inferences about nodal influences, we introduce a Bayesian information criterion that selects the optimal influence model. The usefulness of the IONI model and the four-quadrant clustering method is illustrated via simulation studies and an empirical example involving customer segmentation.

stat.ME↗

arXiv2022

Generalized Score Matching for Regression

Many probabilistic models that have an intractable normalizing constant may be extended to contain covariates. Since the evaluation of the exact likelihood is difficult or even impossible for these models, score matching was proposed to avoid explicit computation of the normalizing constant. In the literature, score matching has so far only been developed for models in which the observations are independent and identically distributed (IID). However, the IID assumption does not hold in the traditional fixed design setting for regression-type models. To deal with the estimation of these covariate-dependent models, this paper presents a new score matching approach for independent but not necessarily identically distributed data under a general framework for both continuous and discrete responses, which includes a novel generalized score matching method for count response regression. We prove that our proposed score matching estimators are consistent and asymptotically normal under mild regularity conditions. The theoretical results are supported by simulation studies and a real-data example. Additionally, our simulation results indicate that, compared to approximate maximum likelihood estimation, the generalized score matching produces estimates with substantially smaller biases in an application to doctoral publication data.

math.ST↗

arXiv2022

Sensitivity-based dynamic performance assessment for model predictive control with Gaussian noise

Economic model predictive control and tracking model predictive control are two popular advanced process control strategies used in various of fields. Nevertheless, which one should be chosen to achieve better performance in the presence of noise is uncertain when designing a control system. To this end, a sensitivity-based performance assessment approach is proposed to pre-evaluate the dynamic economic and tracking performance of them in this work. First, their controller gains around the optimal steady state are evaluated by calculating the sensitivities of corresponding constrained dynamic programming problems. Second, the controller gains are substituted into control loops to derive the propagation of process and measurement noise. Subsequently, the Taylor expansion is introduced to simplify the calculation of variance and mean of each variable. Finally, the tracking and economic performance surfaces are plotted and the performance indices are precisely calculated through integrating the objective functions and the probability density functions. Moreover, boundary moving (i.e., back off) and target moving can be pre-configured to guarantee the stability of controlled processes using the proposed approach. Extensive simulations under different cases illustrate the proposed approach can provide useful guidance on performance assessment and controller design.

eess.SY↗