arXiv subjects

Tianwei Yu

Publications and source records attributed to Tianwei Yu.

13 recordsLinked to original sources

arXiv2026

CC-AOS: Cost- and Horizon-Conditioned Amortized Backward Induction for Finite-Horizon Optimal Stopping

Finite-horizon optimal stopping is a central problem in early time-series classification, where a system must decide at each sequence prefix whether the expected benefit of another observation justifies its acquisition cost. Existing data-driven backward-induction methods typically solve each cost-horizon operating point separately, so changing operating conditions requires repeated optimization and separate model stacks, making continuous cost adaptation and multi-horizon deployment inefficient. We propose CC-AOS (Cost- and Horizon-Conditioned Amortized Optimal Stopping), a structured amortized solver for a family of finite-horizon stopping problems with continuous costs and multiple horizons. CC-AOS learns a shared continuation-value model conditioned on the current state, absolute time, remaining horizon, and acquisition cost through joint amortized fitted backward induction. We establish that the exact value and continuation functions are nondecreasing, concave, and horizon-dependently Lipschitz in cost, encode these properties in the model architecture, and derive residual-based bounds on value and policy errors. Experiments on controlled Gaussian and time-varying non-Gaussian processes and the FordA engine-noise time-series benchmark compare CC-AOS with representative per-operating-point backward-induction solvers and tuned static stopping rules. At six unseen FordA cost-horizon pairs, one CC-AOS checkpoint achieved a lower terminal-risk-plus-sampling-cost objective than independently fitted Convex Function Learning at all six pairs, with an average reduction of 15.75 percent, while matching the tuned static thresholds on average.

cs.LG↗

arXiv2026

A Penalty-Free Asymmetric Nitsche's Method for Edge Elements

We show the stability of a penalty-free asymmetric Nitsche's method using N\'ed\'elec edge elements for solving curl-curl-type problems with tangential Dirichlet boundary conditions imposed weakly. The main result is an inf-sup stability estimate for the asymmetric bilinear form under an isolated patch condition on the tetrahedral mesh. Applications to a curl-elliptic problem and a magnetic advection-diffusion problem are discussed.

math.NA↗

arXiv2026

A Mixed Finite Element Method for the Dirichlet Vector Laplacian in Three Dimensions

This work establishes the well-posedness and a priori error analysis for the mixed FEEC-type finite element approximation of the three-dimensional vector Laplace boundary value problem subject to the Dirichlet boundary condition. The Dirichlet condition disrupts the structure of the standard de Rham complex, requiring the vorticity to be sought in a non-standard function space to achieve well-posedness. We derive error estimates that confirm the numerically observed suboptimal convergence rates. In particular, by developing a discrete Caccioppoli-type inequality for discrete curl-harmonic functions, we prove $(k-1/2)$-th order convergence in the energy norm on general domains and $k$-th order convergence in $L^2$ on convex domains, where $k \ge 1$ denotes polynomial degree of the finite element spaces. These results extend the previous two-dimensional analysis developed in [Arnold, D.N., Falk, R.S. and Gopalakrishnan, J., 2012. Mixed finite element approximation of the vector Laplacian with Dirichlet boundary conditions. Mathematical Models and Methods in Applied Sciences, 22(9), p.1250024.]~to three-dimensional domains with general topology. As a direct application, a discretization of the Stokes problem in vorticity-velocity-pressure form is studied.

math.NA↗

arXiv2026

Learning, Solving and Optimizing PDEs with TensorGalerkin: an efficient high-performance Galerkin assembly algorithm

We present a unified algorithmic framework for the numerical solution, constrained optimization, and physics-informed learning of PDEs with a variational structure. Our framework is based on a Galerkin discretization of the underlying variational forms, and its high efficiency stems from a novel highly-optimized and GPU-compliant TensorGalerkin framework for linear system assembly (stiffness matrices and load vectors). TensorGalerkin operates by tensorizing element-wise operations within a Python-level Map stage and then performs global reduction with a sparse matrix multiplication that performs message passing on the mesh-induced sparsity graph. The Map and Reduce stages are co-designed inside PyTorch's autograd so that the assembly graph contains $O(1)$ nodes regardless of how the number of elements and local DoFs scale. We validate this $O(1)$-graph property by deploying TensorGalerkin downstream as i) a highly-efficient numerical PDEs solver, ii) an end-to-end differentiable framework for PDE-constrained optimization, and iii) a physics-informed operator learning algorithm for PDEs. With multiple benchmarks, including 2D and 3D elliptic, parabolic, and hyperbolic PDEs on unstructured meshes, we demonstrate that the proposed framework provides significant computational efficiency and accuracy gains over a variety of baselines in all the targeted downstream applications.

cs.LG↗

arXiv2026

Fast Gibbs Sampling on Bayesian Hidden Markov Model with Missing Observations

The Hidden Markov Model (HMM) is a widely-used statistical model for handling sequential data. However, the presence of missing observations in real-world datasets often complicates the application of the model. The EM algorithm and Gibbs samplers can be used to estimate the model, yet suffering from various problems including non-convexity, high computational complexity and slow mixing. In this paper, we propose a collapsed Gibbs sampler that efficiently samples from HMMs' posterior by integrating out both the missing observations and the corresponding latent states. The proposed sampler is fast due to its three advantages. First, it achieves an estimation accuracy that is comparable to existing methods. Second, it can produce a larger Effective Sample Size (ESS) per iteration, which can be justified theoretically and numerically. Third, when the number of missing entries is large, the sampler has a significant smaller computational complexity per iteration compared to other methods, thus is faster computationally. In summary, the proposed sampling algorithm is fast both computationally and theoretically and is particularly advantageous when there are a lot of missing entries. Finally, empirical evaluations based on numerical simulations and real data analysis demonstrate that the proposed algorithm consistently outperforms existing algorithms in terms of time complexity and sampling efficiency (measured in ESS).

stat.ML↗

arXiv2023

Bayesian Functional Analysis for Untargeted Metabolomics Data with Matching Uncertainty and Small Sample Sizes

Untargeted metabolomics based on liquid chromatography-mass spectrometry technology is quickly gaining widespread application given its ability to depict the global metabolic pattern in biological samples. However, the data is noisy and plagued by the lack of clear identity of data features measured from samples. Multiple potential matchings exist between data features and known metabolites, while the truth can only be one-to-one matches. Some existing methods attempt to reduce the matching uncertainty, but are far from being able to remove the uncertainty for most features. The existence of the uncertainty causes major difficulty in downstream functional analysis. To address these issues, we develop a novel approach for Bayesian Analysis of Untargeted Metabolomics data (BAUM) to integrate previously separate tasks into a single framework, including matching uncertainty inference, metabolite selection, and functional analysis. By incorporating the knowledge graph between variables and using relatively simple assumptions, BAUM can analyze datasets with small sample sizes. By allowing different confidence levels of feature-metabolite matching, the method is applicable to datasets in which feature identities are partially known. Simulation studies demonstrate that, compared with other existing methods, BAUM achieves better accuracy in selecting important metabolites that tend to be functionally consistent and assigning confidence scores to feature-metabolite matches. We analyze a COVID-19 metabolomics dataset and a mouse brain metabolomics dataset using BAUM. Even with a very small sample size of 16 mice per group, BAUM is robust and stable. It finds pathways that conform to existing knowledge, as well as novel pathways that are biologically plausible.

stat.ME↗

arXiv2019

Autoencoder-based integrative multi-omics data embedding that allows for confounder adjustments

In the integrative analyses of omics data, it is often of interest to extract data representation from one data type that best reflect its relations with another data type. This task is traditionally fulfilled by linear methods such as canonical correlation analysis (CCA) and partial least squares (PLS). However, information contained in one data type pertaining to the other data type may be complex and in nonlinear form. Deep learning provides a convenient alternative to extract low-dimensional nonlinear data embedding. In addition, the deep learning setup can naturally incorporate the effects of clinical confounding factors into the integrative analysis. Here we report a deep learning setup, named Autoencoder-based Integrative Multi-omics data Embedding (AIME), to extract data representation for omics data integrative analysis. The method can adjust for confounder variables, achieve informative data embedding, rank features in terms of their contributions, and find pairs of features from the two data types that are related to each other through the data embedding. In simulation studies, the method was highly effective in the extraction of major contributing features between data types. Using a real microRNA-gene expression dataset, and a real DNA methylation-gene expression dataset, we show that AIME excluded the influence of confounders including batch effects, and extracted biologically plausible novel information. The R package based on Keras and the TensorFlow backend is available at https://github.com/tianwei-yu/AIME.

stat.AP↗

arXiv2019

forgeNet: A graph deep neural network model using tree-based ensemble classifiers for feature extraction

A unique challenge in predictive model building for omics data has been the small number of samples $(n)$ versus the large amount of features $(p)$. This "$n\ll p$" property brings difficulties for disease outcome classification using deep learning techniques. Sparse learning by incorporating external gene network information such as the graph-embedded deep feedforward network (GEDFN) model has been a solution to this issue. However, such methods require an existing feature graph, and potential mis-specification of the feature graph can be harmful on classification and feature selection. To address this limitation and develop a robust classification model without relying on external knowledge, we propose a \underline{for}est \underline{g}raph-\underline{e}mbedded deep feedforward \underline{net}work (forgeNet) model, to integrate the GEDFN architecture with a forest feature graph extractor, so that the feature graph can be learned in a supervised manner and specifically constructed for a given prediction task. To validate the method's capability, we experimented the forgeNet model with both synthetic and real datasets. The resulting high classification accuracy suggests that the method is a valuable addition to sparse deep learning models for omics data.

stat.ML↗

arXiv2018

Bayesian network marker selection via the thresholded graph Laplacian Gaussian prior

Selecting informative nodes over large-scale networks becomes increasingly important in many research areas. Most existing methods focus on the local network structure and incur heavy computational costs for the large-scale problem. In this work, we propose a novel prior model for Bayesian network marker selection in the generalized linear model (GLM) framework: the Thresholded Graph Laplacian Gaussian (TGLG) prior, which adopts the graph Laplacian matrix to characterize the conditional dependence between neighboring markers accounting for the global network structure. Under mild conditions, we show the proposed model enjoys the posterior consistency with a diverging number of edges and nodes in the network. We also develop a Metropolis-adjusted Langevin algorithm (MALA) for efficient posterior computation, which is scalable to large-scale networks. We illustrate the superiorities of the proposed method compared with existing alternatives via extensive simulation studies and an analysis of the breast cancer gene expression dataset in the Cancer Genome Atlas (TCGA).

stat.ME↗

arXiv2018

A graph-embedded deep feedforward network for disease outcome classification and feature selection using gene expression data

Gene expression data represents a unique challenge in predictive model building, because of the small number of samples $(n)$ compared to the huge amount of features $(p)$. This "$n<<p$" property has hampered application of deep learning techniques for disease outcome classification. Sparse learning by incorporating external gene network information could be a potential solution to this issue. Still, the problem is very challenging because (1) there are tens of thousands of features and only hundreds of training samples, (2) the scale-free structure of the gene network is unfriendly to the setup of convolutional neural networks. To address these issues and build a robust classification model, we propose the Graph-Embedded Deep Feedforward Networks (GEDFN), to integrate external relational information of features into the deep neural network architecture. The method is able to achieve sparse connection between network layers to prevent overfitting. To validate the method's capability, we conducted both simulation experiments and a real data analysis using a breast cancer RNA-seq dataset from The Cancer Genome Atlas (TCGA). The resulting high classification accuracy and easily interpretable feature selection results suggest the method is a useful addition to the current classification models and feature selection procedures. The method is available at https://github.com/yunchuankong/NetworkNeuralNetwork.

stat.ML↗

arXiv2017

DCA: Dynamic Correlation Analysis

In high-throughput data, dynamic correlation between genes, i.e. changing correlation patterns under different biological conditions, can reveal important regulatory mechanisms. Given the complex nature of dynamic correlation, and the underlying conditions for dynamic correlation may not manifest into clinical observations, it is difficult to recover such signal from the data. Current methods seek underlying conditions for dynamic correlation by using certain observed genes as surrogates, which may not faithfully represent true latent conditions. In this study we develop a new method that directly identifies strong latent signals that regulate the dynamic correlation of many pairs of genes, named DCA: Dynamic Correlation Analysis. At the center of the method is a new metric for the identification of gene pairs that are highly likely to be dynamically correlated, without knowing the underlying conditions of the dynamic correlation. We validate the performance of the method with extensive simulations. In real data analysis, the method reveals novel latent factors with clear biological meaning, bringing new insights into the data.

stat.AP↗

arXiv2016

Nonlinear variable selection with continuous outcome: a nonparametric incremental forward stagewise approach

We present a method of variable selection for the sparse generalized additive model. The method doesn't assume any specific functional form, and can select from a large number of candidates. It takes the form of incremental forward stagewise regression. Given no functional form is assumed, we devised an approach termed roughening to adjust the residuals in the iterations. In simulations, we show the new method is competitive against popular machine learning approaches. We also demonstrate its performance using some real datasets. The method is available as a part of the nlnet package on CRAN https://cran.r-project.org/package=nlnet.

stat.ML↗

arXiv2014

A Bayesian nonparametric mixture model for selecting genes and gene subnetworks

It is very challenging to select informative features from tens of thousands of measured features in high-throughput data analysis. Recently, several parametric/regression models have been developed utilizing the gene network information to select genes or pathways strongly associated with a clinical/biological outcome. Alternatively, in this paper, we propose a nonparametric Bayesian model for gene selection incorporating network information. In addition to identifying genes that have a strong association with a clinical outcome, our model can select genes with particular expressional behavior, in which case the regression models are not directly applicable. We show that our proposed model is equivalent to an infinity mixture model for which we develop a posterior computation algorithm based on Markov chain Monte Carlo (MCMC) methods. We also propose two fast computing algorithms that approximate the posterior simulation with good accuracy but relatively low computational cost. We illustrate our methods on simulation studies and the analysis of Spellman yeast cell cycle microarray data.

stat.AP↗