arXiv subjects

Weiwei Zhuang

Publications and source records attributed to Weiwei Zhuang.

5 recordsLinked to original sources

arXiv2026

Testing Conditional Stochastic Dominance via Copula Derivatives

Comparing two populations at the same physical covariate value requires more than conditional means or isolated target-point decisions: researchers may need evidence about an entire conditional-distribution ordering over a continuum, even when covariate margins differ. This paper makes that common-value comparison estimable under an explicit structure--flexibility tradeoff and turns the resulting surface into simultaneous evidence for first-order stochastic dominance. Population-specific margins map the common covariate value into each group, while a fitted copula-derivative representation links conditional distributions across the region. Uniform inference propagates uncertainty from both the margins and dependence model through a one-sided statistic with unknown binding locations. Under correct specification within a finite copula class, smoothness and trimming conditions, and a uniquely best candidate family, the procedure admits uniform control and consistent calibration. Simulations show increasing rejection as alternatives become more distinguishable, alongside model-selection sensitivity and small-sample size distortion. In a descriptive PSID application, the high--low parental-education comparison satisfies the two-direction criterion after multiplicity adjustment, whereas adjacent education-group comparisons remain inconclusive. The framework therefore supports region-wide distributional comparison while making its structural and inferential boundaries explicit.

stat.ME↗

arXiv2026

Two-Sample Homogeneity Test via Entropic Optimal Transport

This paper proposes a two-sample homogeneity test based on entropic optimal transport (EOT) maps from a common reference distribution -- the uniform law on the unit ball. The test statistic is the squared $L^2$-distance between the two empirical EOT maps. For fixed entropic regularization parameter, we prove that the population map discrepancy is identifiable, derive a functional central limit theorem for the empirical map difference under the null, and establish the Gaussian quadratic-form null limit. We also prove consistency against fixed alternatives and characterize local asymptotic power under contiguous alternatives. A weighted multiplier bootstrap is proposed to calibrate the non-pivotal null distribution, and its validity is established. Extensive simulations demonstrate that the proposed EOT-map test has reliable finite-sample size control and exhibits competitive power compared with other existing methods. The method is particularly powerful for location alternatives and, beyond a single scalar discrepancy, it provides additional diagnostic information on how the two distributions differ. Finally, a real data application concludes the paper.

stat.ME↗

arXiv2026

Physically-Induced Atmospheric Adversarial Perturbations: Enhancing Transferability and Robustness in Remote Sensing Image Classification

Adversarial attacks pose a severe threat to the reliability of deep learning models in remote sensing (RS) image classification. Most existing methods rely on direct pixel-wise perturbations, failing to exploit the inherent atmospheric characteristics of RS imagery or survive real-world image degradations. In this paper, we propose FogFool, a physically plausible adversarial framework that generates fog-based perturbations by iteratively optimizing atmospheric patterns based on Perlin noise. By modeling fog formations with natural, irregular structures, FogFool generates adversarial examples that are not only visually consistent with authentic RS scenes but also deceptive. By leveraging the spatial coherence and mid-to-low-frequency nature of atmospheric phenomena, FogFool embeds adversarial information into structural features shared across diverse architectures. Extensive experiments on two benchmark RS datasets demonstrate that FogFool achieves superior performance: not only does it exceed in white-box settings, but also exhibits exceptional black-box transferability (reaching 83.74% TASR) and robustness against common preprocessing-based defenses such as JPEG compression and filtering. Detailed analyses, including confusion matrices and Class Activation Map (CAM) visualizations, reveal that our atmospheric-driven perturbations induce a universal shift in model attention. These results indicate that FogFool represents a practical, stealthy, and highly persistent threat to RS classification systems, providing a robust benchmark for evaluating model reliability in complex environments.

cs.CV↗

arXiv2025

Multidimensional Stochastic Dominance Test Based on Center-outward Quantiles

Stochastic dominance (SD) provides a quantile-based partial ordering of random variables and has broad applications. Its extension to multivariate settings, however, is challenging due to the lack of a canonical ordering in $\mathbb{R}^d$ ($d \ge 2$) and the set-valued character of multivariate quantiles. Based on the multivariate center-outward quantile function in Hallin et al. (2021), this paper proposes new first- and second-order multivariate stochastic dominance (MSD) concepts through comparing contribution functions defined over quantile contours and regions. To address computational and inferential challenges, we incorporate entropy-regularized optimal transport, which ensures faster convergence rate and tractable estimation. We further develop consistent Kolmogorov-Smirnov and Cramér- von Mises type test statistics for MSD, establish bootstrap validity, and demonstrate through extensive simulations good finite-sample performance of the tests. Our approach offers a theoretically rigorous, and computationally feasible solution for comparing multivariate distributions.

stat.ME↗

arXiv2025

Bootstrap Consistency for Empirical Likelihood in Density Ratio Models

We establish the validity of bootstrap methods for empirical likelihood (EL) inference under the density ratio model (DRM). In particular, we prove that the bootstrap maximum EL estimators share the same limiting distribution as their population counterparts, both at the parameter level and for distribution functionals. Our results extend existing pointwise convergence theory to weak convergence of processes, which in turn justifies bootstrap inference for quantiles and dominance indices within the DRM framework. These theoretical guarantees close an important gap in the literature, providing rigorous foundations for resampling-based confidence intervals and hypothesis tests. Simulation studies further demonstrate the accuracy and practical value of the proposed approach.

math.ST↗