arXiv subjects

Xiaokai Luo

Publications and source records attributed to Xiaokai Luo.

4 recordsLinked to original sources

arXiv2026

Online Change Point Detection for Multivariate Inhomogeneous Poisson Processes Time Series

We study online change point detection for multivariate inhomogeneous Poisson point process time series. This setting arises commonly in applications such as earthquake seismology, climate monitoring, and epidemic surveillance, yet remains underexplored in the machine learning and statistics literature. We propose a method that uses low-rank matrices to represent the multivariate Poisson intensity functions, resulting in an adaptive nonparametric detection procedure. Our algorithm is single-pass and requires only constant computational cost per new observation, independent of the elapsed length of the time series. We provide theoretical guarantees to control the overall false alarm probability and characterize the detection delay under temporal dependence. We also develop a new Matrix Bernstein inequality for temporally dependent Poisson point process time series, which may be of independent interest. Numerical experiments demonstrate that our method is both statistically robust and computationally efficient.

stat.ME↗

arXiv2026

Optimal Bias-variance Tradeoff in Matrix and Tensor Estimation

We study matrix and tensor denoising when the underlying signal is \textbf{not} necessarily low-rank. In the tensor setting, we observe \[ Y = X^\ast + Z \in \mathbb{R}^{p_1 \times p_2 \times p_3}, \] where $X^\ast$ is an unknown signal tensor and $Z$ is a noise tensor. We propose a one-step variant of the higher-order SVD (HOSVD) estimator, denoted $\widetilde X$, and show that, uniformly over any user-specified Tucker ranks $(r_1,r_2,r_3)$, with high probability, \[ \|\widetilde X - X^\ast\|_{\mathrm F}^2 = O\Big( κ^2\Big\{r_1r_2r_3 + \sum_{k=1}^3 p_k r_k\Big\} + ξ_{(r_1,r_2,r_3)}^2 \Big). \] Here, $ξ_{(r_1,r_2,r_3)}$ is the best achievable Tucker rank-$(r_1,r_2,r_3)$ approximation error of $X^\ast$ (bias), $κ^2$ quantifies the noise level, and $κ^2\{r_1r_2r_3+\sum_{k=1}^3 p_k r_k\}$ is the variance term scaling with the effective degrees of freedom of $\widetilde X$. This yields a rank-adaptive bias-variance tradeoff: increasing $(r_1,r_2,r_3)$ decreases the bias $ξ_{(r_1,r_2,r_3)}$ while increasing variance. In the matrix setting, we show that truncated SVD achieves an analogous bias-variance tradeoff for arbitrary signal matrices. Notably, our matrix result requires \textbf{no} assumptions on the signal matrix, such as finite rank or spectral gaps. Finally, we complement our upper bounds with matching information-theoretic lower bounds, showing that the resulting bias-variance tradeoff is minimax optimal up to universal constants in both the matrix and tensor settings.

stat.ML↗

arXiv2025

Dense ReLU Neural Networks for Temporal-spatial Model

In this paper, we focus on fully connected deep neural networks utilizing the Rectified Linear Unit (ReLU) activation function for nonparametric estimation. We derive non-asymptotic bounds that lead to convergence rates, addressing both temporal and spatial dependence in the observed measurements. By accounting for dependencies across time and space, our models better reflect the complexities of real-world data, enhancing both predictive performance and theoretical robustness. We also tackle the curse of dimensionality by modeling the data on a manifold, exploring the intrinsic dimensionality of high-dimensional data. We broaden existing theoretical findings of temporal-spatial analysis by applying them to neural networks in more general contexts and demonstrate that our proof techniques are effective for models with short-range dependence. Our empirical simulations across various synthetic response functions underscore the superior performance of our method, outperforming established approaches in the existing literature. These findings provide valuable insights into the strong capabilities of dense neural networks (Dense NN) for temporal-spatial modeling across a broad range of function classes.

stat.ML↗

arXiv2024

Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence

In this paper, we study change-point testing for high-dimensional linear models, an important problem that has not been well explored in the literature. Specifically, we propose a quadratic-form cumulative sum (CUSUM) statistic to test the stability of regression coefficients in high-dimensional linear models. The test controls type-I error at any desired level and is robust to temporally dependent observations. We establish its asymptotic distribution under the null hypothesis, and demonstrate that it is asymptotically powerful against multiple change-point alternatives and achieves the optimal detection boundary for a wide class of high-dimensional models. We further develop an adaptive procedure to estimate the tuning parameters of the test, making our method practical in applications. Additionally, we extend our approach to localize change-points in the regression time series and establish sharp error bounds for our change-point estimator. Extensive numerical experiments and a real data application in macroeconomics are conducted to demonstrate the promising performance and practical utility of the proposed test.

math.ST↗