arXiv subjects

Xiaolong Cui

Publications and source records attributed to Xiaolong Cui.

3 recordsLinked to original sources

arXiv2026

Efficient Federated Estimation and Inference for High-Dimensional Tail Index Regression

Tail index regression studies how covariates affect tail heaviness in heavy-tailed data. In many applications, data are distributed across heterogeneous sources, where direct pooling is infeasible due to privacy or regulatory constraints. Existing methods mainly focus on single-dataset analysis and do not address heterogeneous federated settings. We develop a personalized federated framework for high-dimensional tail index regression that accommodates client heterogeneity while exploiting latent similarities across clients. The proposed estimator combines sparsity regularization with nonconcave fusion penalties to perform coefficient estimation, variable selection, and group recovery. We establish non-asymptotic convergence rates and show that the estimator enjoys an oracle property by consistently recovering the underlying grouping structure. For computation, we develop an ADMM-based federated algorithm with adaptive gradient updates and establish its convergence guarantees. We further propose a debiased federated inference procedure based on adaptive weighted aggregation across related clients, yielding valid confidence intervals and hypothesis tests with improved efficiency over target-only inference. Simulation studies and real-data analysis demonstrate the effectiveness of the proposed methods.

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arXiv2025

ART: Distribution-Free and Model-Agnostic Changepoint Detection with Finite-Sample Guarantees

We introduce ART, a distribution-free and model-agnostic framework for changepoint detection that provides finite-sample guarantees. ART transforms independent observations into real-valued scores via a symmetric function, ensuring exchangeability in the absence of changepoints. These scores are then ranked and aggregated to detect distributional changes. The resulting test offers exact Type-I error control, agnostic to specific distributional or model assumptions. Moreover, ART seamlessly extends to multi-scale settings, enabling robust multiple changepoint estimation and post-detection inference with finite-sample error rate control. By locally ranking the scores and performing aggregations across multiple prespecified intervals, ART identifies changepoint intervals and refines subsequent inference while maintaining its distribution-free and model-agnostic nature. This adaptability makes ART as a reliable and versatile tool for modern changepoint analysis, particularly in high-dimensional data contexts and applications leveraging machine learning methods.

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arXiv2022

Three-dimensional instantaneous orbit map for rotor-bearing system based on a novel multivariate complex variational mode decomposition algorithm

Full spectrum and holospectrum are homogenous information fusion technology developed for the fault diagnosis of rotating machinery, which is extensively exploited in the analysis of the orbits of rotor-bearing systems. However, they are not adapted for non-stationary signals, nor can they be used for fusion analysis of vibrations of multiple bearing sections. By drawing inspiration from the multivariate variational mode decomposition (MVMD) and the complex-valued signal decomposition, we propose a method called multivariate complex variational mode decomposition (MCVMD). It can simultaneously extract the forward and backward components of multiple bearing sections and realize non-stationary complex signal decomposition of multiple bearing sections of the rotor. To achieve the visualization goal of condition monitoring, we propose the three-dimensional instantaneous orbit map (3D-IOM). It enables more features of shaft vibration of a rotor system to be displayed and offers a new way for the fusion analysis of vibration signals of multiple bearing sections of rotating machinery. Furthermore, making the most of the joint information, we also provide a high-resolution time-full spectrum (Time-FS) to display the forward and backward frequency components of multiple bearing sections. The effectiveness of the proposed method through both the simulated experiment and the real-life complex-valued signals is demonstrated in this paper.

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