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Xinjia Chen

Publications and source records attributed to Xinjia Chen.

At least 19 recordsLinked to original sources
arXiv2026

An Empirical Study for Android-to-OpenHarmony GUI Test Migration

To reduce the substantial engineering effort required to test the corresponding applications from Android to OpenHarmony, migrating existing GUI test cases has become a critical problem. However, current research neither proposes solutions tailored for OpenHarmony nor provides a systematic evaluation of migration approaches on this system, leaving developers with limited empirical guidance in practice. In this paper, we present the first systematic empirical study of test migration from Android to OpenHarmony. Specifically, we first construct a dataset referred to as the ATH Benchmark, comprising 36 commercial applications with an average of over 9 billion downloads, along with 108 manually designed test cases. Second, we select two state-of-the-art test migration approaches (i.e., ReSPlay and ITeM) and adapt these two approaches to enable their execution on OpenHarmony. Third, we use the preceding infrastructure to evaluate these two approaches from three perspectives, including testing performance, root causes of failures, and the impact of OpenHarmony characteristics. Our results reveal that existing test migration approaches are less effective (15% success-rate on ReSPlay and 26% success-rate on ITeM) in Android-to-OpenHarmony scenarios. Through an in-depth analysis of failed cases, we identify that test performance is primarily hindered by OpenHarmony-specific characteristics, including technical architecture differences and unique ecosystem traits. Utilizing these findings, we propose an enhanced approach based on ITeM, referred as ITeM-HM, which incorporates specific OpenHarmony system features. As a result, ITeM-HM successfully achieves a 214% success-rate relative improvement over the original ITeM (from 26% to 81%).

cs.SE↗
arXiv2023

Learn to Cluster Faces with Better Subgraphs

Face clustering can provide pseudo-labels to the massive unlabeled face data and improve the performance of different face recognition models. The existing clustering methods generally aggregate the features within subgraphs that are often implemented based on a uniform threshold or a learned cutoff position. This may reduce the recall of subgraphs and hence degrade the clustering performance. This work proposed an efficient neighborhood-aware subgraph adjustment method that can significantly reduce the noise and improve the recall of the subgraphs, and hence can drive the distant nodes to converge towards the same centers. More specifically, the proposed method consists of two components, i.e. face embeddings enhancement using the embeddings from neighbors, and enclosed subgraph construction of node pairs for structural information extraction. The embeddings are combined to predict the linkage probabilities for all node pairs to replace the cosine similarities to produce new subgraphs that can be further used for aggregation of GCNs or other clustering methods. The proposed method is validated through extensive experiments against a range of clustering solutions using three benchmark datasets and numerical results confirm that it outperforms the SOTA solutions in terms of generalization capability.

cs.CV↗
arXiv2020

Uncertainty Inference with Applications to Control and Decision

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the relevant parameters vary within certain range, it is crucial to investigate how the performance measure is affected by the variation of system parameters. In this paper, we demonstrate that such issue boils down to the study of the variation of functions of uncertainty. Motivated by this vision, we propose a general theory for inferring function of uncertainties. By virtue of such theory, we investigate concentration phenomenon of random vectors. We derive uniform exponential inequalities and multidimensional probabilistic inequalities for random vectors, which are substantially tighter as compared to existing ones. The probabilistic inequalities are applied to investigate the performance of control systems with real parametric uncertainty. It is demonstrated much more useful insights of control systems can be obtained. Moreover, the probabilistic inequalities offer performance analysis in a significantly less conservative way as compared to the classical deterministic worst-case method.

math.PR↗
arXiv2019

Probability Estimation with Truncated Inverse Binomial Sampling

In this paper, we develop a general theory of truncated inverse binomial sampling. In this theory, the fixed-size sampling and inverse binomial sampling are accommodated as special cases. In particular, the classical Chernoff-Hoeffding bound is an immediate consequence of the theory. Moreover, we propose a rigorous and efficient method for probability estimation, which is an adaptive Monte Carlo estimation method based on truncated inverse binomial sampling. Our proposed method of probability estimation can be orders of magnitude more efficient as compared to existing methods in literature and widely used software.

math.ST↗
arXiv2018

A Geometric Approach for Bounding Average Stopping Time

We propose a geometric approach for bounding average stopping times for stopped random walks in discrete and continuous time. We consider stopping times in the hyperspace of time indexes and stochastic processes. Our techniques relies on exploring geometric properties of continuity or stopping regions. Especially, we make use of the concepts of convex sets and supporting hyperplane. Explicit formulae and efficiently computable bounds are obtained for average stopping times. Our techniques can be applied to bound average stopping times involving random vectors, nonlinear stopping boundary, and constraints of time indexes. Moreover, we establish a stochastic characteristic of convex sets and generalize Jensen's inequality, Wald's equations and Lorden's inequality, which are useful for investigating average stopping times.

math.PR↗
arXiv2014

Concentration Inequalities from Likelihood Ratio Method

We explore the applications of our previously established likelihood-ratio method for deriving concentration inequalities for a wide variety of univariate and multivariate distributions. New concentration inequalities for various distributions are developed without the idea of minimizing moment generating functions.

math.ST↗
arXiv2013

Concentration Inequalities for Bounded Random Vectors

We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions to obtain multivariate concentration inequalities.

math.PR↗
arXiv2013

A Likelihood Ratio Approach for Probabilistic Inequalities

We propose a new approach for deriving probabilistic inequalities based on bounding likelihood ratios. We demonstrate that this approach is more general and powerful than the classical method frequently used for deriving concentration inequalities such as Chernoff bounds. We discover that the proposed approach is inherently related to statistical concepts such as monotone likelihood ratio, maximum likelihood, and the method of moments for parameter estimation. A connection between the proposed approach and the large deviation theory is also established. We show that, without using moment generating functions, tightest possible concentration inequalities may be readily derived by the proposed approach. We have derived new concentration inequalities using the proposed approach, which cannot be obtained by the classical approach based on moment generating functions.

math.PR↗
arXiv2013

Asymptotically Optimal Sequential Estimation of the Mean Based on Inclusion Principle

A large class of problems in sciences and engineering can be formulated as the general problem of constructing random intervals with pre-specified coverage probabilities for the mean. Wee propose a general approach for statistical inference of mean values based on accumulated observational data. We show that the construction of such random intervals can be accomplished by comparing the endpoints of random intervals with confidence sequences for the mean. Asymptotic results are obtained for such sequential methods.

math.ST↗
arXiv2013

Exact Methods for Multistage Estimation of a Binomial Proportion

We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence level. In particular, we establish the uniform controllability of coverage probability and the asymptotic optimality for such a family of sampling schemes. Our theoretical results establish the possibility that the parameters of this family of sampling schemes can be determined so that the prescribed level of confidence is guaranteed with little waste of samples. Analytic bounds for the cumulative distribution functions and expectations of sample numbers are derived. Moreover, we discuss the inherent connection of various sampling schemes. Numerical issues are addressed for improving the accuracy and efficiency of computation. Computational experiments are conducted for comparing sampling schemes. Illustrative examples are given for applications in clinical trials.

math.ST↗
arXiv2012

A New Framework of Multistage Hypothesis Tests

In this paper, we have established a general framework of multistage hypothesis tests which applies to arbitrarily many mutually exclusive and exhaustive composite hypotheses. Within the new framework, we have constructed specific multistage tests which rigorously control the risk of committing decision errors and are more efficient than previous tests in terms of average sample number and the number of sampling operations. Without truncation, the sample numbers of our testing plans are absolutely bounded.

math.ST↗
arXiv2012

A New Framework of Multistage Estimation

In this paper, we have established a unified framework of multistage parameter estimation. We demonstrate that a wide variety of statistical problems such as fixed-sample-size interval estimation, point estimation with error control, bounded-width confidence intervals, interval estimation following hypothesis testing, construction of confidence sequences, can be cast into the general framework of constructing sequential random intervals with prescribed coverage probabilities. We have developed exact methods for the construction of such sequential random intervals in the context of multistage sampling. In particular, we have established inclusion principle and coverage tuning techniques to control and adjust the coverage probabilities of sequential random intervals. We have obtained concrete sampling schemes which are unprecedentedly efficient in terms of sampling effort as compared to existing procedures.

math.ST↗
arXiv2012

On Estimation and Optimization of Mean Values of Bounded Variables

In this paper, we develop a general approach for probabilistic estimation and optimization. An explicit formula and a computational approach are established for controlling the reliability of probabilistic estimation based on a mixed criterion of absolute and relative errors. By employing the Chernoff-Hoeffding bound and the concept of sampling, the minimization of a probabilistic function is transformed into an optimization problem amenable for gradient descendent algorithms.

math.ST↗
arXiv2012

Exact Sample Size Methods for Estimating Parameters of Discrete Distributions

In this paper, we develop an approach for the exact determination of the minimum sample size for estimating the parameter of an integer-valued random variable, which is parameterized by its expectation. Under some continuity and unimodal property assumptions, the exact computation is accomplished by reducing infinite many evaluations of coverage probability to finite many evaluations. Such a reduction is based on our discovery that the minimum of coverage probability with respect to the parameter bounded in an interval is attained at a discrete set of finite many values.

math.ST↗
arXiv2012

Sequential Estimation Methods from Inclusion Principle

In this paper, we propose new sequential estimation methods based on inclusion principle. The main idea is to reformulate the estimation problems as constructing sequential random intervals and use confidence sequences to control the associated coverage probabilities. In contrast to existing asymptotic sequential methods, our estimation procedures rigorously guarantee the pre-specified levels of confidence.

math.ST↗
arXiv2012

Consecutive Sequential Probability Ratio Tests of Multiple Statistical Hypotheses

In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds for the probability of making wrong decisions are obtained for choosing appropriate parameters for the proposed tests. In the special case of testing two hypotheses, our tests reduce to Wald's sequential probability ratio tests.

math.ST↗