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Xu Guo

Publications and source records attributed to Xu Guo.

At least 19 recordsLinked to original sources
arXiv2026

Multicollinearity-agnostic feature screening for non-Euclidean responses: a factor adjusted approach

In high-dimensional settings, multicollinearity is a pervasive issue that can substantially impair the performance of feature screening methods based on marginal Fr\'echet regression. Feature screening for non-Euclidean responses becomes unreliable when ultrahigh-dimensional predictors suffer from multicollinearity, because feature-specific signals may be masked by shared latent factors. To mitigate this effect, we propose a Factor adjusted Fr\'echet sure independence screening procedure. The method first recovers latent common factors from the predictors and then evaluates each feature by the incremental Fr\'echet coefficient of determination contributed by its idiosyncratic component beyond the common factors. Under regularity conditions, we establish uniform approximation rates for the feasible screening utilities and prove the sure screening and sure ranking properties. Extensive numerical experiments provide compelling empirical support for the validity and effectiveness of our approach, particularly in scenarios with highly correlated covariates. We further illustrate the practical performance of our method through two representative non-Euclidean datasets: the ADNI dataset and the mortality dataset, both with distribution-valued responses.

stat.ME↗
arXiv2026

COINS: Any-Stage-Valid and Utility-Oriented Sequential Conformal Prediction

Many predictive workflows update uncertainty as information is acquired and use intermediate reports to determine whether to stop or deploy further resources. We study conformal inference in this setting, treating the resulting prediction sequence as the inferential object. We require any-stage validity, which protects against miscoverage at any inspected stage, and use process-level utility to evaluate how efficiently the sequence supports downstream action. We propose a universal structural theory for constructing any-stage valid prediction sequences. Guided by it, we develop COINS, which coordinates calibration across stages by investing a common finite-sample rejection-count budget only among surviving augmented observations. Under exchangeability, COINS achieves finite-sample any-stage validity and produces prediction sets no larger than their matched Bonferroni counterparts at every stage. We further develop Vopt-COINS, which learns the stagewise allocation for a specified process-level utility, together with branchwise and localized extensions for heterogeneous acquisition pathways and test units. Simulations and a dermatological-diagnosis application confirm any-stage validity and demonstrate gains over Bonferroni and fixed allocations. The proposed methods also perform favorably in ordered score aggregation, viewed as a terminal-utility special case.

stat.ME↗
arXiv2026

Analysis and Approximation of Stochastic Multiscale Subdiffusion Driven by Fractional Gaussian Noise

This paper investigates a stochastic multiscale subdiffusion model driven by fractional Gaussian noise, where the multiscale Abel kernel with variable exponent $\alpha(t)\in(0,1)$ is used to capture multiscale and crossover behavior in anomalous diffusion. The main difficulties of this model lie in the complexity of the multiscale Abel kernel (e.g. non-monotonicity and non-coercivity) and the low regularity caused by the noise. Concerning these issues, we prove the well-posedness and regularity of the mild solutions by means of solution operator approach and a perturbation technique for multiscale Abel kernel. Then both the semidiscrete-in-time and fully-discrete numerical schemes are proposed and analyzed under the low-regularity numerical analysis framework, with proved temporal and spatial convergence rates. Numerical experiments are presented to substantiate the theoretical results.

math.NA↗
arXiv2026

HubMixer: Progressive Latent Hub Mixing for Parameter-Efficient Feature Interaction in Recommendation

Learning effective feature interactions is central to industrial recommendation and advertising ranking systems. Recent token-mixing architectures simplify self-attention with lightweight mixing operators, improving hardware efficiency and enabling large-scale deployment. However, recommendation tokens are fundamentally heterogeneous: user profiles, item attributes, behavioral sequences, context features, statistical signals, and business-side features live in different semantic spaces and interact in sparse, sample-specific patterns. Directly mixing all tokens in the raw heterogeneous token space may therefore be parameter-inefficient, as the model must implicitly discover which feature groups should interact and how such interactions should be routed. In the paper, we propose HubMixer, a parameter-efficient latent hub mixing architecture for feature interaction in recommendation. Instead of directly mixing raw feature tokens, HubMixer introduces a small set of learnable latent hubs to organize feature interactions through an `induction--interaction--readout` paradigm. First, hub induction summarizes heterogeneous tokens into compact latent hubs, where latent hubs query input tokens through cross-attention. Second, hub interaction performs high-order interaction in the cleaner latent hub space. Third, token-conditioned readout lets each original token selectively read from the interacted hubs, injecting global interaction semantics while preserving token-level field identity. Extensive offline experiments on industrial recommendation tasks show that HubMixer outperforms the SOTA models. Online A/B testing in the Kuaishou short-video recruitment business further shows a statistically significant 5.48% improvement in resume submission conversion rate, and HubMixer has been fully deployed in production.

cs.IR↗
arXiv2026

ContextMaster: Interactive Multi-Shot Video Creation via Fixed-Budget Sparse Context Routing

Recent video models increasingly support generation, reference conditioning, and editing within a single model, yet typically expose them as separate operations over fixed inputs. Practical creation unfolds across multiple shots, requiring one model to generate from text, follow a reference, or edit source footage while maintaining shared history. We formalize this setting as interactive multi-shot video creation (IMVC) and introduce ContextMaster, a unified model with a role-aware context representation for these operations. An interactive model must retain access to an expanding history without allowing the context read cost at each denoising step to grow. ContextMaster combines reusable clean context states with fixed budget sparse context routing and uses ConstraintSink to keep task constraints visible. To address the dual challenges of sparse context access and inference with few denoising steps, we propose a two-stage privileged context distillation framework, which transfers full context behavior from a dense teacher through consistency distillation and then refines deployment rollouts with distribution matching. Experiments on the three primitive tasks demonstrate improved task fulfillment and consistency across shots over specialized baselines. User studies further validate flexibly composed workflows, while the model reaches 16 FPS on a single GPU.

cs.CV↗
arXiv2026

Renewable high-dimensional expected shortfall regression

Expected Shortfall (ES) has become a core coherent risk measure in finance and statistics, and high-dimensional ES regression is crucial for characterizing heterogeneous tail risk with massive covariates. Existing offline methods for high-dimensional ES regression rely on access to full data, which fails under streaming data scenarios with sequential batch arrival and limited storage. To address this issue, this paper proposes a renewable estimation and inference framework for high-dimensional ES regression tailored to streaming data. By optimizing a surrogate loss function determined only by current data and historical information, the proposed procedure updates the estimator of ES regression coefficients without storing full raw data. Based on the online estimator, we design an online debiased estimator and further construct valid Wald-type confidence intervals using consistent variance estimation. Theoretically, we establish non-asymptotic error bounds for the online high-dimensional ES estimator and verify the asymptotic normality of the online debiased estimator. Extensive simulations show that the proposed method achieves estimation accuracy and inference performance comparable to the offline benchmark. Moreover, an application on the car insurance claim dataset demonstrates strong practical value in insurance risk management.

stat.ME↗
arXiv2026

PIML-OFEM: A New Large-Scale Structural Analysis Method Based on Problem-Independent Machine Learning and Overlapping Finite Element Technique

High-resolution analysis and design of large-scale heterogeneous structures require accurate reduced-order models and efficient online computation. Existing multiscale methods must repeatedly construct local basis functions for different material distributions, whereas substructure-based problem-independent machine learning (PIML) methods can be limited by prescribed boundary displacement interpolation. We propose PIML-OFEM, an overlapping finite element method accelerated by problem-independent machine learning. Each substructure retains only its corner-node degrees of freedom. Oversampled numerical basis functions are constructed by solving local elasticity problems on extended domains and restricting the solutions to the target substructure, eliminating prescribed displacement interpolation on its boundary. Independently constructed local bases are blended through a partition-of-unity overlapping formulation to obtain a globally continuous displacement field. A U-Net learns the mapping from local Young's modulus distributions to numerical basis functions, replacing repeated online local solves and allowing the model to be reused across load cases and global boundary conditions. Numerical examples show close agreement with fine-scale finite element results in displacement and elemental strain energy. PIML-OFEM reduces online computational cost relative to direct finite element analysis and improves accuracy over PIML substructure models based on linear boundary interpolation. In topology optimization, the method supports stable high-resolution iterations with small filter radii and preserves fine-scale features, including local patterns resembling rank-2 microstructures. The framework provides an efficient physics-data approach for large-scale heterogeneous structural analysis and high-resolution topology optimization.

math.NA↗
arXiv2026

Diagonally gauged anomaly-free 6D supergravities and their vacua

We describe a bounded search for local and global anomaly-free six-dimensional $(1,0)$ models with tensor number $T=1$ and gauge group containing a diagonal abelian factor $U(1)_{R+}$. The abelian factor is the diagonal combination of the usual gauged $U(1)_R$ and a $U(1)\subset Sp(n_H)$ acting on hypermultiplets. We have searched for locally and globally anomaly-free $G_1\times U(1)_{R+}$ and $G_1\times G_2\times U(1)_{R+}$ models, subject to restrictions on the ranks of the simple factors and on the maximal charges carried by matter. We find that, unlike the case of $U(1)_R$ gauged models which are relatively rare, the diagonally gauged ones offer a rich landscape. We also study the 6D vacua of these models and find that they admit supersymmetric 6D Minkowski vacua, for which the diagonal nature of the R-symmetry gauging is necessary.

hep-th↗
arXiv2026

A Correlation-Free Test for High-Dimensional Elliptical Distributions

Elliptical distributions provide a flexible and widely used extension of multivariate normal distribution. They play a critical role in many statistical procedures when dealing with high-dimensional data. However, goodness-of-fit testing for elliptical distributions remains challenging when the dimension is comparable to or larger than the sample size. In this work, we propose a correlation-free test for high-dimensional elliptical distributions. We establish high-dimensional Gaussian approximation for the test statistic under general correlation structures, allowing the dimension to grow as $\log p=o(n^{1/14})$ under finite moment conditions, without using the inverse sample covariance matrix. We further develop Gaussian multiplier bootstrap test procedure and prove its theoretical validity. Numerical studies demonstrate stable finite-sample behavior and favorable power against a range of alternatives. Applications to real datasets illustrate practical utility of the proposed test.

stat.ME↗
arXiv2026

When Does Generating More Help? Disentangling Fixed-Source Synthesis from Source Expansion in Synthetic Data Scaling

Synthetic data can be scaled along two routes: Source Expansion (SE), which enlarges the source by adding seed materials or generators, and Fixed-Source Synthesis (FSS), which holds the source fixed and scales the generation budget. Existing scaling studies typically expand the source as the data grows, conflating SE with FSS and leaving FSS underexplored. We isolate FSS by holding the seed-question pool and teacher model fixed, varying only the per-question response budget under Rejection Sampling (RS). We adapt the rectified scaling law to FSS, deriving it from how repeated sampling covers a fixed source. Empirically, the derived form, fit on low budgets, predicts performance at the held-out highest budget for every evaluated teacher--student pair. At matched total-sample budgets, SE and FSS are comparable at small budgets; at large budgets, adding seed questions outperforms spending the same budget on more responses. Within FSS, however, neither synthesizing additional questions from the existing seeds nor varying the synthesis protocol outperforms plain RS at matched budgets. FSS is thus a bounded scaling axis and a controlled setting for comparing synthesis protocols. We will release our code and data to facilitate further research.

cs.CL↗
arXiv2026

MATCH: Multiplier-Assisted Tests for Conditional Hypotheses in Non-Euclidean Data

We propose a new procedure MATCH (Multiplier-Assisted Tests for Conditional Hypotheses) to test whether the non-Euclidean data match the target model, which is a general framework for significance and specification testing in Fr\'echet regression. MATCH covers global significance, partial significance, and the adequacy of global Fr\'echet regression, providing a unified way to compare unrestricted conditional Fr\'echet means with restricted alternatives. One of the key challenges is that the ordinary held-out loss difference is first-order degenerate under the null: the oracle losses coincide, and plug-in statistics is dominated by nuisance estimation error. MATCH uses sample splitting and independent random multipliers on held-out losses to create a nondegenerate Gaussian leading term without residuals or tangent-space coordinates. To improve data use and stability, we further develop cross-fitted tests and repeated cross-fitting with p-value merging. We establish asymptotic null validity, consistency under fixed alternatives, and local power guarantees. Simulations for distributional, symmetric positive-definite (SPD) matrix-valued, and spherical responses support the theoretical findings, and applications to county-level household income distributions and North Atlantic tropical-cyclone locations demonstrate the practical use of the proposed tests.

stat.ME↗
arXiv2026

Renewable Lasso without Batch-Number Constraints: A Gradient-Enhanced Approach

We study online estimation for high-dimensional generalized linear models with streaming data. First, for the non-distributed setting, we propose a gradient-enhanced surrogate loss that approximates the cumulative loss using only historical summaries, which modifies and improves upon the existing renewable estimation approach for the same model in the high-dimensional setting, and removes the batch-number constraint in previous studies. We then extend the method to distributed streaming data under the master-client architecture, where batches are partitioned across sites and only summaries (gradient vectors) are exchanged. Instead of directing applying the popular method of Jordan et al. (2019) to the surrogate quadratic loss, our adjusted approach does not require the clients to compute the full surrogate loss. We derive non-asymptotic error bounds under the high-dimensional scaling, without the stringent constraint on the number of batches in the previous studies. Simulation results under linear and logistic models, together with a real-data application, show improved accuracy over existing renewable estimators.

stat.ML↗
arXiv2026

A Voxel-Based Quantum Computing Method (VBQC) for Solid Mechanics Problem

Quantum computing presents a promising method to overcome the efficiency and memory constraints in large-scale mechanical problems, with numerous successful applications demonstrated in fluid mechanics. However, solid mechanics problems usually require irregular grids for spatial discretization, due to the Lagrange formulations and complex boundaries, which makes the quantum simulation of the system matrix, e.g., the mass or stiffness matrix which is often referred to as the Hamiltonian in quantum computing, difficult to be effectively conducted. This study proposes a voxel-based quantum computing method (VBQC) for the quantum simulation of Hamiltonians in solid mechanics. VBQC applies voxel grids to discretize the spatial domain, thereby enabling the system matrix to exhibit the tridiagonal fractal property. Based on this property, the system matrix can be decomposed into three groups of fundamental matrices, $\mathbf{k}_{n}$, $\mathbf{c}_{n}$, and $\mathbf{q}_{n}$. This decomposition process is referred to as the KCQ decomposition. By integrating the KCQ decomposition with the quantum Fourier transform and the quantum multiplexer, VBQC enables efficient quantum simulation of Hamiltonians in solid mechanics. Three specific solid problems with different dimensions and numbers of variables are applied to preliminarily verify the correctness of the proposed VBQC for solid mechanics problems.

cs.CE↗
arXiv2026

Geometry-Aware Implicit Memory for Video World Models

Video world models aim to simulate controllable visual environments, but long-horizon rollouts depend on what the model remembers after observations leave its native context window. Explicit memories retain frames or online 3D reconstructions, which can suffer from heuristic retrieval errors, redundant appearance storage, or reconstruction artifacts. Implicit memories compress history into a compact state, but existing designs are not explicitly constrained to encode cross-view scene geometry. We propose GIM-World, a geometry-aware implicit memory framework for video world models. A lightweight transformer encoder compresses variable-length history into fixed-size memory tokens, a camera-queryable geometry head distills 3D scene structure from a frozen foundation model into the memory during training, and an information-guided pruning rule keeps encoding cost bounded as history grows. The geometry teacher is discarded at inference, leaving a lightweight memory module. Experiments on MIND show that GIM-World better preserves long-horizon geometric and visual consistency than both explicit- and implicit-memory baselines.

cs.CV↗
arXiv2026

Conformalized Large-Scale Selective Inference with Informative and Trustworthy Prediction Sets

In large-scale prediction problems, exhaustively following up on all test units is often impractical and inefficient, motivating a selective reporting strategy that fulfills the dual requirements of informativeness and trustworthiness. Within the InfoFCR (Informative prediction with False Coverage Rate control) framework, we propose SCIP (Selective Conformal Inference for Informative Predictions), a procedure built on three key components: (i) an informative set constructor that tailors prediction sets to individual test units according to user-specified informativeness constraints; (ii) a trust score that provides a principled quantification of the trustworthiness of candidate informative sets; and (iii) generalized conformal p-values that are used to perform FCR analysis for selecting the most promising candidates. We establish that SCIP guarantees finite-sample FCR control and is asymptotically anti-conservative, achieving higher statistical power than existing methods. The framework is highly versatile, accommodating a wide range of error metrics across both regression and classification tasks. Extensive numerical experiments on simulated and real data demonstrate the effectiveness of our approach.

math.ST↗
arXiv2026

PrismFlow: Residual Dynamics for Flow Matching in Time-Series Generation

Generating high-quality time-series data is challenging because real-world signals often exhibit multimodal patterns and multiscale dynamics, including oscillations and high-frequency variations. Flow Matching (FM) offers an efficient alternative to diffusion models, but practical implementations typically rely on a single finite-capacity global vector-field estimator. In such heterogeneous temporal distributions, distinct regimes may pass through nearby flow states while requiring incompatible conditional velocities. A monolithic estimator trained with the standard $\ell_2$ velocity-matching objective may therefore learn an overly smoothed approximation of the local transport field. This estimator-level smoothing can attenuate branch-specific dynamics, leading to spectral distortion and poor mode coverage. To address this, we propose PrismFlow, a new FM method with Koopman-inspired dynamical experts. Each expert learns residual corrections in a latent space where local nonlinear temporal evolution can be approximated by linear transitions. We further propose a confidence-aware Winner-Take-All (WTA) objective that updates only the expert best aligned with each sample while masking gradients to the others, encouraging mode-specific specialization. During sampling, the selected expert adds a residual dynamical correction to the global transport field, preserving FM stability while recovering fine-grained and high-frequency temporal structures. Across various benchmarks, PrismFlow effectively mitigates the spectral contraction in standard FM and achieves state-of-the-art performance, with a 15.6% gain in Context-FID and a 38.6% improvement in Discriminative Score, while remaining robust in low-data settings and effective for forecasting and imputation.

cs.LG↗
arXiv2026

Double/debiased machine learning of quantile treatment effects on long-term outcomes in clinical trials

Long-term outcomes are often unavailable in randomized clinical trials, although short-term surrogate outcomes are commonly observed. External observational data may contain the long-term outcome, but causal comparisons based on such data alone are vulnerable to confounding. Existing surrogate-based data integration methods for long-term outcomes have focused primarily on average treatment effects. We study estimation of quantile treatment effects for long-term outcomes in the trial population by combining randomized trial data with external observational data. Under treatment randomization, positivity, and a surrogate-based transportability assumption, we establish identification and develop a doubly robust estimator for inference. The estimator accommodates flexible machine learning methods for nuisance estimation, remains consistent if either the score-related or outcome regression-related nuisance functions are consistently estimated, and is asymptotically normal under regularity conditions. Simulation and real-data results demonstrate that the proposed method performs well in finite samples and can reveal heterogeneous long-term treatment effects across quantiles.

math.ST↗
arXiv2026

Synthetic Pre-Pre-Training Improves Language Model Robustness to Noisy Pre-Training Data

Large language models (LLMs) rely on web-scale corpora for pre-training. The noise inherent in these datasets tends to obscure meaningful patterns and ultimately degrade model performance. Data curation mitigates but cannot eliminate such noise, so pre-training corpora remain noisy in practice. We therefore study whether a lightweight pre-pre-training (PPT) stage based on synthetic data with learnable temporal structure helps resist noisy data during the pre-training (PT) stage. Across various corruption settings, our method consistently improves robustness to noise during PT, with larger relative gains at higher noise levels. For a 1B-parameter model, a synthetic PPT stage with only 65M tokens achieves the same final loss as the baseline while using up to 49\% fewer natural-text PT tokens across different noise levels. Mechanistic analyses suggest PPT does not immediately suppress attention to noisy tokens. Rather, PPT-initialized models gradually downweight attention between corrupted tokens during noisy PT. This indicates that synthetic PPT inhibits noise self-modeling and shapes the subsequent optimization trajectory. Code is available at https://github.com/guox18/formal-language-prepretraining.

cs.CL↗