arXiv subjects

Xuening Zhu

Publications and source records attributed to Xuening Zhu.

At least 19 recordsLinked to original sources

arXiv2026

Two-way Homogeneity Pursuit for Quantile Network Vector Autoregression

We propose a two-way grouped network quantile (TGNQ) autoregression model for time series data observed on networks with substantial heterogeneity and complex directional interactions. Motivated by prior studies on network effects in directed networks, our model assigns each node two latent group memberships to flexibly capture asymmetric and heterogeneous interactions among users. These memberships, along with model parameters, can be consistently estimated using the proposed estimation procedure. As a result, the model performs node clustering and parameter estimation simultaneously, striking a balance between model flexibility and interpretability. We establish theoretical guarantees for the proposed method, showing that both group memberships and parameter estimators are consistent even when the number of groups is over-specified. When the group numbers are correctly specified, the parameter estimators are asymptotically normal, enabling valid statistical inference. In addition, we develop a quantile information criterion for the consistent selection of the number of groups. Simulation studies demonstrate strong finite-sample performance, and an application to Sina Weibo data illustrates the model's ability to uncover behavioral dynamics and user interaction patterns.

stat.ME↗

arXiv2026

Matrix-valued Network Autoregression Model with Latent Group Structure

Matrix-valued time series data are frequently observed in a broad range of areas and have attracted great attention recently. In this work, we model network effects for high dimensional matrix-valued time series data in a matrix autoregression framework. To characterize the potential heterogeneity of the subjects and handle the high dimensionality simultaneously, we assume that each subject has a latent group label, which enables us to cluster the subject into the corresponding row and column groups. We propose a group matrix network autoregression (GMNAR) model, which assumes that the subjects in the same group share the same set of model parameters. To estimate the model, we develop an iterative algorithm. Theoretically, we show that the group-wise parameters and group memberships can be consistently estimated when the group numbers are correctly or possibly over-specified. An information criterion for group number estimation is also provided to consistently select the group numbers. Lastly, we implement the method on a Yelp dataset to illustrate the usefulness of the method.

stat.ME↗

arXiv2026

Consistent Selection of the Number of Groups in Panel Models via Cross-Validation

Group number selection is a key problem for group panel data modeling. In this work, we develop a cross-validation (CV) method to tackle this problem. Specifically, we split the panel data into two data folds on the time span with a buffer zone, with group structure preserved for individuals. We first estimate the group memberships and parameters on one data fold, then plug in the estimates and utilize the other data fold to evaluate a designed criterion. Subsequently, the group number is estimated by minimizing the average criterion across all data folds. The proposed CV method has two advantages compared to existing approaches. First, the method is totally data-driven; thus no further model-specific tuning parameters are involved. Second, the method can be flexibly applied to a wide range of panel data models. Theoretically, we establish the estimation consistency by taking advantage of the optimization process on the training data fold. Experiments are carried out with a variety of synthetic datasets and panel models to further illustrate the advantages of the proposed method. Lastly, the CV method is employed to analyze the heterogeneous patterns of stock volatilities in the Chinese stock market during the 2008 financial crisis.

stat.ME↗

arXiv2026

Multi-relational Network Autoregression Model with Latent Group Structures

Multi-relational networks among entities are frequently observed in the era of big data. Quantifying the effects of multiple networks have attracted significant research interest recently. In this work, we model multiple network effects through an autoregressive framework for tensor-valued time series. To characterize the potential heterogeneity of the networks and handle the high dimensionality of the time series data simultaneously, we assume a separate group structure for entities in each network and estimate all group memberships in a data-driven fashion. Specifically, we propose a group tensor network autoregression (GTNAR) model, which assumes that within each network, entities in the same group share the same set of model parameters, and the parameters differ across networks. An iterative algorithm is developed to estimate the model parameters and the latent group memberships simultaneously. Theoretically, we show that the group-wise parameters and group memberships can be consistently estimated when the group numbers are correctly- or possibly over-specified. An information criterion for group number estimation of each network is also provided to consistently select the group numbers. Lastly, we implement the method on a Yelp dataset to illustrate the usefulness of the method.

stat.ME↗

arXiv2026

Causal Inference for Network Autoregression Model: A Targeted Minimum Loss Estimation Approach

We study estimation of the average treatment effect (ATE) from a single network in observational settings with interference. The weak cross-unit dependence is modeled via an endogenous peer-effect (network autoregressive) term that induces distance-decaying network dependence, relaxing the common finite-order interference to infinite interference. We propose a targeted minimum loss estimation (TMLE) procedure that removes plug-in bias from an initial estimator. The targeting step yields an adjustment direction that incorporates the network autoregressive structure and assigns heterogeneous, network-dependent weights to units. We find that the asymptotic leading term related to the covariates $\mathbf{X}_i$ can be formulated into a $V$-statistic whose order diverges with the network degrees. A novel limit theory is developed to establish the asymptotic normality under such complex network dependent scenarios. We show that our method can achieve smaller asymptotic variance than existing methods when $\mathbf{X}_i$ is i.i.d. generated and estimated with empirical distribution, and provide theoretical guarantees for estimating the variance. Extensive numerical studies and a live-streaming data analysis are presented to illustrate the advantages of the proposed method.

stat.ME↗

arXiv2025

Spatial weights matrix selection and model averaging for multivariate spatial autoregressive models

In this paper, we focus on the model specification problem in multivariate spatial econometric models when a candidate set for the spatial weights matrix is available. We propose a model selection method for the multivariate spatial autoregressive model, when the true spatial weights matrix may not be in the candidates. We show that the selected estimator is asymptotically optimal in the sense of minimizing the squared loss. If the candidate set contains the true spatial weights matrix, the method has selection consistency. We further propose a model averaging estimator that combines a set of candidate models and show its asymptotic optimality. Monte Carlo simulation results indicate that the proposed model selection and model averaging estimators perform quite well in finite samples. The proposed methods are applied to a Sina Weibo data to reveal how the user's posting behavior is influenced by the users that he follows. The analysis results indicate that the influence tends to be uniformly distributed among the user's followee, or linearly correlated with the number of followers of the followee.

stat.ME↗

arXiv2025

High-Dimensional Spatial Autoregression with Latent Factors by Diversified Projections

We study one particular type of multivariate spatial autoregression (MSAR) model with diverging dimensions in both responses and covariates. This makes the usual MSAR models no longer applicable due to the high computational cost. To address this issue, we propose a factor-augmented spatial autoregression (FSAR) model. FSAR is a special case of MSAR but with a novel factor structure imposed on the high-dimensional random error vector. The latent factors of FSAR are assumed to be of a fixed dimension. Therefore, they can be estimated consistently by the diversified projections method \citep{fan2022learning}, as long as the dimension of the multivariate response is diverging. Once the fixed-dimensional latent factors are consistently estimated, they are then fed back into the original SAR model and serve as exogenous covariates. This leads to a novel FSAR model. Thereafter, different components of the high-dimensional response can be modeled separately. To handle the high-dimensional feature, a smoothly clipped absolute deviation (SCAD) type penalized estimator is developed for each response component. We show theoretically that the resulting SCAD estimator is uniformly selection consistent, as long as the tuning parameter is selected appropriately. For practical selection of the tuning parameter, a novel BIC method is developed. Extensive numerical studies are conducted to demonstrate the finite sample performance of the proposed method.

stat.ME↗

arXiv2025

Curve-Aware Gaussian Splatting for 3D Parametric Curve Reconstruction

This paper presents an end-to-end framework for reconstructing 3D parametric curves directly from multi-view edge maps. Contrasting with existing two-stage methods that follow a sequential ``edge point cloud reconstruction and parametric curve fitting'' pipeline, our one-stage approach optimizes 3D parametric curves directly from 2D edge maps, eliminating error accumulation caused by the inherent optimization gap between disconnected stages. However, parametric curves inherently lack suitability for rendering-based multi-view optimization, necessitating a complementary representation that preserves their geometric properties while enabling differentiable rendering. We propose a novel bi-directional coupling mechanism between parametric curves and edge-oriented Gaussian components. This tight correspondence formulates a curve-aware Gaussian representation, \textbf{CurveGaussian}, that enables differentiable rendering of 3D curves, allowing direct optimization guided by multi-view evidence. Furthermore, we introduce a dynamically adaptive topology optimization framework during training to refine curve structures through linearization, merging, splitting, and pruning operations. Comprehensive evaluations on the ABC dataset and real-world benchmarks demonstrate our one-stage method's superiority over two-stage alternatives, particularly in producing cleaner and more robust reconstructions. Additionally, by directly optimizing parametric curves, our method significantly reduces the parameter count during training, achieving both higher efficiency and superior performance compared to existing approaches.

cs.CV↗

arXiv2025

Sparse Autoencoders, Again?

Is there really much more to say about sparse autoencoders (SAEs)? Autoencoders in general, and SAEs in particular, represent deep architectures that are capable of modeling low-dimensional latent structure in data. Such structure could reflect, among other things, correlation patterns in large language model activations, or complex natural image manifolds. And yet despite the wide-ranging applicability, there have been relatively few changes to SAEs beyond the original recipe from decades ago, namely, standard deep encoder/decoder layers trained with a classical/deterministic sparse regularizer applied within the latent space. One possible exception is the variational autoencoder (VAE), which adopts a stochastic encoder module capable of producing sparse representations when applied to manifold data. In this work we formalize underappreciated weaknesses with both canonical SAEs, as well as analogous VAEs applied to similar tasks, and propose a hybrid alternative model that circumvents these prior limitations. In terms of theoretical support, we prove that global minima of our proposed model recover certain forms of structured data spread across a union of manifolds. Meanwhile, empirical evaluations on synthetic and real-world datasets substantiate the efficacy of our approach in accurately estimating underlying manifold dimensions and producing sparser latent representations without compromising reconstruction error. In general, we are able to exceed the performance of equivalent-capacity SAEs and VAEs, as well as recent diffusion models where applicable, within domains such as images and language model activation patterns.

cs.LG↗

arXiv2025

CAD-NeRF: Learning NeRFs from Uncalibrated Few-view Images by CAD Model Retrieval

Reconstructing from multi-view images is a longstanding problem in 3D vision, where neural radiance fields (NeRFs) have shown great potential and get realistic rendered images of novel views. Currently, most NeRF methods either require accurate camera poses or a large number of input images, or even both. Reconstructing NeRF from few-view images without poses is challenging and highly ill-posed. To address this problem, we propose CAD-NeRF, a method reconstructed from less than 10 images without any known poses. Specifically, we build a mini library of several CAD models from ShapeNet and render them from many random views. Given sparse-view input images, we run a model and pose retrieval from the library, to get a model with similar shapes, serving as the density supervision and pose initializations. Here we propose a multi-view pose retrieval method to avoid pose conflicts among views, which is a new and unseen problem in uncalibrated NeRF methods. Then, the geometry of the object is trained by the CAD guidance. The deformation of the density field and camera poses are optimized jointly. Then texture and density are trained and fine-tuned as well. All training phases are in self-supervised manners. Comprehensive evaluations of synthetic and real images show that CAD-NeRF successfully learns accurate densities with a large deformation from retrieved CAD models, showing the generalization abilities.

cs.CV↗

arXiv2024

Penalized Sparse Covariance Regression with High Dimensional Covariates

Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional predictors (i.e., similarity matrices). Specifically, we use the penalization method to identify the informative predictors and estimate their associated coefficients simultaneously. We first investigate the Lasso estimator and subsequently consider the folded concave penalized estimation methods (e.g., SCAD and MCP). However, the theoretical analysis of the existing penalization methods is primarily based on i.i.d. data, which is not directly applicable to our scenario. To address this difficulty, we establish the non-asymptotic error bounds by exploiting the spectral properties of the covariance matrix and similarity matrices. Then, we derive the estimation error bound for the Lasso estimator and establish the desirable oracle property of the folded concave penalized estimator. Extensive simulation studies are conducted to corroborate our theoretical results. We also illustrate the usefulness of the proposed method by applying it to a Chinese stock market dataset.

stat.ME↗

arXiv2024

Relighting Scenes with Object Insertions in Neural Radiance Fields

The insertion of objects into a scene and relighting are commonly utilized applications in augmented reality (AR). Previous methods focused on inserting virtual objects using CAD models or real objects from single-view images, resulting in highly limited AR application scenarios. We propose a novel NeRF-based pipeline for inserting object NeRFs into scene NeRFs, enabling novel view synthesis and realistic relighting, supporting physical interactions like casting shadows onto each other, from two sets of images depicting the object and scene. The lighting environment is in a hybrid representation of Spherical Harmonics and Spherical Gaussians, representing both high- and low-frequency lighting components very well, and supporting non-Lambertian surfaces. Specifically, we leverage the benefits of volume rendering and introduce an innovative approach for efficient shadow rendering by comparing the depth maps between the camera view and the light source view and generating vivid soft shadows. The proposed method achieves realistic relighting effects in extensive experimental evaluations.

cs.CV↗

arXiv2024

Bayesian Spatially Clustered Compositional Regression: Linking intersectoral GDP contributions to Gini Coefficients

The Gini coefficient is an universally used measurement of income inequality. Intersectoral GDP contributions reveal the economic development of different sectors of the national economy. Linking intersectoral GDP contributions to Gini coefficients will provide better understandings of how the Gini coefficient is influenced by different industries. In this paper, a compositional regression with spatially clustered coefficients is proposed to explore heterogeneous effects over spatial locations under nonparametric Bayesian framework. Specifically, a Markov random field constraint mixture of finite mixtures prior is designed for Bayesian log contrast regression with compostional covariates, which allows for both spatially contiguous clusters and discontinous clusters. In addition, an efficient Markov chain Monte Carlo algorithm for posterior sampling that enables simultaneous inference on both cluster configurations and cluster-wise parameters is designed. The compelling empirical performance of the proposed method is demonstrated via extensive simulation studies and an application to 51 states of United States from 2019 Bureau of Economic Analysis.

stat.ME↗

arXiv2024

A Selective Review on Statistical Methods for Massive Data Computation: Distributed Computing, Subsampling, and Minibatch Techniques

This paper presents a selective review of statistical computation methods for massive data analysis. A huge amount of statistical methods for massive data computation have been rapidly developed in the past decades. In this work, we focus on three categories of statistical computation methods: (1) distributed computing, (2) subsampling methods, and (3) minibatch gradient techniques. The first class of literature is about distributed computing and focuses on the situation, where the dataset size is too huge to be comfortably handled by one single computer. In this case, a distributed computation system with multiple computers has to be utilized. The second class of literature is about subsampling methods and concerns about the situation, where the sample size of dataset is small enough to be placed on one single computer but too large to be easily processed by its memory as a whole. The last class of literature studies those minibatch gradient related optimization techniques, which have been extensively used for optimizing various deep learning models.

stat.ME↗

arXiv2023

Distributed Estimation and Inference for Spatial Autoregression Model with Large Scale Networks

The rapid growth of online network platforms generates large-scale network data and it poses great challenges for statistical analysis using the spatial autoregression (SAR) model. In this work, we develop a novel distributed estimation and statistical inference framework for the SAR model on a distributed system. We first propose a distributed network least squares approximation (DNLSA) method. This enables us to obtain a one-step estimator by taking a weighted average of local estimators on each worker. Afterwards, a refined two-step estimation is designed to further reduce the estimation bias. For statistical inference, we utilize a random projection method to reduce the expensive communication cost. Theoretically, we show the consistency and asymptotic normality of both the one-step and two-step estimators. In addition, we provide theoretical guarantee of the distributed statistical inference procedure. The theoretical findings and computational advantages are validated by several numerical simulations implemented on the Spark system. Lastly, an experiment on the Yelp dataset further illustrates the usefulness of the proposed methodology.

stat.CO↗

arXiv2023

CoGANPPIS: A Coevolution-enhanced Global Attention Neural Network for Protein-Protein Interaction Site Prediction

Protein-protein interactions are of great importance in biochemical processes. Accurate prediction of protein-protein interaction sites (PPIs) is crucial for our understanding of biological mechanism. Although numerous approaches have been developed recently and achieved gratifying results, there are still two limitations: (1) Most existing models have excavated a number of useful input features, but failed to take coevolutionary features into account, which could provide clues for inter-residue relationships; (2) The attention-based models only allocate attention weights for neighboring residues, instead of doing it globally, which may limit the model's prediction performance since some residues being far away from the target residues might also matter. We propose a coevolution-enhanced global attention neural network, a sequence-based deep learning model for PPIs prediction, called CoGANPPIS. Specifically, CoGANPPIS utilizes three layers in parallel for feature extraction: (1) Local-level representation aggregation layer, which aggregates the neighboring residues' features as the local feature representation; (2) Global-level representation learning layer, which employs a novel coevolution-enhanced global attention mechanism to allocate attention weights to all residues on the same protein sequences; (3) Coevolutionary information learning layer, which applies CNN & pooling to coevolutionary information to obtain the coevolutionary profile representation. Then, the three outputs are concatenated and passed into several fully connected layers for the final prediction. Extensive experiments on two benchmark datasets have been conducted, demonstrating that our proposed model achieves the state-of-the-art performance.

q-bio.QM↗

arXiv2023

Group Network Hawkes Process

In this work, we study the event occurrences of individuals interacting in a network. To characterize the dynamic interactions among the individuals, we propose a group network Hawkes process (GNHP) model whose network structure is observed and fixed. In particular, we introduce a latent group structure among individuals to account for the heterogeneous user-specific characteristics. A maximum likelihood approach is proposed to simultaneously cluster individuals in the network and estimate model parameters. A fast EM algorithm is subsequently developed by utilizing the branching representation of the proposed GNHP model. Theoretical properties of the resulting estimators of group memberships and model parameters are investigated under both settings when the number of latent groups $G$ is over-specified or correctly specified. A data-driven criterion that can consistently identify the true $G$ under mild conditions is derived. Extensive simulation studies and an application to a data set collected from Sina Weibo are used to illustrate the effectiveness of the proposed methodology.

stat.ME↗

arXiv2023

Simultaneous Estimation and Group Identification for Network Vector Autoregressive Model with Heterogeneous Nodes

Individuals or companies in a large social or financial network often display rather heterogeneous behaviors for various reasons. In this work, we propose a network vector autoregressive model with a latent group structure to model heterogeneous dynamic patterns observed from network nodes, for which group-wise network effects and timeinvariant fixed-effects can be naturally incorporated. In our framework, the model parameters and network node memberships can be simultaneously estimated by minimizing a least-squares type objective function. In particular, our theoretical investigation allows the number of latent groups G to be over-specified when achieving the estimation consistency of the model parameters and group memberships, which significantly improves the robustness of the proposed approach. When G is correctly specified, valid statistical inference can be made for model parameters based on the asymptotic normality of the estimators. A data-driven criterion is developed to consistently identify the true group number for practical use. Extensive simulation studies and two real data examples are used to demonstrate the effectiveness of the proposed methodology.

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