arXiv subjects

Yanzhen Chen

Publications and source records attributed to Yanzhen Chen.

12 recordsLinked to original sources

arXiv2026

Transfer Learning in Nonparametric Regression with Deep ReLU Networks

This paper develops a general transfer learning framework for nonparametric regression with data consisting of multiple groups. Under the assumption that groups share a common structure along with group-specific deviations in additive form, the proposed method employs a two-stage offset learning procedure: the first stage pools data from all groups to estimate an overall mean function, and the second stage estimates offsets for each group, yielding final group-level estimators through additive combination. Upper bounds on the $\mathcal L_2$ error are established for the proposed framework, covering a broad class of nonparametric estimators under mild complexity and noise conditions. When instantiated with deep ReLU networks, explicit convergence rates are derived under hierarchical composition models, demonstrating the ability to overcome the curse of dimensionality. Conditions that enable positive transfer with faster rates are considered, including learning with simpler functions and data augmentation through pooling samples across groups. Various simulations and real-data experiments further validate the effectiveness of the proposed method.

stat.ML↗

arXiv2026

LongMedBench: Benchmarking Medical Agents for Long-Horizon Clinical Decision-Making

In this work, we introduce LongMedBench, a real-world EHR-based benchmark for long-horizon clinical decision-making. Prior evaluations of LLM-based medical agents have largely emphasized short-context knowledge QA and tool use. However, real-world medical care is inherently longitudinal, and clinicians must aggregate evidence across repeated visits, tests, and evolving treatments. Therefore, long-horizon interaction is essential for realistic assessment. LongMedBench is constructed via a reproducible pipeline that integrates MIMIC-IV admission records and clinical notes into time-series event streams and long-context memory datasets, enabling long-horizon, multi-session interactions between agents and a clinical environment. It comprises 335 patients, with 19.72 inpatient visits per patient on average and 44.91 medical events per visit. Guided by the long-horizon decision process, we propose an evaluation taxonomy with three suites: fact-based QA, temporal reasoning, and long-horizon decision-making. This taxonomy measures how agents understand and leverage historical patient information over extended horizons. Our experiments show that while recent LLMs can make good use of explicit timestamps, they have challenges in implicit time inference; The RAG and agent memory system can improve the performance of information retrieval tasks, but the performance of decision-making tasks is highly dependent on the model's immediate context.

cs.AI↗

arXiv2024

Confidence Interval Construction and Conditional Variance Estimation with Dense ReLU Networks

This paper addresses the problems of conditional variance estimation and confidence interval construction in nonparametric regression using dense networks with the Rectified Linear Unit (ReLU) activation function. We present a residual-based framework for conditional variance estimation, deriving nonasymptotic bounds for variance estimation under both heteroscedastic and homoscedastic settings. We relax the sub-Gaussian noise assumption, allowing the proposed bounds to accommodate sub-Exponential noise and beyond. Building on this, for a ReLU neural network estimator, we derive non-asymptotic bounds for both its conditional mean and variance estimation, representing the first result for variance estimation using ReLU networks. Furthermore, we develop a ReLU network based robust bootstrap procedure (Efron, 1992) for constructing confidence intervals for the true mean that comes with a theoretical guarantee on the coverage, providing a significant advancement in uncertainty quantification and the construction of reliable confidence intervals in deep learning settings.

stat.ML↗

arXiv2024

Change Point Detection in Dynamic Graphs with Decoder-only Latent Space Model

This manuscript studies the unsupervised change point detection problem in time series of graphs using a decoder-only latent space model. The proposed framework consists of learnable prior distributions for low-dimensional graph representations and of a decoder that bridges the observed graphs and latent representations. The prior distributions of the latent spaces are learned from the observed data as empirical Bayes to assist change point detection. Specifically, the model parameters are estimated via maximum approximate likelihood, with a Group Fused Lasso regularization imposed on the prior parameters. The augmented Lagrangian is solved via Alternating Direction Method of Multipliers, and Langevin Dynamics are recruited for posterior inference. Simulation studies show good performance of the latent space model in supporting change point detection and real data experiments yield change points that align with significant events.

stat.ME↗

arXiv2023

SIRe-IR: Inverse Rendering for BRDF Reconstruction with Shadow and Illumination Removal in High-Illuminance Scenes

Implicit neural representation has opened up new possibilities for inverse rendering. However, existing implicit neural inverse rendering methods struggle to handle strongly illuminated scenes with significant shadows and indirect illumination. The existence of shadows and reflections can lead to an inaccurate understanding of scene geometry, making precise factorization difficult. To this end, we present SIRe-IR, an implicit neural inverse rendering approach that uses non-linear mapping and regularized visibility estimation to decompose the scene into environment map, albedo, and roughness. By accurately modeling the indirect radiance field, normal, visibility, and direct light simultaneously, we are able to remove both shadows and indirect illumination in materials without imposing strict constraints on the scene. Even in the presence of intense illumination, our method recovers high-quality albedo and roughness with no shadow interference. SIRe-IR outperforms existing methods in both quantitative and qualitative evaluations.

cs.CV↗

arXiv2023

2D score based estimation of heterogeneous treatment effects

Statisticians show growing interest in estimating and analyzing heterogeneity in causal effects in observational studies. However, there usually exists a trade-off between accuracy and interpretability for developing a desirable estimator for treatment effects, especially in the case when there are a large number of features in estimation. To make efforts to address the issue, we propose a score-based framework for estimating the Conditional Average Treatment Effect (CATE) function in this paper. The framework integrates two components: (i) leverage the joint use of propensity and prognostic scores in a matching algorithm to obtain a proxy of the heterogeneous treatment effects for each observation, (ii) utilize non-parametric regression trees to construct an estimator for the CATE function conditioning on the two scores. The method naturally stratifies treatment effects into subgroups over a 2d grid whose axis are the propensity and prognostic scores. We conduct benchmark experiments on multiple simulated data and demonstrate clear advantages of the proposed estimator over state of the art methods. We also evaluate empirical performance in real-life settings, using two observational data from a clinical trial and a complex social survey, and interpret policy implications following the numerical results.

stat.ME↗

arXiv2023

A Partially Separable Model for Dynamic Valued Networks

The Exponential-family Random Graph Model (ERGM) is a powerful model to fit networks with complex structures. However, for dynamic valued networks whose observations are matrices of counts that evolve over time, the development of the ERGM framework is still in its infancy. To facilitate the modeling of dyad value increment and decrement, a Partially Separable Temporal ERGM is proposed for dynamic valued networks. The parameter learning algorithms inherit state-of-the-art estimation techniques to approximate the maximum likelihood, by drawing Markov chain Monte Carlo (MCMC) samples conditioning on the valued network from the previous time step. The ability of the proposed model to interpret network dynamics and forecast temporal trends is demonstrated with real data.

stat.ME↗

arXiv2023

Change Point Detection on A Separable Model for Dynamic Networks

This paper studies the unsupervised change point detection problem in time series of networks using the Separable Temporal Exponential-family Random Graph Model (STERGM). Inherently, dynamic network patterns are complex due to dyadic and temporal dependence, and change points detection can identify the discrepancies in the underlying data generating processes to facilitate downstream analysis. In particular, the STERGM that utilizes network statistics and nodal attributes to represent the structural patterns is a flexible and parsimonious model to fit dynamic networks. We propose a new estimator derived from the Alternating Direction Method of Multipliers (ADMM) procedure and Group Fused Lasso (GFL) regularization to simultaneously detect multiple time points where the parameters of a time-heterogeneous STERGM have shifted. Experiments on both simulated and real data show good performance of the proposed framework, and an R package CPDstergm is developed to implement the method.

stat.ME↗

arXiv2021

A causal fused lasso for interpretable heterogeneous treatment effects estimation

We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the fused lasso to obtain piecewise constant treatment effects with respect to the ordering defined by the score. Similar to the existing methods based on discretizing the score, our methods yield interpretable subgroup effects. However, existing methods fixed the subgroup a priori, but our causal fused lasso forms data-adaptive subgroups. We show that the estimator consistently estimates the treatment effects conditional on the score under very general conditions on the covariates and treatment. We demonstrate the performance of our procedure using extensive experiments that show that it can be interpretable and competitive with state-of-the-art methods.

stat.ME↗

arXiv2021

Example-based Real-time Clothing Synthesis for Virtual Agents

We present a real-time cloth animation method for dressing virtual humans of various shapes and poses. Our approach formulates the clothing deformation as a high-dimensional function of body shape parameters and pose parameters. In order to accelerate the computation, our formulation factorizes the clothing deformation into two independent components: the deformation introduced by body pose variation (Clothing Pose Model) and the deformation from body shape variation (Clothing Shape Model). Furthermore, we sample and cluster the poses spanning the entire pose space and use those clusters to efficiently calculate the anchoring points. We also introduce a sensitivity-based distance measurement to both find nearby anchoring points and evaluate their contributions to the final animation. Given a query shape and pose of the virtual agent, we synthesize the resulting clothing deformation by blending the Taylor expansion results of nearby anchoring points. Compared to previous methods, our approach is general and able to add the shape dimension to any clothing pose model. %and therefore it is more general. Furthermore, we can animate clothing represented with tens of thousands of vertices at 50+ FPS on a CPU. Moreover, our example database is more representative and can be generated in parallel, and thereby saves the training time. We also conduct a user evaluation and show that our method can improve a user's perception of dressed virtual agents in an immersive virtual environment compared to a conventional linear blend skinning method.

cs.GR↗

arXiv2020

Quantile regression with deep ReLU Networks: Estimators and minimax rates

Quantile regression is the task of estimating a specified percentile response, such as the median, from a collection of known covariates. We study quantile regression with rectified linear unit (ReLU) neural networks as the chosen model class. We derive an upper bound on the expected mean squared error of a ReLU network used to estimate any quantile conditional on a set of covariates. This upper bound only depends on the best possible approximation error, the number of layers in the network, and the number of nodes per layer. We further show upper bounds that are tight for two large classes of functions: compositions of Hölder functions and members of a Besov space. These tight bounds imply ReLU networks with quantile regression achieve minimax rates for broad collections of function types. Unlike existing work, the theoretical results hold under minimal assumptions and apply to general error distributions, including heavy-tailed distributions. Empirical simulations on a suite of synthetic response functions demonstrate the theoretical results translate to practical implementations of ReLU networks. Overall, the theoretical and empirical results provide insight into the strong performance of ReLU neural networks for quantile regression across a broad range of function classes and error distributions. All code for this paper is publicly available at https://github.com/tansey/quantile-regression.

math.ST↗

arXiv2019

Adaptive Non-Parametric Regression With the $K$-NN Fused Lasso

The fused lasso, also known as total-variation denoising, is a locally-adaptive function estimator over a regular grid of design points. In this paper, we extend the fused lasso to settings in which the points do not occur on a regular grid, leading to an approach for non-parametric regression. This approach, which we call the $K$-nearest neighbors ($K$-NN) fused lasso, involves (i) computing the $K$-NN graph of the design points; and (ii) performing the fused lasso over this $K$-NN graph. We show that this procedure has a number of theoretical advantages over competing approaches: specifically, it inherits local adaptivity from its connection to the fused lasso, and it inherits manifold adaptivity from its connection to the $K$-NN approach. We show that excellent results are obtained in a simulation study and on an application to flu data. For completeness, we also study an estimator that makes use of an $ε$-graph rather than a $K$-NN graph, and contrast this with the $K$-NN fused lasso.

stat.ME↗