arXiv subjects

Yen-Chi Chen

Publications and source records attributed to Yen-Chi Chen.

At least 37 records · Page 2Linked to original sources

arXiv2025

Nonparametric Inference on Dose-Response Curves Without the Positivity Condition

Existing statistical methods in causal inference often assume the positivity condition, where every individual has some chance of receiving any treatment level regardless of covariates. This assumption could be violated in observational studies with continuous treatments. In this paper, we develop identification and estimation theories for causal effects with continuous treatments (i.e., dose-response curves) without relying on the positivity condition. Our approach identifies and estimates the derivative of the treatment effect for each observed sample, integrating it to the treatment level of interest to mitigate bias from the lack of positivity. The method is grounded in a weaker assumption, satisfied by additive confounding models. We propose a fast and reliable numerical recipe for computing our integral estimator in practice and derive its asymptotic properties. To enable valid inference on the dose-response curve and its derivative, we use the nonparametric bootstrap and establish its consistency. The performances of our proposed estimators are validated through simulation studies and an analysis of the effect of air pollution exposure (PM$_{2.5}$) on cardiovascular mortality rates.

stat.ME↗

arXiv2023

Residual Scheduling: A New Reinforcement Learning Approach to Solving Job Shop Scheduling Problem

Job-shop scheduling problem (JSP) is a mathematical optimization problem widely used in industries like manufacturing, and flexible JSP (FJSP) is also a common variant. Since they are NP-hard, it is intractable to find the optimal solution for all cases within reasonable times. Thus, it becomes important to develop efficient heuristics to solve JSP/FJSP. A kind of method of solving scheduling problems is construction heuristics, which constructs scheduling solutions via heuristics. Recently, many methods for construction heuristics leverage deep reinforcement learning (DRL) with graph neural networks (GNN). In this paper, we propose a new approach, named residual scheduling, to solving JSP/FJSP. In this new approach, we remove irrelevant machines and jobs such as those finished, such that the states include the remaining (or relevant) machines and jobs only. Our experiments show that our approach reaches state-of-the-art (SOTA) among all known construction heuristics on most well-known open JSP and FJSP benchmarks. In addition, we also observe that even though our model is trained for scheduling problems of smaller sizes, our method still performs well for scheduling problems of large sizes. Interestingly in our experiments, our approach even reaches zero gap for 49 among 50 JSP instances whose job numbers are more than 150 on 20 machines.

cs.AI↗

arXiv2023

Bayesian Finite Mixtures of Ising Models

We introduce finite mixtures of Ising models as a novel approach to study multivariate patterns of associations of binary variables. Our proposed models combine the strengths of Ising models and multivariate Bernoulli mixture models. We examine conditions required for the identifiability of Ising mixture models, and develop a Bayesian framework for fitting them. Through simulation experiments and real data examples, we show that Ising mixture models lead to meaningful results for sparse binary contingency tables.

stat.ME↗

arXiv2023

Skeleton Clustering: Dimension-Free Density-based Clustering

We introduce a density-based clustering method called skeleton clustering that can detect clusters in multivariate and even high-dimensional data with irregular shapes. To bypass the curse of dimensionality, we propose surrogate density measures that are less dependent on the dimension but have intuitive geometric interpretations. The clustering framework constructs a concise representation of the given data as an intermediate step and can be thought of as a combination of prototype methods, density-based clustering, and hierarchical clustering. We show by theoretical analysis and empirical studies that the skeleton clustering leads to reliable clusters in multivariate and high-dimensional scenarios.

stat.ML↗

arXiv2022

The emptiness inside: Finding gaps, valleys, and lacunae with geometric data analysis

Discoveries of gaps in data have been important in astrophysics. For example, there are kinematic gaps opened by resonances in dynamical systems, or exoplanets of a certain radius that are empirically rare. A gap in a data set is a kind of anomaly, but in an unusual sense: Instead of being a single outlier data point, situated far from other data points, it is a region of the space, or a set of points, that is anomalous compared to its surroundings. Gaps are both interesting and hard to find and characterize, especially when they have non-trivial shapes. We present in this paper a statistic that can be used to estimate the (local) "gappiness" of a point in the data space. It uses the gradient and Hessian of the density estimate (and thus requires a twice-differentiable density estimator). This statistic can be computed at (almost) any point in the space and does not rely on optimization; it allows to highlight under-dense regions of any dimensionality and shape in a general and efficient way. We illustrate our method on the velocity distribution of nearby stars in the Milky Way disk plane, which exhibits gaps that could originate from different processes. Identifying and characterizing those gaps could help determine their origins. We provide in an Appendix implementation notes and additional considerations for finding under-densities in data, using critical points and the properties of the Hessian of the density.

astro-ph.IM↗

arXiv2022

SCONCE: A cosmic web finder for spherical and conic geometries

The latticework structure known as the cosmic web provides a valuable insight into the assembly history of large-scale structures. Despite the variety of methods to identify the cosmic web structures, they mostly rely on the assumption that galaxies are embedded in a Euclidean geometric space. Here we present a novel cosmic web identifier called SCONCE (Spherical and CONic Cosmic wEb finder) that inherently considers the 2D (RA,DEC) spherical or the 3D (RA,DEC,$z$) conic geometry. The proposed algorithms in SCONCE generalize the well-known subspace constrained mean shift (SCMS) method and primarily address the predominant filament detection problem. They are intrinsic to the spherical/conic geometry and invariant to data rotations. We further test the efficacy of our method with an artificial cross-shaped filament example and apply it to the SDSS galaxy catalogue, revealing that the 2D spherical version of our algorithms is robust even in regions of high declination. Finally, using N-body simulations from Illustris, we show that the 3D conic version of our algorithms is more robust in detecting filaments than the standard SCMS method under the redshift distortions caused by the peculiar velocities of halos. Our cosmic web finder is packaged in python as SCONCE-SCMS and has been made publicly available.

astro-ph.CO↗

arXiv2022

Handling Nonmonotone Missing Data with Available Complete-Case Missing Value Assumption

Nonmonotone missing data is a common problem in scientific studies. The conventional ignorability and missing-at-random (MAR) conditions are unlikely to hold for nonmonotone missing data and data analysis can be very challenging with few complete data. In this paper, we introduce the available complete-case missing value (ACCMV) assumption for handling nonmonotone and missing-not-at-random (MNAR) problems. Our ACCMV assumption is applicable to data set with a small set of complete observations and we show that the ACCMV assumption leads to nonparametric identification of the distribution for the variables of interest. We further propose an inverse probability weighting estimator, a regression adjustment estimator, and a multiply-robust estimator for estimating a parameter of interest. We studied the underlying asymptotic and efficiency theories of the proposed estimators. We show the validity of our method with simulation studies and further illustrate the applicability of our method by applying it to a diabetes data set from electronic health records.

stat.ME↗

arXiv2022

Efficient Community Detection in Large-Scale Dynamic Networks Using Topological Data Analysis

In this paper, we propose a method that extends the persistence-based topological data analysis (TDA) that is typically used for characterizing shapes to general networks. We introduce the concept of the community tree, a tree structure established based on clique communities from the clique percolation method, to summarize the topological structures in a network from a persistence perspective. Furthermore, we develop efficient algorithms to construct and update community trees by maintaining a series of clique graphs in the form of spanning forests, in which each spanning tree is built on an underlying Euler Tour tree. With the information revealed by community trees and the corresponding persistence diagrams, our proposed approach is able to detect clique communities and keep track of the major structural changes during their evolution given a stability threshold. The results demonstrate its effectiveness in extracting useful structural insights for time-varying social networks.

cs.SI↗

arXiv2022

Linear Convergence of the Subspace Constrained Mean Shift Algorithm: From Euclidean to Directional Data

This paper studies the linear convergence of the subspace constrained mean shift (SCMS) algorithm, a well-known algorithm for identifying a density ridge defined by a kernel density estimator. By arguing that the SCMS algorithm is a special variant of a subspace constrained gradient ascent (SCGA) algorithm with an adaptive step size, we derive the linear convergence of such SCGA algorithm. While the existing research focuses mainly on density ridges in the Euclidean space, we generalize density ridges and the SCMS algorithm to directional data. In particular, we establish the stability theorem of density ridges with directional data and prove the linear convergence of our proposed directional SCMS algorithm.

stat.ML↗

arXiv2022

Statistical Inference with Local Optima

We study the statistical properties of an estimator derived by applying a gradient ascent method with multiple initializations to a multi-modal likelihood function. We derive the population quantity that is the target of this estimator and study the properties of confidence intervals (CIs) constructed from asymptotic normality and the bootstrap approach. In particular, we analyze the coverage deficiency due to finite number of random initializations. We also investigate the CIs by inverting the likelihood ratio test, the score test, and the Wald test, and we show that the resulting CIs may be very different. We propose a two-sample test procedure even when the MLE is intractable. In addition, we analyze the performance of the EM algorithm under random initializations and derive the coverage of a CI with a finite number of initializations.

math.ST↗

arXiv2021

Multistage Estimators for Missing Covariates and Incomplete Outcomes

We study problems with multiple missing covariates and partially observed responses. We develop a new framework to handle complex missing covariate scenarios via inverse probability weighting, regression adjustment, and a multiply-robust procedure. We apply our framework to three classical problems: the Cox model from survival analysis, missing response, and binary treatment from causal inference. We also discuss how to handle missing covariates in these scenarios, and develop associated identifying theories and asymptotic theories. We apply our procedure to simulations and an Alzheimer's disease dataset and obtain meaningful results.

stat.ME↗

arXiv2021

Data Harmonization Via Regularized Nonparametric Mixing Distribution Estimation

Data harmonization is the process by which an equivalence is developed between two variables measuring a common trait. Our problem is motivated by dementia research in which multiple tests are used in practice to measure the same underlying cognitive ability such as language or memory. We connect this statistical problem to mixing distribution estimation. We introduce and study a non-parametric latent trait model, develop a method which enforces uniqueness of the regularized maximum likelihood estimator, show how a nonparametric EM algorithm will converge weakly to its maximizer, and additionally propose a faster algorithm for learning a discretized approximation of the latent distribution. Furthermore, we develop methods to assess goodness of fit for the mixing likelihood which is an area neglected in most mixing distribution estimation problems. We apply our method to the National Alzheimer's Coordination Center Uniform Data Set and show that we can use our method to convert between score measurements and account for the measurement error. We show that this method outperforms standard techniques commonly used in dementia research. Full code is available at https://github.com/SteveJWR/Data-Harmonization-Nonparametric.

stat.ME↗

arXiv2021

Random walks with local memory

We prove a quenched invariance principle for a class of random walks in random environment on $\mathbb{Z}^d$, where the walker alters its own environment. The environment consists of an outgoing edge from each vertex. The walker updates the edge $e$ at its current location to a new random edge $e'$ (whose law depends on $e$) and then steps to the other endpoint of $e'$. We show that a native environment for these walks (i.e., an environment that is stationary in time from the perspective of the walker) consists of the wired uniform spanning forest oriented toward the walker, plus an independent outgoing edge from the walker.

math.PR↗

arXiv2021

Kernel Smoothing, Mean Shift, and Their Learning Theory with Directional Data

Directional data consist of observations distributed on a (hyper)sphere, and appear in many applied fields, such as astronomy, ecology, and environmental science. This paper studies both statistical and computational problems of kernel smoothing for directional data. We generalize the classical mean shift algorithm to directional data, which allows us to identify local modes of the directional kernel density estimator (KDE). The statistical convergence rates of the directional KDE and its derivatives are derived, and the problem of mode estimation is examined. We also prove the ascending property of the directional mean shift algorithm and investigate a general problem of gradient ascent on the unit hypersphere. To demonstrate the applicability of the algorithm, we evaluate it as a mode clustering method on both simulated and real-world data sets.

stat.ML↗

arXiv2021

The EM Perspective of Directional Mean Shift Algorithm

The directional mean shift (DMS) algorithm is a nonparametric method for pursuing local modes of densities defined by kernel density estimators on the unit hypersphere. In this paper, we show that any DMS iteration can be viewed as a generalized Expectation-Maximization (EM) algorithm; in particular, when the von Mises kernel is applied, it becomes an exact EM algorithm. Under the (generalized) EM framework, we provide a new proof for the ascending property of density estimates and demonstrate the global convergence of directional mean shift sequences. Finally, we give a new insight into the linear convergence of the DMS algorithm.

math.ST↗

arXiv2020

Pattern graphs: a graphical approach to nonmonotone missing data

We introduce the concept of pattern graphs--directed acyclic graphs representing how response patterns are associated. A pattern graph represents an identifying restriction that is nonparametrically identified/saturated and is often a missing not at random restriction. We introduce a selection model and a pattern mixture model formulations using the pattern graphs and show that they are equivalent. A pattern graph leads to an inverse probability weighting estimator as well as an imputation-based estimator. We also study the semi-parametric efficiency theory and derive a multiply-robust estimator using pattern graphs.

stat.ME↗

arXiv2020

Information Criterion for Boltzmann Approximation Problems

This paper considers the problem of approximating a density when it can be evaluated up to a normalizing constant at a limited number of points. We call this problem the Boltzmann approximation (BA) problem. The BA problem is ubiquitous in statistics, such as approximating a posterior density for Bayesian inference and estimating an optimal density for importance sampling. Approximating the density with a parametric model can be cast as a model selection problem. This problem cannot be addressed with traditional approaches that maximize the (marginal) likelihood of a model, for example, using the Akaike information criterion (AIC) or Bayesian information criterion (BIC). We instead aim to minimize the cross-entropy that gauges the deviation of a parametric model from the target density. We propose a novel information criterion called the cross-entropy information criterion (CIC) and prove that the CIC is an asymptotically unbiased estimator of the cross-entropy (up to a multiplicative constant) under some regularity conditions. We propose an iterative method to approximate the target density by minimizing the CIC. We demonstrate that the proposed method selects a parametric model that well approximates the target density.

stat.ME↗

arXiv2020

Polygames: Improved Zero Learning

Since DeepMind's AlphaZero, Zero learning quickly became the state-of-the-art method for many board games. It can be improved using a fully convolutional structure (no fully connected layer). Using such an architecture plus global pooling, we can create bots independent of the board size. The training can be made more robust by keeping track of the best checkpoints during the training and by training against them. Using these features, we release Polygames, our framework for Zero learning, with its library of games and its checkpoints. We won against strong humans at the game of Hex in 19x19, which was often said to be untractable for zero learning; and in Havannah. We also won several first places at the TAAI competitions.

cs.LG↗