arXiv subjects

Yik Lun Kei

Publications and source records attributed to Yik Lun Kei.

8 recordsLinked to original sources

arXiv2026

Decoder-only Clustering in Attributed Graphs

This manuscript studies nodal clustering in graphs having multivariate attributes at each node. The framework includes node-specific priors for low-dimensional representations, coupled with a neural decoder that bridges observed attributes with latent variables. Structural and attribute information are incorporated through a graph-fused LASSO regularization on the prior means, promoting nodal clustering. The optimization problem is solved via alternating direction method of multipliers, with Langevin dynamics for posterior inference. Simulation studies on grid graphs, and applications to real data with complex settings, demonstrate the effectiveness of the proposed clustering method.

stat.ME↗

arXiv2026

Change Point Detection for Cell Populations Measured via Flow Cytometry

The ocean is filled with phytoplankton that contribute as much photosynthesis as all land plants combined, making them vital to the carbon cycle and climate system. Recent advances in flow cytometry allow oceanographers to measure the optical traits of individual cells along research cruise tracks, generating single-cell resolution microbial data. In marine microbial ecology, detecting locations of abrupt changes in the environmental response of cytometric plankton distributions is an important task. This manuscript proposes a latent space Gaussian mixture-of-experts model, facilitating change point detection in replicated and clustered phytoplankton observations. Change points are identified through shifts in prior means of low-dimensional representations, with piecewise-constant structure enforced by a group-fused LASSO penalty. The optimization problem is then solved via Alternating Direction Method of Multipliers. Applied to flow cytometry data, the proposed method identifies a scientifically important change point that aligns with a transition zone between two marine provinces.

stat.ME↗

arXiv2025

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↗

arXiv2025

Change Point Localization and Inference in Dynamic Multilayer Networks

We study offline change point localization and inference in dynamic multilayer random dot product graphs (D-MRDPGs), where at each time point, a multilayer network is observed with shared node latent positions and time-varying, layer-specific connectivity patterns. We propose a novel two-stage algorithm that combines seeded binary segmentation with low-rank tensor estimation, and establish its consistency in estimating both the number and locations of change points. Furthermore, we derive the limiting distributions of the refined estimators under both vanishing and non-vanishing jump regimes. To the best of our knowledge, this is the first result of its kind in the context of dynamic network data. We also develop a fully data-driven procedure for constructing confidence intervals. Extensive numerical experiments demonstrate the superior performance and practical utility of our methods compared to existing alternatives.

stat.ME↗

arXiv2025

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↗

arXiv2025

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↗

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↗

arXiv2021

YouRefIt: Embodied Reference Understanding with Language and Gesture

We study the understanding of embodied reference: One agent uses both language and gesture to refer to an object to another agent in a shared physical environment. Of note, this new visual task requires understanding multimodal cues with perspective-taking to identify which object is being referred to. To tackle this problem, we introduce YouRefIt, a new crowd-sourced dataset of embodied reference collected in various physical scenes; the dataset contains 4,195 unique reference clips in 432 indoor scenes. To the best of our knowledge, this is the first embodied reference dataset that allows us to study referring expressions in daily physical scenes to understand referential behavior, human communication, and human-robot interaction. We further devise two benchmarks for image-based and video-based embodied reference understanding. Comprehensive baselines and extensive experiments provide the very first result of machine perception on how the referring expressions and gestures affect the embodied reference understanding. Our results provide essential evidence that gestural cues are as critical as language cues in understanding the embodied reference.

cs.CV↗