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Yin Xia

Publications and source records attributed to Yin Xia.

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Anytime-Valid Distribution Shift Detection via Predictive Rank Martingales

Many sequential distribution shift detectors update a growing reference set with incoming observations. After a change, this update contaminates the reference set with post-change observations and can weaken subsequent evidence. Keeping the calibration sample fixed mitigates this contamination, but repeated reuse induces dependence among fixed-reference ranks, so arguments based on independent conformal \(p\)-values do not apply. We derive the exact conditional null distribution of the next rank given the preceding ranks and use it to construct a predictive rank martingale (PRM). Thresholding a PRM gives distribution-free, finite-sample anytime marginal type I error control. To target specific departures, we apply a pre-specified feature to each rank, center the resulting payoff under the predictive null law, and use Online Newton Step (ONS) to adapt the bet. Order and dispersion features target directional and center-versus-tail changes, respectively. For any Lipschitz feature with nonzero induced contrast under the alternative, we establish a finite-window detection guarantee and show that the test is consistent as the initial calibration size increases. At a fixed calibration size, however, we derive a power ceiling for every distribution-free detection procedure. Across synthetic and real data, our PRM methods achieve better detection performance than conditional conformal test martingale (CCTM).

stat.ME

High-Dimensional Assisted Learning for Vertically Distributed Data with Blockwise Missingness

In multi-institutional studies, different parties hold distinct feature blocks for partially overlapping sets of individuals. Responses may also be missing for some records. In such settings, we propose Assisted Learning with Block-Missing Data (ALB) for sparse high-dimensional linear estimation and coordinatewise inference without pooling records or relying on a coordinating server. ALB minimizes a regularized available-case quadratic loss using cyclic block updates. Each cycle communicates $O(n)$ scalars through sample-level linear summaries, regardless of data dimension $p$, and the iterates converge geometrically to the centralized solution. We derive estimation rates that separate statistical and optimization errors. For inference on a target coefficient, ALB estimates the corresponding precision column and uses a sample-level variance estimator that accounts for dependence among moments computed from overlapping samples. Under sparsity and overlap conditions, the studentized estimator is asymptotically standard normal at the $\sqrt n$ rate, even when there are no complete cases. We also study one-time perturbed covariate and response releases that reduce direct disclosure by replacing unperturbed sample-level quantities with noisy versions. Simulations and an analysis of multimodal Alzheimer's Disease Neuroimaging Initiative data indicate that ALB approximates its centralized benchmark and improves upon complete-case Lasso by incorporating partially observed records.

stat.ME

Gaussian Differentially Private $e$-values: Construction, Threshold Calibration, and Multiple Testing

This paper develops a framework for differentially private $e$-values under Gaussian differential privacy ($\mu$-GDP). We characterize the canonical noise mechanism, establishing that optimal multiplicative perturbation follows a Gaussian distribution. Using this distribution, we derive a globally sharp rejection threshold that strictly improves upon the standard Markov bound. Asymptotic analysis shows that in low-sensitivity regimes, the calibrated private test achieves a net power gain over the non-private baseline. For multiple testing, we introduce a recursive peeling algorithm that adaptively concentrates the privacy budget on the most promising hypotheses. This construction guarantees rigorous $\mu$-GDP and yields valid private $e$-values compatible with standard multiple testing procedures. Simulations and a genome-wide association study confirm that the method controls the false discovery rate while improving upon naive all-noisy privatization and recovering power close to non-private benchmarks.

stat.ME

SCORE: A Unified Framework for Overshoot Refund in Online FDR Control

We propose a unified framework to enhance the power of online multiple hypothesis testing procedures based on $e$-values. While $e$-value-based methods offer robust online False Discovery Rate (FDR) control under minimal assumptions, they often suffer from power loss by discarding evidence that exceeds the rejection threshold. We address this inefficiency via the Sequential Control with Overshoot Refund for E-values (SCORE) framework, which leverages the inequality $\mathbb{I}(y \ge 1) \le y - (y-1)_+$, valid for all $y\ge 0$, to reclaim this otherwise wasted evidence. This simple yet powerful insight yields a unified principle for improving a broad class of online testing algorithms. Building on this framework, we develop SCORE-enhanced versions of several state-of-the-art procedures, including SCORE-LOND, SCORE-LORD, and SCORE-SAFFRON, all of which strictly dominate their original counterparts while preserving valid finite-sample FDR control. Furthermore, under mild assumptions, SCORE permits retroactive updates of alpha-wealth by using the latest decision twice: first to determine its reward or loss, and then to refresh past wealth. Such a mechanism enables more aggressive testing strategies while maintaining valid FDR control, thereby further improving statistical power. The effectiveness of the proposed methods is validated through extensive simulation and real-data experiments.

stat.ME

Active Hypothesis Testing under Computational Budgets with Applications to GWAS and LLM

In large-scale hypothesis testing, computing exact $p$-values or $e$-values is often resource-intensive, creating a need for budget-aware inferential methods. We propose a general framework for active hypothesis testing that leverages inexpensive auxiliary statistics to allocate a global computational budget. For each hypothesis, our data-adaptive procedure probabilistically decides whether to compute the exact test statistic or a transformed proxy, guaranteeing a valid $p$-value or $e$-value while satisfying the exact budget constraint. Theoretical guarantees are established for our constructions, showing that the procedure achieves optimality for $e$-values and for $p$-values under independence, and admissibility for $p$-values under general dependence. Empirical results from simulations and two real-world applications, including a large-scale genome-wide association study (GWAS) and a clinical prediction task leveraging large language models (LLM), demonstrate that our framework improves statistical efficiency under fixed resource limits.

stat.ME

Quantized Topological States and Parity Anomaly in Intrinsic Quantum Anomalous Hall Insulator MnBi2Te4

When thinned down to just a few atomic layers, the layered magnetic topological insulator MnBi2Te4 offers an exceptional platform for exploring a wide range of topological phenomena. In this work, we overcome longstanding challenges in synthesizing high-purity MnBi2Te4 crystals and report the observation of a myriad of quantized topological states in high-quality five-septuple-layer (5-SL) samples under magnetic fields up to 45 Tesla. We show that the nontrivial topology of 5-SL MnBi2Te4, in the presence of Landau quantization, is governed by a generalized topological index rooted in the parity anomaly of Dirac fermions in (2+1) dimensions. The anomaly manifests as an anomalous Landau level, giving rise to gate-tunable helical edge transport. Our results establish high-quality MnBi2Te4 as a robust platform for exploring emergent topological states and for advancing novel quantum device applications.

cond-mat.mes-hall

A Unified Framework for Large-Scale Inference of Classification: Error Rate Control and Optimality

Classification is a fundamental task in supervised learning, while achieving valid misclassification rate control remains challenging due to possibly the limited predictive capability of the classifiers or the intrinsic complexity of the classification task. In this article, we address large-scale multi-class classification problems with general error rate guarantees to enhance algorithmic trustworthiness. To this end, we first introduce a notion of group-wise classification, which unifies the common class-wise and overall classifications as special cases. We then develop a unified inference framework for the general group-wise classification that consists of three steps: Pre-classification, Selective $p$-value construction, and large-scale Post-classification decisions (PSP). Theoretically, PSP is distribution-free and provides valid finite-sample guarantees for controlling general group-wise false decision rates at target levels. To show the power of PSP, we demonstrate that the step of post-classification decisions never degrades the power of pre-classification, provided that pre-classification has been sufficiently powerful to meet the target error levels. We further establish general power optimality theories for PSP from both non-asymptotic and asymptotic perspectives. Numerical results in both simulations and real data analysis validate the performance of the proposed PSP approach. In addition, we introduce an ePSP algorithm that integrates the idea of PSP with selective $e$-values. Finally, extensions of PSP are shown to demonstrate its feasibility and power in broader applications.

stat.ME

Minimax Rate-Optimal Inference for Individualized Quantile Treatment Effects in High-dimensional Models

The quantification of treatment effects plays an important role in a wide range of applications, including policy making and bio-pharmaceutical research. In this article, we study the quantile treatment effect (QTE) while addressing two specific types of heterogeneities: (a) personalized heterogeneity, which captures the varying treatment effects for different individuals, and (b) quantile heterogeneity, which accounts for how the impact of covariates varies across different quantile levels. A well-designed debiased estimator for the individualized quantile treatment effect (IQTE) is proposed to capture such heterogeneities effectively. We show that this estimator converges weakly to a Gaussian process as a function of the quantile levels and propose valid statistical inference methods, including the construction of confidence intervals and the development of hypothesis testing decision rules. In addition, the minimax optimality frameworks for these inference procedures are established. Specifically, we derive the minimax optimal rates for the expected length of confidence intervals and the magnitude of the detection boundary for hypothesis testing procedures, illustrating the superiority of the proposed estimator. The effectiveness of our methods is demonstrated through extensive simulations and an analysis of the National Health and Nutrition Examination Survey (NHANES) datasets.

math.ST

Mutual Reinforcement of LLM Dialogue Synthesis and Summarization Capabilities for Few-Shot Dialogue Summarization

In this work, we propose Mutual Reinforcing Data Synthesis (MRDS) within LLMs to improve few-shot dialogue summarization task. Unlike prior methods that require external knowledge, we mutually reinforce the LLM\'s dialogue synthesis and summarization capabilities, allowing them to complement each other during training and enhance overall performances. The dialogue synthesis capability is enhanced by directed preference optimization with preference scoring from summarization capability. The summarization capability is enhanced by the additional high quality dialogue-summary paired data produced by the dialogue synthesis capability. By leveraging the proposed MRDS mechanism, we elicit the internal knowledge of LLM in the format of synthetic data, and use it to augment the few-shot real training dataset. Empirical results demonstrate that our method improves dialogue summarization, achieving a 1.5% increase in ROUGE scores and a 0.3% improvement in BERT scores in few-shot settings. Furthermore, our method attains the highest average scores in human evaluations, surpassing both the pre-trained models and the baselines fine-tuned solely for summarization tasks.

cs.CL

Data-light Uncertainty Set Merging with Admissibility

This article introduces a Synthetics, Aggregation, and Test inversion (SAT) approach for merging diverse and potentially dependent uncertainty sets into a single unified set. The procedure is data-light, relying only on initial sets and their nominal levels, and it flexibly adapts to user-specified input sets with possibly varying coverage guarantees. SAT is motivated by the challenge of integrating uncertainty sets when only the initial sets and their control levels are available-for example, when merging confidence sets from distributed sites under communication constraints or combining conformal prediction sets generated by different algorithms or data splits. To address this, SAT constructs and aggregates novel synthetic test statistics, and then derive merged sets through test inversion. Our method leverages the duality between set estimation and hypothesis testing, ensuring reliable coverage in dependent scenarios. A key theoretical contribution is a rigorous analysis of SAT's properties, including its admissibility in the context of deterministic set merging. Both theoretical analyses and empirical results confirm the method's finite-sample coverage validity and desirable set sizes.

stat.ME

Optimal Integrative Estimation for Distributed Precision Matrices with Heterogeneity Adjustment

Distributed learning offers a practical solution for the integrative analysis of multi-source datasets, especially under privacy or communication constraints. However, addressing prospective distributional heterogeneity and ensuring communication efficiency pose significant challenges on distributed statistical analysis. In this article, we focus on integrative estimation of distributed heterogeneous precision matrices, a crucial task related to joint precision matrix estimation where computation-efficient algorithms and statistical optimality theories are still underdeveloped. To tackle these challenges, we introduce a novel HEterogeneity-adjusted Aggregating and Thresholding (HEAT) approach for distributed integrative estimation. HEAT is designed to be both communication- and computation-efficient, and we demonstrate its statistical optimality by establishing the convergence rates and the corresponding minimax lower bounds under various integrative losses. To enhance the optimality of HEAT, we further propose an iterative HEAT (IteHEAT) approach. By iteratively refining the higher-order errors of HEAT estimators through multi-round communications, IteHEAT achieves geometric contraction rates of convergence. Extensive simulations and real data applications validate the numerical performance of HEAT and IteHEAT methods.

stat.ME

Is it a Real CD Mismatch in Interdomain Routing?

In inter-domain routing, a packet is not always forwarded along the Autonomous System (AS) level path determined by the BGP routing protocol. This is often called control-plane and data-plane (CD) mismatch, which allows for flexible traffic control, but also leads to operation and security issues. We systematically analyze this phenomenon with path pairs collected from 128 pairs of vantage points over more than 5 years, and use multiple IP-to-AS mapping methods to compare CD paths. What is interesting is that, working at such a large scale in turn helps us design a novel method to fairly evaluate the accuracy of various existing mapping methods, and further develop a new mapping method, i.e., LearnToCorrect, that can correct more than 70\% mapping errors of the state-of-the-art one. Then we devise to identify real mismatches with LearnToCorrect, and estimate that the real-mismatch ratio in the wild is typically less than 6\%. At last, we use our proposed methods to detect routing security issues, which are previously difficult to accurately find out.

cs.NI

Estimation and Inference for High-dimensional Multi-response Growth Curve Model

A growth curve model (GCM) aims to characterize how an outcome variable evolves, develops and grows as a function of time, along with other predictors. It provides a particularly useful framework to model growth trend in longitudinal data. However, the estimation and inference of GCM with a large number of response variables faces numerous challenges, and remains underdeveloped. In this article, we study the high-dimensional multivariate-response linear GCM, and develop the corresponding estimation and inference procedures. Our proposal is far from a straightforward extension, and involves several innovative components. Specifically, we introduce a Kronecker product structure, which allows us to effectively decompose a very large covariance matrix, and to pool the correlated samples to improve the estimation accuracy. We devise a highly non-trivial multi-step estimation approach to estimate the individual covariance components separately and effectively. We also develop rigorous statistical inference procedures to test both the global effects and the individual effects, and establish the size and power properties, as well as the proper false discovery control. We demonstrate the effectiveness of the new method through both intensive simulations, and the analysis of a longitudinal neuroimaging data for Alzheimer's disease.

stat.ME

A Unified Multiple Testing Framework based on rho-values

Multiple testing is an important research area with widespread scientific applications, including in biology and neuroscience. Among popularly adopted multiple testing procedures, many are based on p-values or Local false discovery rate (Lfdr) statistics. However, p-values--often obtained via the probability integral transform of standard test statistics--typically lack information from the alternatives, resulting in suboptimal performance. In contrast, Lfdr-based methods can achieve asymptotic optimality, but their ability to control the false discovery rate (FDR) hinges on accurate estimation of the Lfdr, which can be challenging, especially when incorporating side information. In this article, we introduce a novel and flexible class of statistics, termed rho-values, and develop a corresponding multiple testing framework that integrates the strengths of both p-values and Lfdr, while addressing their respective limitations. Specifically, the rho-value framework unifies these two paradigms through a two-step process: ranking and thresholding. The ranking induced by rho-values closely resembles that of Lfdr-based methods, while the thresholding step aligns with conventional p-value procedures. Therefore, the proposed framework guarantees FDR control under mild assumptions; it maintains the integrity of the structural information encoded by the summary statistics and the auxiliary covariates, and hence can be asymptotically optimal. We demonstrate the advantages of the rho-value framework through comprehensive simulations and analyses of two real datasets: one from microbiome research and another related to attention deficit hyperactivity disorder (ADHD).

stat.ME

Alteration Detection of Tensor Dependence Structure via Sparsity-Exploited Reranking Algorithm

Tensor-valued data arise frequently from a wide variety of scientific applications, and many among them can be translated into an alteration detection problem of tensor dependence structures. In this article, we formulate the problem under the popularly adopted tensor-normal distributions and aim at two-sample correlation/partial correlation comparisons of tensor-valued observations. Through decorrelation and centralization, a separable covariance structure is employed to pool sample information from different tensor modes to enhance the power of the test. Additionally, we propose a novel Sparsity-Exploited Reranking Algorithm (SERA) to further improve the multiple testing efficiency. The algorithm is approached through reranking of the p-values derived from the primary test statistics, by incorporating a carefully constructed auxiliary tensor sequence. Besides the tensor framework, SERA is also generally applicable to a wide range of two-sample large-scale inference problems with sparsity structures, and is of independent interest. The asymptotic properties of the proposed test are derived and the algorithm is shown to control the false discovery at the pre-specified level. We demonstrate the efficacy of the proposed method through intensive simulations and two scientific applications.

stat.ME

A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models

Motivated by the simultaneous association analysis with the presence of latent confounders, this paper studies the large-scale hypothesis testing problem for the high-dimensional confounded linear models with both non-asymptotic and asymptotic false discovery control. Such model covers a wide range of practical settings where both the response and the predictors may be confounded. In the presence of the high-dimensional predictors and the unobservable confounders, the simultaneous inference with provable guarantees becomes highly challenging, and the unknown strong dependence among the confounded covariates makes the challenge even more pronounced. This paper first introduces a decorrelating procedure that shrinks the confounding effect and weakens the correlations among the predictors, then performs debiasing under the decorrelated design based on some biased initial estimator. Following that, an asymptotic normality result for the debiased estimator is established and standardized test statistics are then constructed. Furthermore, a simultaneous inference procedure is proposed to identify significant associations, and both the finite-sample and asymptotic false discovery bounds are provided. The non-asymptotic result is general and model-free, and is of independent interest. We also prove that, under minimal signal strength condition, all associations can be successfully detected with probability tending to one. Simulation and real data studies are carried out to evaluate the performance of the proposed approach and compare it with other competing methods.

stat.ME

NAPA: Neighborhood-Assisted and Posterior-Adjusted Two-sample Inference

Two-sample multiple testing problems of sparse spatial data are frequently arising in a variety of scientific applications. In this article, we develop a novel neighborhood-assisted and posterior-adjusted (NAPA) approach to incorporate both the spatial smoothness and sparsity type side information to improve the power of the test while controlling the false discovery of multiple testing. We translate the side information into a set of weights to adjust the $p$-values, where the spatial pattern is encoded by the ordering of the locations, and the sparsity structure is encoded by a set of auxiliary covariates. We establish the theoretical properties of the proposed test, including the guaranteed power improvement over some state-of-the-art alternative tests, and the asymptotic false discovery control. We demonstrate the efficacy of the test through intensive simulations and two neuroimaging applications.

stat.ME

Statistical Inference and Large-scale Multiple Testing for High-dimensional Regression Models

This paper presents a selective survey of recent developments in statistical inference and multiple testing for high-dimensional regression models, including linear and logistic regression. We examine the construction of confidence intervals and hypothesis tests for various low-dimensional objectives such as regression coefficients and linear and quadratic functionals. The key technique is to generate debiased and desparsified estimators for the targeted low-dimensional objectives and estimate their uncertainty. In addition to covering the motivations for and intuitions behind these statistical methods, we also discuss their optimality and adaptivity in the context of high-dimensional inference. In addition, we review the recent development of statistical inference based on multiple regression models and the advancement of large-scale multiple testing for high-dimensional regression. The R package SIHR has implemented some of the high-dimensional inference methods discussed in this paper.

stat.ME