arXiv subjects

Yinrui Sun

Publications and source records attributed to Yinrui Sun.

4 recordsLinked to original sources

arXiv2025

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.

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arXiv2024

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.

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arXiv2023

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.

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arXiv2020

Bayesian Variable Selection for Single Index Logistic Model

In the era of big data, variable selection is a key technology for handling high-dimensional problems with a small sample size but a large number of covariables. Different variable selection methods were proposed for different models, such as linear model, logistic model and generalized linear model. However, fewer works focused on variable selection for single index models, especially, for single index logistic model, due to the difficulty arose from the unknown link function and the slow mixing rate of MCMC algorithm for traditional logistic model. In this paper, we proposed a Bayesian variable selection procedure for single index logistic model by taking the advantage of Gaussian process and data augmentation. Numerical results from simulations and real data analysis show the advantage of our method over the state of arts.

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