arXiv subjects

Yiyuan She

Publications and source records attributed to Yiyuan She.

At least 19 recordsLinked to original sources

arXiv2026

Range Penalization: Theoretical Insights with Applications in Federated Learning

This paper introduces range regularization for federated learning with linear systematic components to enhance statistical accuracy and induce cross-client regularity conducive to quantization, coding, and resource efficiency. Our approach identifies features with shared weights across different clients and adaptively clusters the weights of personalized features at extreme values, a process we refer to as polar clustering. Theoretical analysis of the associated estimators poses significant challenges due to the seminorm nature and non-decomposability of the regularizer. We develop new proof techniques for the nonasymptotic analysis of statistical accuracy and faithful pattern recovery. Moreover, a fast optimization algorithm that leverages varying degrees of local strong convexity is proposed to reduce iteration complexity. Experiments support the efficacy and efficiency of the proposed approach.

stat.ML↗

arXiv2026

Universal computational thermal imaging overcoming the ghosting effect

Thermal imaging is crucial for night vision but fundamentally hampered by the ghosting effect, a loss of detailed texture in cluttered photon streams. While conventional ghosting mitigation has relied on data post-processing, the recent breakthrough in heat-assisted detection and ranging (HADAR) opens a promising frontier for hyperspectral computational thermal imaging that produces night vision with day-like visibility. However, universal anti-ghosting imaging remains elusive, as state-of-the-art HADAR applies only to limited scenes with uniform materials, whereas material non-uniformity is ubiquitous in the real world. Here, we propose a universal computational thermal imaging framework, TAG (thermal anti-ghosting), to address material non-uniformity and overcome ghosting for high-fidelity night vision. TAG takes hyperspectral photon streams for nonparametric texture recovery, enabling our experimental demonstration of unprecedented expression recovery in thus-far-elusive ghostly human faces -- the archetypal, long-recognized ghosting phenomenon. Strikingly, TAG not only universally outperforms HADAR across various scenes, but also reveals the influence of material non-uniformity, shedding light on HADAR's effectiveness boundary. We extensively test facial texture and expression recovery across day and night, and demonstrate, for the first time, thermal 3D topological alignment and mood detection. This work establishes a universal foundation for high-fidelity computational night vision, with potential applications in autonomous navigation, reconnaissance, healthcare, and wildlife monitoring.

cs.CV↗

arXiv2025

Mind the Jumps: A Scalable Robust Local Gaussian Process for Multidimensional Response Surfaces with Discontinuities

Modeling response surfaces with abrupt jumps and discontinuities remains a major challenge across scientific and engineering domains. Although Gaussian process models excel at capturing smooth nonlinear relationships, their stationarity assumptions limit their ability to adapt to sudden input-output variations. Existing nonstationary extensions, particularly those based on domain partitioning, often struggle with boundary inconsistencies, sensitivity to outliers, and scalability issues in higher-dimensional settings, leading to reduced predictive accuracy and unreliable parameter estimation. To address these challenges, this paper proposes the Robust Local Gaussian Process (RLGP) model, a framework that integrates adaptive nearest-neighbor selection with a sparsity-driven robustification mechanism. Unlike existing methods, RLGP leverages an optimization-based mean-shift adjustment after a multivariate perspective transformation combined with local neighborhood modeling to mitigate the influence of outliers. This approach improves predictive accuracy near discontinuities while enhancing robustness to data heterogeneity. Comprehensive evaluations on real-world datasets show that RLGP consistently delivers high predictive accuracy and maintains competitive computational efficiency, especially in scenarios with sharp transitions and complex response structures. Scalability tests further confirm RLGP's stability and reliability in higher-dimensional settings, where other methods struggle. These results establish RLGP as an effective and practical solution for modeling nonstationary and discontinuous response surfaces across a wide range of applications.

stat.ML↗

arXiv2025

A Novel Framework for Modeling Quarantinable Disease Transmission

The COVID-19 pandemic has significantly challenged traditional epidemiological models due to factors such as delayed diagnosis, asymptomatic transmission, isolation-induced contact changes, and underreported mortality. In response to these complexities, this paper introduces a novel CURNDS model prioritizing compartments and transmissions based on contact levels, rather than merely on symptomatic severity or hospitalization status. The framework surpasses conventional uniform mixing and static rate assumptions by incorporating adaptive power laws, dynamic transmission rates, and spline-based smoothing techniques. The CURNDS model provides accurate estimates of undetected infections and undocumented deaths from COVID-19 data, uncovering the pandemic's true impact. Our analysis challenges the assumption of homogeneous mixing between infected and non-infected individuals in traditional epidemiological models. By capturing the nuanced transmission dynamics of infection and confirmation, our model offers new insights into the spread of different COVID-19 strains. Overall, CURNDS provides a robust framework for understanding the complex transmission patterns of highly contagious, quarantinable diseases.

stat.AP↗

arXiv2024

Skewed Pivot-Blend Modeling with Applications to Semicontinuous Outcomes

Skewness is a common occurrence in statistical applications. In recent years, various distribution families have been proposed to model skewed data by introducing unequal scales based on the median or mode. However, we argue that the point at which unbalanced scales occur may be at any quantile and cannot be reparametrized as an ordinary shift parameter in the presence of skewness. In this paper, we introduce a novel skewed pivot-blend technique to create a skewed density family based on any continuous density, even those that are asymmetric and nonunimodal. Our framework enables the simultaneous estimation of scales, the pivotal point, and other location parameters, along with various extensions. We also introduce a skewed two-part model tailored for semicontinuous outcomes, which identifies relevant variables across the entire population and mitigates the additional skewness induced by commonly used transformations. Our theoretical analysis reveals the influence of skewness without assuming asymptotic conditions. Experiments on synthetic and real-life data demonstrate the excellent performance of the proposed method.

stat.ME↗

arXiv2023

On Generalization and Computation of Tukey's Depth: Part I

Tukey's depth offers a powerful tool for nonparametric inference and estimation, but also encounters serious computational and methodological difficulties in modern statistical data analysis. This paper studies how to generalize and compute Tukey-type depths in multi-dimensions. A general framework of influence-driven polished subspace depth, which emphasizes the importance of the underlying influence space and discrepancy measure, is introduced. The new matrix formulation enables us to utilize state-of-the-art optimization techniques to develop scalable algorithms with implementation ease and guaranteed fast convergence. In particular, half-space depth as well as regression depth can now be computed much faster than previously possible, with the support from extensive experiments. A companion paper is also offered to the reader in the same issue of this journal.

stat.ME↗

arXiv2023

On Generalization and Computation of Tukey's Depth: Part II

This paper studies how to generalize Tukey's depth to problems defined in a restricted space that may be curved or have boundaries, and to problems with a nondifferentiable objective. First, using a manifold approach, we propose a broad class of Riemannian depth for smooth problems defined on a Riemannian manifold, and showcase its applications in spherical data analysis, principal component analysis, and multivariate orthogonal regression. Moreover, for nonsmooth problems, we introduce additional slack variables and inequality constraints to define a novel slacked data depth, which can perform center-outward rankings of estimators arising from sparse learning and reduced rank regression. Real data examples illustrate the usefulness of some proposed data depths.

stat.ME↗

arXiv2023

Slow Kill for Big Data Learning

Big-data applications often involve a vast number of observations and features, creating new challenges for variable selection and parameter estimation. This paper presents a novel technique called ``slow kill,'' which utilizes nonconvex constrained optimization, adaptive $\ell_2$-shrinkage, and increasing learning rates. The fact that the problem size can decrease during the slow kill iterations makes it particularly effective for large-scale variable screening. The interaction between statistics and optimization provides valuable insights into controlling quantiles, stepsize, and shrinkage parameters in order to relax the regularity conditions required to achieve the desired level of statistical accuracy. Experimental results on real and synthetic data show that slow kill outperforms state-of-the-art algorithms in various situations while being computationally efficient for large-scale data.

stat.ML↗

arXiv2023

Gaining Outlier Resistance with Progressive Quantiles: Fast Algorithms and Theoretical Studies

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a close connection to the method of trimming and includes explicit outlyingness parameters for all samples, which in turn facilitates computation, theory, and parameter tuning. To tackle the issues of nonconvexity and nonsmoothness, we develop scalable algorithms with implementation ease and guaranteed fast convergence. In particular, a new technique is proposed to alleviate the requirement on the starting point such that on regular datasets, the number of data resamplings can be substantially reduced. Based on combined statistical and computational treatments, we are able to perform nonasymptotic analysis beyond M-estimation. The obtained resistant estimators, though not necessarily globally or even locally optimal, enjoy minimax rate optimality in both low dimensions and high dimensions. Experiments in regression, classification, and neural networks show excellent performance of the proposed methodology at the occurrence of gross outliers.

stat.ME↗

arXiv2022

Supervised Multivariate Learning with Simultaneous Feature Auto-grouping and Dimension Reduction

Modern high-dimensional methods often adopt the "bet on sparsity" principle, while in supervised multivariate learning statisticians may face "dense" problems with a large number of nonzero coefficients. This paper proposes a novel clustered reduced-rank learning (CRL) framework that imposes two joint matrix regularizations to automatically group the features in constructing predictive factors. CRL is more interpretable than low-rank modeling and relaxes the stringent sparsity assumption in variable selection. In this paper, new information-theoretical limits are presented to reveal the intrinsic cost of seeking for clusters, as well as the blessing from dimensionality in multivariate learning. Moreover, an efficient optimization algorithm is developed, which performs subspace learning and clustering with guaranteed convergence. The obtained fixed-point estimators, though not necessarily globally optimal, enjoy the desired statistical accuracy beyond the standard likelihood setup under some regularity conditions. Moreover, a new kind of information criterion, as well as its scale-free form, is proposed for cluster and rank selection, and has a rigorous theoretical support without assuming an infinite sample size. Extensive simulations and real-data experiments demonstrate the statistical accuracy and interpretability of the proposed method.

stat.ML↗

arXiv2021

Analysis of Generalized Bregman Surrogate Algorithms for Nonsmooth Nonconvex Statistical Learning

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror descent, iterative thresholding, DC programming and many others as particular instances. The recharacterization via generalized Bregman functions enables us to construct suitable error measures and establish global convergence rates for nonconvex and nonsmooth objectives in possibly high dimensions. For sparse learning problems with a composite objective, under some regularity conditions, the obtained estimators as the surrogate's fixed points, though not necessarily local minimizers, enjoy provable statistical guarantees, and the sequence of iterates can be shown to approach the statistical truth within the desired accuracy geometrically fast. The paper also studies how to design adaptive momentum based accelerations without assuming convexity or smoothness by carefully controlling stepsize and relaxation parameters.

math.OC↗

arXiv2020

Network Pruning via Annealing and Direct Sparsity Control

Artificial neural networks (ANNs) especially deep convolutional networks are very popular these days and have been proved to successfully offer quite reliable solutions to many vision problems. However, the use of deep neural networks is widely impeded by their intensive computational and memory cost. In this paper, we propose a novel efficient network pruning method that is suitable for both non-structured and structured channel-level pruning. Our proposed method tightens a sparsity constraint by gradually removing network parameters or filter channels based on a criterion and a schedule. The attractive fact that the network size keeps dropping throughout the iterations makes it suitable for the pruning of any untrained or pre-trained network. Because our method uses a $L_0$ constraint instead of the $L_1$ penalty, it does not introduce any bias in the training parameters or filter channels. Furthermore, the $L_0$ constraint makes it easy to directly specify the desired sparsity level during the network pruning process. Finally, experimental validation on extensive synthetic and real vision datasets show that the proposed method obtains better or competitive performance compared to other states of art network pruning methods.

cs.LG↗

arXiv2019

Indirect Gaussian Graph Learning beyond Gaussianity

This paper studies how to capture dependency graph structures from real data which may not be Gaussian. Starting from marginal loss functions not necessarily derived from probability distributions, we utilize an additive over-parametrization with shrinkage to incorporate variable dependencies into the criterion. An iterative Gaussian graph learning algorithm is proposed with ease in implementation. Statistical analysis shows that the estimators achieve satisfactory accuracy with the error measured in terms of a proper Bregman divergence. Real-life examples in different settings are given to demonstrate the efficacy of the proposed methodology.

stat.ML↗

arXiv2018

On Cross-validation for Sparse Reduced Rank Regression

In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it is typical to use a grid search and a model comparison criterion to find the optimal regularization parameters. However, we show that fixing the parameters across all folds may result in an inconsistency issue, and it is more appropriate to cross-validate projection-selection patterns to obtain the best coefficient estimate. Our in-sample error studies in jointly sparse and rank-deficient models lead to a new class of information criteria with four scale-free forms to bypass the estimation of the noise level. By use of an identity, we propose a novel scale-free calibration to help cross-validation achieve the minimax optimal error rate non-asymptotically. Experiments support the efficacy of the proposed methods.

stat.ME↗

arXiv2018

Iterative proportional scaling revisited: a modern optimization perspective

This paper revisits the classic iterative proportional scaling (IPS) from a modern optimization perspective. In contrast to the criticisms made in the literature, we show that based on a coordinate descent characterization, IPS can be slightly modified to deliver coefficient estimates, and from a majorization-minimization standpoint, IPS can be extended to handle log-affine models with features not necessarily binary-valued or nonnegative. Furthermore, some state-of-the-art optimization techniques such as block-wise computation, randomization and momentum-based acceleration can be employed to provide more scalable IPS algorithms, as well as some regularized variants of IPS for concurrent feature selection.

stat.CO↗

arXiv2017

Robust Reduced Rank Regression

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used reduced-rank methods are sensitive to data corruption, as the low-rank dependence structure between response variables and predictors is easily distorted by outliers. We propose a robust reduced-rank regression approach for joint modeling and outlier detection. The problem is formulated as a regularized multivariate regression with a sparse mean-shift parametrization, which generalizes and unifies some popular robust multivariate methods. An efficient thresholding-based iterative procedure is developed for optimization. We show that the algorithm is guaranteed to converge, and the coordinatewise minimum point produced is statistically accurate under regularity conditions. Our theoretical investigations focus on nonasymptotic robust analysis, which demonstrates that joint rank reduction and outlier detection leads to improved prediction accuracy. In particular, we show that redescending $ψ$-functions can essentially attain the minimax optimal error rate, and in some less challenging problems convex regularization guarantees the same low error rate. The performance of the proposed method is examined by simulation studies and real data examples.

math.ST↗

arXiv2016

Group Regularized Estimation under Structural Hierarchy

Variable selection for models including interactions between explanatory variables often needs to obey certain hierarchical constraints. The weak or strong structural hierarchy requires that the existence of an interaction term implies at least one or both associated main effects to be present in the model. Lately, this problem has attracted a lot of attention, but existing computational algorithms converge slow even with a moderate number of predictors. Moreover, in contrast to the rich literature on ordinary variable selection, there is a lack of statistical theory to show reasonably low error rates of hierarchical variable selection. This work investigates a new class of estimators that make use of multiple group penalties to capture structural parsimony. We give the minimax lower bounds for strong and weak hierarchical variable selection and show that the proposed estimators enjoy sharp rate oracle inequalities. A general-purpose algorithm is developed with guaranteed convergence and global optimality. Simulations and real data experiments demonstrate the efficiency and efficacy of the proposed approach.

math.ST↗

arXiv2016

Selective Factor Extraction in High Dimensions

This paper studies simultaneous feature selection and extraction in supervised and unsupervised learning. We propose and investigate selective reduced rank regression for constructing optimal explanatory factors from a parsimonious subset of input features. The proposed estimators enjoy sharp oracle inequalities, and with a predictive information criterion for model selection, they adapt to unknown sparsity by controlling both rank and row support of the coefficient matrix. A class of algorithms is developed that can accommodate various convex and nonconvex sparsity-inducing penalties, and can be used for rank-constrained variable screening in high-dimensional multivariate data. The paper also showcases applications in macroeconomics and computer vision to demonstrate how low-dimensional data structures can be effectively captured by joint variable selection and projection.

stat.ME↗