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Yongtao Guan

Publications and source records attributed to Yongtao Guan.

At least 19 recordsLinked to original sources

Incomplete Data, Complete Dynamics: A Diffusion Approach

Learning physical dynamics from data is a fundamental challenge in machine learning and scientific modeling. Real-world observational data are inherently incomplete and irregularly sampled, posing significant challenges for existing data-driven approaches. In this work, we propose a principled diffusion-based framework for learning physical systems from incomplete training samples. To this end, our method strategically partitions each such sample into observed context and unobserved query components through a carefully designed splitting strategy, then trains a conditional diffusion model to reconstruct the missing query portions given available contexts. This formulation enables accurate imputation across arbitrary observation patterns without requiring complete data supervision. Specifically, we provide theoretical analysis demonstrating that our diffusion training paradigm on incomplete data achieves asymptotic convergence to the true complete generative process under mild regularity conditions. Empirically, we show that our method significantly outperforms existing baselines on synthetic and real-world physical dynamics benchmarks, including fluid flows and weather systems, with particularly strong performance in limited and irregular observation regimes. These results demonstrate the effectiveness of our theoretically principled approach for learning and imputing partially observed dynamics.

cs.LG↗

Graphical Principal Component Analysis of Multivariate Functional Time Series

In this paper, we consider multivariate functional time series with a two-way dependence structure: a serial dependence across time points and a graphical interaction among the multiple functions within each time point. We develop the notion of dynamic weak separability, a more general condition than those assumed in literature, and use it to characterize the two-way structure in multivariate functional time series. Based on the proposed weak separability, we develop a unified framework for functional graphical models and dynamic principal component analysis, and further extend it to optimally reconstruct signals from contaminated functional data using graphical-level information. We investigate asymptotic properties of the resulting estimators and illustrate the effectiveness of our proposed approach through extensive simulations. We apply our method to hourly air pollution data that were collected from a monitoring network in China.

stat.ME↗

On Ignorability of Preferential Sampling in Geostatistics

Preferential sampling has attracted considerable attention in geostatistics since the pioneering work of Diggle et al. (2010). A variety of likelihood-based approaches have been developed to correct estimation bias by explicitly modelling the sampling mechanism. While effective in many applications, these methods are often computationally expensive and can be susceptible to model misspecification. In this paper, we present a surprising finding: some existing non-likelihood-based methods that ignore preferential sampling can still produce unbiased and consistent estimators under the widely used framework of Diggle et al. (2010) and its extensions. We investigate the conditions under which preferential sampling can be ignored and develop relevant estimators for both regression and covariance parameters without specifying the sampling mechanism parametrically. Simulation studies demonstrate clear advantages of our approach, including reduced estimation error, improved confidence interval coverage, and substantially lower computational cost. To show the practical utility, we further apply it to a tropical forest data set.

stat.ME↗

Importance Weighted Score Matching for Diffusion Samplers with Enhanced Mode Coverage

Training neural samplers directly from unnormalized densities without access to target distribution samples presents a significant challenge. A critical desideratum in these settings is achieving comprehensive mode coverage, ensuring the sampler captures the full diversity of the target distribution. However, prevailing methods often circumvent the lack of target data by optimizing reverse KL-based objectives. Such objectives inherently exhibit mode-seeking behavior, potentially leading to incomplete representation of the underlying distribution. While alternative approaches strive for better mode coverage, they typically rely on implicit mechanisms like heuristics or iterative refinement. In this work, we propose a principled approach for training diffusion-based samplers by directly targeting an objective analogous to the forward KL divergence, which is conceptually known to encourage mode coverage. We introduce \textit{Importance Weighted Score Matching}, a method that optimizes this desired mode-covering objective by re-weighting the score matching loss using tractable importance sampling estimates, thereby overcoming the absence of target distribution data. We also provide theoretical analysis of the bias and variance for our proposed Monte Carlo estimator and the practical loss function used in our method. Experiments on increasingly complex multi-modal distributions, including 2D Gaussian Mixture Models with up to 120 modes and challenging particle systems with inherent symmetries -- demonstrate that our approach consistently outperforms existing neural samplers across all distributional distance metrics, achieving state-of-the-art results on all benchmarks.

cs.LG↗

Generalized Reduced-Rank Regression with Homogeneity Pursuit

Homogeneity, low rank, and sparsity are three widely adopted assumptions in multi-response regression models to address the curse of dimensionality and improve estimation accuracy. However, there is limited literature that examines these assumptions within a unified framework. In this paper, we investigate the homogeneity, low rank, and sparsity assumptions under the generalized linear model with high-dimensional responses and covariates, encompassing a wide range of practical applications. Our work establishes a comprehensive benchmark for comparing the effects of these three assumptions and introduces a regularized maximum likelihood estimation method to fit the corresponding models. Under mild conditions,we prove the statistical consistency of our estimator. Theoretical results provide insights into the role of homogeneity and offer a quantitative analysis of scenarios where homogeneity improves estimation accuracy. The proposed method's effectiveness is demonstrated through numerical simulations and an empirical analysis of tree species data from Barro Colorado Island.

stat.ME↗

Fourier analysis of spatial point processes

In this article, we develop comprehensive frequency domain methods for estimating and inferring the second-order structure of spatial point processes. The main element here is on utilizing the discrete Fourier transform (DFT) of the point pattern and its tapered counterpart. Under second-order stationarity, we show that both the DFTs and the tapered DFTs are asymptotically jointly independent Gaussian even when the DFTs share the same limiting frequencies. Based on these results, we establish an $α$-mixing central limit theorem for a statistic formulated as a quadratic form of the tapered DFT. As applications, we derive the asymptotic distribution of the kernel spectral density estimator and establish a frequency domain inferential method for parametric stationary point processes. For the latter, the resulting model parameter estimator is computationally tractable and yields meaningful interpretations even in the case of model misspecification. We investigate the finite sample performance of our estimator through simulations, considering scenarios of both correctly specified and misspecified models.

stat.ME↗

Group Network Hawkes Process

In this work, we study the event occurrences of individuals interacting in a network. To characterize the dynamic interactions among the individuals, we propose a group network Hawkes process (GNHP) model whose network structure is observed and fixed. In particular, we introduce a latent group structure among individuals to account for the heterogeneous user-specific characteristics. A maximum likelihood approach is proposed to simultaneously cluster individuals in the network and estimate model parameters. A fast EM algorithm is subsequently developed by utilizing the branching representation of the proposed GNHP model. Theoretical properties of the resulting estimators of group memberships and model parameters are investigated under both settings when the number of latent groups $G$ is over-specified or correctly specified. A data-driven criterion that can consistently identify the true $G$ under mild conditions is derived. Extensive simulation studies and an application to a data set collected from Sina Weibo are used to illustrate the effectiveness of the proposed methodology.

stat.ME↗

Bias-correction and Test for Mark-point Dependence with Replicated Marked Point Processes

Mark-point dependence plays a critical role in research problems that can be fitted into the general framework of marked point processes. In this work, we focus on adjusting for mark-point dependence when estimating the mean and covariance functions of the mark process, given independent replicates of the marked point process. We assume that the mark process is a Gaussian process and the point process is a log-Gaussian Cox process, where the mark-point dependence is generated through the dependence between two latent Gaussian processes. Under this framework, naive local linear estimators ignoring the mark-point dependence can be severely biased. We show that this bias can be corrected using a local linear estimator of the cross-covariance function and establish uniform convergence rates of the bias-corrected estimators. Furthermore, we propose a test statistic based on local linear estimators for mark-point independence, which is shown to converge to an asymptotic normal distribution in a parametric $\sqrt{n}$-convergence rate. Model diagnostics tools are developed for key model assumptions and a robust functional permutation test is proposed for a more general class of mark-point processes. The effectiveness of the proposed methods is demonstrated using extensive simulations and applications to two real data examples.

stat.ME↗

Second order semi-parametric inference for multivariate log Gaussian Cox processes

This paper introduces a new approach to inferring the second order properties of a multivariate log Gaussian Cox process (LGCP) with a complex intensity function. We assume a semi-parametric model for the multivariate intensity function containing an unspecified complex factor common to all types of points. Given this model we exploit the availability of several types of points to construct a second-order conditional composite likelihood to infer the pair correlation and cross pair correlation functions of the LGCP. Crucially this likelihood does not depend on the unspecified part of the intensity function. We also introduce a cross validation method for model selection and an algorithm for regularized inference that can be used to obtain sparse models for cross pair correlation functions. The methodology is applied to simulated data as well as data examples from microscopy and criminology. This shows how the new approach outperforms existing alternatives where the intensity functions are estimated non-parametrically.

stat.ME↗

Learning Human Activity Patterns using Clustered Point Processes with Active and Inactive States

Modeling event patterns is a central task in a wide range of disciplines. In applications such as studying human activity patterns, events often arrive clustered with sporadic and long periods of inactivity. Such heterogeneity in event patterns poses challenges for existing point process models. In this article, we propose a new class of clustered point processes that alternate between active and inactive states. The proposed model is flexible, highly interpretable, and can provide useful insights into event patterns. A composite likelihood approach and a composite EM estimation procedure are developed for efficient and numerically stable parameter estimation. We study both the computational and statistical properties of the estimator including convergence, consistency, and asymptotic normality. The proposed method is applied to Donald Trump's Twitter data to investigate if and how his behaviors evolved before, during, and after the presidential campaign. Additionally, we analyze large-scale social media data from Sina Weibo and identify interesting groups of users with distinct behaviors.

stat.AP↗

Row-clustering of a Point Process-valued Matrix

Structured point process data harvested from various platforms poses new challenges to the machine learning community. By imposing a matrix structure to repeatedly observed marked point processes, we propose a novel mixture model of multi-level marked point processes for identifying potential heterogeneity in the observed data. Specifically, we study a matrix whose entries are marked log-Gaussian Cox processes and cluster rows of such a matrix. An efficient semi-parametric Expectation-Solution (ES) algorithm combined with functional principal component analysis (FPCA) of point processes is proposed for model estimation. The effectiveness of the proposed framework is demonstrated through simulation studies and a real data analysis.

stat.ML↗

Test of Weak Separability for Spatially Stationary Functional Field

For spatially dependent functional data, a generalized Karhunen-Loève expansion is commonly used to decompose data into an additive form of temporal components and spatially correlated coefficients. This structure provides a convenient model to investigate the space-time interactions, but may not hold for complex spatio-temporal processes. In this work, we introduce the concept of weak separability, and propose a formal test to examine its validity for non-replicated spatially stationary functional field. The asymptotic distribution of the test statistic that adapts to potentially diverging ranks is derived by constructing lag covariance estimation, which is easy to compute for practical implementation. We demonstrate the efficacy of the proposed test via simulations and illustrate its usefulness in two real examples: China PM$_{2.5}$ data and Harvard Forest data.

stat.ME↗

Latent Network Structure Learning from High Dimensional Multivariate Point Processes

Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional connectivity network based on spiking times recorded from a collection of neurons. To characterize the complex processes underlying the observed data, we propose a new and flexible class of nonstationary Hawkes processes that allow both excitatory and inhibitory effects. We estimate the latent network structure using an efficient sparse least squares estimation approach. Using a thinning representation, we establish concentration inequalities for the first and second order statistics of the proposed Hawkes process. Such theoretical results enable us to establish the non-asymptotic error bound and the selection consistency of the estimated parameters. Furthermore, we describe a least squares loss based statistic for testing if the background intensity is constant in time. We demonstrate the efficacy of our proposed method through simulation studies and an application to a neuron spike train data set.

stat.ME↗

Spatiotemporal Calibration of Atmospheric Nitrogen Dioxide Concentration Estimates From an Air Quality Model for Connecticut

A spatiotemporal calibration and resolution refinement model was fitted to calibrate nitrogen dioxide (NO$_2$) concentration estimates from the Community Multiscale Air Quality (CMAQ) model, using two sources of observed data on NO$_2$ that differed in their spatial and temporal resolutions. To refine the spatial resolution of the CMAQ model estimates, we leveraged information using additional local covariates including total traffic volume within 2 km, population density, elevation, and land use characteristics. Predictions from this model greatly improved the bias in the CMAQ estimates, as observed by the much lower mean squared error (MSE) at the NO$_2$ monitor sites. The final model was used to predict the daily concentration of ambient NO$_2$ over the entire state of Connecticut on a grid with pixels of size 300 x 300 m. A comparison of the prediction map with a similar map for the CMAQ estimates showed marked improvement in the spatial resolution. The effect of local covariates was evident in the finer spatial resolution map, where the contribution of traffic on major highways to ambient NO$_2$ concentration stands out. An animation was also provided to show the change in the concentration of ambient NO$_2$ over space and time for 1994 and 1995.

stat.AP↗

Fast model-fitting of Bayesian variable selection regression using the iterative complex factorization algorithm

Bayesian variable selection regression (BVSR) is able to jointly analyze genome-wide genetic datasets, but the slow computation via Markov chain Monte Carlo (MCMC) hampered its wide-spread usage. Here we present a novel iterative method to solve a special class of linear systems, which can increase the speed of the BVSR model-fitting tenfold. The iterative method hinges on the complex factorization of the sum of two matrices and the solution path resides in the complex domain (instead of the real domain). Compared to the Gauss-Seidel method, the complex factorization converges almost instantaneously and its error is several magnitude smaller than that of the Gauss-Seidel method. More importantly, the error is always within the pre-specified precision while the Gauss-Seidel method is not. For large problems with thousands of covariates, the complex factorization is 10 -- 100 times faster than either the Gauss-Seidel method or the direct method via the Cholesky decomposition. In BVSR, one needs to repetitively solve large penalized regression systems whose design matrices only change slightly between adjacent MCMC steps. This slight change in design matrix enables the adaptation of the iterative complex factorization method. The computational innovation will facilitate the wide-spread use of BVSR in reanalyzing genome-wide association datasets.

stat.CO↗

Orthogonal series estimation of the pair correlation function of a spatial point process

The pair correlation function is a fundamental spatial point process characteristic that, given the intensity function, determines second order moments of the point process. Non-parametric estimation of the pair correlation function is a typical initial step of a statistical analysis of a spatial point pattern. Kernel estimators are popular but especially for clustered point patterns suffer from bias for small spatial lags. In this paper we introduce a new orthogonal series estimator. The new estimator is consistent and asymptotically normal according to our theoretical and simulation results. Our simulations further show that the new estimator can outperform the kernel estimators in particular for Poisson and clustered point processes.

math.ST↗

Towards optimal Takacs--Fiksel estimation

The Takacs--Fiksel method is a general approach to estimate the parameters of a spatial Gibbs point process. This method embraces standard procedures such as the pseudolikelihood and is defined via weight functions. In this paper we propose a general procedure to find weight functions which reduce the Godambe information and thus outperform pseudolikelihood in certain situations. The new procedure is applied to a standard dataset and to a recent neuroscience replicated point pattern dataset. Finally, the performance of the new procedure is investigated in a simulation study.

math.ST↗

Joint modeling of longitudinal drug using pattern and time to first relapse in cocaine dependence treatment data

An important endpoint variable in a cocaine rehabilitation study is the time to first relapse of a patient after the treatment. We propose a joint modeling approach based on functional data analysis to study the relationship between the baseline longitudinal cocaine-use pattern and the interval censored time to first relapse. For the baseline cocaine-use pattern, we consider both self-reported cocaine-use amount trajectories and dichotomized use trajectories. Variations within the generalized longitudinal trajectories are modeled through a latent Gaussian process, which is characterized by a few leading functional principal components. The association between the baseline longitudinal trajectories and the time to first relapse is built upon the latent principal component scores. The mean and the eigenfunctions of the latent Gaussian process as well as the hazard function of time to first relapse are modeled nonparametrically using penalized splines, and the parameters in the joint model are estimated by a Monte Carlo EM algorithm based on Metropolis-Hastings steps. An Akaike information criterion (AIC) based on effective degrees of freedom is proposed to choose the tuning parameters, and a modified empirical information is proposed to estimate the variance-covariance matrix of the estimators.

stat.AP↗