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Yu Hang Jiang

Publications and source records attributed to Yu Hang Jiang.

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Spectral Graph Sample Weighting for Interpretable Sub-cohort Analysis in Predictive Models for Neuroimaging

Recent advancements in medicine have confirmed that brain disorders often comprise multiple subtypes of mechanisms, developmental trajectories, or severity levels. Such heterogeneity is often associated with demographic aspects (e.g., sex) or disease-related contributors (e.g., genetics). Thus, the predictive power of machine learning models used for symptom prediction varies across subjects based on such factors. To model this heterogeneity, one can assign each training sample a factor-dependent weight, which modulates the subject's contribution to the overall objective loss function. To this end, we propose to model the subject weights as a linear combination of the eigenbases of a spectral population graph that captures the similarity of factors across subjects. In doing so, the learned weights smoothly vary across the graph, highlighting sub-cohorts with high and low predictability. Our proposed sample weighting scheme is evaluated on two tasks. First, we predict initiation of heavy alcohol drinking in young adulthood from imaging and neuropsychological measures from the National Consortium on Alcohol and NeuroDevelopment in Adolescence (NCANDA). Next, we detect Dementia vs. Mild Cognitive Impairment (MCI) using imaging and demographic measurements in subjects from the Alzheimer's Disease Neuroimaging Initiative (ADNI). Compared to existing sample weighting schemes, our sample weights improve interpretability and highlight sub-cohorts with distinct characteristics and varying model accuracy.

eess.IV

Convergence Rates of Attractive-Repulsive MCMC Algorithms

We consider MCMC algorithms for certain particle systems which include both attractive and repulsive forces, making their convergence analysis challenging. We prove that a version of these algorithms on a bounded state space is uniformly ergodic with an explicit quantitative convergence rate. We also prove that a version on an unbounded state-space is still geometrically ergodic, and then use the method of shift-coupling to obtain an explicit quantitative bound on its convergence rate.

math.PR

The Coupling/Minorization/Drift Approach to Markov Chain Convergence Rates

This review paper provides an introduction of Markov chains and their convergence rates which is an important and interesting mathematical topic which also has important applications for very widely used Markov chain Monte Carlo (MCMC) algorithm. We first discuss eigenvalue analysis for Markov chains on finite state spaces. Then, using the coupling construction, we prove two quantitative bounds based on minorization condition and drift conditions, and provide descriptive and intuitive examples to showcase how these theorems can be implemented in practice. This paper is meant to provide a general overview of the subject and spark interest in new Markov chain research areas.

math.PR

MCMC Confidence Intervals and Biases

The recent paper "Simple confidence intervals for MCMC without CLTs" by J.S. Rosenthal, showed the derivation of a simple MCMC confidence interval using only Chebyshev's inequality, not CLT. That result required certain assumptions about how the estimator bias and variance grow with the number of iterations $n$. In particular, the bias is $o(1/\sqrt{n})$. This assumption seemed mild. It is generally believed that the estimator bias will be $O(1/n)$ and hence $o(1/\sqrt{n})$. However, questions were raised by researchers about how to verify this assumption. Indeed, we show that this assumption might not always hold. In this paper, we seek to simplify and weaken the assumptions in the previously mentioned paper, to make MCMC confidence intervals without CLTs more widely applicable.

math.ST