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Yuang Tian

Publications and source records attributed to Yuang Tian.

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Bridging Theory and Practice: Statistical Inference for Latent Space Models of Networks

Latent space models have been widely adopted in modeling network data. Developing statistical inference for estimated model parameters enables quantifying associated uncertainty and is pivotal for downstream tasks. Despite recent progress on statistical inference of maximum likelihood estimation, crucial gaps remain between asymptotic theoretical guarantees and practical use. Specifically, how are the oracle maximum likelihood estimators related to the solutions produced by algorithms in practice? Can rigorous guarantees be established for existing algorithms without unnecessary restrictions? To address these fundamental questions, we develop a unified analytical framework that bridges theory and practice of statistical inference for latent space models. First, for the maximum likelihood estimation, we relax the spectral-multiplicity constraint in the existing asymptotic theory to broaden the applicability. Second, we overcome the dependence on unknown true parameters in prior algorithmic analyses by developing novel adaptive criteria and theoretical tools. For the widely used algorithm based on the projected gradient descent and the singular value thresholding, we explicitly connect their outputs to the maximum likelihood estimator without relying on unknown information. Our results provide a solid foundation for practically useful and statistically principled statistical inference in network analysis.

math.ST

Efficient Analysis of Latent Spaces in Heterogeneous Networks

This work proposes a unified framework for efficient estimation under latent space modeling of heterogeneous networks. We consider a class of latent space models that decompose latent vectors into shared and network-specific components across networks. We develop a novel procedure that first identifies the shared latent vectors and further refines estimates through efficient score equations to achieve statistical efficiency. Oracle error rates for estimating the shared and heterogeneous latent vectors are established simultaneously. The analysis framework offers remarkable flexibility, accommodating various types of edge weights under general distributions.

stat.ME

Semiparametric Modeling and Analysis for Longitudinal Network Data

We introduce a semiparametric latent space model for analyzing longitudinal network data. The model consists of a static latent space component and a time-varying node-specific baseline component. We develop a semiparametric efficient score equation for the latent space parameter by adjusting for the baseline nuisance component. Estimation is accomplished through a one-step update estimator and an appropriately penalized maximum likelihood estimator. We derive oracle error bounds for the two estimators and address identifiability concerns from a quotient manifold perspective. Our approach is demonstrated using the New York Citi Bike Dataset.

math.ST

Efficient inference of parental origin effects using case-control mother-child genotype data

Parental origin effects play an important role in mammal development and disorder. Case-control mother-child pair genotype data can be used to detect parental origin effects and is often convenient to collect in practice. Most existing methods for assessing parental origin effects do not incorporate any covariates, which may be required to control for confounding factors. We propose to model the parental origin effects through a logistic regression model, with predictors including maternal and child genotypes, parental origins, and covariates. The parental origins may not be fully inferred from genotypes of a target genetic marker, so we propose to use genotypes of markers tightly linked to the target marker to increase inference efficiency. A computationally robust statistical inference procedure is developed based on a modified profile likelihood in a retrospective way. A computationally feasible expectation-maximization algorithm is devised to estimate all unknown parameters involved in the modified profile likelihood. This algorithm differs from the conventional expectation-maximization algorithm in the sense that it is based on a modified instead of the original profile likelihood function. The convergence of the algorithm is established under some mild regularity conditions. This expectation-maximization algorithm also allows convenient handling of missing child genotypes. Large sample properties, including weak consistency, asymptotic normality, and asymptotic efficiency, are established for the proposed estimator under some mild regularity conditions. Finite sample properties are evaluated through extensive simulation studies and the application to a real dataset.

stat.ME