arXiv subjects

Zhaolu Liu

Publications and source records attributed to Zhaolu Liu.

8 recordsLinked to original sources

arXiv2026

Hyperspectral Image Restoration and Super-resolution with Physics-Aware Deep Learning for Biomedical Applications

Hyperspectral imaging is a powerful bioimaging tool which can uncover novel insights, thanks to its sensitivity to the intrinsic properties of materials. However, this enhanced contrast comes at the cost of system complexity, constrained by an inherent trade-off between spatial, spectral, and temporal resolution. To overcome this limitation, we present a self-supervised deep learning-based approach that restores and enhances pixel resolution post-acquisition without requiring external training data beyond the images to be restored. Fine-tuned using metrics aligned with the imaging model, our physics-aware method achieves a 16$\times$ pixel super-resolution enhancement and a 12$\times$ imaging speedup without the need of additional training data for transfer learning. Applied to both synthetic and experimental data from five different sample types, including healthy and diseased tissues, we demonstrate that the model preserves biological integrity, as we did not detect systematic loss of biological features or biologically consequential hallucinations in tested datasets. We also concretely demonstrate the model's ability to reveal disease-associated metabolic changes that would otherwise remain undetectable. Furthermore, we provide physical insights into the model's inner workings, paving the way for future refinements that could potentially reveal novel high resolution features in an explainable manner. All methods are available as open-source software on GitHub.

eess.IV↗

arXiv2026

A Martingale Kernel Independence Test

The Hilbert-Schmidt Independence Criterion (HSIC) and its joint-independence extension $d\mathrm{HSIC}$ are degenerate $V$-statistics whose data-dependent weighted-$χ^2$ null limits force a permutation calibration that multiplies the per-test cost by the number of permutations, in practice two orders of magnitude. Adapting the recent martingale MMD construction for two-sample testing to the (joint) independence problem, we introduce two studentised statistics whose null distributions are standard normal regardless of the data law, so that a single normal-quantile lookup replaces the permutation step entirely. The first, $m\mathrm{HSIC}$, is a self-normalised lower-triangular sum of the Hadamard product of two empirically centred Gram matrices. Under independence and bounded-fourth-moment kernels it converges to a standard normal. It is consistent against every fixed alternative, and runs at quadratic cost in the sample size without any sample split, matching the biased HSIC $V$-statistic. Our second statistic, $md\mathrm{HSIC}$, achieves finite-sample consistency with a single half-sample split: the centring is estimated on one half and the lower-triangular self-normalised martingale is run on the other, shrinking the conditional-mean residual to a quantity that is exponentially small in $d$, so the statistic is asymptotically standard normal at every fixed number of jointly tested variables, with a per-test cost that grows only linearly in $d$. On synthetic data with per-variable input dimension from $1$ to $500$ and between $2$ and $10$ jointly tested variables, both statistics match the empirical type-I error rate and test power of permutation-calibrated baselines while running $25$ to $60\times$ faster.

stat.ML↗

arXiv2026

Information-theoretic signatures of causality in Bayesian networks and hypergraphs

Analyzing causality in multivariate systems involves establishing how information is generated, distributed and combined. Traditional causal discovery frameworks are capable of multivariate reasoning but their intrinsic pairwise graph topology restricts them to do so only indirectly by integrating multivariate information across pairwise edges. Higher-order information theory provides direct tools that can explicitly model higher-order interactions. In particular, Partial Information Decomposition (PID) allows the decomposition of the information that a set of sources provides about a target into redundant, unique, and synergistic components. Yet the mathematical connection between such higher-order information-theoretic measures and causal structure remains undeveloped. Here we establish the first theoretical correspondence between PID components and causal structure in both Bayesian networks and hypergraphs. We first show that in Bayesian networks unique information precisely characterizes direct causal neighbors, while synergy identifies collider relationships. This establishes a localist causal discovery paradigm in which the structure surrounding each variable can be recovered from its immediate informational footprint, eliminating the need for global search over graph space. Extending these results to more expressive causal representation, we prove that PID signatures in Bayesian hypergraphs differentiate parents, children, co-heads, and co-tails, revealing a novel collider effect unique to multi-tail hyperedges. Our results position PID as a rigorous, model-agnostic foundation for inferring both pairwise and higher-order causal structure, and introduce a fundamentally local information-theoretic viewpoint on causal discovery.

cs.IT↗

arXiv2025

Permutation-Free High-Order Interaction Tests

Kernel-based hypothesis tests offer a flexible, non-parametric tool to detect high-order interactions in multivariate data, beyond pairwise relationships. Yet the scalability of such tests is limited by the computationally demanding permutation schemes used to generate null approximations. Here we introduce a family of permutation-free high-order tests for joint independence and partial factorisations of $d$ variables. Our tests eliminate the need for permutation-based approximations by leveraging V-statistics and a novel cross-centring technique to yield test statistics with a standard normal limiting distribution under the null. We present implementations of the tests and showcase their efficacy and scalability through synthetic datasets. We also show applications inspired by causal discovery and feature selection, which highlight both the importance of high-order interactions in data and the need for efficient computational methods.

stat.ME↗

arXiv2025

Information-Theoretic Measures on Lattices for High-Order Interactions

Traditional measures based solely on pairwise associations often fail to capture the complex statistical structure of multivariate data. Existing approaches for identifying information shared among $d>3$ variables are frequently computationally intractable, asymmetric with respect to a target variable, or unable to account for all the ways in which the joint probability distribution can be factorised. Here we present a systematic framework based on lattice theory to derive higher-order information-theoretic measures for multivariate data. Our construction uses lattice and operator function pairs, whereby an operator function is applied over a lattice that represents the algebraic relationships among variables. We show that many commonly used measures can be derived within this framework, yet they fail to capture all interactions for $d>3$, either because they are defined on restricted sublattices, or because the use of the KL divergence as an operator function, a typical choice, leads to undesired disregard of groups of interactions. To fully characterise all interactions among $d$ variables, we introduce the Streitberg Information, which is defined over the full partition lattice and uses generalised divergences (beyond KL) as operator functions. We validate the Streitberg Information on synthetic data, and illustrate its application in detecting complex interactions among stocks, decoding neural signals, and performing feature selection in machine learning.

cs.IT↗

arXiv2024

Patterns of co-occurrent skills in UK job adverts

A job usually involves the application of several complementary or synergistic skills to perform its required tasks. Such relationships are implicitly recognised by employers in the skills they demand when recruiting new employees. Here we construct a skills network based on their co-occurrence in a national level data set of 65 million job postings from the UK spanning 2016 to 2022. We then apply multiscale graph-based community detection to obtain data-driven skill clusters at different levels of resolution that reveal a modular structure across scales. Skill clusters display diverse levels of demand and occupy varying roles within the skills network: some have broad reach across the network (high closeness centrality) while others have higher levels of within-cluster containment, yet with high interconnection across clusters and no skill silos. The skill clusters also display varying levels of semantic similarity, highlighting the difference between co-occurrence in adverts and intrinsic thematic consistency. Clear geographic variation is evident in the demand for each skill cluster across the UK, broadly reflecting the industrial characteristics of each region, e.g., London appears as an outlier as an international hub for finance, education and business. Comparison of data from 2016 and 2022 reveals employers are demanding a broader range of skills over time, with more adverts featuring skills spanning different clusters. We also show that our data-driven clusters differ from expert-authored categorisations of skills, indicating that important relationships between skills are not captured by expert assessment alone.

cs.SI↗

arXiv2023

Interaction Measures, Partition Lattices and Kernel Tests for High-Order Interactions

Models that rely solely on pairwise relationships often fail to capture the complete statistical structure of the complex multivariate data found in diverse domains, such as socio-economic, ecological, or biomedical systems. Non-trivial dependencies between groups of more than two variables can play a significant role in the analysis and modelling of such systems, yet extracting such high-order interactions from data remains challenging. Here, we introduce a hierarchy of $d$-order ($d \geq 2$) interaction measures, increasingly inclusive of possible factorisations of the joint probability distribution, and define non-parametric, kernel-based tests to establish systematically the statistical significance of $d$-order interactions. We also establish mathematical links with lattice theory, which elucidate the derivation of the interaction measures and their composite permutation tests; clarify the connection of simplicial complexes with kernel matrix centring; and provide a means to enhance computational efficiency. We illustrate our results numerically with validations on synthetic data, and through an application to neuroimaging data.

stat.ML↗

arXiv2023

Kernel-based Joint Independence Tests for Multivariate Stationary and Non-stationary Time Series

Multivariate time series data that capture the temporal evolution of interconnected systems are ubiquitous in diverse areas. Understanding the complex relationships and potential dependencies among co-observed variables is crucial for the accurate statistical modelling and analysis of such systems. Here, we introduce kernel-based statistical tests of joint independence in multivariate time series by extending the $d$-variable Hilbert-Schmidt independence criterion (dHSIC) to encompass both stationary and non-stationary processes, thus allowing broader real-world applications. By leveraging resampling techniques tailored for both single- and multiple-realisation time series, we show how the method robustly uncovers significant higher-order dependencies in synthetic examples, including frequency mixing data and logic gates, as well as real-world climate, neuroscience, and socioeconomic data. Our method adds to the mathematical toolbox for the analysis of multivariate time series and can aid in uncovering high-order interactions in data.

stat.ME↗