arXiv subjects

Zhiliang Ying

Publications and source records attributed to Zhiliang Ying.

At least 37 records · Page 2Linked to original sources

arXiv2020

Latent Theme Dictionary Model for Finding Co-occurrent Patterns in Process Data

Process data, temporally ordered categorical observations, are of recent interest due to its increasing abundance and the desire to extract useful information. A process is a collection of time-stamped events of different types, recording how an individual behaves in a given time period. The process data are too complex in terms of size and irregularity for the classical psychometric models to be applicable, at least directly, and, consequently, it is desirable to develop new ways for modeling and analysis. We introduce herein a latent theme dictionary model (LTDM) for processes that identifies co-occurrent event patterns and individuals with similar behavioral patterns. Theoretical properties are established under certain regularity conditions for the likelihood based estimation and inference. A non-parametric Bayes LTDM algorithm using the Markov Chain Monte Carlo method is proposed for computation. Simulation studies show that the proposed approach performs well in a range of situations. The proposed method is applied to an item in the 2012 Programme for International Student Assessment with interpretable findings.

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arXiv2020

Subtask Analysis of Process Data Through a Predictive Model

Response process data collected from human-computer interactive items contain rich information about respondents' behavioral patterns and cognitive processes. Their irregular formats as well as their large sizes make standard statistical tools difficult to apply. This paper develops a computationally efficient method for exploratory analysis of such process data. The new approach segments a lengthy individual process into a sequence of short subprocesses to achieve complexity reduction, easy clustering and meaningful interpretation. Each subprocess is considered a subtask. The segmentation is based on sequential action predictability using a parsimonious predictive model combined with the Shannon entropy. Simulation studies are conducted to assess performance of the new methods. We use the process data from PIAAC 2012 to demonstrate how exploratory analysis of process data can be done with the new approach.

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arXiv2020

ProcData: An R Package for Process Data Analysis

Process data refer to data recorded in the log files of computer-based items. These data, represented as timestamped action sequences, keep track of respondents' response processes of solving the items. Process data analysis aims at enhancing educational assessment accuracy and serving other assessment purposes by utilizing the rich information contained in response processes. The R package ProcData presented in this article is designed to provide tools for processing, describing, and analyzing process data. We define an S3 class "proc" for organizing process data and extend generic methods summary and print for class "proc". Two feature extraction methods for process data are implemented in the package for compressing information in the irregular response processes into regular numeric vectors. ProcData also provides functions for fitting and making predictions from a neural-network-based sequence model. These functions call relevant functions in package keras for constructing and training neural networks. In addition, several response process generators and a real dataset of response processes of the climate control item in the 2012 Programme for International Student Assessment are included in the package.

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arXiv2019

A Latent Topic Model with Markovian Transition for Process Data

We propose a latent topic model with a Markovian transition for process data, which consist of time-stamped events recorded in a log file. Such data are becoming more widely available in computer-based educational assessment with complex problem solving items. The proposed model can be viewed as an extension of the hierarchical Bayesian topic model with a hidden Markov structure to accommodate the underlying evolution of an examinee's latent state. Using topic transition probabilities along with response times enables us to capture examinees' learning trajectories, making clustering/classification more efficient. A forward-backward variational expectation-maximization (FB-VEM) algorithm is developed to tackle the challenging computational problem. Useful theoretical properties are established under certain asymptotic regimes. The proposed method is applied to a complex problem solving item in 2012 Programme for International Student Assessment (PISA 2012).

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arXiv2019

An Exploratory Analysis of the Latent Structure of Process Data via Action Sequence Autoencoder

Computer simulations have become a popular tool of assessing complex skills such as problem-solving skills. Log files of computer-based items record the entire human-computer interactive processes for each respondent. The response processes are very diverse, noisy, and of nonstandard formats. Few generic methods have been developed for exploiting the information contained in process data. In this article, we propose a method to extract latent variables from process data. The method utilizes a sequence-to-sequence autoencoder to compress response processes into standard numerical vectors. It does not require prior knowledge of the specific items and human-computers interaction patterns. The proposed method is applied to both simulated and real process data to demonstrate that the resulting latent variables extract useful information from the response processes.

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arXiv2019

Latent Feature Extraction for Process Data via Multidimensional Scaling

Computer-based interactive items have become prevalent in recent educational assessments. In such items, the entire human-computer interactive process is recorded in a log file and is known as the response process. This paper aims at extracting useful information from response processes. In particular, we consider an exploratory latent variable analysis for process data. Latent variables are extracted through a multidimensional scaling framework and can be empirically proved to contain more information than classic binary responses in terms of out-of-sample prediction of many variables.

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arXiv2018

Event History Analysis of Dynamic Communication Networks

Statistical analysis on networks has received growing attention due to demand from various emerging applications. In dynamic networks, one of the key interests is to model the event history of time-stamped interactions amongst nodes. We propose to model dynamic directed communication networks via multivariate counting processes. A pseudo partial likelihood approach is exploited to capture the network dependence structure. Asymptotic results of the resulting estimation are established. Numerical results are performed to demonstrate effectiveness of our proposal.

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arXiv2017

Optimal Stopping and Worker Selection in Crowdsourcing: an Adaptive Sequential Probability Ratio Test Framework

In this paper, we aim at solving a class of multiple testing problems under the Bayesian sequential decision framework. Our motivating application comes from binary labeling tasks in crowdsourcing, where the requestor needs to simultaneously decide which worker to choose to provide the label and when to stop collecting labels under a certain budget constraint. We start with the binary hypothesis testing problem to determine the true label of a single object, and provide an optimal solution by casting it under the adaptive sequential probability ratio test (Ada-SPRT) framework. We characterize the structure of the optimal solution, i.e., optimal adaptive sequential design, which minimizes the Bayes risk through log-likelihood ratio statistic. We also develop a dynamic programming algorithm that can efficiently approximate the optimal solution. For the multiple testing problem, we further propose to adopt an empirical Bayes approach for estimating class priors and show that our method has an averaged loss that converges to the minimal Bayes risk under the true model. The experiments on both simulated and real data show the robustness of our method and its superiority in labeling accuracy as compared to several other recently proposed approaches.

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arXiv2017

On the Identifiability of Diagnostic Classification Models

This paper establishes fundamental results for statistical inference of diagnostic classification models (DCM). The results are developed at a high level of generality, applicable to essentially all diagnostic classification models. In particular, we establish identifiability results of various modeling parameters, notably item response probabilities, attribute distribution, and Q-matrix-induced partial information structure. Consistent estimators are constructed. Simulation results show that these estimators perform well under various modeling settings. We also use a real example to illustrate the new method. The results are stated under the setting of general latent class models. For DCM with a specific parameterization, the conditions may be adapted accordingly.

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arXiv2017

Nearly Semiparametric Efficient Estimation of Quantile Regression

As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $τ$, major difficulties of semiparametric efficient estimation are the unavailability of a parametric efficient score and the conditional density estimation. In this paper, with the help of the least favorable submodel technique, we first derive the semiparametric efficient scores for linear quantile regression models that are assumed for a single quantile level, multiple quantile levels and all the quantile levels in $(0,1)$ respectively. Our main discovery is a one-step (nearly) semiparametric efficient estimation for the regression coefficients of the quantile regression models assumed for multiple quantile levels, which has several advantages: it could be regarded as an optimal way to pool information across multiple/other quantiles for efficiency gain; it is computationally feasible and easy to implement, as the initial estimator is easily available; due to the nature of quantile regression models under investigation, the conditional density estimation is straightforward by plugging in an initial estimator. The resulting estimator is proved to achieve the corresponding semiparametric efficiency lower bound under regularity conditions. Numerical studies including simulations and an example of birth weight of children confirms that the proposed estimator leads to higher efficiency compared with the Koenker-Bassett quantile regression estimator for all quantiles of interest.

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arXiv2017

Regression analysis of doubly truncated data

Doubly truncated data are found in astronomy, econometrics and survival analysis literature. They arise when each observation is confined to an interval, i.e., only those which fall within their respective intervals are observed along with the intervals. Unlike the more widely studied one-sided truncation that can be handled effectively by the counting process-based approach, doubly truncated data are much more difficult to handle. In their analysis of an astronomical data set, Efron and Petrosian (1999) proposed some nonparametric methods, including a generalization of Kendall's tau test, for doubly truncated data. Motivated by their approach, as well as by the work of Bhattacharya et al. (1983) for right truncated data, we proposed a general method for estimating the regression parameter when the dependent variable is subject to the double truncation. It extends the Mann-Whitney-type rank estimator and can be computed easily by existing software packages. We show that the resulting estimator is consistent and asymptotically normal. A resampling scheme is proposed with large sample justification for approximating the limiting distribution. The quasar data in Efron and Petrosian (1999) are re-analyzed by the new method. Simulation results show that the proposed method works well. Extension to weighted rank estimation are also given.

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arXiv2016

A Fused Latent and Graphical Model for Multivariate Binary Data

We consider modeling, inference, and computation for analyzing multivariate binary data. We propose a new model that consists of a low dimensional latent variable component and a sparse graphical component. Our study is motivated by analysis of item response data in cognitive assessment and has applications to many disciplines where item response data are collected. Standard approaches to item response data in cognitive assessment adopt the multidimensional item response theory (IRT) models. However, human cognition is typically a complicated process and thus may not be adequately described by just a few factors. Consequently, a low-dimensional latent factor model, such as the multidimensional IRT models, is often insufficient to capture the structure of the data. The proposed model adds a sparse graphical component that captures the remaining ad hoc dependence. It reduces to a multidimensional IRT model when the graphical component becomes degenerate. Model selection and parameter estimation are carried out simultaneously through construction of a pseudo-likelihood function and properly chosen penalty terms. The convexity of the pseudo-likelihood function allows us to develop an efficient algorithm, while the penalty terms generate a low-dimensional latent component and a sparse graphical structure. Desirable theoretical properties are established under suitable regularity conditions. The method is applied to the revised Eysenck's personality questionnaire, revealing its usefulness in item analysis. Simulation results are reported that show the new method works well in practical situations.

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arXiv2016

Chernoff Index for Cox Test of Separate Parametric Families

The asymptotic efficiency of a generalized likelihood ratio test proposed by Cox is studied under the large deviations framework for error probabilities developed by Chernoff. In particular, two separate parametric families of hypotheses are considered [Cox, 1961, 1962]. The significance level is set such that the maximal type I and type II error probabilities for the generalized likelihood ratio test decay exponentially fast with the same rate. We derive the analytic form of such a rate that is also known as the Chernoff index [Chernoff, 1952], a relative efficiency measure when there is no preference between the null and the alternative hypotheses. We further extend the analysis to approximate error probabilities when the two families are not completely separated. Discussions are provided concerning the implications of the present result on model selection.

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arXiv2013

Sequential Analysis of Cox Model under Response Dependent Allocation

Sellke and Siegmund (1983) developed the Brownian approximation to the Cox partial likelihood score as a process of calendar time, laying the foundation for group sequential analysis of survival studies. We extend their results to cover situations in which treatment allocations may depend on observed outcomes. The new development makes use of the entry time and calendar time along with the corresponding $σ$-filtrations to handle the natural information accumulation. Large sample properties are established under suitable regularity conditions.

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arXiv2013

Theory of self-learning $Q$-matrix

Cognitive assessment is a growing area in psychological and educational measurement, where tests are given to assess mastery/deficiency of attributes or skills. A key issue is the correct identification of attributes associated with items in a test. In this paper, we set up a mathematical framework under which theoretical properties may be discussed. We establish sufficient conditions to ensure that the attributes required by each item are learnable from the data.

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arXiv2013

Least Product Relative Error Estimation

A least product relative error criterion is proposed for multiplicative regression models. It is invariant under scale transformation of the outcome and covariates. In addition, the objective function is smooth and convex, resulting in a simple and uniquely defined estimator of the regression parameter. It is shown that the estimator is asymptotically normal and that the simple plugging-in variance estimation is valid. Simulation results confirm that the proposed method performs well. An application to body fat calculation is presented to illustrate the new method.

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arXiv2013

Likelihood Adaptively Modified Penalties

A new family of penalty functions, adaptive to likelihood, is introduced for model selection in general regression models. It arises naturally through assuming certain types of prior distribution on the regression parameters. To study stability properties of the penalized maximum likelihood estimator, two types of asymptotic stability are defined. Theoretical properties, including the parameter estimation consistency, model selection consistency, and asymptotic stability, are established under suitable regularity conditions. An efficient coordinate-descent algorithm is proposed. Simulation results and real data analysis show that the proposed method has competitive performance in comparison with existing ones.

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arXiv2013

Bootstrapping a Change-Point Cox Model for Survival Data

This paper investigates the (in)-consistency of various bootstrap methods for making inference on a change-point in time in the Cox model with right censored survival data. A criterion is established for the consistency of any bootstrap method. It is shown that the usual nonparametric bootstrap is inconsistent for the maximum partial likelihood estimation of the change-point. A new model-based bootstrap approach is proposed and its consistency established. Simulation studies are carried out to assess the performance of various bootstrap schemes.

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