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Zongge Liu

Publications and source records attributed to Zongge Liu.

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Simultaneous Inference in Multiple Matrix-Variate Graphs for High-Dimensional Neural Recordings

We study simultaneous inference for multiple matrix-variate Gaussian graphical models in high-dimensional settings. Such models arise when spatiotemporal data are collected across multiple sample groups or experimental sessions, where each group is characterized by its own graphical structure but shares common sparsity patterns. A central challenge is to conduct valid inference on collections of graph edges while efficiently borrowing strength across groups under both high-dimensionality and temporal dependence. We propose a unified framework that combines joint estimation via group penalized regression with a high-dimensional Gaussian approximation bootstrap to enable global testing of edge subsets of arbitrary size. The proposed procedure accommodates temporally dependent observations and avoids naive pooling across heterogeneous groups. We establish theoretical guarantees for the validity of the simultaneous tests under mild conditions on sample size, dimensionality, and non-stationary autoregressive temporal dependence, and show that the resulting tests are nearly optimal in terms of the testable region boundary. The method relies only on convex optimization and parametric bootstrap, making it computationally tractable. Simulation studies and a neural recording example illustrate the efficacy of the proposed approach.

stat.ME

Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence

In this paper, we study change-point testing for high-dimensional linear models, an important problem that has not been well explored in the literature. Specifically, we propose a quadratic-form cumulative sum (CUSUM) statistic to test the stability of regression coefficients in high-dimensional linear models. The test controls type-I error at any desired level and is robust to temporally dependent observations. We establish its asymptotic distribution under the null hypothesis, and demonstrate that it is asymptotically powerful against multiple change-point alternatives and achieves the optimal detection boundary for a wide class of high-dimensional models. We further develop an adaptive procedure to estimate the tuning parameters of the test, making our method practical in applications. Additionally, we extend our approach to localize change-points in the regression time series and establish sharp error bounds for our change-point estimator. Extensive numerical experiments and a real data application in macroeconomics are conducted to demonstrate the promising performance and practical utility of the proposed test.

math.ST