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Linglong Kong

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26 papers

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TMLR Journal 2026 Journal Article

A Bayesian Bootstrap Framework for Mutual Information Neural Estimation: Bridging Classical Mutual Information Learning and Bayesian Nonparametric Learning

Forough Fazeli-Asl
Michael Minyi Zhang
Linglong Kong
Bei Jiang

In this work, we introduce a Bayesian bootstrap resampling framework for estimating mutual information (MI) via ``mutual information neural estimation'' (MINE), making MINE directly applicable in a Bayesian nonparametric learning (BNPL) framework. The resulting estimator shows low variability across batch sizes and high-dimensional settings, as demonstrated through extensive numerical studies. In particular, our proposed bootstrap version yields tighter and lower-variance estimates than the original MINE formulation, both theoretically and empirically. We further demonstrate its practical value in a downstream task by improving VAE-GAN training within BNPL, leading to higher-quality outputs. Beyond enabling MI-based BNPL, the proposed bootstrap estimator also performs competitively against leading frequentist state-of-the-art benchmarks. Overall, our findings establish the first principled framework for Bayesian bootstrap-based MI estimation and highlight its effectiveness as a reliable tool for future BNPL studies.

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ICLR Conference 2025 Conference Paper

CBMA: Improving Conformal Prediction through Bayesian Model Averaging

Pankaj Bhagwat
Linglong Kong
Bei Jiang

Conformal prediction has emerged as a popular technique for facilitating valid predictive inference across a spectrum of machine learning models, under minimal assumption of exchangeability. Recently, Hoff (2023) showed that full conformal Bayes provides the most efficient prediction sets (smallest by expected volume) among all prediction sets that are valid at the $(1 - \alpha)$ level if the model is correctly specified. However, a critical issue arises when the Bayesian model itself may be mis-specified, resulting in prediction interval that might be suboptimal, even though it still enjoys the frequentist coverage guarantee. To address this limitation, we propose an innovative solution that combines Bayesian model averaging (BMA) with conformal prediction. This hybrid not only leverages the strengths of Bayesian conformal prediction but also introduces a layer of robustness through model averaging. Theoretically, we prove that the resulting prediction interval will converge to the optimal level of efficiency, if the true model is included among the candidate models. This assurance of optimality, even under potential model uncertainty, provides a significant improvement over existing methods, ensuring more reliable and precise uncertainty quantification.

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ICML Conference 2025 Conference Paper

Differentially Private Analysis for Binary Response Models: Optimality, Estimation, and Inference

Ce Zhang
Yixin Han
Yafei Wang
Xiaodong Yan
Linglong Kong
Ting Li
Bei Jiang

Randomized response (RR) mechanisms constitute a fundamental and effective technique for ensuring label differential privacy (LabelDP). However, existing RR methods primarily focus on the response labels while overlooking the influence of covariates and often do not fully address optimality. To address these challenges, this paper explores optimal LabelDP procedures using RR mechanisms, focusing on achieving optimal estimation and inference in binary response models. We first analyze the asymptotic behaviors of RR binary response models and then optimize the procedure by maximizing the trace of the Fisher Information Matrix within the $\varepsilon$- and $(\varepsilon, \delta)$-LabelDP constraints. Our theoretical results indicate that the proposed methods achieve optimal LabelDP guarantees while maintaining statistical accuracy in binary response models under mild conditions. Furthermore, we develop private confidence intervals with nominal coverage for statistical inference. Extensive simulation studies and real-world applications confirm that our methods outperform existing approaches in terms of precise estimation, privacy protection, and reliable inference.

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NeurIPS Conference 2025 Conference Paper

Intrinsic Benefits of Categorical Distributional Loss: Uncertainty-aware Regularized Exploration in Reinforcement Learning

Ke Sun
Yingnan Zhao
Enze Shi
Yafei Wang
Xiaodong Yan
Bei Jiang
Linglong Kong

The remarkable empirical performance of distributional reinforcement learning~(RL) has garnered increasing attention to understanding its theoretical advantages over classical RL. By decomposing the categorical distributional loss commonly employed in distributional RL, we find that the potential superiority of distributional RL can be attributed to a derived distribution-matching entropy regularization. This less-studied entropy regularization aims to capture additional knowledge of return distribution beyond only its expectation, contributing to an augmented reward signal in policy optimization. In contrast to the vanilla entropy regularization in MaxEnt RL, which explicitly encourages exploration by promoting diverse actions, the novel entropy regularization derived from categorical distributional loss implicitly updates policies to align the learned policy with (estimated) environmental uncertainty. Finally, extensive experiments verify the significance of this uncertainty-aware regularization from distributional RL on the empirical benefits over classical RL. Our study offers an innovative exploration perspective to explain the intrinsic benefits of distributional learning in RL.

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NeurIPS Conference 2025 Conference Paper

Understanding Fairness and Prediction Error through Subspace Decomposition and Influence Analysis

Enze Shi
Pankaj Bhagwat
Zhixian Yang
Linglong Kong
Bei Jiang

Machine learning models have achieved widespread success but often inherit and amplify historical biases, resulting in unfair outcomes. Traditional fairness methods typically impose constraints at the prediction level, without addressing underlying biases in data representations. In this work, we propose a principled framework that adjusts data representations to balance predictive utility and fairness. Using sufficient dimension reduction, we decompose the feature space into target-relevant, sensitive, and shared components, and control the fairness–utility trade-off by selectively removing sensitive information. We provide a theoretical analysis of how prediction error and fairness gaps evolve as shared subspaces are added, and employ influence functions to quantify their effects on the asymptotic behavior of parameter estimates. Experiments on both synthetic and real-world datasets validate our theoretical insights and show that the proposed method effectively improves fairness while preserving predictive performance.

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TMLR Journal 2024 Journal Article

A Distance-based Anomaly Detection Framework for Deep Reinforcement Learning

Hongming Zhang
Ke Sun
Bo Xu
Linglong Kong
Martin Müller

In deep reinforcement learning (RL) systems, abnormal states pose significant risks by potentially triggering unpredictable behaviors and unsafe actions, thus impeding the deployment of RL systems in real-world scenarios. It is crucial for reliable decision-making systems to have the capability to cast an alert whenever they encounter unfamiliar observations that they are not equipped to handle. In this paper, we propose a novel Mahalanobis distance-based (MD) anomaly detection framework, called \textit{MDX}, for deep RL algorithms. MDX simultaneously addresses random, adversarial, and out-of-distribution (OOD) state outliers in both offline and online settings. It utilizes Mahalanobis distance within class-conditional distributions for each action and operates within a statistical hypothesis testing framework under the Gaussian assumption. We further extend it to robust and distribution-free versions by incorporating Robust MD and conformal inference techniques. Through extensive experiments on classical control environments, Atari games and autonomous driving scenarios, we demonstrate the effectiveness of our MD-based detection framework. MDX offers a simple, unified, and practical tool for enhancing the safety and reliability of RL systems in real-world applications.

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AAAI Conference 2024 Conference Paper

Analysis of Differentially Private Synthetic Data: A Measurement Error Approach

Yangdi Jiang
Yi Liu
Xiaodong Yan
Anne-Sophie Charest
Linglong Kong
Bei Jiang

Differentially private (DP) synthetic datasets have been receiving significant attention from academia, industry, and government. However, little is known about how to perform statistical inference using DP synthetic datasets. Naive approaches that do not take into account the induced uncertainty due to the DP mechanism will result in biased estimators and invalid inferences. In this paper, we present a class of maximum likelihood estimator (MLE)-based easy-to-implement bias-corrected DP estimators with valid asymptotic confidence intervals (CI) for parameters in regression settings, by establishing the connection between additive DP mechanisms and measurement error models. Our simulation shows that our estimator has comparable performance to the widely used sufficient statistic perturbation (SSP) algorithm in some scenarios but with the advantage of releasing a synthetic dataset and obtaining statistically valid asymptotic CIs, which can achieve better coverage when compared to the naive CIs obtained by ignoring the DP mechanism.

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NeurIPS Conference 2024 Conference Paper

Distributional Reinforcement Learning with Regularized Wasserstein Loss

Ke Sun
Yingnan Zhao
Wulong Liu
Bei Jiang
Linglong Kong

The empirical success of distributional reinforcement learning (RL) highly relies on the choice of distribution divergence equipped with an appropriate distribution representation. In this paper, we propose \textit{Sinkhorn distributional RL (SinkhornDRL)}, which leverages Sinkhorn divergence—a regularized Wasserstein loss—to minimize the difference between current and target Bellman return distributions. Theoretically, we prove the contraction properties of SinkhornDRL, aligning with the interpolation nature of Sinkhorn divergence between Wasserstein distance and Maximum Mean Discrepancy (MMD). The introduced SinkhornDRL enriches the family of distributional RL algorithms, contributing to interpreting the algorithm behaviors compared with existing approaches by our investigation into their relationships. Empirically, we show that SinkhornDRL consistently outperforms or matches existing algorithms on the Atari games suite and particularly stands out in the multi-dimensional reward setting. \thanks{Code is available in \url{https: //github. com/datake/SinkhornDistRL}. }.

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JMLR Journal 2024 Journal Article

Inference on High-dimensional Single-index Models with Streaming Data

Dongxiao Han
Jinhan Xie
Jin Liu
Liuquan Sun
Jian Huang
Bei Jiang
Linglong Kong

Traditional statistical methods are faced with new challenges due to streaming data. The major challenge is the rapidly growing volume and velocity of data, which makes storing such huge data sets in memory impossible. The paper presents an online inference framework for regression parameters in high-dimensional semiparametric single-index models with unknown link functions. The proposed online procedure updates only the current data batch and summary statistics of historical data instead of re-accessing the entire raw data set. At the same time, we do not need to estimate the unknown link function, which is a highly challenging task. In addition, a generalized convex loss function is used in the proposed inference procedure. To illustrate the proposed method, we use the Huber loss function and the negative log-likelihood of the logistic regression model. In this study, the asymptotic normality of the proposed online debiased Lasso estimators and the bounds of the proposed online Lasso estimators are investigated. To evaluate the performance of the proposed method, extensive simulation studies have been conducted. We provide applications to Nasdaq stock prices and financial distress data sets. [abs] [ pdf ][ bib ] &copy JMLR 2024. ( edit, beta )

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NeurIPS Conference 2024 Conference Paper

Probing Social Bias in Labor Market Text Generation by ChatGPT: A Masked Language Model Approach

Lei Ding
Yang Hu
Nicole Denier
Enze Shi
Junxi Zhang
Qirui Hu
Karen D. Hughes
Linglong Kong

As generative large language models (LLMs) such as ChatGPT gain widespread adoption in various domains, their potential to propagate and amplify social biases, particularly in high-stakes areas such as the labor market, has become a pressing concern. AI algorithms are not only widely used in the selection of job applicants, individual job seekers may also make use of generative LLMs to help develop their job application materials. Against this backdrop, this research builds on a novel experimental design to examine social biases within ChatGPT-generated job applications in response to real job advertisements. By simulating the process of job application creation, we examine the language patterns and biases that emerge when the model is prompted with diverse job postings. Notably, we present a novel bias evaluation framework based on Masked Language Models to quantitatively assess social bias based on validated inventories of social cues/words, enabling a systematic analysis of the language used. Our findings show that the increasing adoption of generative AI, not only by employers but also increasingly by individual job seekers, can reinforce and exacerbate gender and social inequalities in the labor market through the use of biased and gendered language.

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AAAI Conference 2024 Conference Paper

Responsible Bandit Learning via Privacy-Protected Mean-Volatility Utility

Shanshan Zhao
Wenhai Cui
Bei Jiang
Linglong Kong
Xiaodong Yan

For ensuring the safety of users by protecting the privacy, the traditional privacy-preserving bandit algorithm aiming to maximize the mean reward has been widely studied in scenarios such as online ride-hailing, advertising recommendations, and personalized healthcare. However, classical bandit learning is irresponsible in such practical applications as they fail to account for risks in online decision-making and ignore external system information. This paper firstly proposes privacy protected mean-volatility utility as the objective of bandit learning and proves its responsibility, because it aims at achieving the maximum probability of utility by considering the risk. Theoretically, our proposed responsible bandit learning is expected to achieve the fastest convergence rate among current bandit algorithms and generates more statistical power than classical normality-based test. Finally, simulation studies provide supporting evidence for the theoretical results and demonstrate stronger performance when using stricter privacy budgets.

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ICML Conference 2024 Conference Paper

Sample Average Approximation for Conditional Stochastic Optimization with Dependent Data

Yafei Wang
Bo Pan
Mei Li
Jianya Lu
Lingchen Kong
Bei Jiang
Linglong Kong

Conditional Stochastic Optimization (CSO) is a powerful modelling paradigm for optimization under uncertainty. The existing literature on CSO is mainly based on the independence assumption of data, which shows that the solution of CSO is asymptotically consistent and enjoys a finite sample guarantee. The independence assumption, however, does not typically hold in many important applications with dependence patterns, such as time series analysis, operational control, and reinforcement learning. In this paper, we aim to fill this gap and consider a Sample Average Approximation (SAA) for CSO with dependent data. Leveraging covariance inequalities and independent block sampling technique, we provide theoretical guarantees of SAA for CSO with dependent data. In particular, we show that SAA for CSO retains asymptotic consistency and a finite sample guarantee under mild conditions. In addition, we establish the sample complexity $O(d / \varepsilon^4)$ of SAA for CSO, which is shown to be of the same order as independent cases. Through experiments on several applications, we verify the theoretical results and demonstrate that dependence does not degrade the performance of the SAA approach in real data applications.

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ICML Conference 2024 Conference Paper

Tuning-free Estimation and Inference of Cumulative Distribution Function under Local Differential Privacy

Yi Liu
Qirui Hu
Linglong Kong

We introduce a novel algorithm for estimating Cumulative Distribution Function (CDF) values under Local Differential Privacy (LDP) by exploiting an unexpected connection between LDP and the current status problem, a classical survival data problem in statistics. This connection leads to the development of tools for constrained isotonic estimation based on binary queries. Through mathematical proofs and extensive numerical testing, we demonstrate that our method achieves uniform and $L_2$ error bounds when estimating the entire CDF curve. By employing increasingly dense grids, the error bound can be improved, exhibiting an asymptotic normal distribution of the proposed estimator. Theoretically, we show that the error bound smoothly changes as the number of grids increases relative to the sample size $n$. Computationally, we demonstrate that our constrained isotonic estimator can be efficiently computed deterministically, eliminating the need for hyperparameters or random optimization.

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NeurIPS Conference 2023 Conference Paper

Gaussian Differential Privacy on Riemannian Manifolds

Yangdi Jiang
Xiaotian Chang
Yi Liu
Lei Ding
Linglong Kong
Bei Jiang

We develop an advanced approach for extending Gaussian Differential Privacy (GDP) to general Riemannian manifolds. The concept of GDP stands out as a prominent privacy definition that strongly warrants extension to manifold settings, due to its central limit properties. By harnessing the power of the renowned Bishop-Gromov theorem in geometric analysis, we propose a Riemannian Gaussian distribution that integrates the Riemannian distance, allowing us to achieve GDP in Riemannian manifolds with bounded Ricci curvature. To the best of our knowledge, this work marks the first instance of extending the GDP framework to accommodate general Riemannian manifolds, encompassing curved spaces, and circumventing the reliance on tangent space summaries. We provide a simple algorithm to evaluate the privacy budget $\mu$ on any one-dimensional manifold and introduce a versatile Markov Chain Monte Carlo (MCMC)-based algorithm to calculate $\mu$ on any Riemannian manifold with constant curvature. Through simulations on one of the most prevalent manifolds in statistics, the unit sphere $S^d$, we demonstrate the superior utility of our Riemannian Gaussian mechanism in comparison to the previously proposed Riemannian Laplace mechanism for implementing GDP.

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ICML Conference 2023 Conference Paper

Online Local Differential Private Quantile Inference via Self-normalization

Yi Liu
Qirui Hu
Lei Ding 0013
Linglong Kong

Based on binary inquiries, we developed an algorithm to estimate population quantiles under Local Differential Privacy (LDP). By self-normalizing, our algorithm provides asymptotically normal estimation with valid inference, resulting in tight confidence intervals without the need for nuisance parameters to be estimated. Our proposed method can be conducted fully online, leading to high computational efficiency and minimal storage requirements with $\mathcal{O}(1)$ space. We also proved an optimality result by an elegant application of one central limit theorem of Gaussian Differential Privacy (GDP) when targeting the frequently encountered median estimation problem. With mathematical proof and extensive numerical testing, we demonstrate the validity of our algorithm both theoretically and experimentally.

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AAAI Conference 2023 Conference Paper

Opposite Online Learning via Sequentially Integrated Stochastic Gradient Descent Estimators

Wenhai Cui
Xiaoting Ji
Linglong Kong
Xiaodong Yan

Stochastic gradient descent algorithm (SGD) has been popular in various fields of artificial intelligence as well as a prototype of online learning algorithms. This article proposes a novel and general framework of one-sided testing for streaming data based on SGD, which determines whether the unknown parameter is greater than a certain positive constant. We construct the online-updated test statistic sequentially by integrating the selected batch-specific estimator or its opposite, which is referred to opposite online learning. The batch-specific online estimators are chosen strategically according to the proposed sequential tactics designed by two-armed bandit process. Theoretical results prove the advantage of the strategy ensuring the distribution of test statistic to be optimal under the null hypothesis and also supply the theoretical evidence of power enhancement compared with classical test statistic. In application, the proposed method is appealing for statistical inference of one-sided testing because it is scalable for any model. Finally, the superior finite-sample performance is evaluated by simulation studies.

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NeurIPS Conference 2022 Conference Paper

Conformalized Fairness via Quantile Regression

Meichen Liu
Lei Ding
Dengdeng Yu
Wulong Liu
Linglong Kong
Bei Jiang

Algorithmic fairness has received increased attention in socially sensitive domains. While rich literature on mean fairness has been established, research on quantile fairness remains sparse but vital. To fulfill great needs and advocate the significance of quantile fairness, we propose a novel framework to learn a real-valued quantile function under the fairness requirement of Demographic Parity with respect to sensitive attributes, such as race or gender, and thereby derive a reliable fair prediction interval. Using optimal transport and functional synchronization techniques, we establish theoretical guarantees of distribution-free coverage and exact fairness for the induced prediction interval constructed by fair quantiles. A hands-on pipeline is provided to incorporate flexible quantile regressions with an efficient fairness adjustment post-processing algorithm. We demonstrate the superior empirical performance of this approach on several benchmark datasets. Our results show the model’s ability to uncover the mechanism underlying the fairness-accuracy trade-off in a wide range of societal and medical applications.

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NeurIPS Conference 2022 Conference Paper

Identification, Amplification and Measurement: A bridge to Gaussian Differential Privacy

Yi Liu
Ke Sun
Bei Jiang
Linglong Kong

Gaussian differential privacy (GDP) is a single-parameter family of privacy notions that provides coherent guarantees to avoid the exposure of sensitive individual information. Despite the extra interpretability and tighter bounds under composition GDP provides, many widely used mechanisms (e. g. , the Laplace mechanism) inherently provide GDP guarantees but often fail to take advantage of this new framework because their privacy guarantees were derived under a different background. In this paper, we study the asymptotic properties of privacy profiles and develop a simple criterion to identify algorithms with GDP properties. We propose an efficient method for GDP algorithms to narrow down possible values of an optimal privacy measurement, $\mu$ with an arbitrarily small and quantifiable margin of error. For non GDP algorithms, we provide a post-processing procedure that can amplify existing privacy guarantees to meet the GDP condition. As applications, we compare two single-parameter families of privacy notions, $\epsilon$-DP, and $\mu$-GDP, and show that all $\epsilon$-DP algorithms are intrinsically also GDP. Lastly, we show that the combination of our measurement process and the composition theorem of GDP is a powerful and convenient tool to handle compositions compared to the traditional standard and advanced composition theorems.

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AAAI Conference 2022 Conference Paper

Sample Average Approximation for Stochastic Optimization with Dependent Data: Performance Guarantees and Tractability

Yafei Wang
Bo Pan
Wei Tu
Peng Liu
Bei Jiang
Chao Gao
Wei Lu
Shangling Jui

Sample average approximation (SAA), a popular method for tractably solving stochastic optimization problems, enjoys strong asymptotic performance guarantees in settings with independent training samples. However, these guarantees are not known to hold generally with dependent samples, such as in online learning with time series data or distributed computing with Markovian training samples. In this paper, we show that SAA remains tractable when the distribution of unknown parameters is only observable through dependent instances and still enjoys asymptotic consistency and finite sample guarantees. Specifically, we provide a rigorous probability error analysis to derive 1 - beta confidence bounds for the out-of-sample performance of SAA estimators and show that these estimators are asymptotically consistent. We then, using monotone operator theory, study the performance of a class of stochastic first-order algorithms trained on a dependent source of data. We show that approximation error for these algorithms is bounded and concentrates around zero, and establish deviation bounds for iterates when the underlying stochastic process is phi-mixing. The algorithms presented can be used to handle numerically inconvenient loss functions such as the sum of a smooth and non-smooth function or of non-smooth functions with constraints. To illustrate the usefulness of our results, we present several stochastic versions of popular algorithms such as stochastic proximal gradient descent (S-PGD), stochastic relaxed Peaceman– Rachford splitting algorithms (S-rPRS), and numerical experiment.

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AAAI Conference 2022 Conference Paper

Word Embeddings via Causal Inference: Gender Bias Reducing and Semantic Information Preserving

Lei Ding
Dengdeng Yu
Jinhan Xie
Wenxing Guo
Shenggang Hu
Meichen Liu
Linglong Kong
Hongsheng Dai

With widening deployments of natural language processing (NLP) in daily life, inherited social biases from NLP models have become more severe and problematic. Previous studies have shown that word embeddings trained on humangenerated corpora have strong gender biases that can produce discriminative results in downstream tasks. Previous debiasing methods focus mainly on modeling bias and only implicitly consider semantic information while completely overlooking the complex underlying causal structure among bias and semantic components. To address these issues, we propose a novel methodology that leverages a causal inference framework to effectively remove gender bias. The proposed method allows us to construct and analyze the complex causal mechanisms facilitating gender information flow while retaining oracle semantic information within word embeddings. Our comprehensive experiments show that the proposed method achieves state-of-the-art results in genderdebiasing tasks. In addition, our methods yield better performance in word similarity evaluation and various extrinsic downstream NLP tasks.

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NeurIPS Conference 2021 Conference Paper

Damped Anderson Mixing for Deep Reinforcement Learning: Acceleration, Convergence, and Stabilization

Ke Sun
Yafei Wang
Yi Liu
Yingnan Zhao
Bo Pan
Shangling Jui
Bei Jiang
Linglong Kong

Anderson mixing has been heuristically applied to reinforcement learning (RL) algorithms for accelerating convergence and improving the sampling efficiency of deep RL. Despite its heuristic improvement of convergence, a rigorous mathematical justification for the benefits of Anderson mixing in RL has not yet been put forward. In this paper, we provide deeper insights into a class of acceleration schemes built on Anderson mixing that improve the convergence of deep RL algorithms. Our main results establish a connection between Anderson mixing and quasi-Newton methods and prove that Anderson mixing increases the convergence radius of policy iteration schemes by an extra contraction factor. The key focus of the analysis roots in the fixed-point iteration nature of RL. We further propose a stabilization strategy by introducing a stable regularization term in Anderson mixing and a differentiable, non-expansive MellowMax operator that can allow both faster convergence and more stable behavior. Extensive experiments demonstrate that our proposed method enhances the convergence, stability, and performance of RL algorithms.

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ICML Conference 2019 Conference Paper

Distributional Reinforcement Learning for Efficient Exploration

Borislav Mavrin
Hengshuai Yao
Linglong Kong
Kaiwen Wu
Yaoliang Yu

In distributional reinforcement learning (RL), the estimated distribution of value functions model both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The first is a decaying schedule to suppress the intrinsic uncertainty. The second is an exploration bonus calculated from the upper quantiles of the learned distribution. In Atari 2600 games, our method achieves 483 % average gain across 49 games in cumulative rewards over QR-DQN. We also compared our algorithm with QR-DQN in a challenging 3D driving simulator (CARLA). Results show that our algorithm achieves nearoptimal safety rewards twice faster than QRDQN.

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IJCAI Conference 2019 Conference Paper

Ensemble-based Ultrahigh-dimensional Variable Screening

Wei Tu
Dong Yang
Linglong Kong
Menglu Che
Qian Shi
Guodong Li
Guangjian Tian

Since the sure independence screening (SIS) method by Fan and Lv, many different variable screening methods have been proposed based on different measures under different models. However, most of these methods are designed for specific models. In practice, we often have very little information about the data generating process and different methods can result in very different sets of features. The heterogeneity presented here motivates us to combine various screening methods simultaneously. In this paper, we introduce a general ensemble-based framework to efficiently combine results from multiple variable screening methods. The consistency and sure screening property of proposed framework has been established. Extensive simulation studies confirm our intuition that the proposed ensemble-based method is more robust against model specification than using single variable screening method. The proposed ensemble-based method is used to predict attention deficit hyperactivity disorder (ADHD) status using brain function connectivity (FC).

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AAMAS Conference 2019 Conference Paper

Exploration in the Face of Parametric and Intrinsic Uncertainties

Borislav Mavrin
Shangtong Zhang
Hengshuai Yao
Linglong Kong

In distributional reinforcement learning (RL), the estimated distribution of the value functions model both the parametric and intrinsic uncertainties. We propose a novel, efficient exploration method for Deep RL that has two components. The first is a decaying schedule to suppress the intrinsic uncertainty. The second is an exploration bonus calculated from the upper quantiles of the learned distribution. In Atari 2600 games, our method achieves 483 % average gain in cumulative rewards over QR-DQN.

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AAAI Conference 2017 Conference Paper

Expectile Matrix Factorization for Skewed Data Analysis

Rui Zhu
Di Niu
Linglong Kong
Zongpeng Li

Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample means given the observations. However, in many real applications with skewed and extreme data, least squares cannot explain their central tendency or tail distributions, yielding undesired estimates. In this paper, we propose expectile matrix factorization by introducing asymmetric least squares, a key concept in expectile regression analysis, into the matrix factorization framework. We propose an efﬁcient algorithm to solve the new problem based on alternating minimization and quadratic programming. We prove that our algorithm converges to a global optimum and exactly recovers the true underlying low-rank matrices when noise is zero. For synthetic data with skewed noise and a real-world dataset containing web service response times, the proposed scheme achieves lower recovery errors than the existing matrix factorization method based on least squares in a wide range of settings.

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YNIMG Journal 2011 Journal Article

FADTTS: Functional analysis of diffusion tensor tract statistics

Hongtu Zhu
Linglong Kong
Runze Li
Martin Styner
Guido Gerig
Weili Lin
John H. Gilmore

The aim of this paper is to present a functional analysis of a diffusion tensor tract statistics (FADTTS) pipeline for delineating the association between multiple diffusion properties along major white matter fiber bundles with a set of covariates of interest, such as age, diagnostic status and gender, and the structure of the variability of these white matter tract properties in various diffusion tensor imaging studies. The FADTTS integrates five statistical tools: (i) a multivariate varying coefficient model for allowing the varying coefficient functions in terms of arc length to characterize the varying associations between fiber bundle diffusion properties and a set of covariates, (ii) a weighted least squares estimation of the varying coefficient functions, (iii) a functional principal component analysis to delineate the structure of the variability in fiber bundle diffusion properties, (iv) a global test statistic to test hypotheses of interest, and (v) a simultaneous confidence band to quantify the uncertainty in the estimated coefficient functions. Simulated data are used to evaluate the finite sample performance of FADTTS. We apply FADTTS to investigate the development of white matter diffusivities along the splenium of the corpus callosum tract and the right internal capsule tract in a clinical study of neurodevelopment. FADTTS can be used to facilitate the understanding of normal brain development, the neural bases of neuropsychiatric disorders, and the joint effects of environmental and genetic factors on white matter fiber bundles. The advantages of FADTTS compared with the other existing approaches are that they are capable of modeling the structured inter-subject variability, testing the joint effects, and constructing their simultaneous confidence bands. However, FADTTS is not crucial for estimation and reduces to the functional analysis method for the single measure.

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