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Yanzhen Chen

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6 papers

2 author rows

JMLR Journal 2026 Journal Article

A causal fused lasso for interpretable heterogeneous treatment effects estimation

OSCAR HERNAN MADRID PADILLA
Yanzhen Chen
Carlos Misael Madrid Padilla
Gabriel Ruiz

We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the fused lasso to obtain piecewise constant treatment effects with respect to the ordering defined by the score. Similar to the existing methods based on discretizing the score, our methods yield interpretable subgroup effects. However, existing methods fixed the subgroup a priori, but our causal fused lasso forms data-adaptive subgroups. We show that the estimator consistently estimates the treatment effects conditional on the score under very general conditions on the covariates and treatment. We demonstrate the performance of our procedure using extensive experiments that show that it can be interpretable and competitive with state-of-the-art methods. [abs] [ pdf ][ bib ] &copy JMLR 2026. ( edit, beta )

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TMLR Journal 2025 Journal Article

Change Point Detection in Dynamic Graphs with Decoder-only Latent Space Model

Yik Lun Kei
Jialiang Li
Hangjian Li
Yanzhen Chen
OSCAR HERNAN MADRID PADILLA

This manuscript studies the unsupervised change point detection problem in time series of graphs using a decoder-only latent space model. The proposed framework consists of learnable prior distributions for low-dimensional graph representations and of a decoder that bridges the observed graphs and latent representations. The prior distributions of the latent spaces are learned from the observed data as empirical Bayes to assist change point detection. Specifically, the model parameters are estimated via maximum approximate likelihood, with a Group Fused Lasso regularization imposed on the prior parameters. The augmented Lagrangian is solved via Alternating Direction Method of Multipliers, and Langevin Dynamics are recruited for posterior inference. Simulation studies show good performance of the latent space model in supporting change point detection and real data experiments yield change points that align with significant events.

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TMLR Journal 2025 Journal Article

Change Point Detection on A Separable Model for Dynamic Networks

Yik Lun Kei
Hangjian Li
Yanzhen Chen
OSCAR HERNAN MADRID PADILLA

This paper studies the unsupervised change point detection problem in time series of networks using the Separable Temporal Exponential-family Random Graph Model (STERGM). Inherently, dynamic network patterns are complex due to dyadic and temporal dependence, and change points detection can identify the discrepancies in the underlying data generating processes to facilitate downstream analysis. In particular, the STERGM that utilizes network statistics and nodal attributes to represent the structural patterns is a flexible and parsimonious model to fit dynamic networks. We propose a new estimator derived from the Alternating Direction Method of Multipliers (ADMM) procedure and Group Fused Lasso (GFL) regularization to simultaneously detect multiple time points where the parameters of a time-heterogeneous STERGM have shifted. Experiments on both simulated and real data show good performance of the proposed framework, and an R package CPDstergm is developed to implement the method.

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ICML Conference 2025 Conference Paper

UltraTWD: Optimizing Ultrametric Trees for Tree-Wasserstein Distance

Fangchen Yu
Yanzhen Chen
Jiaxing Wei
Jianfeng Mao
Wenye Li 0001
Qiang Sun 0007

The Wasserstein distance is a widely used metric for measuring differences between distributions, but its super-cubic time complexity introduces substantial computational burdens. To mitigate this, the tree-Wasserstein distance (TWD) offers a linear-time approximation by leveraging a tree structure; however, existing TWD methods often compromise accuracy due to suboptimal tree structures and edge weights. To address it, we introduce UltraTWD, a novel unsupervised framework that simultaneously optimizes both ultrametric tree structures and edge weights to more faithfully approximate the cost matrix. Specifically, we develop algorithms based on minimum spanning trees, iterative projection, and gradient descent to efficiently learn high-quality ultrametric trees. Empirical results across document retrieval, ranking, and classification tasks demonstrate that UltraTWD achieves superior approximation accuracy and competitive downstream performance. Code is available at: https: //github. com/NeXAIS/UltraTWD.

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NeurIPS Conference 2024 Conference Paper

RobIR: Robust Inverse Rendering for High-Illumination Scenes

Ziyi Yang
Yanzhen Chen
Xinyu Gao
Yazhen Yuan
Yu Wu
Xiaowei Zhou
Xiaogang Jin

Implicit representation has opened up new possibilities for inverse rendering. However, existing implicit neural inverse rendering methods struggle to handle strongly illuminated scenes with significant shadows and slight reflections. The existence of shadows and reflections can lead to an inaccurate understanding of the scene, making precise factorization difficult. To this end, we present RobIR, an implicit inverse rendering approach that uses ACES tone mapping and regularized visibility estimation to reconstruct accurate BRDF of the object. By accurately modeling the indirect radiance field, normal, visibility, and direct light simultaneously, we are able to accurately decouple environment lighting and the object's PBR materials without imposing strict constraints on the scene. Even in high-illumination scenes with shadows and specular reflections, our method can recover high-quality albedo and roughness with no shadow interference. RobIR outperforms existing methods in both quantitative and qualitative evaluations.

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JMLR Journal 2022 Journal Article

Quantile regression with ReLU Networks: Estimators and minimax rates

OSCAR HERNAN MADRID PADILLA
Wesley Tansey
Yanzhen Chen

Quantile regression is the task of estimating a specified percentile response, such as the median (50th percentile), from a collection of known covariates. We study quantile regression with rectified linear unit (ReLU) neural networks as the chosen model class. We derive an upper bound on the expected mean squared error of a ReLU network used to estimate any quantile conditioning on a set of covariates. This upper bound only depends on the best possible approximation error, the number of layers in the network, and the number of nodes per layer. We further show upper bounds that are tight for two large classes of functions: compositions of Hölder functions and members of a Besov space. These tight bounds imply ReLU networks with quantile regression achieve minimax rates for broad collections of function types. Unlike existing work, the theoretical results hold under minimal assumptions and apply to general error distributions, including heavy-tailed distributions. Empirical simulations on a suite of synthetic response functions demonstrate the theoretical results translate to practical implementations of ReLU networks. Overall, the theoretical and empirical results provide insight into the strong performance of ReLU neural networks for quantile regression across a broad range of function classes and error distributions. All code for this paper is publicly available at https://github.com/tansey/quantile-regression. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2022. ( edit, beta )

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