Author name cluster

Yinxu Jia

Possible papers associated with this exact author name in Arrow. This page groups case-insensitive exact name matches and is not a full identity disambiguation profile.

2 papers

1 author row

AAAI Conference 2024 Conference Paper

Uncertainty Quantification for Data-Driven Change-Point Learning via Cross-Validation

Hui Chen
Yinxu Jia
Guanghui Wang
Changliang Zou

Accurately detecting multiple change-points is critical for various applications, but determining the optimal number of change-points remains a challenge. Existing approaches based on information criteria attempt to balance goodness-of-fit and model complexity, but their performance varies depending on the model. Recently, data-driven selection criteria based on cross-validation has been proposed, but these methods can be prone to slight overfitting in finite samples. In this paper, we introduce a method that controls the probability of overestimation and provides uncertainty quantification for learning multiple change-points via cross-validation. We frame this problem as a sequence of model comparison problems and leverage high-dimensional inferential procedures. We demonstrate the effectiveness of our approach through experiments on finite-sample data, showing superior uncertainty quantification for overestimation compared to existing methods. Our approach has broad applicability and can be used in diverse change-point models.

PDF Details DOI

NeurIPS Conference 2024 Conference Paper

Zipper: Addressing Degeneracy in Algorithm-Agnostic Inference

Geng Chen
Yinxu Jia
Guanghui Wang
Changliang Zou

The widespread use of black box prediction methods has sparked an increasing interest in algorithm/model-agnostic approaches for quantifying goodness-of-fit, with direct ties to specification testing, model selection and variable importance assessment. A commonly used framework involves defining a predictiveness criterion, applying a cross-fitting procedure to estimate the predictiveness, and utilizing the difference in estimated predictiveness between two models as the test statistic. However, even after standardization, the test statistic typically fails to converge to a non-degenerate distribution under the null hypothesis of equal goodness, leading to what is known as the degeneracy issue. To addresses this degeneracy issue, we present a simple yet effective device, Zipper. It draws inspiration from the strategy of additional splitting of testing data, but encourages an overlap between two testing data splits in predictiveness evaluation. Zipper binds together the two overlapping splits using a slider parameter that controls the proportion of overlap. Our proposed test statistic follows an asymptotically normal distribution under the null hypothesis for any fixed slider value, guaranteeing valid size control while enhancing power by effective data reuse. Finite-sample experiments demonstrate that our procedure, with a simple choice of the slider, works well across a wide range of settings.

PDF Details DOI