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Approximate-message passing (AMP) algorithms have become an important element of high-dimensional statistical inference, mostly due to their adaptability and concentration properties, the state evolution (SE) equations. This is demonstrated by the growing number of new iterations proposed for increasingly complex problems, ranging from multi-layer inference to low-rank matrix estimation with elaborate priors. In this paper, we address the following questions: is there a structure underlying all AMP iterations that unifies them in a common framework? Can we use such a structure to give a modular proof of state evolution equations, adaptable to new AMP iterations without reproducing each time the full argument ? We propose an answer to both questions, showing that AMP instances can be generically indexed by an oriented graph. This enables to give a unified interpretation of these iterations, independent from the problem they solve, and a way of composing them arbitrarily. We then show that all AMP iterations indexed by such a graph admit rigorous SE equations, extending the reach of previous proofs, and proving a number of recent heuristic derivations of those equations. Our proof naturally includes non-separable functions and we show how existing refinements, such as spatial coupling or matrix-valued variables, can be combined with our framework.

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs).In this context, the empirical measure is contained within a natural convex set and can be approximated using convex optimization methods. Such an approximation gives under certain conditions rise to a coreset of data points. A key quantity that controls how large such a coreset has to be is the size of the largest ball around the empirical measure that is contained within the empirical convex set. The bulk of our work is concerned with deriving high probability lower bounds on the size of such a ball under various conditions. We complement this derivation of the lower bound by developing techniques that allow us to apply the compression approach to concrete inference problems such as kernel ridge regression. We conclude with a construction of an infinite dimensional RKHS for which the compression is poor, highlighting some of the difficulties one faces when trying to move to infinite dimensional RKHSs.

We propose the AdaPtive Noise Augmentation (PANDA) procedure to regularize the estimation and inference of generalized linear models (GLMs). PANDA iteratively optimizes the objective function given noise augmented data until convergence to obtain the regularized model estimates. The augmented noises are designed to achieve various regularization effects, including $l_0$, bridge (lasso and ridge included), elastic net, adaptive lasso, and SCAD, as well as group lasso and fused ridge. We examine the tail bound of the noise-augmented loss function and establish the almost sure convergence of the noise-augmented loss function and its minimizer to the expected penalized loss function and its minimizer, respectively. We derive the asymptotic distributions for the regularized parameters, based on which, inferences can be obtained simultaneously with variable selection. PANDA exhibits ensemble learning behaviors that help further decrease the generalization error. Computationally, PANDA is easy to code, leveraging existing software for implementing GLMs, without resorting to complicated optimization techniques. We demonstrate the superior or similar performance of PANDA against the existing approaches of the same type of regularizers in simulated and real-life data. We show that the inferences through PANDA achieve nominal or near-nominal coverage and are far more efficient compared to a popular existing post-selection procedure.

An important challenge in statistical analysis lies in controlling the estimation bias when handling the ever-increasing data size and model complexity. For example, approximate methods are increasingly used to address the analytical and/or computational challenges when implementing standard estimators, but they often lead to inconsistent estimators. So consistent estimators can be difficult to obtain, especially for complex models and/or in settings where the number of parameters diverges with the sample size. We propose a general simulation-based estimation framework that allows to construct consistent and bias corrected estimators for parameters of increasing dimensions. The key advantage of the proposed framework is that it only requires to compute a simple inconsistent estimator multiple times. The resulting Just Identified iNdirect Inference estimator (JINI) enjoys nice properties, including consistency, asymptotic normality, and finite sample bias correction better than alternative methods. We further provide a simple algorithm to construct the JINI in a computationally efficient manner. Therefore, the JINI is especially useful in settings where standard methods may be challenging to apply, for example, in the presence of misclassification and rounding. We consider comprehensive simulation studies and analyze an alcohol consumption data example to illustrate the excellent performance and usefulness of the method.

In this work, we study the transfer learning problem under high-dimensional generalized linear models (GLMs), which aim to improve the fit on target data by borrowing information from useful source data. Given which sources to transfer, we propose a transfer learning algorithm on GLM, and derive its $\ell_1/\ell_2$-estimation error bounds as well as a bound for a prediction error measure. The theoretical analysis shows that when the target and source are sufficiently close to each other, these bounds could be improved over those of the classical penalized estimator using only target data under mild conditions. When we don't know which sources to transfer, an algorithm-free transferable source detection approach is introduced to detect informative sources. The detection consistency is proved under the high-dimensional GLM transfer learning setting. We also propose an algorithm to construct confidence intervals of each coefficient component, and the corresponding theories are provided. Extensive simulations and a real-data experiment verify the effectiveness of our algorithms. We implement the proposed GLM transfer learning algorithms in a new R package glmtrans, which is available on CRAN.

Many forms of dependence manifest themselves over time, with behavior of variables in dynamical systems as a paradigmatic example. This paper studies temporal dependence in dynamical systems from a logical perspective, by extending a minimal modal base logic of static functional dependencies. We define a logic for dynamical systems with single time steps, provide a complete axiomatic proof calculus, and show the decidability of the satisfiability problem for a substantial fragment. The system comes in two guises: modal and first-order, that naturally complement each other. Next, we consider a timed semantics for our logic, as an intermediate between state spaces and temporal universes for the unfoldings of a dynamical system. We prove completeness and decidability by combining techniques from dynamic-epistemic logic and modal logic of functional dependencies with complex terms for objects. Also, we extend these results to the timed logic with functional symbols and term identity. Finally, we conclude with a brief outlook on how the system proposed here connects with richer temporal logics of system behavior, and with dynamic topological logic.

Let $X^{(n)}$ be an observation sampled from a distribution $P_{\theta}^{(n)}$ with an unknown parameter $\theta,$ $\theta$ being a vector in a Banach space $E$ (most often, a high-dimensional space of dimension $d$). We study the problem of estimation of $f(\theta)$ for a functional $f:E\mapsto {\mathbb R}$ of some smoothness $s>0$ based on an observation $X^{(n)}\sim P_{\theta}^{(n)}.$ Assuming that there exists an estimator $\hat \theta_n=\hat \theta_n(X^{(n)})$ of parameter $\theta$ such that $\sqrt{n}(\hat \theta_n-\theta)$ is sufficiently close in distribution to a mean zero Gaussian random vector in $E,$ we construct a functional $g:E\mapsto {\mathbb R}$ such that $g(\hat \theta_n)$ is an asymptotically normal estimator of $f(\theta)$ with $\sqrt{n}$ rate provided that $s>\frac{1}{1-\alpha}$ and $d\leq n^{\alpha}$ for some $\alpha\in (0,1).$ We also derive general upper bounds on Orlicz norm error rates for estimator $g(\hat \theta)$ depending on smoothness $s,$ dimension $d,$ sample size $n$ and the accuracy of normal approximation of $\sqrt{n}(\hat \theta_n-\theta).$ In particular, this approach yields asymptotically efficient estimators in some high-dimensional exponential models.

A High-dimensional and sparse (HiDS) matrix is frequently encountered in a big data-related application like an e-commerce system or a social network services system. To perform highly accurate representation learning on it is of great significance owing to the great desire of extracting latent knowledge and patterns from it. Latent factor analysis (LFA), which represents an HiDS matrix by learning the low-rank embeddings based on its observed entries only, is one of the most effective and efficient approaches to this issue. However, most existing LFA-based models perform such embeddings on a HiDS matrix directly without exploiting its hidden graph structures, thereby resulting in accuracy loss. To address this issue, this paper proposes a graph-incorporated latent factor analysis (GLFA) model. It adopts two-fold ideas: 1) a graph is constructed for identifying the hidden high-order interaction (HOI) among nodes described by an HiDS matrix, and 2) a recurrent LFA structure is carefully designed with the incorporation of HOI, thereby improving the representa-tion learning ability of a resultant model. Experimental results on three real-world datasets demonstrate that GLFA outperforms six state-of-the-art models in predicting the missing data of an HiDS matrix, which evidently supports its strong representation learning ability to HiDS data.

One of the most important problems in system identification and statistics is how to estimate the unknown parameters of a given model. Optimization methods and specialized procedures, such as Empirical Minimization (EM) can be used in case the likelihood function can be computed. For situations where one can only simulate from a parametric model, but the likelihood is difficult or impossible to evaluate, a technique known as the Two-Stage (TS) Approach can be applied to obtain reliable parametric estimates. Unfortunately, there is currently a lack of theoretical justification for TS. In this paper, we propose a statistical decision-theoretical derivation of TS, which leads to Bayesian and Minimax estimators. We also show how to apply the TS approach on models for independent and identically distributed samples, by computing quantiles of the data as a first step, and using a linear function as the second stage. The proposed method is illustrated via numerical simulations.

Convolutional neural networks (CNN) are the dominant deep neural network (DNN) architecture for computer vision. Recently, Transformer and multi-layer perceptron (MLP)-based models, such as Vision Transformer and MLP-Mixer, started to lead new trends as they showed promising results in the ImageNet classification task. In this paper, we conduct empirical studies on these DNN structures and try to understand their respective pros and cons. To ensure a fair comparison, we first develop a unified framework called SPACH which adopts separate modules for spatial and channel processing. Our experiments under the SPACH framework reveal that all structures can achieve competitive performance at a moderate scale. However, they demonstrate distinctive behaviors when the network size scales up. Based on our findings, we propose two hybrid models using convolution and Transformer modules. The resulting Hybrid-MS-S+ model achieves 83.9% top-1 accuracy with 63M parameters and 12.3G FLOPS. It is already on par with the SOTA models with sophisticated designs. The code and models will be made publicly available.