To efficiently estimate the central subspace in sufficient dimension reduction,response discretization via slicing its range is one of the most used methodologies when inverse regression-based methods are applied.Howe...To efficiently estimate the central subspace in sufficient dimension reduction,response discretization via slicing its range is one of the most used methodologies when inverse regression-based methods are applied.However,existing slicing schemes are almost all ad hoc and not widely accepted.Thus,how to define datadriven schemes with certain optimal properties is a longstanding problem in this field.The research described here is then twofold.First,we introduce a likelihood-ratio-based framework for dimension reduction,subsuming the popularly used methods including the sliced inverse regression,the sliced average variance estimation and the likelihood acquired direction.Second,we propose a regularized log likelihood-ratio criterion to obtain a data-driven slicing scheme and derive the asymptotic properties of the estimators.A simulation study is carried out to examine the performance of the proposed method and that of existing methods.A data set concerning concrete compressive strength is also analyzed for illustration and comparison.展开更多
We present quantum numerical methods for the typical initial boundary value problems(IBVPs)of convection-diffusion equations in fluid dynamics.The IBVP is discretized into a series of linear systems via finite differe...We present quantum numerical methods for the typical initial boundary value problems(IBVPs)of convection-diffusion equations in fluid dynamics.The IBVP is discretized into a series of linear systems via finite difference methods and explicit time marching schemes.To solve these discrete systems in quantum computers,we design a series of quantum circuits,including four stages of encoding,amplification,adding source terms,and incorporating boundary conditions.In the encoding stage,the initial condition is encoded in the amplitudes of quantum registers as a state vector to take advantage of quantum algorithms in space complexity.In the following three stages,the discrete differential operators in classical computing are converted into unitary evolutions to satisfy the postulate in quantum systems.The related arithmetic calculations in quantum amplitudes are also realized to sum up the increments from these stages.The proposed quantum algorithm is implemented within the open-source quantum computing framework Qiskit[2].By simulating one-dimensional transient problems,including the Helmholtz equation,the Burgers’equation,and Navier-Stokes equations,we demonstrate the capability of quantum computers in fluid dynamics.展开更多
In this study,we propose nonparametric testing for heteroscedasticity in nonlinear regression models based on pairwise distances between points in a sample.The test statistic can be formulated such that Ustatistic the...In this study,we propose nonparametric testing for heteroscedasticity in nonlinear regression models based on pairwise distances between points in a sample.The test statistic can be formulated such that Ustatistic theory can be applied to it.Although the limiting null distribution of the statistic is complicated,we can derive a computationally feasible bootstrap approximation for such a distribution;the validity of the introduced bootstrap algorithm is proven.The test can detect any local alternatives that are different from the null at a nearly optimal rate in hypothesis testing.The convergence rate of this test statistic does not depend on the dimension of the covariates,which significantly alleviates the impact of dimensionality.We provide three simulation studies and a real-data example to evaluate the performance of the test and demonstrate its applications.展开更多
This paper proposes a novel method for testing the equality of high-dimensional means using a multiple hypothesis test. The proposed method is based on the maximum of standardized partial sums of logarithmic p-values ...This paper proposes a novel method for testing the equality of high-dimensional means using a multiple hypothesis test. The proposed method is based on the maximum of standardized partial sums of logarithmic p-values statistic. Numerical studies show that the method performs well for both normal and non-normal data and has a good power performance under both dense and sparse alternative hypotheses. For illustration, a real data analysis is implemented.展开更多
In this paper,we propose a new correlation,called stable correlation,to measure the dependence between two random vectors.The new correlation is well defined without the moment condition and is zero if and only if the...In this paper,we propose a new correlation,called stable correlation,to measure the dependence between two random vectors.The new correlation is well defined without the moment condition and is zero if and only if the two random vectors are independent.We also study its other theoretical properties.Based on the new correlation,we further propose a robust model-free feature screening procedure for ultrahigh dimensional data and establish its sure screening property and rank consistency property without imposing the subexponential or sub-Gaussian tail condition,which is commonly required in the literature of feature screening.We also examine the finite sample performance of the proposed robust feature screening procedure via Monte Carlo simulation studies and illustrate the proposed procedure by a real data example.展开更多
基金supported by National Natural Science Foundation of China(Grant Nos.11971017 and 11971018)Shanghai Rising-Star Program(Grant No.20QA1407500)+1 种基金Multidisciplinary Cross Research Foundation of Shanghai Jiao Tong University(Grant Nos.YG2019QNA26,YG2019QNA37 and YG2021QN06)Neil Shen's SJTU Medical Research Fund of Shanghai Jiao Tong University。
文摘To efficiently estimate the central subspace in sufficient dimension reduction,response discretization via slicing its range is one of the most used methodologies when inverse regression-based methods are applied.However,existing slicing schemes are almost all ad hoc and not widely accepted.Thus,how to define datadriven schemes with certain optimal properties is a longstanding problem in this field.The research described here is then twofold.First,we introduce a likelihood-ratio-based framework for dimension reduction,subsuming the popularly used methods including the sliced inverse regression,the sliced average variance estimation and the likelihood acquired direction.Second,we propose a regularized log likelihood-ratio criterion to obtain a data-driven slicing scheme and derive the asymptotic properties of the estimators.A simulation study is carried out to examine the performance of the proposed method and that of existing methods.A data set concerning concrete compressive strength is also analyzed for illustration and comparison.
基金financially supported by the Key Basic and Applied Research Program of Guangdong Province,China(2019B030302010)the National Key Research and Development Program of China(2018YFA0703605)+1 种基金the National Science Foundation of China(52122105,51971150)the Science and Technology Innovation Commission Shenzhen(RCJC20221008092730037,20220804091920001)。
基金NSFC Basic Science Center Program for”Multiscale Problems in Nonlinear Mechanics”(Grant No.11988102)National Natural Science Foundation of China(Grant No.12202454).
文摘We present quantum numerical methods for the typical initial boundary value problems(IBVPs)of convection-diffusion equations in fluid dynamics.The IBVP is discretized into a series of linear systems via finite difference methods and explicit time marching schemes.To solve these discrete systems in quantum computers,we design a series of quantum circuits,including four stages of encoding,amplification,adding source terms,and incorporating boundary conditions.In the encoding stage,the initial condition is encoded in the amplitudes of quantum registers as a state vector to take advantage of quantum algorithms in space complexity.In the following three stages,the discrete differential operators in classical computing are converted into unitary evolutions to satisfy the postulate in quantum systems.The related arithmetic calculations in quantum amplitudes are also realized to sum up the increments from these stages.The proposed quantum algorithm is implemented within the open-source quantum computing framework Qiskit[2].By simulating one-dimensional transient problems,including the Helmholtz equation,the Burgers’equation,and Navier-Stokes equations,we demonstrate the capability of quantum computers in fluid dynamics.
基金supported by Shenzhen Sci-Tech Fund(Grant No.JCYJ 20170307110329106)the Natural Science Foundation of Guangdong Province of China(Grant No.2016A030313856)+1 种基金National Natural Science Foundation of China(Grant Nos.11701034,11601227,11871263 and 11671042)the University Grants Council of Hong Kong。
文摘In this study,we propose nonparametric testing for heteroscedasticity in nonlinear regression models based on pairwise distances between points in a sample.The test statistic can be formulated such that Ustatistic theory can be applied to it.Although the limiting null distribution of the statistic is complicated,we can derive a computationally feasible bootstrap approximation for such a distribution;the validity of the introduced bootstrap algorithm is proven.The test can detect any local alternatives that are different from the null at a nearly optimal rate in hypothesis testing.The convergence rate of this test statistic does not depend on the dimension of the covariates,which significantly alleviates the impact of dimensionality.We provide three simulation studies and a real-data example to evaluate the performance of the test and demonstrate its applications.
基金supported by a grant from the University Grants Council of Hong Kong, National Natural Science Foundation of China (Grant No. 11471335)the Ministry of Education Project of Key Research Institute of Humanities and Social Sciences at Universities (Grant No. 16JJD910002)Fund for Building World-Class Universities (Disciplines) of Renmin University of China
文摘This paper proposes a novel method for testing the equality of high-dimensional means using a multiple hypothesis test. The proposed method is based on the maximum of standardized partial sums of logarithmic p-values statistic. Numerical studies show that the method performs well for both normal and non-normal data and has a good power performance under both dense and sparse alternative hypotheses. For illustration, a real data analysis is implemented.
基金Basic Science Center Program of the National Natural Science Foundation of China for“Multi-scale Problems in Nonlinear Mechanics”(Grant No.11988102)National Key Project(Grant No.GJXM92579).
基金supported by National Natural Science Foundation of China(Grant No.11701034)supported by National Science Foundation of USA(Grant No.DMS1820702)。
文摘In this paper,we propose a new correlation,called stable correlation,to measure the dependence between two random vectors.The new correlation is well defined without the moment condition and is zero if and only if the two random vectors are independent.We also study its other theoretical properties.Based on the new correlation,we further propose a robust model-free feature screening procedure for ultrahigh dimensional data and establish its sure screening property and rank consistency property without imposing the subexponential or sub-Gaussian tail condition,which is commonly required in the literature of feature screening.We also examine the finite sample performance of the proposed robust feature screening procedure via Monte Carlo simulation studies and illustrate the proposed procedure by a real data example.