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Weining Wang

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3 published item(s)

preprint2026arXiv

AGC: Adaptive Geodesic Correction for Adversarial Robustness on Vision-Language Models

Vision-language models like CLIP have demonstrated remarkable zero-shot transfer capabilities. However, their susceptibility to imperceptible adversarial perturbations remains a critical security concern. While test-time defenses offer a pragmatic solution for deployed models, existing approaches typically rely on gradient-based optimization during inference, incurring significant computational overhead. In this paper, we revisit the role of data augmentation in CLIP robustness and observe that augmentations are not equally effective: specific augmentations consistently provide robust geometric cues that align with correct class semantics in the hyperspherical feature space. Based on this, we propose Adaptive Geodesic Correction (AGC), a training-free defense mechanism that requires no parameter updates. AGC identifies a reliable augmentation as a geometric anchor and corrects the input feature towards it, utilizing an adaptive step size to balance robustness against clean accuracy preservation. AGC achieves superior performance across eight fine-grained datasets and three CLIP backbones, improving average robust accuracy by 44.4\% over state-of-the-art baseline while delivering a 10$\times$ reduction in inference latency. Our findings reveal a fundamental geometric property of CLIP features, offering a highly efficient and effective paradigm for robust multimodal deployment.

preprint2020arXiv

LASSO-Driven Inference in Time and Space

We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal and cross-sectional dependency in covariates and error processes, covering rather general forms of weak temporal dependence. A sequence of regressions with many regressors using LASSO (Least Absolute Shrinkage and Selection Operator) is applied for variable selection purpose, and an overall penalty level is carefully chosen by a block multiplier bootstrap procedure to account for multiplicity of the equations and dependencies in the data. Correspondingly, oracle properties with a jointly selected tuning parameter are derived. We further provide high-quality de-biased simultaneous inference on the many target parameters of the system. We provide bootstrap consistency results of the test procedure, which are based on a general Bahadur representation for the $Z$-estimators with dependent data. Simulations demonstrate good performance of the proposed inference procedure. Finally, we apply the method to quantify spillover effects of textual sentiment indices in a financial market and to test the connectedness among sectors.

preprint2012arXiv

Local Quantile Regression

Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile curve is not a priori fixed. % Indeed, the majority of applications do not per se require specific functional forms. This motivates a local parametric rather than a global fixed model fitting approach. A nonparametric smoothing estimator of the conditional quantile curve requires to balance between local curvature and stochastic variability. In this paper, we suggest a local model selection technique that provides an adaptive estimator of the conditional quantile regression curve at each design point. Theoretical results claim that the proposed adaptive procedure performs as good as an oracle which would minimize the local estimation risk for the problem at hand. We illustrate the performance of the procedure by an extensive simulation study and consider a couple of applications: to tail dependence analysis for the Hong Kong stock market and to analysis of the distributions of the risk factors of temperature dynamics.