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Researcher profile

Yulong Wang

Yulong Wang contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
econ.EMComputer Visionecon.GNq-fin.ECArtificial IntelligenceMachine LearningApplicationsmath.STMethodologyStatistics Theory

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Published work

17 published item(s)

preprint2026arXiv

Estimating Export-productivity Cutoff Contours with Profit Data: A Novel Threshold Estimation Approach

This paper develops a novel method to estimate firm-specific market-entry thresholds in international economics, allowing fixed costs to vary across firms alongside productivity. Our framework models market entry as an interaction between productivity and observable fixed-cost measures, extending traditional single-threshold models to ones with set-valued thresholds. Applying this approach to Chinese firm data, we estimate export-market entry thresholds as functions of domestic sales and surrogate variables for fixed costs. The results reveal substantial heterogeneity and threshold contours, challenging conventional single-threshold-point assumptions. These findings offer new insights into firm behavior and provide a foundation for further theoretical and empirical advancements in trade research.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

FlowAct-R1: Towards Interactive Humanoid Video Generation

Interactive humanoid video generation aims to synthesize lifelike visual agents that can engage with humans through continuous and responsive video. Despite recent advances in video synthesis, existing methods often grapple with the trade-off between high-fidelity synthesis and real-time interaction requirements. In this paper, we propose FlowAct-R1, a framework specifically designed for real-time interactive humanoid video generation. Built upon a MMDiT architecture, FlowAct-R1 enables the streaming synthesis of video with arbitrary durations while maintaining low-latency responsiveness. We introduce a chunkwise diffusion forcing strategy, complemented by a novel self-forcing variant, to alleviate error accumulation and ensure long-term temporal consistency during continuous interaction. By leveraging efficient distillation and system-level optimizations, our framework achieves a stable 25fps at 480p resolution with a time-to-first-frame (TTFF) of only around 1.5 seconds. The proposed method provides holistic and fine-grained full-body control, enabling the agent to transition naturally between diverse behavioral states in interactive scenarios. Experimental results demonstrate that FlowAct-R1 achieves exceptional behavioral vividness and perceptual realism, while maintaining robust generalization across diverse character styles.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

High-Dimensional Tail Index Regression

Motivated by the empirical observation of power-law distributions in the credits (e.g., ``likes'') of viral posts in social media, we introduce a high-dimensional tail index regression model and propose methods for estimation and inference of its parameters. First, we propose a regularized estimator, establish its consistency, and derive its convergence rate. Second, we debias the regularized estimator to facilitate inference and prove its asymptotic normality. Simulation studies corroborate our theoretical findings. We apply these methods to the text analysis of viral posts on X (formerly Twitter).

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

SparseForge: Efficient Semi-Structured LLM Sparsification via Annealing of Hessian-Guided Soft-Mask

Semi-structured sparsity provides a practical path to accelerate large language models (LLMs) with native hardware support, but post-training semi-structured pruning often suffers from substantial quality degradation due to strong structural coupling. Existing methods rely on large-scale sparse retraining to recover accuracy, resulting in high computational cost. We propose SparseForge, a post-training framework that improves recovery efficiency by directly optimizing the sparsity mask rather than scaling up retraining tokens. SparseForge combines Hessian-aware importance estimation with progressive annealing of soft masks into hardware-executable structured sparsity, enabling stable and efficient sparse recovery. On LLaMA-2-7B under 2:4 sparsity, SparseForge achieves 57.27% average zero-shot accuracy with only $\textbf{5B}$ retraining tokens, surpassing the dense model's 56.43% accuracy and approaching the 57.52% result of a state-of-the-art method using $\textbf{40B}$ tokens. Such improvements on the accuracy-efficiency trade-off from SparseForge are shown to be consistent across model families.

0 citations0 reviewsNo code linkedOpen access
preprint2023arXiv

Global Weighted Tensor Nuclear Norm for Tensor Robust Principal Component Analysis

Tensor Robust Principal Component Analysis (TRPCA), which aims to recover a low-rank tensor corrupted by sparse noise, has attracted much attention in many real applications. This paper develops a new Global Weighted TRPCA method (GWTRPCA), which is the first approach simultaneously considers the significance of intra-frontal slice and inter-frontal slice singular values in the Fourier domain. Exploiting this global information, GWTRPCA penalizes the larger singular values less and assigns smaller weights to them. Hence, our method can recover the low-tubal-rank components more exactly. Moreover, we propose an effective adaptive weight learning strategy by a Modified Cauchy Estimator (MCE) since the weight setting plays a crucial role in the success of GWTRPCA. To implement the GWTRPCA method, we devise an optimization algorithm using an Alternating Direction Method of Multipliers (ADMM) method. Experiments on real-world datasets validate the effectiveness of our proposed method.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Capital and Labor Income Pareto Exponents in the United States, 1916-2019

Accurately estimating income Pareto exponents is challenging due to limitations in data availability and the applicability of statistical methods. Using tabulated summaries of incomes from tax authorities and a recent estimation method, we estimate income Pareto exponents in U.S. for 1916-2019. We find that during the past three decades, the capital and labor income Pareto exponents have been stable at around 1.2 and 2. Our findings suggest that the top tail income and wealth inequality is higher and wealthy agents have twice as large an impact on the aggregate economy than previously thought but there is no clear trend post-1985.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Dispersed Pixel Perturbation-based Imperceptible Backdoor Trigger for Image Classifier Models

Typical deep neural network (DNN) backdoor attacks are based on triggers embedded in inputs. Existing imperceptible triggers are computationally expensive or low in attack success. In this paper, we propose a new backdoor trigger, which is easy to generate, imperceptible, and highly effective. The new trigger is a uniformly randomly generated three-dimensional (3D) binary pattern that can be horizontally and/or vertically repeated and mirrored and superposed onto three-channel images for training a backdoored DNN model. Dispersed throughout an image, the new trigger produces weak perturbation to individual pixels, but collectively holds a strong recognizable pattern to train and activate the backdoor of the DNN. We also analytically reveal that the trigger is increasingly effective with the improving resolution of the images. Experiments are conducted using the ResNet-18 and MLP models on the MNIST, CIFAR-10, and BTSR datasets. In terms of imperceptibility, the new trigger outperforms existing triggers, such as BadNets, Trojaned NN, and Hidden Backdoor, by over an order of magnitude. The new trigger achieves an almost 100% attack success rate, only reduces the classification accuracy by less than 0.7%-2.4%, and invalidates the state-of-the-art defense techniques.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Error-based Knockoffs Inference for Controlled Feature Selection

Recently, the scheme of model-X knockoffs was proposed as a promising solution to address controlled feature selection under high-dimensional finite-sample settings. However, the procedure of model-X knockoffs depends heavily on the coefficient-based feature importance and only concerns the control of false discovery rate (FDR). To further improve its adaptivity and flexibility, in this paper, we propose an error-based knockoff inference method by integrating the knockoff features, the error-based feature importance statistics, and the stepdown procedure together. The proposed inference procedure does not require specifying a regression model and can handle feature selection with theoretical guarantees on controlling false discovery proportion (FDP), FDR, or k-familywise error rate (k-FWER). Empirical evaluations demonstrate the competitive performance of our approach on both simulated and real data.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400

We develop a novel fixed-k tail regression method that accommodates the unique feature in the Forbes 400 data that observations are truncated from below at the 400th largest order statistic. Applying this method, we find that higher maximum marginal income tax rates induce higher wealth Pareto exponents. Setting the maximum tax rate to 30-40% (as in U.S. currently) leads to a Pareto exponent of 1.5-1.8, while counterfactually setting it to 80% (as suggested by Piketty, 2014) would lead to a Pareto exponent of 2.6. We present a simple economic model that explains these findings and discuss the welfare implications of taxation.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Threshold Regression with Nonparametric Sample Splitting

This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow the observations to be cross-sectionally dependent so that the model can be applied to determine an unknown spatial border for sample splitting over a random field. We derive the uniform rate of convergence and the nonstandard limiting distribution of the nonparametric threshold estimator. We also obtain the root-n consistency and the asymptotic normality of the regression coefficient estimator. Our model has broad empirical relevance as illustrated by estimating the tipping point in social segregation problems as a function of demographic characteristics; and determining metropolitan area boundaries using nighttime light intensity collected from satellite imagery. We find that the new empirical results are substantially different from those in the existing studies.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

6D Object Pose Regression via Supervised Learning on Point Clouds

This paper addresses the task of estimating the 6 degrees of freedom pose of a known 3D object from depth information represented by a point cloud. Deep features learned by convolutional neural networks from color information have been the dominant features to be used for inferring object poses, while depth information receives much less attention. However, depth information contains rich geometric information of the object shape, which is important for inferring the object pose. We use depth information represented by point clouds as the input to both deep networks and geometry-based pose refinement and use separate networks for rotation and translation regression. We argue that the axis-angle representation is a suitable rotation representation for deep learning, and use a geodesic loss function for rotation regression. Ablation studies show that these design choices outperform alternatives such as the quaternion representation and L2 loss, or regressing translation and rotation with the same network. Our simple yet effective approach clearly outperforms state-of-the-art methods on the YCB-video dataset. The implementation and trained model are avaliable at: https://github.com/GeeeG/CloudPose.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Data-Free Adversarial Perturbations for Practical Black-Box Attack

Neural networks are vulnerable to adversarial examples, which are malicious inputs crafted to fool pre-trained models. Adversarial examples often exhibit black-box attacking transferability, which allows that adversarial examples crafted for one model can fool another model. However, existing black-box attack methods require samples from the training data distribution to improve the transferability of adversarial examples across different models. Because of the data dependence, the fooling ability of adversarial perturbations is only applicable when training data are accessible. In this paper, we present a data-free method for crafting adversarial perturbations that can fool a target model without any knowledge about the training data distribution. In the practical setting of a black-box attack scenario where attackers do not have access to target models and training data, our method achieves high fooling rates on target models and outperforms other universal adversarial perturbation methods. Our method empirically shows that current deep learning models are still at risk even when the attackers do not have access to training data.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares

We propose an efficient estimation method for the income Pareto exponent when only certain top income shares are observable. Our estimator is based on the asymptotic theory of weighted sums of order statistics and the efficient minimum distance estimator. Simulations show that our estimator has excellent finite sample properties. We apply our estimation method to U.S. top income share data and find that the Pareto exponent has been stable at around 1.5 since 1985, suggesting that the rise in inequality during the last three decades is mainly driven by redistribution between the rich and poor, not among the rich.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Estimation and Inference about Tail Features with Tail Censored Data

This paper considers estimation and inference about tail features when the observations beyond some threshold are censored. We first show that ignoring such tail censoring could lead to substantial bias and size distortion, even if the censored probability is tiny. Second, we propose a new maximum likelihood estimator (MLE) based on the Pareto tail approximation and derive its asymptotic properties. Third, we provide a small sample modification to the MLE by resorting to Extreme Value theory. The MLE with this modification delivers excellent small sample performance, as shown by Monte Carlo simulations. We illustrate its empirical relevance by estimating (i) the tail index and the extreme quantiles of the US individual earnings with the Current Population Survey dataset and (ii) the tail index of the distribution of macroeconomic disasters and the coefficient of risk aversion using the dataset collected by Barro and Urs{ú}a (2008). Our new empirical findings are substantially different from the existing literature.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Fixed-k Inference for Conditional Extremal Quantiles

We develop a new extreme value theory for repeated cross-sectional and panel data to construct asymptotically valid confidence intervals (CIs) for conditional extremal quantiles from a fixed number $k$ of nearest-neighbor tail observations. As a by-product, we also construct CIs for extremal quantiles of coefficients in linear random coefficient models. For any fixed $k$, the CIs are uniformly valid without parametric assumptions over a set of nonparametric data generating processes associated with various tail indices. Simulation studies show that our CIs exhibit superior small-sample coverage and length properties than alternative nonparametric methods based on asymptotic normality. Applying the proposed method to Natality Vital Statistics, we study factors of extremely low birth weights. We find that signs of major effects are the same as those found in preceding studies based on parametric models, but with different magnitudes.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Nonparametric Tests of Tail Behavior in Stochastic Frontier Models

This article studies tail behavior for the error components in the stochastic frontier model, where one component has bounded support on one side, and the other has unbounded support on both sides. Under weak assumptions on the error components, we derive nonparametric tests that the unbounded component distribution has thin tails and that the component tails are equivalent. The tests are useful diagnostic tools for stochastic frontier analysis. A simulation study and an application to a stochastic cost frontier for 6,100 US banks from 1998 to 2005 are provided. The new tests reject the normal or Laplace distributional assumptions, which are commonly imposed in the existing literature.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators

Common approaches to inference for structural and reduced-form parameters in empirical economic analysis are based on the consistency and the root-n asymptotic normality of the GMM and M estimators. The canonical consistency (respectively, root-n asymptotic normality) for these classes of estimators requires at least the first (respectively, second) moment of the score to be finite. In this article, we present a method of testing these conditions for the consistency and the root-n asymptotic normality of the GMM and M estimators. The proposed test controls size nearly uniformly over the set of data generating processes that are compatible with the null hypothesis. Simulation studies support this theoretical result. Applying the proposed test to the market share data from the Dominick's Finer Foods retail chain, we find that a common \textit{ad hoc} procedure to deal with zero market shares in analysis of differentiated products markets results in a failure to satisfy the conditions for both the consistency and the root-n asymptotic normality.

0 citations0 reviewsNo code linkedOpen access