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Zuofeng Shang

Zuofeng Shang contributes to research discovery and scholarly infrastructure.

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Published work

12 published item(s)

preprint2026arXiv

Memory as a Markov Matrix: Sample Efficient Knowledge Expansion via Token-to-Dictionary Mapping

Continual incorporation of new knowledge is essential for the long-term evolution of large language models (LLMs). Existing approaches typically rely on parameter-update algorithms to mitigate catastrophic forgetting, yet they suffer from fundamental limitations: 1) forgetting is unavoidable as the amount of newly injected knowledge grows; and 2) model updates are often irreversible. As modern LLMs become increasingly expressive, it is natural to question whether large-scale weight updates are necessary for acquiring a small amount of new knowledge. In this work, we propose a principled framework that models autoregressive language generation as a Markov process over tokens, where model memory is represented by a Markov transition matrix. Under this formulation, incorporating new knowledge/tokens corresponds to extending the state space, and preserving existing transitions guarantees retention of previously learned knowledge. We then prove a sample complexity bound for incorporating new tokens via a token-to-dictionary mapping strategy. In particular, for learning the transition behavior of each new token, the required number of samples scales linearly with the number of existing tokens it is mapped to. To realize this mapping, we propose an embedding-tuning algorithm that requires minimal parameter updates and induces zero forgetting. Experimental results further demonstrate the effectiveness of our method and validate our theoretical findings.

preprint2022arXiv

Deep Neural Network Classifier for Multi-dimensional Functional Data

We propose a new approach, called as functional deep neural network (FDNN), for classifying multi-dimensional functional data. Specifically, a deep neural network is trained based on the principle components of the training data which shall be used to predict the class label of a future data function. Unlike the popular functional discriminant analysis approaches which rely on Gaussian assumption, the proposed FDNN approach applies to general non-Gaussian multi-dimensional functional data. Moreover, when the log density ratio possesses a locally connected functional modular structure, we show that FDNN achieves minimax optimality. The superiority of our approach is demonstrated through both simulated and real-world datasets.

preprint2022arXiv

Information-theoretic Limits for Testing Community Structures in Weighted Networks

Community detection refers to the problem of clustering the nodes of a network into groups. Existing inferential methods for community structure mainly focus on unweighted (binary) networks. Many real-world networks are nonetheless weighted and a common practice is to dichotomize a weighted network to an unweighted one which is known to result in information loss. Literature on hypothesis testing in the latter situation is still missing. In this paper, we study the problem of testing the existence of community structure in weighted networks. Our contributions are threefold: (a). We use the (possibly infinite-dimensional) exponential family to model the weights and derive the sharp information-theoretic limit for the existence of consistent test. Within the limit, any test is inconsistent; and beyond the limit, we propose a useful consistent test. (b). Based on the information-theoretic limits, we provide the first formal way to quantify the loss of information incurred by dichotomizing weighted graphs into unweighted graphs in the context of hypothesis testing. (c). We propose several new and practically useful test statistics. Simulation study show that the proposed tests have good performance. Finally, we apply the proposed tests to an animal social network.

preprint2022arXiv

Minimax Optimal Deep Neural Network Classifiers Under Smooth Decision Boundary

Deep learning has gained huge empirical successes in large-scale classification problems. In contrast, there is a lack of statistical understanding about deep learning methods, particularly in the minimax optimality perspective. For instance, in the classical smooth decision boundary setting, existing deep neural network (DNN) approaches are rate-suboptimal, and it remains elusive how to construct minimax optimal DNN classifiers. Moreover, it is interesting to explore whether DNN classifiers can circumvent the curse of dimensionality in handling high-dimensional data. The contributions of this paper are two-fold. First, based on a localized margin framework, we discover the source of suboptimality of existing DNN approaches. Motivated by this, we propose a new deep learning classifier using a divide-and-conquer technique: DNN classifiers are constructed on each local region and then aggregated to a global one. We further propose a localized version of the classical Tsybakov's noise condition, under which statistical optimality of our new classifier is established. Second, we show that DNN classifiers can adapt to low-dimensional data structures and circumvent the curse of dimensionality in the sense that the minimax rate only depends on the effective dimension, potentially much smaller than the actual data dimension. Numerical experiments are conducted on simulated data to corroborate our theoretical results.

preprint2022arXiv

Statistical Inference for Functional Linear Quantile Regression

We propose inferential tools for functional linear quantile regression where the conditional quantile of a scalar response is assumed to be a linear functional of a functional covariate. In contrast to conventional approaches, we employ kernel convolution to smooth the original loss function. The coefficient function is estimated under a reproducing kernel Hilbert space framework. A gradient descent algorithm is designed to minimize the smoothed loss function with a roughness penalty. With the aid of the Banach fixed-point theorem, we show the existence and uniqueness of our proposed estimator as the minimizer of the regularized loss function in an appropriate Hilbert space. Furthermore, we establish the convergence rate as well as the weak convergence of our estimator. As far as we know, this is the first weak convergence result for a functional quantile regression model. Pointwise confidence intervals and a simultaneous confidence band for the true coefficient function are then developed based on these theoretical properties. Numerical studies including both simulations and a data application are conducted to investigate the performance of our estimator and inference tools in finite sample.

preprint2022arXiv

Statistical Limits for Testing Correlation of Hypergraphs

In this paper, we consider the hypothesis testing of correlation between two $m$-uniform hypergraphs on $n$ unlabelled nodes. Under the null hypothesis, the hypergraphs are independent, while under the alternative hypothesis, the hyperdges have the same marginal distributions as in the null hypothesis but are correlated after some unknown node permutation. We focus on two scenarios: the hypergraphs are generated from the Gaussian-Wigner model and the dense Erdös-Rényi model. We derive the sharp information-theoretic testing threshold. Above the threshold, there exists a powerful test to distinguish the alternative hypothesis from the null hypothesis. Below the threshold, the alternative hypothesis and the null hypothesis are not distinguishable. The threshold involves $m$ and decreases as $m$ gets larger. This indicates testing correlation of hypergraphs ($m\geq3$) becomes easier than testing correlation of graphs ($m=2$)

preprint2021arXiv

Minimax Nonparametric Two-sample Test under Smoothing

We consider the problem of comparing probability densities between two groups. A new probabilistic tensor product smoothing spline framework is developed to model the joint density of two variables. Under such a framework, the probability density comparison is equivalent to testing the presence/absence of interactions. We propose a penalized likelihood ratio test for such interaction testing and show that the test statistic is asymptotically chi-square distributed under the null hypothesis. Furthermore, we derive a sharp minimax testing rate based on the Bernstein width for nonparametric two-sample tests and show that our proposed test statistics is minimax optimal. In addition, a data-adaptive tuning criterion is developed to choose the penalty parameter. Simulations and real applications demonstrate that the proposed test outperforms the conventional approaches under various scenarios.

preprint2021arXiv

Sharp detection boundaries on testing dense subhypergraph

We study the problem of testing the existence of a dense subhypergraph. The null hypothesis is an Erdos-Renyi uniform random hypergraph and the alternative hypothesis is a uniform random hypergraph that contains a dense subhypergraph. We establish sharp detection boundaries in both scenarios: (1) the edge probabilities are known; (2) the edge probabilities are unknown. In both scenarios, sharp detectable boundaries are characterized by the appropriate model parameters. Asymptotically powerful tests are provided when the model parameters fall in the detectable regions. Our results indicate that the detectable regions for general hypergraph models are dramatically different from their graph counterparts.

preprint2020arXiv

On Deep Instrumental Variables Estimate

The endogeneity issue is fundamentally important as many empirical applications may suffer from the omission of explanatory variables, measurement error, or simultaneous causality. Recently, \cite{hllt17} propose a "Deep Instrumental Variable (IV)" framework based on deep neural networks to address endogeneity, demonstrating superior performances than existing approaches. The aim of this paper is to theoretically understand the empirical success of the Deep IV. Specifically, we consider a two-stage estimator using deep neural networks in the linear instrumental variables model. By imposing a latent structural assumption on the reduced form equation between endogenous variables and instrumental variables, the first-stage estimator can automatically capture this latent structure and converge to the optimal instruments at the minimax optimal rate, which is free of the dimension of instrumental variables and thus mitigates the curse of dimensionality. Additionally, in comparison with classical methods, due to the faster convergence rate of the first-stage estimator, the second-stage estimator has {a smaller (second order) estimation error} and requires a weaker condition on the smoothness of the optimal instruments. Given that the depth and width of the employed deep neural network are well chosen, we further show that the second-stage estimator achieves the semiparametric efficiency bound. Simulation studies on synthetic data and application to automobile market data confirm our theory.

preprint2020arXiv

Sharp Rate of Convergence for Deep Neural Network Classifiers under the Teacher-Student Setting

Classifiers built with neural networks handle large-scale high dimensional data, such as facial images from computer vision, extremely well while traditional statistical methods often fail miserably. In this paper, we attempt to understand this empirical success in high dimensional classification by deriving the convergence rates of excess risk. In particular, a teacher-student framework is proposed that assumes the Bayes classifier to be expressed as ReLU neural networks. In this setup, we obtain a sharp rate of convergence, i.e., $\tilde{O}_d(n^{-2/3})$, for classifiers trained using either 0-1 loss or hinge loss. This rate can be further improved to $\tilde{O}_d(n^{-1})$ when the data distribution is separable. Here, $n$ denotes the sample size. An interesting observation is that the data dimension only contributes to the $\log(n)$ term in the above rates. This may provide one theoretical explanation for the empirical successes of deep neural networks in high dimensional classification, particularly for structured data.

preprint2012arXiv

An Application of Bayesian Variable Selection to Spatial Concurrent Linear Models

Spatial concurrent linear models, in which the model coefficients are spatial processes varying at a local level, are flexible and useful tools for analyzing spatial data. One approach places stationary Gaussian process priors on the spatial processes, but in applications the data may display strong nonstationary patterns. In this article, we propose a Bayesian variable selection approach based on wavelet tools to address this problem. The proposed approach does not involve any stationarity assumptions on the priors, and instead we impose a mixture prior directly on each wavelet coefficient. We introduce an option to control the priors such that high resolution coefficients are more likely to be zero. Computationally efficient MCMC procedures are provided to address posterior sampling, and uncertainty in the estimation is assessed through posterior means and standard deviations. Examples based on simulated data demonstrate the estimation accuracy and advantages of the proposed method. We also illustrate the performance of the proposed method for real data obtained through remote sensing.

preprint2012arXiv

Consistency of Bayesian Linear Model Selection With a Growing Number of Parameters

Linear models with a growing number of parameters have been widely used in modern statistics. One important problem about this kind of model is the variable selection issue. Bayesian approaches, which provide a stochastic search of informative variables, have gained popularity. In this paper, we will study the asymptotic properties related to Bayesian model selection when the model dimension $p$ is growing with the sample size $n$. We consider $p\le n$ and provide sufficient conditions under which: (1) with large probability, the posterior probability of the true model (from which samples are drawn) uniformly dominates the posterior probability of any incorrect models; and (2) with large probability, the posterior probability of the true model converges to one. Both (1) and (2) guarantee that the true model will be selected under a Bayesian framework. We also demonstrate several situations when (1) holds but (2) fails, which illustrates the difference between these two properties. Simulated examples are provided to illustrate the main results.