activity
20242026
collaborators

6 papers

stat.ME2026

MATCH: Multiplier-Assisted Tests for Conditional Hypotheses in Non-Euclidean Data

Leheng Cai, Xu Guo, Qirui Hu

We propose a new procedure MATCH (Multiplier-Assisted Tests for Conditional Hypotheses) to test whether the non-Euclidean data match the target model, which is a general framework…

stat.ML2026

Locally Private Online Quantile Regression: Estimation and Inference

Yi Liu, Qirui Hu

We study estimation and inference for online quantile regression under a one-report user-level $\eps$-locally differentially private ($\eps$-LDP) protocol. The main difficulty is t…

stat.ME2026

Unified theory of testing relevant hypotheses in functional time series

Leheng Cai, Qirui Hu

In this paper, we develop a {\em unified} framework for testing relevant hypotheses in functional time series. The proposed approach accommodates one-sample, two-sample, and change…

stat.ME2026

Individualized Causal Effects under Network Interference with Combinatorial Treatments

Yunping Lu, Haoang Chi, Qirui Hu +1

Modern causal decision-making increasingly demands individualized treatment-effect estimation in networks where interventions are high-dimensional, combinatorial vectors. While net…

stat.ME2025

Federated Learning of Quantile Inference under Local Differential Privacy

Leheng Cai, Qirui Hu, Shuyuan Wu

In this paper, we investigate federated learning for quantile inference under local differential privacy (LDP). We propose an estimator based on local stochastic gradient descent (…

stat.ME2024

From sparse to dense functional time series: phase transitions of detecting structural breaks and beyond

Leheng Cai, Qirui Hu

We develop a novel methodology for detecting abrupt break points in mean functions of functional time series, adaptable to arbitrary sampling schemes. By employing B-spline smoothi…