activity
20232026
most citedFrom Sparse to Dense Functional Data: Phase Transitions from a Simultaneous Inference Perspective

1 citations · 2 across the 14 of their papers we have counts for

collaborators

15 papers

stat.ML2026

Locally Private Inference for Riemannian Stochastic Optimization

Xiaotian Chang, Yangdi Jiang, Qirui Hu

We develop inference for manifold-valued population minimizers when each observation belongs to a different participant and only locally private messages reach the analyst. The met…

stat.ML2026

Riemannian Simultaneous Inference for Tangent Vector Field Regression

Xiaotian Chang, Yangdi Jiang, Qirui Hu

We consider nonparametric tangent vector field regression on a Riemannian manifold without boundary. Because responses at different points lie in different tangent spaces, the prop…

stat.ME2026

Asymptotic Anytime-Valid Quantile Inference under Local Differential Privacy

Leheng Cai, Qirui Hu, Shuyuan Wu

Sequential quantile inference is difficult under local differential privacy because every record is randomized before reaching the analyst and the limiting quantile variance depend…

math.ST2026

Approximation Theorems for High-Dimensional Canonical U-Statistics: Gaussian Chaos and Phase Transition

Leheng Cai, Qirui Hu

We study simultaneous inference for maxima of canonical order-two -statistics in high dimension. Degeneracy makes quadratic fluctuations leading, so ordinary Gaussian calibratio…

stat.ME2026

Multicollinearity-agnostic feature screening for non-Euclidean responses: a factor adjusted approach

Moshu Xu, Leheng Cai, Yanmei Shi +3

In high-dimensional settings, multicollinearity is a pervasive issue that can substantially impair the performance of feature screening methods based on marginal Fréchet regression…

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

Differentially private inference framework for Riemannian manifold data

Yangdi Jiang, Xiaotian Chang, Qirui Hu

We propose a novel and systematic differentially private (DP) inference framework for non-Euclidean data. First, we design two types of DP mechanisms for the Fréchet mean and varia…

math.ST2026

Asymptotic Anytime-Valid Inference for U-statistics

Leheng Cai, Qirui Hu, Weijia Li

We study asymptotic anytime-valid confidence sequences for degree-two U-statistics under continuous monitoring. In the nondegenerate case, Hoeffding's projection reduces the proble…

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.ME2025

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.ME2024★ 1 cited

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…

stat.ME2024★ 1 cited

From Sparse to Dense Functional Data: Phase Transitions from a Simultaneous Inference Perspective

Leheng Cai, Qirui Hu

We aim to develop simultaneous inference tools for the mean function of functional data from sparse to dense. First, we derive a unified Gaussian approximation to construct simulta…

stat.ME2023

Online Local Differential Private Quantile Inference via Self-normalization

Yi Liu, Qirui Hu, Lei Ding +2

Based on binary inquiries, we developed an algorithm to estimate population quantiles under Local Differential Privacy (LDP). By self-normalizing, our algorithm provides asymptotic…