Elvis Han Cui

CV
h-index9
8papers
35citations
Novelty28%
AI Score28

8 Papers

NEAug 8, 2023
Applications of Nature-Inspired Metaheuristic Algorithms for Tackling Optimization Problems Across Disciplines

Elvis Han Cui, Zizhao Zhang, Culsome Junwen Chen et al.

Nature-inspired metaheuristic algorithms are important components of artificial intelligence, and are increasingly used across disciplines to tackle various types of challenging optimization problems. This paper demonstrates the usefulness of such algorithms for solving a variety of challenging optimization problems in statistics using a nature-inspired metaheuristic algorithm called competitive swarm optimizer with mutated agents (CSO-MA). This algorithm was proposed by one of the authors and its superior performance relative to many of its competitors had been demonstrated in earlier work and again in this paper. The main goal of this paper is to show a typical nature-inspired metaheuristic algorithmi, like CSO-MA, is efficient for tackling many different types of optimization problems in statistics. Our applications are new and include finding maximum likelihood estimates of parameters in a single cell generalized trend model to study pseudotime in bioinformatics, estimating parameters in the commonly used Rasch model in education research, finding M-estimates for a Cox regression in a Markov renewal model, performing matrix completion tasks to impute missing data for a two compartment model, and selecting variables optimally in an ecology problem in China. To further demonstrate the flexibility of metaheuristics, we also find an optimal design for a car refueling experiment in the auto industry using a logistic model with multiple interacting factors. In addition, we show that metaheuristics can sometimes outperform optimization algorithms commonly used in statistics.

CVJul 30, 2023
Trajectory-aware Principal Manifold Framework for Data Augmentation and Image Generation

Elvis Han Cui, Bingbin Li, Yanan Li et al.

Data augmentation for deep learning benefits model training, image transformation, medical imaging analysis and many other fields. Many existing methods generate new samples from a parametric distribution, like the Gaussian, with little attention to generate samples along the data manifold in either the input or feature space. In this paper, we verify that there are theoretical and practical advantages of using the principal manifold hidden in the feature space than the Gaussian distribution. We then propose a novel trajectory-aware principal manifold framework to restore the manifold backbone and generate samples along a specific trajectory. On top of the autoencoder architecture, we further introduce an intrinsic dimension regularization term to make the manifold more compact and enable few-shot image generation. Experimental results show that the novel framework is able to extract more compact manifold representation, improve classification accuracy and generate smooth transformation among few samples.

APAug 16, 2024
A Tutorial on Brownian Motion for Biostatisticians

Elvis Han Cui

This manuscript provides an in-depth exploration of Brownian Motion, a fundamental stochastic process in probability theory for Biostatisticians. It begins with foundational definitions and properties, including the construction of Brownian motion and its Markovian characteristics. The document delves into advanced topics such as the Karhunen-Loeve expansion, reflection principles, and Levy's modulus of continuity. Through rigorous proofs and theorems, the manuscript examines the non-differentiability of Brownian paths, the behavior of zero sets, and the significance of local time. The notes also cover important results like Donsker's theorem and Blumenthal's 0-1 law, emphasizing their implications in the study of stochastic processes.

MEOct 7, 2022
A Tutorial on Asymptotic Properties for Biostatisticians with Applications to COVID-19 Data

Elvis Han Cui

Asymptotic properties of statistical estimators play a significant role both in practice and in theory. However, many asymptotic results in statistics rely heavily on the independent and identically distributed (iid) assumption, which is not realistic when we have fixed designs. In this article, we build a roadmap of general procedures for deriving asymptotic properties under fixed designs and the observations need not to be iid. We further provide their applications in many statistical applications. Finally, we apply our results to Poisson regression using a COVID-19 dataset as an illustration to demonstrate the power of these results in practice.

CVAug 13, 2025
DSS-Prompt: Dynamic-Static Synergistic Prompting for Few-Shot Class-Incremental Learning

Linpu He, Yanan Li, Bingze Li et al.

Learning from large-scale pre-trained models with strong generalization ability has shown remarkable success in a wide range of downstream tasks recently, but it is still underexplored in the challenging few-shot class-incremental learning (FSCIL) task. It aims to continually learn new concepts from limited training samples without forgetting the old ones at the same time. In this paper, we introduce DSS-Prompt, a simple yet effective approach that transforms the pre-trained Vision Transformer with minimal modifications in the way of prompts into a strong FSCIL classifier. Concretely, we synergistically utilize two complementary types of prompts in each Transformer block: static prompts to bridge the domain gap between the pre-training and downstream datasets, thus enabling better adaption; and dynamic prompts to capture instance-aware semantics, thus enabling easy transfer from base to novel classes. Specially, to generate dynamic prompts, we leverage a pre-trained multi-modal model to extract input-related diverse semantics, thereby generating complementary input-aware prompts, and then adaptively adjust their importance across different layers. In this way, on top of the prompted visual embeddings, a simple prototype classifier can beat state-of-the-arts without further training on the incremental tasks. We conduct extensive experiments on four benchmarks to validate the effectiveness of our DSS-Prompt and show that it consistently achieves better performance than existing approaches on all datasets and can alleviate the catastrophic forgetting issue as well.

MEJan 23, 2025
A Semiparametric Bayesian Method for Instrumental Variable Analysis with Partly Interval-Censored Time-to-Event Outcome

Elvis Han Cui, Xuyang Lu, Jin Zhou et al.

This paper develops a semiparametric Bayesian instrumental variable analysis method for estimating the causal effect of an endogenous variable when dealing with unobserved confounders and measurement errors with partly interval-censored time-to-event data, where event times are observed exactly for some subjects but left-censored, right-censored, or interval-censored for others. Our method is based on a two-stage Dirichlet process mixture instrumental variable (DPMIV) model which simultaneously models the first-stage random error term for the exposure variable and the second-stage random error term for the time-to-event outcome using a bivariate Gaussian mixture of the Dirichlet process (DPM) model. The DPM model can be broadly understood as a mixture model with an unspecified number of Gaussian components, which relaxes the normal error assumptions and allows the number of mixture components to be determined by the data. We develop an MCMC algorithm for the DPMIV model tailored for partly interval-censored data and conduct extensive simulations to assess the performance of our DPMIV method in comparison with some competing methods. Our simulations revealed that our proposed method is robust under different error distributions and can have superior performance over its parametric counterpart under various scenarios. We further demonstrate the effectiveness of our approach on an UK Biobank data to investigate the causal effect of systolic blood pressure on time-to-development of cardiovascular disease from the onset of diabetes mellitus.

CVDec 23, 2021
Dual Path Structural Contrastive Embeddings for Learning Novel Objects

Bingbin Li, Elvis Han Cui, Yanan Li et al.

Learning novel classes from a very few labeled samples has attracted increasing attention in machine learning areas. Recent research on either meta-learning based or transfer-learning based paradigm demonstrates that gaining information on a good feature space can be an effective solution to achieve favorable performance on few-shot tasks. In this paper, we propose a simple but effective paradigm that decouples the tasks of learning feature representations and classifiers and only learns the feature embedding architecture from base classes via the typical transfer-learning training strategy. To maintain both the generalization ability across base and novel classes and discrimination ability within each class, we propose a dual path feature learning scheme that effectively combines structural similarity with contrastive feature construction. In this way, both inner-class alignment and inter-class uniformity can be well balanced, and result in improved performance. Experiments on three popular benchmarks show that when incorporated with a simple prototype based classifier, our method can still achieve promising results for both standard and generalized few-shot problems in either an inductive or transductive inference setting.

MEDec 16, 2019
Projection Pursuit with Applications to scRNA Sequencing Data

Elvis Han Cui, Heather Zhou

In this paper, we explore the limitations of PCA as a dimension reduction technique and study its extension, projection pursuit (PP), which is a broad class of linear dimension reduction methods. We first discuss the relevant concepts and theorems and then apply PCA and PP (with negative standardized Shannon's entropy as the projection index) on single cell RNA sequencing data.