Zhaowei Liu, Xin Guo, Haotian Xia, Lingfeng Zeng, Fangqi Lou, Jinyi Niu, Mengping Li, Qi Qi, Jiahuan Li, Wei Zhang, Yinglong Wang, Weige Cai, Weining Shen, Liwen Zhang. Proceedings of the 2025 Conference on Empirical Methods in Natural Language Processing. 2025.

Multimodal Large Language Models (MLLMs) are advancing the ability to reason about complex sports scenarios by integrating textual and visual information. To comprehensively evaluate their capabilities, we introduce SPORTU, a benchmark designed to assess MLLMs across multi-level sports reasoning tasks. SPORTU comprises two key components: SPORTU-text, featuring 900 multiple-choice questions with human-annotated explanations for rule comprehension and strategy understanding. This component focuses on testing models' ability to reason about sports solely through question-answering (QA), without requiring visual inputs; SPORTU-video, consisting of 1,701 slow-motion video clips across 7 different sports and 12,048 QA pairs, designed to assess multi-level reasoning, from simple sports recognition to complex tasks like foul detection and rule application. We evaluated four prevalent LLMs mainly utilizing few-shot learning paradigms supplemented by chain-of-thought (CoT) prompting on the SPORTU-text part. GPT-4o achieves the highest accuracy of 71\%, but still falls short of human-level performance, highlighting room for improvement in rule comprehension and reasoning. The evaluation for the SPORTU-video part includes 6 proprietary and 8 open-source MLLMs. Experiments show that models fall short on hard tasks that require deep reasoning and rule-based understanding. GPT-4o performs the best with only 57.8\% accuracy on the hard task, showing large room for improvement. We hope that SPORTU will serve as a critical step toward evaluating models' capabilities in sports understanding and reasoning. The dataset is available at [https://github.com/chili-lab/SPORTU](https://github.com/chili-lab/SPORTU).

Xin Guo, Haotian Xia, Zhaowei Liu, Hanyang Cao, Zhi Yang, Zhiqiang Liu, Sizhe Wang, Jinyi Niu, Chuqi Wang, Yanhui Wang, Xiaolong Liang, Xiaoming Huang, Bing Zhu, Zhongyu Wei, Yun Chen, Weining Shen, Liwen Zhang. Proceedings of the 2025 Conference of the Nations of the Americas Chapter of the Association for Computational Linguistics: Human Language Technologies (Volume 1: Long Papers). 2025.

Haotian Xia, Zhengbang Yang, Yuqing Wang, Rhys Tracy, Yun Zhao, Dongdong Huang, Zezhi Chen, Yan Zhu, Yuan-fang Wang, Weining Shen. Proceedings of the 2024 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies (Volume 1: Long Papers). 2024.

Principal component analysis (PCA) is a well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a latent factor model for the observed data, assuming that the latent factors are independently distributed as standard normal distributions. However, the independence assumption may be unrealistic for many scenarios such as modeling multiple time series, spatial processes, and functional data, where the outcomes are correlated. In this paper, we introduce the generalized probabilistic principal component analysis (GPPCA) to study the latent factor model for multiple correlated outcomes, where each factor is modeled by a Gaussian process. Our method generalizes the previous probabilistic formulation of PCA (PPCA) by providing the closed-form maximum marginal likelihood estimator of the factor loadings and other parameters. Based on the explicit expression of the precision matrix in the marginal likelihood that we derived, the number of the computational operations is linear to the number of output variables. Furthermore, we also provide the closed-form expression of the marginal likelihood when other covariates are included in the mean structure. We highlight the advantage of GPPCA in terms of the practical relevance, estimation accuracy and computational convenience. Numerical studies of simulated and real data confirm the excellent finite-sample performance of the proposed approach.

This paper studies outlier detection and robust estimation for nonparametric regression problems. We propose to include a subject-specific mean shift parameter for each data point such that a nonzero parameter will identify its corresponding data point as an outlier. We adopt a regularization approach by imposing a roughness penalty on the regression function and a shrinkage penalty on the mean shift parameter. An efficient algorithm has been proposed to solve the double penalized regression problem. We discuss a data-driven simultaneous choice of two regularization parameters based on a combination of generalized cross validation and modified Bayesian information criterion. We show that the proposed method can consistently detect the outliers. In addition, we obtain minimax-optimal convergence rates for both the regression function and the mean shift parameter under regularity conditions. The estimation procedure is shown to enjoy the oracle property in the sense that the convergence rates agree with the minimax-optimal rates when the outliers (or regression function) are known in advance. Numerical results demonstrate that the proposed method has desired performance in identifying outliers under different scenarios.