496 citations · 1.9k across the 52 of their papers we have counts for
15 papers · 1 filter
CART Random Forests as Sequential Allocation over Random Opportunity Sets: A Stochastic-Control Theory of Ensemble Risk
Tianxing Mei, Yingying Fan, Mingming Leng +1
CART random forests are among the most widely used modern predictive methods, with well-documented empirical success. Yet, at the mechanistic level, the algorithm is often treated…
Harnessing Unimodality in Semiparametric Contextual Pricing via Oracle Price Map Learning
Yingying Fan, Yuxuan Han, Jinchi Lv +2
We study contextual dynamic pricing in a semiparametric scalar-index valuation model where the latent value is , with an unknown utility map a…
MOSAIC: Minimax-Optimal Sparsity-Adaptive Inference for Change Points in Dynamic Networks
Yingying Fan, Jingyuan Liu, Jinchi Lv +1
We propose a new inference framework, named MOSAIC, for change-point detection in dynamic networks with the simultaneous low-rank and sparse-change structure. We establish the mini…
LLM-Powered CPI Prediction Inference with Online Text Time Series
Yingying Fan, Jinchi Lv, Ao Sun +1
Forecasting the Consumer Price Index (CPI) is an important yet challenging task in economics, where most existing approaches rely on low-frequency, survey-based data. With the rece…
Asymptotic Theory of Eigenvectors for Latent Embeddings with Generalized Laplacian Matrices
Jianqing Fan, Yingying Fan, Jinchi Lv +2
Laplacian matrices are commonly employed in many real applications, encoding the underlying latent structural information such as graphs and manifolds. The use of the normalization…
Asymptotic FDR Control with Model-X Knockoffs: Is Moments Matching Sufficient?
Yingying Fan, Lan Gao, Jinchi Lv +1
We propose a unified theoretical framework for studying the robustness of the model-X knockoffs framework by investigating the asymptotic false discovery rate (FDR) control of the…