15 papers
HSCI: Neyman-Orthogonal Causal Inference under High-Dimensional Proportional Hazards
Yingying Fan, Lan Gao, Daoji Li +1
Valid treatment effect inference in survival studies is fundamental yet challenging when the treatment assignments and outcomes are confounded by many baseline covariates. To this…
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 $μ_\ast…
SMART: A Spectral Transfer Approach to Multi-Task Learning
Boxin Zhao, Mladen Kolar, Jinchi Lv
Multi-task learning is effective for related applications, but its performance can deteriorate when the target sample size is small. Transfer learning can borrow strength from rela…
Sharp Concentration Inequalities: Phase Transition and Mixing of Orlicz Tails with Variance
Yinan Shen, Jinchi Lv
In this work, we investigate how to develop sharp concentration inequalities for sub-Weibull random variables, including sub-Gaussian and sub-exponential distributions. Although th…
LIDS: LLM Summary Inference Under the Layered Lens
Dylan Park, Yingying Fan, Jinchi Lv
Large language models (LLMs) have gained significant attention by many researchers and practitioners in natural language processing (NLP) since the introduction of ChatGPT in 2022.…