9 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 $μ_\ast…
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…
Precise Asymptotics and Refined Regret of Variance-Aware UCB
Yingying Fan, Yuxuan Han, Jinchi Lv +2
In this paper, we study the behavior of the Upper Confidence Bound-Variance (UCB-V) algorithm for the Multi-Armed Bandit (MAB) problems, a variant of the canonical Upper Confidence…