arXiv subjects

Anqi Zhao

Publications and source records attributed to Anqi Zhao.

At least 19 recordsLinked to original sources

arXiv2026

Design-based theory for causal inference from adaptive experiments

Adaptive designs dynamically update treatment probabilities using information accumulated during the experiment. Existing theory for causal inference from adaptive experiments primarily assumes the superpopulation framework with independent and identically distributed units, and may not apply when the distribution of units evolves over time. This paper makes two contributions. First, we extend the literature to the finite-population framework, which allows for possibly nonexchangeable units, and establish the design-based theory for causal inference under general adaptive designs using inverse-propensity-weighted (IPW) and augmented IPW (AIPW) estimators. Our theory accommodates nonexchangeable units, both nonconverging and vanishing treatment probabilities, and nonconverging outcome estimators, thereby justifying inference using AIPW estimators with black-box outcome models that integrate advances from machine learning methods. To alleviate the conservativeness inherent in variance estimation under finite-population inference, we also introduce a covariance estimator for the AIPW estimator that becomes sharp when the residuals from the adaptive regression of potential outcomes on covariates are additive across units. Our framework encompasses widely used adaptive designs, such as multi-armed bandits, covariate-adaptive randomization, and sequential rerandomization, advancing the design-based theory for causal inference in these specific settings. Second, as a methodological contribution, we propose an adaptive covariate adjustment approach for analyzing even nonadaptive designs. The martingale structure induced by adaptive adjustment enables valid inference with black-box outcome estimators that would otherwise require strong assumptions under standard nonadaptive analysis.

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arXiv2026

Two-stage Least Squares with Clustered Data under the Local Average Treatment Effect Framework

To estimate the causal effect of an endogenous treatment using clustered data, the canonical two-stage least squares (2sls) estimates a linear regression of the outcome on treatment status using an instrumental variable (IV) and conducts inference with cluster-robust standard errors. When both the treatment and the IV vary within clusters, an alternative two-stage least squares with fixed effects (2sfe) additionally includes cluster indicators in the regression, thereby incorporating cluster information into point estimation as well. This paper studies the trade-off between these approaches within the local average treatment effect (LATE) framework. When clusters are homogeneous, we show that both approaches yield valid large-sample inference for the LATE, and that 2sfe is more efficient than canonical 2sls only when the variation in cluster-specific effects dominates idiosyncratic variation and the IV has sufficient within-cluster variation. When clusters are heterogeneous, we show that 2sfe identifies a weighted average of cluster-specific LATEs, whereas the canonical 2sls generally does not. We further propose a test for detecting cluster heterogeneity.

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arXiv2025

Alternative statistical inference for the first normalized incomplete moment

This paper re-examines the first normalized incomplete moment, a well-established measure of inequality with wide applications in economic and social sciences. Despite the popularity of the measure itself, existing statistical inference appears to lag behind the needs of modern-age analytics. To fill this gap, we propose an alternative solution that is intuitive, computationally efficient, mathematically equivalent to the existing solutions for "standard" cases, and easily adaptable to "non-standard" ones. The theoretical and practical advantages of the proposed methodology are demonstrated via both simulated and real-life examples. In particular, we discover that a common practice in industry can lead to highly non-trivial challenges for trustworthy statistical inference, or misleading decision making altogether.

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arXiv2025

Two-stage least squares with treatment-covariate interactions for treatment effect heterogeneity

Treatment effect heterogeneity with respect to covariates is common in instrumental variable (IV) analyses. An intuitive approach, which we call the interacted two-stage least squares (2sls), is to postulate a working linear model of the outcome on the treatment, covariates, and treatment-covariate interactions, and instrument it using the IV, covariates, and IV-covariate interactions. We clarify the causal interpretation of the interacted 2sls under the local average treatment effect (LATE) framework when the IV is valid conditional on the covariates. Our main findings are threefold. First, we show that the coefficients on the treatment-covariate interactions from the interacted 2sls are consistent for estimating treatment effect heterogeneity with respect to covariates among compliers for any outcome-generating process if and only if the product of the IV propensity score and covariates are linear in the covariates, referred to as the linear IV-covariate interactions condition. Second, assuming that the covariate vector has dimension K and includes a constant term, we show that the linear IV-covariate interactions condition holds only if the IV propensity score takes at most K distinct values. As a result, this condition is difficult to satisfy beyond two special cases: (a) the covariates are categorical with K levels, or (b) the IV is randomly assigned. These results underscore the difficulty of interpreting regression coefficients from specifications with treatment-covariate interactions when the covariates are not saturated and the IV is not unconditionally randomized, absent correct specification of the outcome model. Third, as an application of our theory, we show that the interacted 2sls with demeaned covariates is consistent for estimating the LATE under the linear IV-covariate interactions condition.

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arXiv2024

GEE-OPs: An Operator Knowledge Base for Geospatial Code Generation on the Google Earth Engine Platform Powered by Large Language Models

As the scale and complexity of spatiotemporal data continue to grow rapidly, the use of geospatial modeling on the Google Earth Engine (GEE) platform presents dual challenges: improving the coding efficiency of domain experts and enhancing the coding capabilities of interdisciplinary users. To address these challenges and improve the performance of large language models (LLMs) in geospatial code generation tasks, we propose a framework for building a geospatial operator knowledge base tailored to the GEE JavaScript API. This framework consists of an operator syntax knowledge table, an operator relationship frequency table, an operator frequent pattern knowledge table, and an operator relationship chain knowledge table. By leveraging Abstract Syntax Tree (AST) techniques and frequent itemset mining, we systematically extract operator knowledge from 185,236 real GEE scripts and syntax documentation, forming a structured knowledge base. Experimental results demonstrate that the framework achieves over 90% accuracy, recall, and F1 score in operator knowledge extraction. When integrated with the Retrieval-Augmented Generation (RAG) strategy for LLM-based geospatial code generation tasks, the knowledge base improves performance by 20-30%. Ablation studies further quantify the necessity of each knowledge table in the knowledge base construction. This work provides robust support for the advancement and application of geospatial code modeling techniques, offering an innovative approach to constructing domain-specific knowledge bases that enhance the code generation capabilities of LLMs, and fostering the deeper integration of generative AI technologies within the field of geoinformatics.

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arXiv2024

Chain-of-Programming (CoP) : Empowering Large Language Models for Geospatial Code Generation

With the rapid growth of interdisciplinary demands for geospatial modeling and the rise of large language models (LLMs), geospatial code generation technology has seen significant advancements. However, existing LLMs often face challenges in the geospatial code generation process due to incomplete or unclear user requirements and insufficient knowledge of specific platform syntax rules, leading to the generation of non-executable code, a phenomenon known as "code hallucination." To address this issue, this paper proposes a Chain of Programming (CoP) framework, which decomposes the code generation process into five steps: requirement analysis, algorithm design, code implementation, code debugging, and code annotation. The framework incorporates a shared information pool, knowledge base retrieval, and user feedback mechanisms, forming an end-to-end code generation flow from requirements to code without the need for model fine-tuning. Based on a geospatial problem classification framework and evaluation benchmarks, the CoP strategy significantly improves the logical clarity, syntactical correctness, and executability of the generated code, with improvements ranging from 3.0% to 48.8%. Comparative and ablation experiments further validate the superiority of the CoP strategy over other optimization approaches and confirm the rationality and necessity of its key components. Through case studies on building data visualization and fire data analysis, this paper demonstrates the application and effectiveness of CoP in various geospatial scenarios. The CoP framework offers a systematic, step-by-step approach to LLM-based geospatial code generation tasks, significantly enhancing code generation performance in geospatial tasks and providing valuable insights for code generation in other vertical domains.

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arXiv2024

Geo-FuB: A Method for Constructing an Operator-Function Knowledge Base for Geospatial Code Generation Tasks Using Large Language Models

The rise of spatiotemporal data and the need for efficient geospatial modeling have spurred interest in automating these tasks with large language models (LLMs). However, general LLMs often generate errors in geospatial code due to a lack of domain-specific knowledge on functions and operators. To address this, a retrieval-augmented generation (RAG) approach, utilizing an external knowledge base of geospatial functions and operators, is proposed. This study introduces a framework to construct such a knowledge base, leveraging geospatial script semantics. The framework includes: Function Semantic Framework Construction (Geo-FuSE), Frequent Operator Combination Statistics (Geo-FuST), and Semantic Mapping (Geo-FuM). Techniques like Chain-of-Thought, TF-IDF, and the APRIORI algorithm are utilized to derive and align geospatial functions. An example knowledge base, Geo-FuB, built from 154,075 Google Earth Engine scripts, is available on GitHub. Evaluation metrics show a high accuracy, reaching 88.89% overall, with structural and semantic accuracies of 92.03% and 86.79% respectively. Geo-FuB's potential to optimize geospatial code generation through the RAG and fine-tuning paradigms is highlighted.

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arXiv2024

GeoCode-GPT: A Large Language Model for Geospatial Code Generation Tasks

The increasing demand for spatiotemporal data and modeling tasks in geosciences has made geospatial code generation technology a critical factor in enhancing productivity. Although large language models (LLMs) have demonstrated potential in code generation tasks, they often encounter issues such as refusal to code or hallucination in geospatial code generation due to a lack of domain-specific knowledge and code corpora. To address these challenges, this paper presents and open-sources the GeoCode-PT and GeoCode-SFT corpora, along with the GeoCode-Eval evaluation dataset. Additionally, by leveraging QLoRA and LoRA for pretraining and fine-tuning, we introduce GeoCode-GPT-7B, the first LLM focused on geospatial code generation, fine-tuned from Code Llama-7B. Furthermore, we establish a comprehensive geospatial code evaluation framework, incorporating option matching, expert validation, and prompt engineering scoring for LLMs, and systematically evaluate GeoCode-GPT-7B using the GeoCode-Eval dataset. Experimental results show that GeoCode-GPT outperforms other models in multiple-choice accuracy by 9.1% to 32.1%, in code summarization ability by 1.7% to 25.4%, and in code generation capability by 1.2% to 25.1%. This paper provides a solution and empirical validation for enhancing LLMs' performance in geospatial code generation, extends the boundaries of domain-specific model applications, and offers valuable insights into unlocking their potential in geospatial code generation.

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arXiv2024

Can Large Language Models Generate Geospatial Code?

With the growing demand for spatiotemporal data processing and geospatial modeling, automating geospatial code generation has become essential for productivity. Large language models (LLMs) show promise in code generation but face challenges like domain-specific knowledge gaps and "coding hallucinations." This paper introduces GeoCode-Eval (GCE), a framework for assessing LLMs' ability to generate geospatial code across three dimensions: "Cognition and Memory," "Comprehension and Interpretation," and "Innovation and Creation," distributed across eight capability levels. We developed a benchmark dataset, GeoCode-Bench, consisting of 5,000 multiple-choice, 1,500 fill-in-the-blank, 1,500 true/false questions, and 1,000 subjective tasks covering code summarization, generation, completion, and correction. Using GeoCode-Bench, we evaluated three commercial closed-source LLMs, four open-source general-purpose LLMs, and 14 specialized code generation models. We also conducted experiments on few-shot and zero-shot learning, Chain of Thought reasoning, and multi-round majority voting to measure their impact on geospatial code generation. Additionally, we fine-tuned the Code LLaMA-7B model using Google Earth Engine-related JavaScript, creating GEECode-GPT, and evaluated it on subjective tasks. Results show that constructing pre-training and instruction datasets significantly improves code generation, offering insights for optimizing LLMs in specific domains.

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arXiv2024

Factorial Difference-in-Differences

We formulate factorial difference-in-differences (FDID), a research design that extends canonical difference-in-differences (DID) to settings in which an event affects all units. In many panel data applications, researchers exploit cross-sectional variation in a baseline factor alongside temporal variation in the event, but the corresponding estimand is often implicit and the justification for applying the DID estimator remains unclear. We frame FDID as a factorial design with two factors, the baseline factor $G$ and the exposure level $Z$, and define effect modification and causal moderation as the associative and causal effects of $G$ on the effect of $Z$, respectively. Under standard DID assumptions of no anticipation and parallel trends, the DID estimator identifies effect modification but not causal moderation. Identifying the latter requires an additional \emph{factorial parallel trends} assumption, that is, mean independence between $G$ and potential outcome trends. We extend the framework to conditionally valid assumptions and regression-based implementations, and further to repeated cross-sectional data and continuous $G$. We demonstrate the framework with an empirical application on the role of social capital in famine relief in China.

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arXiv2023

Covariate adjustment in randomized experiments with missing outcomes and covariates

Covariate adjustment can improve precision in analyzing randomized experiments. With fully observed data, regression adjustment and propensity score weighting are asymptotically equivalent in improving efficiency over unadjusted analysis. When some outcomes are missing, we consider combining these two adjustment methods with inverse probability of observation weighting for handling missing outcomes, and show that the equivalence between the two methods breaks down. Regression adjustment no longer ensures efficiency gain over unadjusted analysis unless the true outcome model is linear in covariates or the outcomes are missing completely at random. Propensity score weighting, in contrast, still guarantees efficiency over unadjusted analysis, and including more covariates in adjustment never harms asymptotic efficiency. Moreover, we establish the value of using partially observed covariates to secure additional efficiency by the missingness indicator method, which imputes all missing covariates by zero and uses the union of the completed covariates and corresponding missingness indicators as the new, fully observed covariates. Based on these findings, we recommend using regression adjustment in combination with the missingness indicator method if the linear outcome model or missing complete at random assumption is plausible and using propensity score weighting with the missingness indicator method otherwise.

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arXiv2023

Dynamic Visual Semantic Sub-Embeddings and Fast Re-Ranking

The core of cross-modal matching is to accurately measure the similarity between different modalities in a unified representation space. However, compared to textual descriptions of a certain perspective, the visual modality has more semantic variations. So, images are usually associated with multiple textual captions in databases. Although popular symmetric embedding methods have explored numerous modal interaction approaches, they often learn toward increasing the average expression probability of multiple semantic variations within image embeddings. Consequently, information entropy in embeddings is increased, resulting in redundancy and decreased accuracy. In this work, we propose a Dynamic Visual Semantic Sub-Embeddings framework (DVSE) to reduce the information entropy. Specifically, we obtain a set of heterogeneous visual sub-embeddings through dynamic orthogonal constraint loss. To encourage the generated candidate embeddings to capture various semantic variations, we construct a mixed distribution and employ a variance-aware weighting loss to assign different weights to the optimization process. In addition, we develop a Fast Re-ranking strategy (FR) to efficiently evaluate the retrieval results and enhance the performance. We compare the performance with existing set-based method using four image feature encoders and two text feature encoders on three benchmark datasets: MSCOCO, Flickr30K and CUB Captions. We also show the role of different components by ablation studies and perform a sensitivity analysis of the hyperparameters. The qualitative analysis of visualized bidirectional retrieval and attention maps further demonstrates the ability of our method to encode semantic variations.

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arXiv2023

A randomization-based theory for preliminary testing of covariate balance in controlled trials

Randomized trials balance all covariates on average and provide the gold standard for estimating treatment effects. Chance imbalances nevertheless exist more or less in realized treatment allocations and intrigue an important question: what should we do in case the treatment groups differ with respect to some important baseline characteristics? A common strategy is to conduct a {\it preliminary test} of the balance of baseline covariates after randomization, and invoke covariate adjustment for subsequent inference if and only if the realized allocation fails some prespecified criterion. Although such practice is intuitive and popular among practitioners, the existing literature has so far only evaluated its properties under strong parametric model assumptions in theory and simulation, yielding results of limited generality. To fill this gap, we examine two strategies for conducting preliminary test-based covariate adjustment by regression, and evaluate the validity and efficiency of the resulting inferences from the randomization-based perspective. As it turns out, the preliminary-test estimator based on the analysis of covariance can be even less efficient than the unadjusted difference in means, and risks anticonservative confidence intervals based on normal approximation even with the robust standard error. The preliminary-test estimator based on the fully interacted specification is on the other hand less efficient than its counterpart under the {\it always-adjust} strategy, and yields overconservative confidence intervals based on normal approximation. Based on theory and simulation, we echo the existing literature and do not recommend the preliminary-test procedure for covariate adjustment in randomized trials.

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arXiv2023

No star is good news: A unified look at rerandomization based on $p$-values from covariate balance tests

Modern social and biomedical scientific publications require the reporting of covariate balance tables with not only covariate means by treatment group but also the associated $p$-values from significance tests of their differences. The practical need to avoid small $p$-values renders balance check and rerandomization by hypothesis testing standards an attractive tool for improving covariate balance in randomized experiments. Despite the intuitiveness of such practice and its arguably already widespread use in reality, the existing literature knows little about its implications on subsequent inference, subjecting many effectively rerandomized experiments to possibly inefficient analyses. To fill this gap, we examine a variety of potentially useful schemes for rerandomization based on $p$-values (ReP) from covariate balance tests, and demonstrate their impact on subsequent inference. Specifically, we focus on three estimators of the average treatment effect from the unadjusted, additive, and fully interacted linear regressions of the outcome on treatment, respectively, and derive their respective asymptotic sampling properties under ReP. The main findings are twofold. First, the estimator from the fully interacted regression is asymptotically the most efficient under all ReP schemes examined, and permits convenient regression-assisted inference identical to that under complete randomization. Second, ReP improves not only covariate balance but also the efficiency of the estimators from the unadjusted and additive regressions asymptotically. The standard regression analysis, in consequence, is still valid but can be overly conservative.

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arXiv2022

Minimizing Maximum Model Discrepancy for Transferable Black-box Targeted Attacks

In this work, we study the black-box targeted attack problem from the model discrepancy perspective. On the theoretical side, we present a generalization error bound for black-box targeted attacks, which gives a rigorous theoretical analysis for guaranteeing the success of the attack. We reveal that the attack error on a target model mainly depends on empirical attack error on the substitute model and the maximum model discrepancy among substitute models. On the algorithmic side, we derive a new algorithm for black-box targeted attacks based on our theoretical analysis, in which we additionally minimize the maximum model discrepancy(M3D) of the substitute models when training the generator to generate adversarial examples. In this way, our model is capable of crafting highly transferable adversarial examples that are robust to the model variation, thus improving the success rate for attacking the black-box model. We conduct extensive experiments on the ImageNet dataset with different classification models, and our proposed approach outperforms existing state-of-the-art methods by a significant margin. Our codes will be released.

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arXiv2022

Covariate adjustment in multi-armed, possibly factorial experiments

Randomized experiments are the gold standard for causal inference, and justify simple comparisons across treatment groups. Regression adjustment provides a convenient way to incorporate covariate information for additional efficiency. This article provides a unified account of its utility for improving estimation efficiency in multi-armed experiments. We start with the commonly used additive and fully interacted models for regression adjustment, and clarify the trade-offs between the resulting ordinary least-squares (OLS) estimators for estimating average treatment effects in terms of finite-sample performance and asymptotic efficiency. We then move on to regression adjustment based on restricted least squares (RLS), and establish for the first time its properties for inferring average treatment effects from the design-based perspective. The resulting inference has multiple guarantees. First, it is asymptotically efficient when the restriction is correctly specified. Second, it remains consistent as long as the restriction on the coefficients of the treatment indicators, if any, is correctly specified and separate from that on the coefficients of the treatment-covariates interactions. Third, it can have better finite-sample performance than its unrestricted counterpart even if the restriction is moderately misspecified. It is thus our recommendation for covariate adjustment in multi-armed experiments when the OLS fit of the fully interacted regression risks large finite-sample variability in case of many covariates, many treatments, yet a moderate sample size. In addition, the proposed theory of RLS also provides a powerful tool for studying OLS-based inference from general regression specifications. As an illustration, we demonstrate its unique value for studying OLS-based regression adjustment in factorial experiments via both theory and simulation.

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arXiv2022

Rerandomization and covariate adjustment in split-plot designs

The split-plot design arises from agricultural sciences with experimental units, also known as subplots, nested within groups known as whole plots. It assigns the whole-plot intervention by a cluster randomization at the whole-plot level and assigns the subplot intervention by a stratified randomization at the subplot level. The randomization mechanism guarantees covariate balance on average at both the whole-plot and subplot levels, and ensures consistent inference of the average treatment effects by the Horvitz--Thompson and Hajek estimators. However, covariate imbalance often occurs in finite samples and subjects subsequent inference to possibly large variability and conditional bias. Rerandomization is widely used in the design stage of randomized experiments to improve covariate balance. The existing literature on rerandomization nevertheless focuses on designs with treatments assigned at either the unit or the group level, but not both, leaving the corresponding theory for rerandomization in split-plot designs an open problem. To fill the gap, we propose two strategies for conducting rerandomization in split-plot designs based on the Mahalanobis distance and establish the corresponding design-based theory. We show that rerandomization can improve the asymptotic efficiency of the Horvitz--Thompson and Hajek estimators. Moreover, we propose two covariate adjustment methods in the analysis stage, which can further improve the asymptotic efficiency when combined with rerandomization. The validity and improved efficiency of the proposed methods are demonstrated through numerical studies.

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arXiv2021

Regression-based causal inference with factorial experiments: estimands, model specifications, and design-based properties

Factorial designs are widely used due to their ability to accommodate multiple factors simultaneously. The factor-based regression with main effects and some interactions is the dominant strategy for downstream data analysis, delivering point estimators and standard errors via one single regression. Justification of these convenient estimators from the design-based perspective requires quantifying their sampling properties under the assignment mechanism conditioning on the potential outcomes. To this end, we derive the sampling properties of the factor-based regression estimators from both saturated and unsaturated models, and demonstrate the appropriateness of the robust standard errors for the Wald-type inference. We then quantify the bias-variance trade-off between the saturated and unsaturated models from the design-based perspective, and establish a novel design-based Gauss--Markov theorem that ensures the latter's gain in efficiency when the nuisance effects omitted indeed do not exist. As a byproduct of the process, we unify the definitions of factorial effects in various literatures and propose a location-shift strategy for their direct estimation from factor-based regressions. Our theory and simulation suggest using factor-based inference for general factorial effects, preferably with parsimonious specifications in accordance with the prior knowledge of zero nuisance effects.

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