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Chengpiao Huang

Publications and source records attributed to Chengpiao Huang.

11 recordsLinked to original sources
arXiv2026

Learning a Size-Weight Frontier for Synthetic-Augmented Inference

Synthetic data can improve statistical inference when real data are scarce, but naively treating synthetic samples as real data can introduce bias and lead to unreliable inference. We develop a general framework for synthetic-augmented inference across a population of related tasks. It characterizes synthetic augmentation by the number of synthetic observations and their weight. Central to our framework is a size-weight frontier that specifies, for each weight, the largest synthetic sample size for which all smaller sizes attain the target task-marginal coverage. We estimate this frontier from historical tasks, and establish a finite-sample coverage guarantee simultaneously for all size-weight configurations on or below the estimated frontier. In experiments using large language model responses to augment opinion survey data, our procedure achieves target coverage and substantially narrows confidence intervals.

stat.ME↗
arXiv2026

Congruence Decomposition with Neural Block Solvers for Large-Scale PCI Assignment

Physical Cell Identity (PCI) assignment is essential for interference management in dense 5G networks. As cellular networks scale, PCI reuse becomes unavoidable, which may cause collisions, confusions, and multiple forms of modular interference. Jointly mitigating these effects gives rise to a large-scale, multi-objective combinatorial optimization problem that is difficult to solve efficiently at practical network scales. In this work, we propose a congruence decomposition framework with neural block solvers for large-scale PCI assignment. The proposed decomposition exploits the arithmetic structure of PCI values to decouple multiple modular interference objectives into a collection of blockwise Min-$k$-Partition subproblems, followed by a graph coloring procedure to resolve PCI conflicts. For the resulting NP-hard Min-$k$-Partition subproblems, we develop neural block solvers by parameterizing their relaxed quadratic formulations with graph neural networks, enabling efficient optimization at large scales. Discrete assignments are recovered through conditional expectation rounding with theoretical guarantees. Experiments on synthetic cellular graphs and real-world 5G networks show that the proposed method consistently outperforms existing modular-interference-aware baselines in modular interference reduction, conflict elimination, and computational efficiency.

cs.LG↗
arXiv2026

The Nonstationarity-Complexity Tradeoff in Return Prediction

Does more data improve return prediction? In non-stationary financial markets, longer training windows improve prediction of complex models but incorporate outdated economic regimes, whereas simpler models require less data and are less vulnerable to changes in economic conditions. We formally characterize this nonstationarity-complexity tradeoff, showing that model complexity and training window length must be jointly optimized. We propose an adaptive selection procedure with formal performance guarantees. Over three decades of U.S. equity markets, our method improves out-of-sample $R^2$ on industry portfolios by 14% relative to fixed-window and regime-switching benchmarks, with large gains during recessions.

stat.ML↗
arXiv2026

How Many Human Survey Respondents is a Large Language Model Worth? An Uncertainty Quantification Perspective

Large language models (LLMs) are increasingly used to simulate survey responses, but synthetic data can be misaligned with the human population, leading to unreliable inference. We develop a general framework that converts LLM-simulated responses into reliable confidence sets for population parameters of human responses, quantifying the uncertainty induced by the human-LLM misalignment. The key design choice is the number of simulated responses: too many produce overly narrow sets with poor coverage, while too few yield overly wide and uninformative sets dominated by stochastic noise. We propose a data-driven approach that adaptively selects the simulation sample size to achieve nominal average-case coverage, regardless of the LLM's simulation fidelity or the confidence set construction procedure. The selected sample size is further shown to reflect the effective human population size that the LLM can represent, providing a quantitative measure of its simulation fidelity. Experiments on real survey datasets reveal heterogeneous simulation fidelity across different LLMs and domains.

stat.ME↗
arXiv2026

LLM-Powered Virtual Population for Demand Simulation and Pricing

We develop an LLM-powered virtual population model that simulates demand for pricing decisions, in settings where products are described by rich unstructured information, such as text descriptions and images, and where decision makers need not only mean-demand predictions but also uncertainty estimates for counterfactual prices. Our model represents exposed customers as draws from a finite mixture of customer personas. For each persona, product, and candidate price, an LLM elicits a persona-level purchase probability using both structured persona information and unstructured product information. These probabilities are aggregated through calibrated mixture weights to form a predictive distribution of aggregate demand. The resulting simulator can evaluate counterfactual prices under various pricing objectives, including expected revenue and risk-aware criteria such as conditional value at risk. We test the framework on an online H&M fashion dataset with product descriptions and images. The calibrated LLM-based simulator achieves the best overall predictive performance among the models considered, and supports sample-efficient pricing decisions. Our framework provides a practical way to use LLMs as demand simulators for products with limited historical demand data but rich product information. By producing a full predictive demand distribution rather than only a point forecast, it enables managers to compare candidate prices, quantify demand uncertainty, and choose prices that target either average-case revenue or risk-aware objectives.

cs.LG↗
arXiv2026

SYN-DIGITS: A Synthetic Control Framework for Calibrated Digital Twin Simulation

AI-based persona simulation -- often referred to as digital twin simulation -- is increasingly used for market research, recommender systems, and social sciences. Despite their flexibility, large language models (LLMs) often exhibit systematic bias and miscalibration relative to real human behavior, limiting their reliability. Inspired by synthetic control methods from causal inference, we propose SYN-DIGITS (SYNthetic Control Framework for Calibrated DIGItal Twin Simulation), a principled and lightweight calibration framework that learns latent structure from digital-twin responses and transfers it to align predictions with human ground truth. SYN-DIGITS operates as a post-processing layer on top of any LLM-based simulator and thus is model-agnostic. We develop a latent factor model that formalizes when and why calibration succeeds through latent space alignment conditions, and we systematically evaluate ten calibration methods across thirteen persona constructions, three LLMs, and two datasets. SYN-DIGITS supports both individual-level and distributional simulation for previously unseen questions and unobserved populations, with provable error guarantees. Experiments show that SYN-DIGITS achieves up to 50% relative improvements in individual-level correlation and 50--90% relative reductions in distributional discrepancy compared to uncalibrated baselines.

cs.LG↗
arXiv2025

Relaxation-Free Min-k-Partition for PCI Assignment in 5G Networks

Physical Cell Identity (PCI) is a critical parameter in 5G networks. Efficient and accurate PCI assignment is essential for mitigating mod-3 interference, mod-30 interference, collisions, and confusions among cells, which directly affect network reliability and user experience. In this paper, we propose a novel framework for PCI assignment by decomposing the problem into Min-3-Partition, Min-10-Partition, and a graph coloring problem, leveraging the Chinese Remainder Theorem (CRT). Furthermore, we develop a relaxation-free approach to the general Min-k-Partition problem by reformulating it as a quadratic program with a norm-equality constraint and solving it using a penalized mirror descent (PMD) algorithm. The proposed method demonstrates superior computational efficiency and scalability, significantly reducing interference while eliminating collisions and confusions in large-scale 5G networks. Numerical evaluations on real-world datasets show that our approach reduces computational time by up to 20 times compared to state-of-the-art methods, making it highly practical for real-time PCI optimization in large-scale networks. These results highlight the potential of our method to improve network performance and reduce deployment costs in modern 5G systems.

eess.SP↗
arXiv2025

A Stability Principle for Learning under Non-Stationarity

We develop a versatile framework for statistical learning in non-stationary environments. In each time period, our approach applies a stability principle to select a look-back window that maximizes the utilization of historical data while keeping the cumulative bias within an acceptable range relative to the stochastic error. Our theory showcases the adaptivity of this approach to unknown non-stationarity. We prove regret bounds that are minimax optimal up to logarithmic factors when the population losses are strongly convex, or Lipschitz only. At the heart of our analysis lie two novel components: a measure of similarity between functions and a segmentation technique for dividing the non-stationary data sequence into quasi-stationary pieces. We evaluate the practical performance of our approach through real-data experiments on electricity demand prediction and hospital nurse staffing.

cs.LG↗
arXiv2024

Distribution-Free Predictive Inference under Unknown Temporal Drift

Distribution-free prediction sets play a pivotal role in uncertainty quantification for complex statistical models. Their validity hinges on reliable calibration data, which may not be readily available as real-world environments often undergo unknown changes over time. In this paper, we propose a strategy for choosing an adaptive window and use the data therein to construct prediction sets. The window is selected by optimizing an estimated bias-variance tradeoff. We provide sharp coverage guarantees for our method, showing its adaptivity to the underlying temporal drift. We also illustrate its efficacy through numerical experiments on synthetic and real data.

stat.ME↗
arXiv2024

Model Assessment and Selection under Temporal Distribution Shift

We investigate model assessment and selection in a changing environment, by synthesizing datasets from both the current time period and historical epochs. To tackle unknown and potentially arbitrary temporal distribution shift, we develop an adaptive rolling window approach to estimate the generalization error of a given model. This strategy also facilitates the comparison between any two candidate models by estimating the difference of their generalization errors. We further integrate pairwise comparisons into a single-elimination tournament, achieving near-optimal model selection from a collection of candidates. Theoretical analyses and numerical experiments demonstrate the adaptivity of our proposed methods to the non-stationarity in data.

cs.LG↗