arXiv subjects

Hansheng Jiang

Publications and source records attributed to Hansheng Jiang.

9 recordsLinked to original sources

arXiv2026

Demand Estimation with Unobserved Stockout Substitution: Exact Likelihood Maximization

When a product is sold out, customers who prefer it may buy a substitute or leave without purchasing. Efficient demand estimation in this setting is challenging when inventory is observed only at replenishments, because the stockout times, and hence the products available to each customer, are unobserved. Estimating demand efficiently under stockout substitution has been a challenging problem since Anupindi et al. (1998), and it has become more pressing as the scale of such problem instances grows thanks to innovations in retailing such as unmanned stores. We provide a complete solution to this problem for the multinomial logit (MNL) model, the most widely used model of customer choice. Using a continuous-time representation of the purchase process developed in Zhou et al. (2026), we show that the exact likelihood and its gradient are one-dimensional integrals, no matter how many products, customers, or stockouts there are. Both can be evaluated at a cost linear in the numbers of products and periods. Our method estimates demand for 2,000 products from 2,000 selling periods in under ten minutes.

stat.ME↗

arXiv2026

Polylogarithmic Sparsity of Randomly Reweighted NPMLEs for Gaussian Mixtures

The nonparametric maximum likelihood estimator (NPMLE) of a Gaussian location mixture maximizes the likelihood over the infinite-dimensional space of mixing distributions. The maximizing mixing distribution can be nonunique, and the classical bound on its number of atoms grows linearly with the sample size $n$. We show that a vanishingly small random perturbation of the likelihood yields exact polylogarithmic sparsity. The resulting randomly reweighted NPMLE maximizes a weighted likelihood whose independent weights, taken to be Gamma in our analysis, concentrate around one as $n$ grows. With high probability, it is unique, has $O\{(\log n/\log\log n)^d+\log n\}$ atoms in dimension $d$, nearly maximizes the ordinary likelihood, and estimates the mixture density at a Hellinger rate that is parametric up to logarithmic factors. This sparsity holds for the estimator itself, not for an approximation of it, and requires no support penalty. The proof rests on an effective-dimension principle for positive kernel mixtures: low-dimensional variation of the fitted values controls the support of every extreme point of the set of maximizers. Numerical illustrations verify that the reweighted NPMLE has Hellinger risk and support size comparable to those of the ordinary NPMLE.

stat.ME↗

arXiv2026

Conformal Robustness in Prediction-Driven Decision-Making

Modern prediction-driven decision systems often rely on black-box predictors, but a point forecast alone does not provide the uncertainty scale required for robust downstream decision-making. We build a score-calibrated robustness framework that converts any fixed point predictor into a decision-relevant uncertainty representation through distribution-free conformal calibration. We use the conformal score, rather than a particular uncertainty set, as the primitive unit of robustness. The same score determines coverage-calibrated uncertainty sets for reliability-based robust optimization and normalizes target violations in a target-oriented formulation, Conformal Robust Satisficing. This formulation induces a conformal fragility measure that quantifies how rapidly performance deteriorates as the realized parameter departs from the forecast on the conformal score scale. For objective-uncertainty problems under standard convexity and duality conditions, we show that the reliability-based and target-oriented formulations parameterize the same score-calibrated robust decision frontier. This equivalence yields a data-driven mapping between reliability levels and acceptable targets and characterizes the marginal cost of robustness. Synthetic experiments validate the theoretical guarantees and illustrate the reliability-target correspondence. A real-data online-grocery case study demonstrates how the interface combines deep-learning demand forecasts with tractable inventory optimization, thereby improving reliability and reducing operational costs. Overall, our work shows that conformal scores endow fixed black-box predictors with an interpretable uncertainty scale for downstream decision-making while enabling reliability guarantees, acceptable-target selection, and fragility analysis within a unified framework.

stat.ML↗

arXiv2026

Simulation-Based Evaluation of Energy-Constrained Quantum-Classical Competition

This paper develops a simulation-based framework for evaluating the energy implications of quantum and classical computing firms competing in a market with limited energy resources. We model providers as differentiated Cournot competitors whose feasible service capacity is induced by technology-specific energy scaling laws: polylogarithmic for quantum algorithms that achieve an equivalent computational target and polynomial for classical emulation. For symmetric groups of quantum and classical firms, the equilibrium reduces to a tractable two-equation system that supports large scenario sweeps over market size, technology mix, and hardware coefficients. We characterize the capacity-constrained Nash equilibrium, prove the existence of a demand scale beyond which quantum service becomes more energy efficient, and report numerical experiments calibrated to trapped-ion and Rydberg platforms. The results identify when quantum energy advantage is only asymptotic and when it becomes operationally relevant.

quant-ph↗

arXiv2025

Spatial Supply Repositioning with Censored Demand Data

We consider a network inventory system motivated by one-way, on-demand vehicle sharing services. Under uncertain and correlated network demand, the service operator periodically repositions vehicles to match a fixed supply with spatial customer demand while minimizing costs. Finding an optimal repositioning policy in such a general inventory network is analytically and computationally challenging. We introduce a base-stock repositioning policy as a multidimensional generalization of the classical inventory rule to $n$ locations, and we establish its asymptotic optimality under two practically relevant regimes. We present exact reformulations that enable efficient computation of the best base-stock policy in an offline setting with historical data. In the online setting, we illustrate the challenges of learning with censored data in networked systems through a regret lower bound analysis and by demonstrating the suboptimality of alternative algorithmic approaches. We propose a Surrogate Optimization and Adaptive Repositioning algorithm and prove that it attains an optimal regret of $O(n^{2.5} \sqrt{T})$, which matches the regret lower bound in $T$ with polynomial dependence on $n$. Our work highlights the critical role of inventory repositioning in the viability of shared mobility businesses and illuminates the inherent challenges posed by data and network complexity. Our results demonstrate that simple, interpretable policies, such as the state-independent base-stock policies we analyze, can provide significant practical value and achieve near-optimal performance.

stat.ML↗

arXiv2025

A Nonparametric Maximum Likelihood Approach to Mixture of Regression

We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the mixing distribution form and rely on the EM algorithm, we develop a fully nonparametric maximum likelihood estimator (NPMLE). We show that this estimator exists under broad conditions and can be computed via a discrete approximation procedure inspired by the exemplar method. We further establish theoretical guarantees demonstrating that the NPMLE achieves near-parametric rates in estimating the conditional density of $Y|X$, both for fixed and random designs, when $σ$ is known and $G^*$ has compact support. In the random design setting, we also prove consistency of the estimated mixing distribution in the Lévy-Prokhorov distance. Numerical experiments indicate that our approach performs well and additionally enables posterior-based individualized coefficient inference through an empirical Bayes framework.

stat.ME↗

arXiv2025

Out-of-distribution Robust Optimization

In this paper, we consider the contextual robust optimization problem under an out-of-distribution setting. The contextual robust optimization problem considers a risk-sensitive objective function for an optimization problem with the presence of a context vector (also known as covariates or side information) capturing related information. While the existing works mainly consider the in-distribution setting, and the resultant robustness achieved is in an out-of-sample sense, our paper studies an out-of-distribution setting where there can be a difference between the test environment and the training environment where the data are collected. We propose methods that handle this out-of-distribution setting, and the key relies on a density ratio estimation for the distribution shift. We show that additional structures such as covariate shift and label shift are not only helpful in defending distribution shift but also necessary in avoiding non-trivial solutions compared to other principled methods such as distributionally robust optimization. We also illustrate how the covariates can be useful in this procedure. Numerical experiments generate more intuitions and demonstrate that the proposed methods can help avoid over-conservative solutions.

math.OC↗

arXiv2023

Smoothness-Adaptive Dynamic Pricing with Nonparametric Demand Learning

We study the dynamic pricing problem where the demand function is nonparametric and Hölder smooth, and we focus on adaptivity to the unknown Hölder smoothness parameter $β$ of the demand function. Traditionally the optimal dynamic pricing algorithm heavily relies on the knowledge of $β$ to achieve a minimax optimal regret of $\widetilde{O}(T^{\frac{β+1}{2β+1}})$. However, we highlight the challenge of adaptivity in this dynamic pricing problem by proving that no pricing policy can adaptively achieve this minimax optimal regret without knowledge of $β$. Motivated by the impossibility result, we propose a self-similarity condition to enable adaptivity. Importantly, we show that the self-similarity condition does not compromise the problem's inherent complexity since it preserves the regret lower bound $Ω(T^{\frac{β+1}{2β+1}})$. Furthermore, we develop a smoothness-adaptive dynamic pricing algorithm and theoretically prove that the algorithm achieves this minimax optimal regret bound without the prior knowledge $β$.

stat.ML↗

arXiv2022

Quantum Computing Methods for Supply Chain Management

Quantum computing is expected to have transformative influences on many domains, but its practical deployments on industry problems are underexplored. We focus on applying quantum computing to operations management problems in industry, and in particular, supply chain management. Many problems in supply chain management involve large state and action spaces and pose computational challenges on classic computers. We develop a quantized policy iteration algorithm to solve an inventory control problem and demonstrative its effectiveness. We also discuss in-depth the hardware requirements and potential challenges on implementing this quantum algorithm in the near term. Our simulations and experiments are powered by \texttt{IBM Qiskit} and the \texttt{qBraid} system.

quant-ph↗