arXiv subjects

Jianfei Cao

Publications and source records attributed to Jianfei Cao.

9 recordsLinked to original sources

arXiv2026

Estimation and Inference for Synthetic Control Methods with Spillover Effects

Estimation and inference procedures for synthetic control methods often do not allow for the existence of spillover effects, which are plausible in many applications. In this paper, we consider estimation and inference for synthetic control methods, allowing for spillover effects. We propose estimators for both direct treatment effects and spillover effects and show that they are asymptotically unbiased. In addition, we propose an asymptotically valid inference procedure. Our estimation and inference procedure applies to cases with multiple treated units and/or multiple post-treatment periods, and to ones where the underlying factor model is either stationary or cointegrated. We discuss the bias from misspecified spillover structures and propose a test for correct specification. Simulation shows that our method beats existing methods when the remaining pure donor is substantially different from the treated unit. We apply our method to a classic empirical example that investigates the effect of California's tobacco control program as in Abadie, Diamond and Hainmueller (2010) and find evidence of spillovers.

econ.EM↗

arXiv2026

Causal Diffusion Models for Counterfactual Outcome Distributions in Longitudinal Data

Predicting counterfactual outcomes in longitudinal data, where sequential treatment decisions heavily depend on evolving patient states, is critical yet notoriously challenging due to complex time-dependent confounding and inadequate uncertainty quantification in existing methods. We introduce the Causal Diffusion Model (CDM), the first denoising diffusion probabilistic approach explicitly designed to generate full probabilistic distributions of counterfactual outcomes under sequential interventions. CDM employs a novel residual denoising architecture with relational self-attention, capturing intricate temporal dependencies and multimodal outcome trajectories without requiring explicit adjustments (e.g., inverse-probability weighting or adversarial balancing) for confounding. In rigorous evaluation on a pharmacokinetic-pharmacodynamic tumor-growth simulator widely adopted in prior work, CDM consistently outperforms state-of-the-art longitudinal causal inference methods, achieving a 15-30% relative improvement in distributional accuracy (1-Wasserstein distance) while maintaining competitive or superior point-estimate accuracy (RMSE) under high-confounding regimes. By unifying uncertainty quantification and robust counterfactual prediction in complex, sequentially confounded settings, without tailored deconfounding, CDM offers a flexible, high-impact tool for decision support in medicine, policy evaluation, and other longitudinal domains.

stat.ML↗

arXiv2026

The Condition-Number Principle for Prototype Clustering

We develop a geometric framework that links objective accuracy to structural recovery in prototype-based clustering. The analysis is algorithm-agnostic and applies to a broad class of admissible loss functions. We define a clustering condition number that compares within-cluster scale to the minimum loss increase required to move a point across a cluster boundary. When this quantity is small, any solution with a small suboptimality gap must also have a small misclassification error relative to a benchmark partition. The framework also clarifies a fundamental trade-off between robustness and sensitivity to cluster imbalance, leading to sharp phase transitions for exact recovery under different objectives. The guarantees are deterministic and non-asymptotic, and they separate the role of algorithmic accuracy from the intrinsic geometric difficulty of the instance. We further show that errors concentrate near cluster boundaries and that sufficiently deep cluster cores are recovered exactly under strengthened local margins. Together, these results provide a geometric principle for interpreting low objective values as reliable evidence of meaningful clustering structure.

stat.ML↗

arXiv2026

AI-Native 6G Physical Layer with Cross-Module Optimization and Cooperative Control Agents

In this article, a framework of AI-native cross-module optimized physical layer with cooperative control agents is proposed, which involves optimization across global AI/ML modules of the physical layer with innovative design of multiple enhancement mechanisms and control strategies. Specifically, it achieves simultaneous optimization across global modules of uplink AI/ML-based joint source-channel coding with modulation, and downlink AI/ML-based modulation with precoding and corresponding data detection, reducing traditional inter-module information barriers to facilitate end-to-end optimization toward global objectives. Moreover, multiple enhancement mechanisms are also proposed, including i) an AI/ML-based cross-layer modulation approach with theoretical analysis for downlink transmission that breaks the isolation of inter-layer features to expand the solution space for determining improved constellation, ii) a utility-oriented precoder construction method that shifts the role of the AI/ML-based CSI feedback decoder from recovering the original CSI to directly generating precoding matrices aiming to improve end-to-end performance, and iii) incorporating modulation into AI/ML-based CSI feedback to bypass bit-level bottlenecks that introduce quantization errors, non-differentiable gradients, and limitations in constellation solution spaces. Furthermore, AI/ML based control agents for optimized transmission schemes are proposed that leverage AI/ML to perform model switching according to channel state, thereby enabling integrated control for global throughput optimization. Finally, simulation results demonstrate the superiority of the proposed solutions in terms of BLER and throughput. These extensive simulations employ more practical assumptions that are aligned with the requirements of the 3GPP, which hopefully provides valuable insights for future standardization discussions.

eess.SP↗

arXiv2025

Synthetic Control Inference for Staggered Adoption

We introduce a synthetic control methodology to study policies with staggered adoption. Many policies, such as the board gender diversity policies, are replicated by other policy setters at different time frames. Our method estimates the dynamic average treatment effects on the treated using variation introduced by the staggered adoption of policies. Our method gives asymptotically unbiased estimators of many interesting quantities and delivers asymptotically valid inference. By using the proposed method and national labor data in Europe, we find evidence that regulation on board gender diversity leads to an increase in full-time employment for female professionals.

econ.EM↗

arXiv2025

Neighborhood Stability in Double/Debiased Machine Learning with Dependent Data

This paper studies double/debiased machine learning (DML) methods applied to weakly dependent data. We allow observations to be situated in a general metric space that accommodates spatial and network data. Existing work implements cross-fitting by excluding from the training fold observations sufficiently close to the evaluation fold. We find in simulations that this can result in exceedingly small training fold sizes, particularly with network data. We therefore seek to establish the validity of DML without cross-fitting, building on recent work by Chen et al. (2022). They study i.i.d. data and require the machine learner to satisfy a natural stability condition requiring insensitivity to data perturbations that resample a single observation. We extend these results to dependent data by strengthening stability to "neighborhood stability," which requires insensitivity to resampling observations in any slowly growing neighborhood. We show that existing results on the stability of various machine learners can be adapted to verify neighborhood stability.

econ.EM↗

arXiv2025

Assessing Heterogeneity of Treatment Effects

Heterogeneous treatment effects are of major interest in economics. For example, a poverty reduction measure would be best evaluated by its effects on those who would be poor in the absence of the treatment, or by the share among the poor who would increase their earnings because of the treatment. While these quantities are not identified, we derive nonparametrically sharp bounds using only the marginal distributions of the control and treated outcomes. Applications to microfinance and welfare reform demonstrate their utility even when the average treatment effects are not significant and when economic theory makes opposite predictions between heterogeneous individuals.

econ.EM↗

arXiv2025

Artificial Geographically Weighted Neural Network: A Novel Framework for Spatial Analysis with Geographically Weighted Layers

Geographically Weighted Regression (GWR) is a widely recognized technique for modeling spatial heterogeneity. However, it is commonly assumed that the relationships between dependent and independent variables are linear. To overcome this limitation, we propose an Artificial Geographically Weighted Neural Network (AGWNN), a novel framework that integrates geographically weighted techniques with neural networks to capture complex nonlinear spatial relationships. Central to this framework is the Geographically Weighted Layer (GWL), a specialized component designed to encode spatial heterogeneity within the neural network architecture. To rigorously evaluate the performance of AGWNN, we conducted comprehensive experiments using both simulated datasets and real-world case studies. Our results demonstrate that AGWNN significantly outperforms traditional GWR and standard Artificial Neural Networks (ANNs) in terms of model fitting accuracy. Notably, AGWNN excels in modeling intricate nonlinear relationships and effectively identifies complex spatial heterogeneity patterns, offering a robust and versatile tool for advanced spatial analysis.

cs.LG↗

arXiv2022

Inference for Dependent Data with Learned Clusters

This paper presents and analyzes an approach to cluster-based inference for dependent data. The primary setting considered here is with spatially indexed data in which the dependence structure of observed random variables is characterized by a known, observed dissimilarity measure over spatial indices. Observations are partitioned into clusters with the use of an unsupervised clustering algorithm applied to the dissimilarity measure. Once the partition into clusters is learned, a cluster-based inference procedure is applied to a statistical hypothesis testing procedure. The procedure proposed in the paper allows the number of clusters to depend on the data, which gives researchers a principled method for choosing an appropriate clustering level. The paper gives conditions under which the proposed procedure asymptotically attains correct size. A simulation study shows that the proposed procedure attains near nominal size in finite samples in a variety of statistical testing problems with dependent data.

math.ST↗