arXiv subjects

Kaiwen Hou

Publications and source records attributed to Kaiwen Hou.

8 recordsLinked to original sources

arXiv2025

Conceptual Design Report of Super Tau-Charm Facility: The Accelerator

Electron-positron colliders operating in the GeV region of center-of-mass energies or the Tau-Charm energy region, have been proven to enable competitive frontier research, due to its several unique features. With the progress of high energy physics in the last two decades, a new-generation Tau-Charm factory, Super Tau Charm Facility (STCF) has been actively promoting by the particle physics community in China. STCF holds great potential to address fundamental questions such as the essence of color confinement and the matter-antimatter asymmetry in the universe in the next decades. The main design goals of STCF are with a center-of-mass energy ranging from 2 to 7 GeV and a peak luminosity surpassing 5*10^34 cm^-2s^-1 that is optimized at a center-of-mass energy of 4 GeV, which is about 50 times that of the currently operating Tau-Charm factory - BEPCII. The STCF accelerator is composed of two main parts: a double-ring collider with the crab-waist collision scheme and an injector that provides top-up injections for both electron and positron beams. As a typical third-generation electron-positron circular collider, the STCF accelerator faces many challenges in both accelerator physics and technology. In this paper, the conceptual design of the STCF accelerator complex is presented, including the ongoing efforts and plans for technological R&D, as well as the required infrastructure. The STCF project aims to secure support from the Chinese central government for its construction during the 15th Five-Year Plan (2026-2030) in China.

physics.acc-ph↗

arXiv2025

C-Learner: Constrained Learning for Causal Inference

Popular debiased estimation methods for causal inference -- such as augmented inverse propensity weighting and targeted maximum likelihood estimation -- enjoy desirable asymptotic properties like statistical efficiency and double robustness but they can produce unstable estimates when there is limited overlap between treatment and control, requiring additional assumptions or ad hoc adjustments in practice (e.g., truncating propensity scores). In contrast, simple plug-in estimators are stable but lack desirable asymptotic properties. We propose a novel debiasing approach that achieves the best of both worlds, producing stable plug-in estimates with desirable asymptotic properties. Our constrained learning framework solves for the best plug-in estimator under the constraint that the first-order error with respect to the plugged-in quantity is zero, and can leverage flexible model classes including neural networks and tree ensembles. In several experimental settings, including ones in which we handle text-based covariates by fine-tuning language models, our constrained learning-based estimator outperforms basic versions of one-step estimation and targeting in challenging settings with limited overlap between treatment and control, and performs similarly otherwise.

stat.ML↗

arXiv2024

Geometry-Aware Normalizing Wasserstein Flows for Optimal Causal Inference

This paper presents a groundbreaking approach to causal inference by integrating continuous normalizing flows (CNFs) with parametric submodels, enhancing their geometric sensitivity and improving upon traditional Targeted Maximum Likelihood Estimation (TMLE). Our method employs CNFs to refine TMLE, optimizing the Cramér-Rao bound and transitioning from a predefined distribution $p_0$ to a data-driven distribution $p_1$. We innovate further by embedding Wasserstein gradient flows within Fokker-Planck equations, thus imposing geometric structures that boost the robustness of CNFs, particularly in optimal transport theory. Our approach addresses the disparity between sample and population distributions, a critical factor in parameter estimation bias. We leverage optimal transport and Wasserstein gradient flows to develop causal inference methodologies with minimal variance in finite-sample settings, outperforming traditional methods like TMLE and AIPW. This novel framework, centered on Wasserstein gradient flows, minimizes variance in efficient influence functions under distribution $p_t$. Preliminary experiments showcase our method's superiority, yielding lower mean-squared errors compared to standard flows, thereby demonstrating the potential of geometry-aware normalizing Wasserstein flows in advancing statistical modeling and inference.

cs.LG↗

arXiv2023

Adaptive Bayesian Learning with Action and State-Dependent Signal Variance

This manuscript presents an advanced framework for Bayesian learning by incorporating action and state-dependent signal variances into decision-making models. This framework is pivotal in understanding complex data-feedback loops and decision-making processes in various economic systems. Through a series of examples, we demonstrate the versatility of this approach in different contexts, ranging from simple Bayesian updating in stable environments to complex models involving social learning and state-dependent uncertainties. The paper uniquely contributes to the understanding of the nuanced interplay between data, actions, outcomes, and the inherent uncertainty in economic models.

stat.ME↗

arXiv2022

Inference for Model Misspecification in Interest Rate Term Structure using Functional Principal Component Analysis

Level, slope, and curvature are three commonly-believed principal components in interest rate term structure and are thus widely used in modeling. This paper characterizes the heterogeneity of how misspecified such models are through time. Presenting the orthonormal basis in the Nelson-Siegel model interpretable as the three factors, we design two nonparametric tests for whether the basis is equivalent to the data-driven functional principal component basis underlying the yield curve dynamics, considering the ordering of eigenfunctions or not, respectively. Eventually, we discover high dispersion between the two bases when rare events occur, suggesting occasional misspecification even if the model is overall expressive.

econ.EM↗

arXiv2022

Crises Do Not Cause Lower Short-Term Growth

It is commonly believed that financial crises "lead to" lower growth of a country during the two-year recession period, which can be reflected by their post-crisis GDP growth. However, by contrasting a causal model with a standard prediction model, this paper argues that such a belief is non-causal. To make causal inferences, we design a two-stage staggered difference-in-differences model to estimate the average treatment effects. Interpreting the residuals as the contribution of each crisis to the treatment effects, we astonishingly conclude that cross-sectional crises are often limited to providing relevant causal information to policymakers.

econ.EM↗

arXiv2022

Spectral Regularization: an Inductive Bias for Sequence Modeling

Various forms of regularization in learning tasks strive for different notions of simplicity. This paper presents a spectral regularization technique, which attaches a unique inductive bias to sequence modeling based on an intuitive concept of simplicity defined in the Chomsky hierarchy. From fundamental connections between Hankel matrices and regular grammars, we propose to use the trace norm of the Hankel matrix, the tightest convex relaxation of its rank, as the spectral regularizer. To cope with the fact that the Hankel matrix is bi-infinite, we propose an unbiased stochastic estimator for its trace norm. Ultimately, we demonstrate experimental results on Tomita grammars, which exhibit the potential benefits of spectral regularization and validate the proposed stochastic estimator.

cs.LG↗

arXiv2021

A New Proof of Sturm's Theorem via Matrix Theory

By the classical Sturm's theorem, the number of distinct real roots of a given real polynomial $f(x)$ within any interval $(a,b]$ can be expressed by the number of variations in the sign of the Sturm chain at the bounds. Through constructing the "Sturm matrix", a symmetric matrix associated with $f(x)$ over $\mathbb R[x]$, variations in the sign of $f(x)$ can be characterized by the negative index of inertia. Therefore, this paper offers a new proof of Sturm's theorem using matrix theory.

math.CO↗