arXiv subjects

Peng Ding

Publications and source records attributed to Peng Ding.

At least 19 recordsLinked to original sources

arXiv2026

Misspecified regressions with mixed regressors: robust inference and causal interpretation

For analytic convenience, existing statistical frameworks either assume random or fixed regressors. However, it is a little awkward that they do not cover the practical case of estimating the average treatment effect in experiments with randomized treatments and non-randomized, fixed pretreatment covariates. We unify the literature by providing the theory for regressions with mixed regressors that contain both random and fixed components. Importantly, our theory allows for misspecification of the regression functions. We first establish general results for estimating equations with both random and fixed components and then use it to analyze misspecified linear regression, with applications to completely randomized experiments. We focus on the causal interpretation of the regression coefficients and standard errors even when the models are wrong. We start with the theory for independent data and then extend the discussion to clustered data.

math.ST↗

arXiv2026

Introducing the CP-plot for Causal Inference with Observational Studies

Under the canonical setting of observational studies for causal inference, we derive a set of exact representations for pairwise differences among weighted average treatment effects as covariances between the conditional average treatment effect and the propensity score, up to positive scaling factors. These covariance representations bridge the two core concepts in causal inference with observational studies. They immediately imply that (i) the average treatment effect is bracketed by the average treatment effects on the treated and on the controls, with the direction determined by the sign of the covariance between the conditional average treatment effect and the propensity score, and (ii) the average treatment effect under the overlap weight, the weight that is proportional to the conditional variance of the treatment given the covariates, is bracketed by the average treatment effects on the treated and controls when the corresponding covariances have a common sign within both the treated and control groups. We further extend these results to weighted local average treatment effects in the instrumental variable framework. Building on this theory, we recommend the ``CP-plot'' of the estimated conditional average treatment effect against the estimated propensity score, and implement it in the R package \texttt{CPplot}.

stat.ME↗

arXiv2026

Stdlib or Third-Party? Empirical Performance and Correctness of LLM-Assisted Zero-Dependency Python Libraries

Third-party Python libraries introduce dependency management overhead, supply chain risk, and deployment friction in constrained environments. A natural question is how much of this ecosystem can be replicated using only Python's standard library -- and at what correctness and performance cost. We address this empirically through zerodep, a growing collection of single-file Python modules, each a stdlib-only reimplementation of a popular third-party library, developed with LLM assistance under strict constraints: no external imports, single file, drop-in API compatibility, and mandatory correctness validation against the reference library. Spanning over 40 modules across 12 categories -- including serialization, networking, cryptography, agent protocols, and text processing -- zerodep provides a controlled testbed for two interrelated questions: (1) Where does the stdlib suffice? and (2) Can LLMs effectively generate correct, performant code under tight symbolic constraints? Systematic benchmarking shows that stdlib-only implementations achieve performance parity (within 2x of the reference) in the majority of cases. The primary performance cliff is C-extension-backed computation (image processing, binary serialization, low-level crypto), not the inherent overhead of pure-Python third-party libraries. Conversely, many widely-used libraries carry architectural overhead that LLM-generated stdlib reimplementations avoid, yielding 5--115x speedups in several categories. We characterize the stdlib capability boundary across complexity tiers and library categories, discuss where LLM-assisted development succeeds and where it requires iterative human correction, and examine implications for dependency-free software engineering at scale. zerodep is open-source at https://github.com/Oaklight/zerodep.

cs.SE↗

arXiv2026

Affinity Tailor: Dynamic Locality-Aware Scheduling at Scale

Modern large multicore systems often run multiple workloads that share CPUs under schedulers such as Linux CFS. To keep CPUs busy, these schedulers load-balance runnable work, causing each workload to execute on many cores. This weakens locality at the microarchitectural level: workloads lose reuse in caches, branch predictors, and prefetchers, and interfere more with one another - especially on chiplet-based systems, where spreading execution across cores also spreads it across LLC boundaries. A natural alternative is strict CPU partitioning, but hard partitions leave capacity idle when workloads do not fully use their reserved CPUs. We present Affinity Tailor, a userspace-guided kernel scheduling system built on a key insight: the kernel can preserve locality for workloads that share CPUs by treating demand-sized, topologically compact CPU sets as affinity hints rather than hard partitions. A userspace controller estimates each workload's CPU demand online and assigns a preferred CPU set sized to that demand, chosen to be as disjoint as possible from other workloads while spanning as few LLC domains as possible. The kernel then uses this set as an affinity hint, steering threads toward those CPUs while still allowing execution elsewhere when needed to preserve utilization. Deployed at Google, Affinity Tailor delivers geometric-mean per-CPU throughput gains of 12% on chiplet-based systems and 3% on non-chiplet systems over Linux CFS. Furthermore, faster execution reduces memory residency, yielding per-GB throughput gains of 3-7%. Our findings suggest that future schedulers should treat spatial locality as a first-class objective, even at the expense of work-conservation.

cs.OS↗

arXiv2026

LLM-Rosetta: A Hub-and-Spoke Intermediate Representation for Cross-Provider LLM API Translation

The rapid proliferation of Large Language Model (LLM) providers--each exposing proprietary API formats--has created a fragmented ecosystem where applications become tightly coupled to individual vendors. Switching or bridging providers requires $O(N^2)$ bilateral adapters, impeding portability and multi-provider architectures. We observe that despite substantial syntactic divergence, the major LLM APIs share a common semantic core: the practical challenge is the combinatorial surface of syntactic variations, not deep semantic incompatibility. Based on this finding, we present LLM-Rosetta, an open-source translation framework built on a hub-and-spoke Intermediate Representation (IR) that captures the shared semantic core--messages, content parts, tool calls, reasoning traces, and generation controls--in a 9-type content model and 10-type stream event schema. A modular Ops-composition converter architecture enables each API standard to be added independently. LLM-Rosetta supports bidirectional conversion (provider-to-IR-to-provider) for both request and response payloads, including chunk-level streaming with stateful context management. We implement converters for four API standards (OpenAI Chat Completions, OpenAI Responses, Anthropic Messages, and Google GenAI), covering the vast majority of commercial providers. Empirical evaluation demonstrates lossless round-trip fidelity, correct streaming behavior, and sub-100 microsecond conversion overhead--competitive with LiteLLM's single-pass approach while providing bidirectionality and provider neutrality. LLM-Rosetta passes the Open Responses compliance suite and is deployed in production at Argonne National Laboratory. Code is available at https://github.com/Oaklight/llm-rosetta.

cs.SE↗

arXiv2026

Estimating within-cluster and between-cluster spillover effects in randomized saturation designs

Randomized saturation designs are two-stage experiments: they first randomly assign treatment probabilities over the clusters and then randomly assign the treatment to the units within the clusters. The existing literature on randomized saturation designs focuses on estimating within-cluster spillover effects by assuming away between-cluster spillover effects. However, the units may interact across clusters in many practical randomized saturation designs. A leading example is that some units are geographically close to each other, so spillover effects arise across clusters. Based on the potential outcomes framework, we formulate the causal inference problem of estimating within-cluster and between-cluster spillover effects in randomized saturation designs. We clarify the causal estimands and establish the statistical theory for estimation and inference. We also apply our method to analyze a recent randomized saturation design of cash transfer on household expenditure in Kenya.

stat.ME↗

arXiv2026

Generative modeling for the bootstrap

Generative modeling builds on and substantially advances the classical idea of simulating synthetic data from observed samples. This paper shows that this principle is not only natural but also theoretically well-founded for bootstrap inference: it yields statistically valid confidence intervals that apply simultaneously to both regular and irregular estimators, including settings in which Efron's bootstrap fails. In this sense, the generative modeling-based bootstrap can be viewed as a modern version of the smoothed bootstrap: it could mitigate the curse of dimensionality and remain effective in challenging regimes where estimators may lack root-$n$ consistency or a Gaussian limit.

stat.ME↗

arXiv2026

Introducing the b-value: combining unbiased and biased estimators from a sensitivity analysis perspective

In empirical research, when we have multiple estimators for the same parameter of interest, a central question arises: how do we combine unbiased but less precise estimators with biased but more precise ones to improve the inference? Under this setting, the point estimation problem has attracted considerable attention. In this paper, we focus on a less studied inference question: how can we conduct valid statistical inference in such settings with unknown bias? We propose a strategy to combine unbiased and biased estimators from a sensitivity analysis perspective. We derive a sequence of confidence intervals indexed by the magnitude of the bias, which enable researchers to assess how conclusions vary with the bias levels. Importantly, we introduce the notion of the b-value, a critical value of the unknown maximum relative bias at which combining estimators does not yield a significant result. We apply this strategy to three canonical combined estimators: the precision-weighted estimator, the pretest estimator, and the soft-thresholding estimator. For each estimator, we characterize the sequence of confidence intervals and determine the bias threshold at which the conclusion changes. Based on the theory, we recommend reporting the b-value based on the soft-thresholding estimator and its associated confidence intervals, which are robust to unknown bias and achieve the lowest worst-case risk among the alternatives.

stat.ME↗

arXiv2026

Decoupling and randomization for double-indexed permutation statistics

This paper introduces a version of decoupling and randomization to establish concentration inequalities for double-indexed permutation statistics. The results yield, among other applications, a new combinatorial Hanson-Wright inequality and a new combinatorial Bennett inequality. Several illustrative examples from rank-based statistics, graph-based statistics, and causal inference are also provided.

math.ST↗

arXiv2026

Many Experiments, Few Repetitions, Unpaired Data, and Sparse Effects: Is Causal Inference Possible?

We study the problem of estimating causal effects under hidden confounding in the following unpaired data setting: we observe some covariates $X$ and an outcome $Y$ under different experimental conditions (environments) but do not observe them jointly; we either observe $X$ or $Y$. Under appropriate regularity conditions, the problem can be cast as an instrumental variable (IV) regression with the environment acting as a (possibly high-dimensional) instrument. When there are many environments but only a few observations per environment, standard two-sample IV estimators fail to be consistent. We propose a GMM-type estimator based on cross-fold sample splitting of the instrument-covariate sample and prove that it is consistent as the number of environments grows but the sample size per environment remains constant. We further extend the method to sparse causal effects via $\ell_1$-regularized estimation and post-selection refitting.

stat.ML↗

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.

stat.ME↗

arXiv2025

Principled analysis of crossover designs: causal effects, efficient estimation, and robust inference

Crossover designs randomly assign each unit to receive a sequence of treatments. By comparing outcomes within the same unit, these designs can effectively eliminate between-unit variation and facilitate the identification of both instantaneous effects of current treatments and carryover effects from past treatments. They are widely used in traditional biomedical studies and are increasingly adopted in modern digital platforms. However, standard analyses of crossover designs often rely on strong parametric models, making inference vulnerable to model misspecification. This paper adopts a design-based framework to analyze general crossover designs. We make two main contributions. First, we use potential outcomes to formally define the causal estimands and assumptions on the data-generating process. For any given type of crossover design and assumptions on potential outcomes, we outline a procedure for identification and estimation, emphasizing the central role of the treatment assignment mechanism in design-based inference. Second, we unify the analysis of crossover designs using least squares, with restrictions on the coefficients and weights on the units. Based on the theory, we recommend the specification of the regression function, weighting scheme, and coefficient restrictions to assess identifiability, construct efficient estimators, and estimate variances in a unified fashion. Crucially, the least squares procedure is simple to implement, and yields not only consistent and efficient point estimates but also valid variance estimates even when the working regression model is misspecified.

stat.ME↗

arXiv2025

Friend or Foe: How LLMs' Safety Mind Gets Fooled by Intent Shift Attack

Large language models (LLMs) remain vulnerable to jailbreaking attacks despite their impressive capabilities. Investigating these weaknesses is crucial for robust safety mechanisms. Existing attacks primarily distract LLMs by introducing additional context or adversarial tokens, leaving the core harmful intent unchanged. In this paper, we introduce ISA (Intent Shift Attack), which obfuscates LLMs about the intent of the attacks. More specifically, we establish a taxonomy of intent transformations and leverage them to generate attacks that may be misperceived by LLMs as benign requests for information. Unlike prior methods relying on complex tokens or lengthy context, our approach only needs minimal edits to the original request, and yields natural, human-readable, and seemingly harmless prompts. Extensive experiments on both open-source and commercial LLMs show that ISA achieves over 70% improvement in attack success rate compared to direct harmful prompts. More critically, fine-tuning models on only benign data reformulated with ISA templates elevates success rates to nearly 100%. For defense, we evaluate existing methods and demonstrate their inadequacy against ISA, while exploring both training-free and training-based mitigation strategies. Our findings reveal fundamental challenges in intent inference for LLMs safety and underscore the need for more effective defenses. Our code and datasets are available at https://github.com/NJUNLP/ISA.

cs.CL↗

arXiv2025

Unifying regression-based and design-based causal inference in time-series experiments

Time-series experiments, also called switchback experiments or N-of-1 trials, play increasingly important roles in modern applications in medical and industrial areas. Under the potential outcomes framework, recent research has studied time-series experiments from the design-based perspective, relying solely on the randomness in the design to drive the statistical inference. Focusing on simpler statistical methods, we examine the design-based properties of regression-based methods for estimating treatment effects in time-series experiments. We demonstrate that the treatment effects of interest can be consistently estimated using ordinary least squares with an appropriately specified working model and transformed regressors. Our analysis allows for estimating a diverging number of treatment effects simultaneously, and establishes the consistency and asymptotic normality of the regression-based estimators. Additionally, we show that asymptotically, the heteroskedasticity and autocorrelation consistent variance estimators provide conservative estimates of the true, design-based variances. Importantly, although our approach relies on regression, our design-based framework allows for misspecification of the regression model.

stat.ME↗

arXiv2025

TERRA: A Transformer-Enabled Recursive R-learner for Longitudinal Heterogeneous Treatment Effect Estimation

Accurately estimating heterogeneous treatment effects (HTE) in longitudinal settings is essential for personalized decision-making across healthcare, public policy, education, and digital marketing. However, time-varying interventions introduce many unique challenges, such as carryover effects, time-varying heterogeneity, and post-treatment bias, which are not addressed by standard HTE methods. To address these challenges, we introduce TERRA (Transformer-Enabled Recursive R-learner), which facilitates longitudinal HTE estimation with flexible temporal modeling and learning. TERRA has two components. First, we use a Transformer architecture to encode full treatment-feature histories, enabling the representation of long-range temporal dependencies and carryover effects, hence capturing individual- and time-specific treatment effect variation more comprehensively. Second, we develop a recursive residual-learning formulation that generalizes the classical structural nested mean models (SNMMs) beyond parametric specifications, addressing post-treatment bias while reducing reliance on functional assumptions. In simulations and data applications, TERRA consistently outperforms strong baselines in HTE estimation in both accuracy and stability, highlighting the value of combining principled causal structure with high-capacity sequence models for longitudinal HTE.

stat.ME↗

arXiv2025

SOP-Maze: Evaluating Large Language Models on Complicated Business Standard Operating Procedures

As large language models (LLMs) are widely deployed as domain-specific agents, many benchmarks have been proposed to evaluate their ability to follow instructions and make decisions in real-world scenarios. However, business scenarios often involve complex standard operating procedures (SOPs), and the evaluation of LLM capabilities in such contexts has not been fully explored. To bridge this gap, we propose SOP-Maze, a benchmark constructed from real-world business data and adapted into a collection of 397 instances and 3422 subtasks from 23 complex SOP scenarios. We further categorize SOP tasks into two broad classes: Lateral Root System (LRS), representing wide-option tasks that demand precise selection; and Heart Root System (HRS), which emphasizes deep logical reasoning with complex branches. Extensive experiments reveal that nearly all state-of-the-art models struggle with SOP-Maze. We conduct a comprehensive analysis and identify three key error categories: (i) route blindness: difficulty following procedures; (ii) conversational fragility: inability to handle real dialogue nuances; and (iii) calculation errors: mistakes in time or arithmetic reasoning under complex contexts. The systematic study explores LLM performance across SOP tasks that challenge both breadth and depth, offering new insights for improving model capabilities. We have open-sourced our work on: https://github.com/meituan-longcat/SOP-Maze.

cs.CL↗

arXiv2025

Inverse regression for causal inference with multiple outcomes

With multiple outcomes in empirical research, a common strategy is to define a composite outcome as a weighted average of the original outcomes. However, the choices of weights are often subjective and can be controversial. We propose an inverse regression strategy for causal inference with multiple outcomes. The key idea is to regress the treatment on the outcomes, which is the inverse of the standard regression of the outcomes on the treatment. Although this strategy is simple and even counterintuitive, it has several advantages. First, testing for zero coefficients of the outcomes is equivalent to testing for zero treatment effects, even though the inverse regression is deemed misspecified. Second, the coefficients of the outcomes provide data-driven weights for defining a composite outcome. Interestingly, these weights maximize the standardized effect size, a measure commonly used for univariate outcomes in empirical studies. We also discuss the associated inference issues. Third, this strategy is applicable to general study designs. We illustrate the theory in both randomized experiments and observational studies. We implement the proposed method in our R package invreg, available at https://github.com/zhangwei0125/invreg.

stat.ME↗

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.

stat.ME↗