arXiv subjects

Shuguang Yu

Publications and source records attributed to Shuguang Yu.

4 recordsLinked to original sources

arXiv2026

Global Average Treatment Effects for Individualized Randomization Experiments with Aggregate Data

Individualized randomized experiments are central to online platforms for optimizing personalized decisions in complex environments. In two-sided markets, however, standard treatment effect estimation is often invalid due to strong temporal and cross-unit interference, a challenge compounded when only aggregated data are available because of privacy or system constraints. To address these issues, we identify the Global Average Treatment Effect (GATE) using only group-level data from treatment and control groups. We first establish identification conditions based on aggregated observations, and then propose the Individualized Randomized Experiment Varying Coefficient Decision Process (IRE-VCDP) model, which accounts for interference through supply-demand dynamics. Building on this framework, we develop a complete procedure for estimation and statistical inference of the GATE, along with theoretical guarantees for the proposed test. Extensive simulations and real-world experiments using data from a leading ridesharing platform demonstrate the effectiveness of our approach.

stat.ME↗

arXiv2025

StatEval: A Comprehensive Benchmark for Large Language Models in Statistics

Despite rapid advances in large language models (LLMs), statistical reasoning remains underrepresented in existing LLM benchmarks, which often do not reflect the layered, proof-driven nature of real statistical practice. To address this gap, we introduce \textbf{StatEval}, the first large-scale benchmark for statistical reasoning across curricular and research-level settings. StatEval includes over 100,000 curated problems, with 20,000+ foundational questions spanning undergraduate and graduate curricula and 80,000+ research-level proof tasks extracted from leading statistical journals. To construct StatEval, we develop \textbf{TRACE} (Topology and Reasoning-Aware Context Extractor), a multi-agent pipeline with human-in-the-loop validation that converts unstructured academic texts into self-contained theorem-level reasoning tasks. We also propose an Adaptive Process-Based Scoring Pipeline for complex statistical proofs, enabling fine-grained evaluation beyond final-answer matching. Experiments show that while LLMs perform reasonably on foundational tasks, they struggle with rigorous research-level reasoning. Beyond evaluation, StatEval serves as a resource for improving reasoning, as retrieval-augmented generation and domain-specific alignment consistently enhance performance. Together, these results establish StatEval as both a benchmark and an infrastructure for advancing statistical reasoning in LLMs.

cs.CL↗

arXiv2025

High-Dimensional Dynamic Covariance Models with Random Forests

This paper introduces a novel nonparametric method for estimating high-dimensional dynamic covariance matrices with multiple conditioning covariates, leveraging random forests and supported by robust theoretical guarantees. Unlike traditional static methods, our dynamic nonparametric covariance models effectively capture distributional heterogeneity. Furthermore, unlike kernel-smoothing methods, which are restricted to a single conditioning covariate, our approach accommodates multiple covariates in a fully nonparametric framework. To the best of our knowledge, this is the first method to use random forests for estimating high-dimensional dynamic covariance matrices. In high-dimensional settings, we establish uniform consistency theory, providing nonasymptotic error rates and model selection properties, even when the response dimension grows sub-exponentially with the sample size. These results hold uniformly across a range of conditioning variables. The method's effectiveness is demonstrated through simulations and a stock dataset analysis, highlighting its ability to model complex dynamics in high-dimensional scenarios.

stat.ML↗

arXiv2024

Two-way Deconfounder for Off-policy Evaluation in Causal Reinforcement Learning

This paper studies off-policy evaluation (OPE) in the presence of unmeasured confounders. Inspired by the two-way fixed effects regression model widely used in the panel data literature, we propose a two-way unmeasured confounding assumption to model the system dynamics in causal reinforcement learning and develop a two-way deconfounder algorithm that devises a neural tensor network to simultaneously learn both the unmeasured confounders and the system dynamics, based on which a model-based estimator can be constructed for consistent policy value estimation. We illustrate the effectiveness of the proposed estimator through theoretical results and numerical experiments.

cs.LG↗