arXiv subjects

Yen-Chi Chen

Publications and source records attributed to Yen-Chi Chen.

At least 19 recordsLinked to original sources

arXiv2026

Efficient Inference on High-Dimensional Linear Models with Missing Outcomes

This paper is concerned with inference on the regression function of a high-dimensional linear model when outcomes are missing at random. We propose an estimator that combines a Lasso pilot estimate of the regression function with a bias correction term based on the weighted residuals of the Lasso regression. The weights depend on estimates of the missingness probabilities (propensity scores) and solve a convex optimization program that trades off bias and variance optimally. Provided that the propensity scores can be pointwise consistently estimated at in-sample data points, our proposed estimator for the regression function is asymptotically normal and semiparametrically efficient among all asymptotically linear estimators. Furthermore, the proposed estimator retains its asymptotic properties even if the propensity scores are estimated by modern machine learning techniques. We validate the finite-sample performance of the proposed estimator through comparative simulation studies and the real-world problem of inferring the stellar masses of galaxies in the Sloan Digital Sky Survey.

stat.ME↗

arXiv2026

On efficiency gains via augmenting a tiny sample with a massive auxiliary sample

In this paper, we study the problem of augmenting a tiny target sample with a massive auxiliary sample. Utilizing Tukey's factorization, there are two popular approaches: the inverse probability weight (IPW) and the full-likelihood (FL) methods. We show that the IPW approach suffers from the limited target sample problem while the FL method may estimate some model parameters at the rate of the massive auxiliary sample size, a phenomenon we call full efficiency gain. We study the theory behind the full efficiency gain for exponential families and mixtures of exponential families. We also study the efficiency gain for the IPW method under a nonparametric procedure and show how it can achieve a parametric rate of the target sample size. As a side note, we also discuss how one may use FL to train neural network models simultaneously for both the target distribution and the odds model.

stat.ME↗

arXiv2026

Emputation: Identification-Guided Neural Imputation Framework

We propose Emputation, a deep generative framework for learning imputation models. Emputation targets the extrapolation distribution of missing variables given observed variables, and training is guided by specific missingness assumptions that guarantee identification of the target distribution. The training objective, called the emputation risk, is an energy-score-based risk in which the identification assumption determines how observed entries are masked and which observations contribute to training. The resulting framework enables direct conditional sampling for multiple imputation. We show that the population minimizer of the emputation risk recovers the target extrapolation distribution under a broad class of identification assumptions, including several missing-not-at-random assumptions. Simulations show strong performance under both pointwise and distributional evaluation metrics, and an application to an Alzheimer's disease dataset demonstrates its practical value.

stat.ME↗

arXiv2026

An Object-Oriented Spatial Statistics Approach for Human Activity Space Estimation

Human activity spaces are shaped by individual mobility and the built environment, motivating statistical methods that integrate GPS observations with GIS representations of places and routes. We propose a novel methodology to estimate activity spaces in built environments from GPS data within the Object Oriented Spatial Statistics framework. We characterize daily mobility through the distribution of time across spatial polygons and road segments, aiming to capture entity-specific time-use fractions and level-$γ$ activity spaces. We develop a time-weighted estimator to handle irregularly sampled GPS observations. We derive an error bound that quantifies the effects of measurement error, nearest-entity misclassification, temporal gaps, boundary crossings, and day-to-day variability. We also develop a map-augmented representation of daily activity patterns, a dwell-time-weighted distance for clustering daily trajectories, and polygon- and road-based stability summaries. Simulation studies and a real-data application demonstrate that the proposed framework recovers concentrated stationary anchors, interpretable travel corridors, and distinct stabilization behavior for dwelling and movement components, supporting the benefits of weighting under irregular sampling. KEYWORDS: GPS data, GIS, human mobility, space-time geography.

stat.ME↗

arXiv2026

Skeleton Regression: A Graph-Based Approach to Estimation with Manifold Structure

We introduce a new regression framework designed to deal with large-scale, complex data that lies around a low-dimensional manifold with noises. Our approach first constructs a graph representation, referred to as the skeleton, to capture the underlying geometric structure. We then define metrics on the skeleton graph and apply nonparametric regression techniques, along with feature transformations based on the graph, to estimate the regression function. We also discuss the limitations of some nonparametric regressors with respect to the general metric space such as the skeleton graph. The proposed regression framework suggests a novel way to deal with data with underlying geometric structures and provides additional advantages in handling the union of multiple manifolds, additive noises, and noisy observations. We provide statistical guarantees for the proposed method and demonstrate its effectiveness through simulations and real data examples.

cs.LG↗

arXiv2026

A Robust and Efficient Multi-Agent Reinforcement Learning Framework for Traffic Signal Control

Reinforcement Learning (RL) in Traffic Signal Control (TSC) faces significant hurdles in real-world deployment due to limited generalization to dynamic traffic flow variations. Existing approaches often overfit static patterns and use action spaces incompatible with driver expectations. This paper proposes a robust Multi-Agent Reinforcement Learning (MARL) framework validated in the Vissim traffic simulator. The framework integrates three mechanisms: (1) Turning Ratio Randomization, a training strategy that exposes agents to dynamic turning probabilities to enhance robustness against unseen scenarios; (2) a stability-oriented Exponential Phase Duration Adjustment action space, which balances responsiveness and precision through cyclical, exponential phase adjustments; and (3) a Neighbor-Based Observation scheme utilizing the MAPPO algorithm with Centralized Training with Decentralized Execution (CTDE). By leveraging centralized updates, this approach approximates the efficacy of global observations while maintaining scalable local communication. Experimental results demonstrate that our framework outperforms standard RL baselines, reducing average waiting time by over 10%. The proposed model exhibits superior generalization in unseen traffic scenarios and maintains high control stability, offering a practical solution for adaptive signal control.

cs.AI↗

arXiv2026

Modeling Multivariate Missingness with Tree Graphs and Conjugate Odds

In this paper, we analyze a specific class of missing not at random (MNAR) assumptions called tree graphs, extending upon the work of pattern graphs. We build off previous work by introducing the idea of a conjugate odds family in which certain parametric models on the selection odds can preserve the data distribution family across all missing data patterns. Under a conjugate odds family and a tree graph assumption, we are able to model the full data distribution elegantly in the sense that for the observed data, we obtain a model that is conjugate from the complete-data, and for the missing entries, we create a simple imputation model. In addition, we investigate the problem of graph selection, sensitivity analysis, and statistical inference. Using both simulations and real data, we illustrate the applicability of our method.

stat.ME↗

arXiv2026

Modeling Missing at Random Neuropsychological Test Scores Using a Mixture of Binomial Product Experts

Multivariate bounded discrete data arises in many fields. In the setting of dementia studies, such data is collected when individuals complete neuropsychological tests. We outline a modeling and inference procedure that can model the joint distribution conditional on baseline covariates, leveraging previous work on mixtures of experts and latent class models. Furthermore, we illustrate how the work can be extended when the outcome data is missing at random using a nested EM algorithm. The proposed model can incorporate covariate information and perform imputation and clustering. We apply our model on simulated data and an Alzheimer's disease data set.

stat.ME↗

arXiv2026

Semantic Search At LinkedIn

Semantic search with large language models (LLMs) enables retrieval by meaning rather than keyword overlap, but scaling it requires major inference efficiency advances. We present LinkedIn's LLM-based semantic search framework for AI Job Search and AI People Search, combining an LLM relevance judge, embedding-based retrieval, and a compact Small Language Model trained via multi-teacher distillation to jointly optimize relevance and engagement. A prefill-oriented inference architecture co-designed with model pruning, context compression, and text-embedding hybrid interactions boosts ranking throughput by over 75x under a fixed latency constraint while preserving near-teacher-level NDCG, enabling one of the first production LLM-based ranking systems with efficiency comparable to traditional approaches and delivering significant gains in quality and user engagement.

cs.IR↗

arXiv2026

VissimRL: A Multi-Agent Reinforcement Learning Framework for Traffic Signal Control Based on Vissim

Traffic congestion remains a major challenge for urban transportation, leading to significant economic and environmental impacts. Traffic Signal Control (TSC) is one of the key measures to mitigate congestion, and recent studies have increasingly applied Reinforcement Learning (RL) for its adaptive capabilities. With respect to SUMO and CityFlow, the simulator Vissim offers high-fidelity driver behavior modeling and wide industrial adoption but remains underutilized in RL research due to its complex interface and lack of standardized frameworks. To address this gap, this paper proposes VissimRL, a modular RL framework for TSC that encapsulates Vissim's COM interface through a high-level Python API, offering standardized environments for both single- and multi-agent training. Experiments show that VissimRL significantly reduces development effort while maintaining runtime efficiency, and supports consistent improvements in traffic performance during training, as well as emergent coordination in multi-agent control. Overall, VissimRL demonstrates the feasibility of applying RL in high-fidelity simulations and serves as a bridge between academic research and practical applications in intelligent traffic signal control.

cs.MA↗

arXiv2025

Masking criteria for selecting an imputation model

The masking-one-out (MOO) procedure, masking an observed entry and comparing it versus its imputed values, is a very common procedure for comparing imputation models. We study the optimum of this procedure and generalize it to a missing data assumption and establish the corresponding semi-parametric efficiency theory. However, MOO is a measure of prediction accuracy, which is not ideal for evaluating an imputation model. To address this issue, we introduce three modified MOO criteria, based on rank transformation, energy distance, and likelihood principle, that allow us to select an imputation model that properly account for the stochastic nature of data. The likelihood approach further enables an elegant framework of learning an imputation model from the data and we derive its statistical and computational learning theories as well as consistency of BIC model selection. We also show how MOO is related to the missing-at-random assumption. Finally, we introduce the prediction-imputation diagram, a two-dimensional diagram visually comparing both the prediction and imputation utilities for various imputation models.

stat.ME↗

arXiv2025

A Frequentist Statistical Introduction to Variational Inference, Autoencoders, and Diffusion Models

While Variational Inference (VI) is central to modern generative models like Variational Autoencoders (VAEs) and Denoising Diffusion Models (DDMs), its pedagogical treatment is split across disciplines. In statistics, VI is typically framed as a Bayesian method for posterior approximation. In machine learning, however, VAEs and DDMs are developed from a Frequentist viewpoint, where VI is used to approximate a maximum likelihood estimator. This creates a barrier for statisticians, as the principles behind VAEs and DDMs are hard to contextualize without a corresponding Frequentist introduction to VI. This paper provides that introduction: we explain the theory for VI, VAEs, and DDMs from a purely Frequentist perspective, starting with the classical Expectation-Maximization (EM) algorithm. We show how VI arises as a scalable solution for intractable E-steps and how VAEs and DDMs are natural, deep-learning-based extensions of this framework, thereby bridging the gap between classical statistical inference and modern generative AI.

stat.ML↗

arXiv2025

Markov Missing Graph: A Graphical Approach for Missing Data Imputation

We introduce the Markov missing graph (MMG), a novel framework that imputes missing data based on undirected graphs. MMG leverages conditional independence relationships to locally decompose the imputation model. To establish the identification, we introduce the Principle of Available Information (PAI), which guides the use of all relevant observed data. We then propose a flexible statistical learning paradigm, MMG Imputation Risk Minimization under PAI, that frames the imputation task as an empirical risk minimization problem. This framework is adaptable to various modeling choices. We develop theories of MMG, including the connection between MMG and Little's complete-case missing value assumption, recovery under missing completely at random, efficiency theory, and graph-related properties. We show the validity of our method with simulation studies and illustrate its application with a real-world Alzheimer's data set.

stat.ME↗

arXiv2025

Mode and Ridge Estimation in Euclidean and Directional Product Spaces: A Mean Shift Approach

The set of local modes and density ridge lines are important summary characteristics of the data-generating distribution. In this work, we focus on estimating local modes and density ridges from point cloud data in a product space combining two or more Euclidean and/or directional metric spaces. Specifically, our approach extends the (subspace constrained) mean shift algorithm to such product spaces, addressing potential challenges in the generalization process. We establish the algorithmic convergence of the proposed methods, along with practical implementation guidelines. Experiments on simulated and real-world datasets demonstrate the effectiveness of our proposed methods.

stat.ML↗

arXiv2025

Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments

Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its derivative function that signals the treatment effect. In this paper, we investigate nonparametric inference on the derivative of the dose-response curve with and without the positivity condition. Under the positivity and other regularity conditions, we propose a doubly robust (DR) inference method for estimating the derivative of the dose-response curve using kernel smoothing. When the positivity condition is violated, we demonstrate the inconsistency of conventional inverse probability weighting (IPW) and DR estimators, and introduce novel bias-corrected IPW and DR estimators. In all settings, our DR estimator achieves asymptotic normality at the standard nonparametric rate of convergence with nonparametric efficiency guarantees. Additionally, our approach reveals an interesting connection to nonparametric support and level set estimation problems. Finally, we demonstrate the applicability of our proposed estimators through simulations and a case study of evaluating a job training program.

stat.ME↗

arXiv2025

A statistical framework for analyzing activity pattern from GPS data

We introduce a novel statistical framework for analyzing the GPS data of a single individual. Our approach models daily GPS observations as noisy measurements of an underlying random trajectory, enabling the definition of meaningful concepts such as the average GPS density function. We propose estimators for this density function and establish their asymptotic properties. To study human activity patterns using GPS data, we develop a simple movement model based on mixture models for generating random trajectories. Building on this framework, we introduce several analytical tools to explore activity spaces and mobility patterns. We demonstrate the effectiveness of our approach through applications to both simulated and real-world GPS data, uncovering insightful mobility trends.

stat.ME↗

arXiv2025

Nonparametric Inference on Dose-Response Curves Without the Positivity Condition

Existing statistical methods in causal inference often assume the positivity condition, where every individual has some chance of receiving any treatment level regardless of covariates. This assumption could be violated in observational studies with continuous treatments. In this paper, we develop identification and estimation theories for causal effects with continuous treatments (i.e., dose-response curves) without relying on the positivity condition. Our approach identifies and estimates the derivative of the treatment effect for each observed sample, integrating it to the treatment level of interest to mitigate bias from the lack of positivity. The method is grounded in a weaker assumption, satisfied by additive confounding models. We propose a fast and reliable numerical recipe for computing our integral estimator in practice and derive its asymptotic properties. To enable valid inference on the dose-response curve and its derivative, we use the nonparametric bootstrap and establish its consistency. The performances of our proposed estimators are validated through simulation studies and an analysis of the effect of air pollution exposure (PM$_{2.5}$) on cardiovascular mortality rates.

stat.ME↗

arXiv2023

Residual Scheduling: A New Reinforcement Learning Approach to Solving Job Shop Scheduling Problem

Job-shop scheduling problem (JSP) is a mathematical optimization problem widely used in industries like manufacturing, and flexible JSP (FJSP) is also a common variant. Since they are NP-hard, it is intractable to find the optimal solution for all cases within reasonable times. Thus, it becomes important to develop efficient heuristics to solve JSP/FJSP. A kind of method of solving scheduling problems is construction heuristics, which constructs scheduling solutions via heuristics. Recently, many methods for construction heuristics leverage deep reinforcement learning (DRL) with graph neural networks (GNN). In this paper, we propose a new approach, named residual scheduling, to solving JSP/FJSP. In this new approach, we remove irrelevant machines and jobs such as those finished, such that the states include the remaining (or relevant) machines and jobs only. Our experiments show that our approach reaches state-of-the-art (SOTA) among all known construction heuristics on most well-known open JSP and FJSP benchmarks. In addition, we also observe that even though our model is trained for scheduling problems of smaller sizes, our method still performs well for scheduling problems of large sizes. Interestingly in our experiments, our approach even reaches zero gap for 49 among 50 JSP instances whose job numbers are more than 150 on 20 machines.

cs.AI↗