arXiv subjects

Yingjie Feng

Publications and source records attributed to Yingjie Feng.

16 recordsLinked to original sources

arXiv2026

Beyond Trajectory Rewards: Step-level Credit Assignment for Agentic Search via Graph Modeling

In Agentic Search, trajectory-level outcome rewards fail to quantify the behavioral contributions of individual steps, while existing step-level reward methods typically rely on costly tree sampling. We view world knowledge as a latent world graph and each IS task as search within a latent task graph, where effective steps should make graph progress toward the answer node. Based on this prior, we propose Graph-Distance Contribution Reward (GDCR), a step-level process reward that scores newly-retrieved and newly-cited entities by their distance to the answer node in a training-time Entity-Relation (ER) graph. We further propose Step Advantage Policy Optimization (SAPO), which converts GDCR into step-level advantages and combines them with trajectory-level outcome advantages. Experiments on four challenging benchmarks validate the effectiveness of our method.

cs.AI↗

arXiv2026

Beyond Binary Contrast: Modeling Continuous Skeleton Action Spaces with Transitional Anchors

Self-supervised contrastive learning has emerged as a powerful paradigm for skeleton-based action recognition by enforcing consistency in the embedding space. However, existing methods rely on binary contrastive objectives that overlook the intrinsic continuity of human motion, resulting in fragmented feature clusters and rigid class boundaries. To address these limitations, we propose TranCLR, a Transitional anchor-based Contrastive Learning framework that captures the continuous geometry of the action space. Specifically, the proposed Action Transitional Anchor Construction (ATAC) explicitly models the geometric structure of transitional states to enhance the model's perception of motion continuity. Building upon these anchors, a Multi-Level Geometric Manifold Calibration (MGMC) mechanism is introduced to adaptively calibrate the action manifold across multiple levels of continuity, yielding a smoother and more discriminative representation space. Extensive experiments on the NTU RGB+D, NTU RGB+D 120 and PKU-MMD datasets demonstrate that TranCLR achieves superior accuracy and calibration performance, effectively learning continuous and uncertainty-aware skeleton representations. The code is available at https://github.com/Philchieh/TranCLR.

cs.CV↗

arXiv2025

Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption

We propose principled prediction intervals to quantify the uncertainty of a large class of synthetic control predictions (or estimators) in settings with staggered treatment adoption, offering precise non-asymptotic coverage probability guarantees. From a methodological perspective, we provide a detailed discussion of different causal quantities to be predicted, which we call causal predictands, allowing for multiple treated units with treatment adoption at possibly different points in time. From a theoretical perspective, our uncertainty quantification methods improve on prior literature by (i) covering a large class of causal predictands in staggered adoption settings, (ii) allowing for synthetic control methods with possibly nonlinear constraints, (iii) proposing scalable robust conic optimization methods and principled data-driven tuning parameter selection, and (iv) offering valid uniform inference across post-treatment periods. We illustrate our methodology with an empirical application studying the effects of economic liberalization on real GDP per capita for Sub-Saharan African countries. Companion software packages are provided in Python, R, and Stata.

econ.EM↗

arXiv2024

TSUBF-Net: Trans-Spatial UNet-like Network with Bi-direction Fusion for Segmentation of Adenoid Hypertrophy in CT

Adenoid hypertrophy stands as a common cause of obstructive sleep apnea-hypopnea syndrome in children. It is characterized by snoring, nasal congestion, and growth disorders. Computed Tomography (CT) emerges as a pivotal medical imaging modality, utilizing X-rays and advanced computational techniques to generate detailed cross-sectional images. Within the realm of pediatric airway assessments, CT imaging provides an insightful perspective on the shape and volume of enlarged adenoids. Despite the advances of deep learning methods for medical imaging analysis, there remains an emptiness in the segmentation of adenoid hypertrophy in CT scans. To address this research gap, we introduce TSUBF-Nett (Trans-Spatial UNet-like Network based on Bi-direction Fusion), a 3D medical image segmentation framework. TSUBF-Net is engineered to effectively discern intricate 3D spatial interlayer features in CT scans and enhance the extraction of boundary-blurring features. Notably, we propose two innovative modules within the U-shaped network architecture:the Trans-Spatial Perception module (TSP) and the Bi-directional Sampling Collaborated Fusion module (BSCF).These two modules are in charge of operating during the sampling process and strategically fusing down-sampled and up-sampled features, respectively. Furthermore, we introduce the Sobel loss term, which optimizes the smoothness of the segmentation results and enhances model accuracy. Extensive 3D segmentation experiments are conducted on several datasets. TSUBF-Net is superior to the state-of-the-art methods with the lowest HD95: 7.03, IoU:85.63, and DSC: 92.26 on our own AHSD dataset. The results in the other two public datasets also demonstrate that our methods can robustly and effectively address the challenges of 3D segmentation in CT scans.

eess.IV↗

arXiv2024

Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators

This paper presents uniform estimation and inference theory for a large class of nonparametric partitioning-based M-estimators. The main theoretical results include: (i) uniform consistency for convex and non-convex objective functions; (ii) rate-optimal uniform Bahadur representations; (iii) rate-optimal uniform (and mean square) convergence rates; (iv) valid strong approximations and feasible uniform inference methods; and (v) extensions to functional transformations of underlying estimators. Uniformity is established over both the evaluation point of the nonparametric functional parameter and a Euclidean parameter indexing the class of loss functions. The results also account explicitly for the smoothness degree of the loss function (if any), and allow for a possibly non-identity (inverse) link function. We illustrate the theoretical and methodological results in four examples: quantile regression, distribution regression, $L_p$ regression, and logistic regression. Many other possibly non-smooth, nonlinear, generalized, robust M-estimation settings are covered by our results. We provide detailed comparisons with the existing literature and demonstrate substantive improvements: we achieve the best (in some cases optimal) known results under improved (in some cases minimal) requirements in terms of regularity conditions and side rate restrictions. The supplemental appendix reports complementary technical results that may be of independent interest, including a novel uniform strong approximation result based on Yurinskii's coupling.

math.ST↗

arXiv2024

Binscatter Regressions

We introduce the package Binsreg, which implements the binscatter methods developed by Cattaneo, Crump, Farrell, and Feng (2024b,a). The package includes seven commands: binsreg, binslogit, binsprobit, binsqreg, binstest, binspwc, and binsregselect. The first four commands implement binscatter plotting, point estimation, and uncertainty quantification (confidence intervals and confidence bands) for least squares linear binscatter regression (binsreg) and for nonlinear binscatter regression (binslogit for Logit regression, binsprobit for Probit regression, and binsqreg for quantile regression). The next two commands focus on pointwise and uniform inference: binstest implements hypothesis testing procedures for parametric specifications and for nonparametric shape restrictions of the unknown regression function, while binspwc implements multi-group pairwise statistical comparisons. Finally, the command binsregselect implements data-driven number of bins selectors. The commands offer binned scatter plots, and allow for covariate adjustment, weighting, clustering, and multi-sample analysis, which is useful when studying treatment effect heterogeneity in randomized and observational studies, among many other features.

econ.EM↗

arXiv2024

Nonlinear Binscatter Methods

Binscatters are a powerful tool for empirical work in the social, behavioral, and biomedical sciences. Available tools rely on least squares estimation of the conditional mean. We introduce novel binscatter methods based on nonlinear, possibly nonsmooth M-estimation, covering generalized linear, robust, and quantile regression models. We provide theoretical results and practical tools, including optimal bin selection, confidence bands, and statistical tests regarding functional form or shape restrictions. We demonstrate our methods by studying the relationship of income and (lack of) health insurance. We provide software for Python, R, and Stata. Our technical results may be of independent interest.

stat.ME↗

arXiv2024

On Binscatter

Binscatter is a popular method for visualizing bivariate relationships and conducting informal specification testing. We study the properties of this method formally and develop enhanced visualization and econometric binscatter tools. These include estimating conditional means with optimal binning and quantifying uncertainty. We also highlight a methodological problem related to covariate adjustment that can yield incorrect conclusions. We revisit two applications using our methodology and find substantially different results relative to those obtained using prior informal binscatter methods. General purpose software in Python, R, and Stata is provided. Our technical work is of independent interest for the nonparametric partition-based estimation literature.

econ.EM↗

arXiv2023

Optimal Estimation of Large-Dimensional Nonlinear Factor Models

This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified. A local principal component analysis method is proposed to estimate the factor structure and recover information on latent variables and latent functions, which combines $K$-nearest neighbors matching and principal component analysis. Large-sample properties are established, including a sharp bound on the matching discrepancy of nearest neighbors, sup-norm error bounds for estimated local factors and factor loadings, and the uniform convergence rate of the factor structure estimator. Under mild conditions our estimator of the latent factor structure can achieve the optimal rate of uniform convergence for nonparametric regression. The method is illustrated with a Monte Carlo experiment and an empirical application studying the effect of tax cuts on economic growth.

math.ST↗

arXiv2023

Uniform Inference for Kernel Density Estimators with Dyadic Data

Dyadic data is often encountered when quantities of interest are associated with the edges of a network. As such it plays an important role in statistics, econometrics and many other data science disciplines. We consider the problem of uniformly estimating a dyadic Lebesgue density function, focusing on nonparametric kernel-based estimators taking the form of dyadic empirical processes. Our main contributions include the minimax-optimal uniform convergence rate of the dyadic kernel density estimator, along with strong approximation results for the associated standardized and Studentized $t$-processes. A consistent variance estimator enables the construction of valid and feasible uniform confidence bands for the unknown density function. We showcase the broad applicability of our results by developing novel counterfactual density estimation and inference methodology for dyadic data, which can be used for causal inference and program evaluation. A crucial feature of dyadic distributions is that they may be "degenerate" at certain points in the support of the data, a property making our analysis somewhat delicate. Nonetheless our methods for uniform inference remain robust to the potential presence of such points. For implementation purposes, we discuss inference procedures based on positive semi-definite covariance estimators, mean squared error optimal bandwidth selectors and robust bias correction techniques. We illustrate the empirical finite-sample performance of our methods both in simulations and with real-world trade data, for which we make comparisons between observed and counterfactual trade distributions in different years. Our technical results concerning strong approximations and maximal inequalities are of potential independent interest.

math.ST↗

arXiv2023

Large language models improve Alzheimer's disease diagnosis using multi-modality data

In diagnosing challenging conditions such as Alzheimer's disease (AD), imaging is an important reference. Non-imaging patient data such as patient information, genetic data, medication information, cognitive and memory tests also play a very important role in diagnosis. Effect. However, limited by the ability of artificial intelligence models to mine such information, most of the existing models only use multi-modal image data, and cannot make full use of non-image data. We use a currently very popular pre-trained large language model (LLM) to enhance the model's ability to utilize non-image data, and achieved SOTA results on the ADNI dataset.

cs.LG↗

arXiv2022

scpi: Uncertainty Quantification for Synthetic Control Methods

The synthetic control method offers a way to quantify the effect of an intervention using weighted averages of untreated units to approximate the counterfactual outcome that the treated unit(s) would have experienced in the absence of the intervention. This method is useful for program evaluation and causal inference in observational studies. We introduce the software package scpi for prediction and inference using synthetic controls, implemented in Python, R, and Stata. For point estimation or prediction of treatment effects, the package offers an array of (possibly penalized) approaches leveraging the latest optimization methods. For uncertainty quantification, the package offers the prediction interval methods introduced by Cattaneo, Feng and Titiunik (2021) and Cattaneo, Feng, Palomba and Titiunik (2022). The paper includes numerical illustrations and a comparison with other synthetic control software.

stat.ME↗

arXiv2021

Causal Inference in Possibly Nonlinear Factor Models

This paper develops a general causal inference method for treatment effects models with noisily measured confounders. The key feature is that a large set of noisy measurements are linked with the underlying latent confounders through an unknown, possibly nonlinear factor structure. The main building block is a local principal subspace approximation procedure that combines $K$-nearest neighbors matching and principal component analysis. Estimators of many causal parameters, including average treatment effects and counterfactual distributions, are constructed based on doubly-robust score functions. Large-sample properties of these estimators are established, which only require relatively mild conditions on the principal subspace approximation. The results are illustrated with an empirical application studying the effect of political connections on stock returns of financial firms, and a Monte Carlo experiment. The main technical and methodological results regarding the general local principal subspace approximation method may be of independent interest.

econ.EM↗

arXiv2021

Prediction Intervals for Synthetic Control Methods

Uncertainty quantification is a fundamental problem in the analysis and interpretation of synthetic control (SC) methods. We develop conditional prediction intervals in the SC framework, and provide conditions under which these intervals offer finite-sample probability guarantees. Our method allows for covariate adjustment and non-stationary data. The construction begins by noting that the statistical uncertainty of the SC prediction is governed by two distinct sources of randomness: one coming from the construction of the (likely misspecified) SC weights in the pre-treatment period, and the other coming from the unobservable stochastic error in the post-treatment period when the treatment effect is analyzed. Accordingly, our proposed prediction intervals are constructed taking into account both sources of randomness. For implementation, we propose a simulation-based approach along with finite-sample-based probability bound arguments, naturally leading to principled sensitivity analysis methods. We illustrate the numerical performance of our methods using empirical applications and a small simulation study. \texttt{Python}, \texttt{R} and \texttt{Stata} software packages implementing our methodology are available.

stat.ME↗

arXiv2019

lspartition: Partitioning-Based Least Squares Regression

Nonparametric partitioning-based least squares regression is an important tool in empirical work. Common examples include regressions based on splines, wavelets, and piecewise polynomials. This article discusses the main methodological and numerical features of the R software package lspartition, which implements modern estimation and inference results for partitioning-based least squares (series) regression estimation. This article discusses the main methodological and numerical features of the R software package lspartition, which implements results for partitioning-based least squares (series) regression estimation and inference from Cattaneo and Farrell (2013) and Cattaneo, Farrell, and Feng (2019). These results cover the multivariate regression function as well as its derivatives. First, the package provides data-driven methods to choose the number of partition knots optimally, according to integrated mean squared error, yielding optimal point estimation. Second, robust bias correction is implemented to combine this point estimator with valid inference. Third, the package provides estimates and inference for the unknown function both pointwise and uniformly in the conditioning variables. In particular, valid confidence bands are provided. Finally, an extension to two-sample analysis is developed, which can be used in treatment-control comparisons and related problems

stat.CO↗

arXiv2019

Large Sample Properties of Partitioning-Based Series Estimators

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a general characterization of their leading asymptotic bias. Second, we establish integrated mean squared error approximations for the point estimator and propose feasible tuning parameter selection. Third, we develop pointwise inference methods based on undersmoothing and robust bias correction. Fourth, employing different coupling approaches, we develop uniform distributional approximations for the undersmoothed and robust bias-corrected t-statistic processes and construct valid confidence bands. In the univariate case, our uniform distributional approximations require seemingly minimal rate restrictions and improve on approximation rates known in the literature. Finally, we apply our general results to three partitioning-based estimators: splines, wavelets, and piecewise polynomials. The supplemental appendix includes several other general and example-specific technical and methodological results. A companion R package is provided.

math.ST↗