arXiv subjects

Yingying Fan

Publications and source records attributed to Yingying Fan.

At least 19 recordsLinked to original sources

arXiv2026

MedClaw: Heuristic Agent Harness for Long-Horizon Surgical Video Reasoning

Understanding tens-of-minutes surgical videos requires long-horizon temporal reasoning, answering what happens before, after, or across stages of a procedure by grounding the question in visual evidence spread across time. Existing approaches handle this poorly: a one-shot vision-language model (VLM) compresses the whole procedure to fit its context window and loses the detail a "before" or "after" question depends on, while video agents that train the model where to look are data-hungry and transfer poorly to out-of-domain surgery. We build an agent harness that separates reasoning from perception and improves by evolving context rather than optimizing weights. A text-only orchestrator plans which evidence to gather and issues an auditable sequence of tool calls, while frozen vision-language sub-agents execute each call over the pixels, viewing, cropping, inspecting frames, and retrieving external knowledge. We further propose a gradient-free, reward-gated Heuristic Skill Distillation loop that mines the agent's own low-scoring traces and keeps a candidate skill only when it raises a validation reward, yielding reusable retrieval skills, notably directed re-look. Growing an external skill library rather than tuning weights, the loop adapts from only about 100 labeled examples, far fewer than supervised or reinforcement fine-tuning requires. To evaluate this agent, we introduce MedClawBench, a de-leaked, doctor-grounded benchmark of 1,123 questions over self-built long neurosurgery recordings and a held-out public lecture-video test split. Across both datasets and all four evaluation dimensions, our agent consistently outperforms one-shot VLMs and general video-agent frameworks, with the largest gains on the long, out-of-domain neurosurgery videos. Project page: https://fyycs.github.io/medclaw/.

cs.CV↗

arXiv2026

HSCI: Neyman-Orthogonal Causal Inference under High-Dimensional Proportional Hazards

Valid treatment effect inference in survival studies is fundamental yet challenging when the treatment assignments and outcomes are confounded by many baseline covariates. To this end, in this paper we propose a high-dimensional survival causal inference (HSCI) framework that delivers valid inference under a sparse high-dimensional Cox proportional hazards outcome model and a high-dimensional logistic propensity score working model. To mitigate the nuisance estimation bias, we develop a Neyman near-orthogonal score for the treatment effect and implement it with cross-fitting. Under doubly robust nuisance-rate conditions, we establish the root-n asymptotic normality and consistent variance estimation. We also extend the framework to inference on high-dimensional survival covariate effects. Simulation examples confirm that HSCI reduces sharply the bias relative to the regularized Cox estimators and maintains valid confidence interval coverage across different dimensionality, censoring, and misspecified propensity-model settings. An application to diffuse large-B-cell lymphoma data further showcases its value for high-dimensional biomedical survival studies.

stat.ME↗

arXiv2026

CART Random Forests as Sequential Allocation over Random Opportunity Sets: A Stochastic-Control Theory of Ensemble Risk

CART random forests are among the most widely used modern predictive methods, with well-documented empirical success. Yet, at the mechanistic level, the algorithm is often treated as a black box because of its complexity. In this paper, we develop a stochastic-control perspective on feature-subsampled CART random forests, named CART random opportunity-set allocation (CART-ROSA). At each node, the random subset of features is interpreted as a random feasible action set, and the CART split rule as a masked-action allocation policy. This policy induces a controlled stochastic process over informative split-count states, whose terminal law determines both single-tree error and cross-tree interaction terms in the forest mean squared error (MSE). Such representation opens the black box of CART-forests by separating two design levers: the informative-opportunity rate induced by feature subsampling, and the contraction strength from the within-mask split policy. We establish that the CART policy is locally stabilizing: it contracts imbalances in informative split allocations and concentrates terminal tree geometry. At the system level, however, it can be globally suboptimal for the forest objective. Specializing to the linear model, we derive the MSE risk expansion explicitly. Our results show how an operations-research perspective makes tractable a theoretical gap difficult to access from the standard algorithmic description of CART forests.

stat.ML↗

arXiv2026

Harnessing Unimodality in Semiparametric Contextual Pricing via Oracle Price Map Learning

We study contextual dynamic pricing in a semiparametric scalar-index valuation model where the latent value is $v_t=\mu_\ast(\mathsf c_t)+\xi_t$, with an unknown utility map $\mu_\ast$ and an unknown additive noise distribution. The key decision object is the one-dimensional oracle price map $u\mapsto p^\ast(u)$ induced by the scalar index $u=\mu_\ast(\mathsf c)$ and the noise tail. Under the $\beta$-H\"older smoothness of the tail function for $\beta\geq 2$ and a revenue-geometry condition that gives a unique, stable, interior maximizer, this oracle map is itself $(\beta-1)$-smooth. We exploit such structure through $\mathsf{ORBIT}$, a modular coarse-to-fine policy that takes a scalar pilot index as input, localizes a benchmark price in each active bin, and learns a local polynomial approximation of the oracle map inside a trust region via bandit convex optimization. For the baseline linear utility model $\mu_\ast(\mathsf c)=\mathsf c^\top\theta_\ast$, an adaptive elliptical exploration scheme constructs the required scalar pilot online without distributional assumptions on the contexts. The resulting policy achieves regret $\widetilde{O}\big(T^{\frac{2\beta-1}{4\beta-3}}+\sqrt{dT}\big)$. For fixed $d$, we establish a matching lower bound in the horizon dependence, unveiling that the nonparametric oracle-map learning term is minimax sharp. The same scalar-pilot interface also yields extensions to sparse high-dimensional linear utility and nonparametric H\"older utility.

stat.ML↗

arXiv2026

LIDS: LLM Summary Inference Under the Layered Lens

Large language models (LLMs) have gained significant attention by many researchers and practitioners in natural language processing (NLP) since the introduction of ChatGPT in 2022. One notable feature of ChatGPT is its ability to generate summaries based on prompts. Yet evaluating the quality of these summaries remains challenging due to the complexity of language. To this end, in this paper we suggest a new method of LLM summary inference with BERT-SVD-based direction metric and SOFARI (LIDS) that assesses the summary accuracy equipped with interpretable key words for layered themes. The LIDS uses a latent SVD-based direction metric to measure the similarity between the summaries and original text, leveraging the BERT embeddings and repeated prompts to quantify the statistical uncertainty. As a result, LIDS gives a natural embedding of each summary for large text reduction. We further exploit SOFARI to uncover important key words associated with each latent theme in the summary with controlled false discovery rate (FDR). Comprehensive empirical studies demonstrate the practical utility and robustness of LIDS through human verification and comparisons to other similarity metrics, including a comparison of different LLMs.

cs.LG↗

arXiv2025

AgentIAD: Agentic Industrial Anomaly Detection via Adaptive Memory Augmentation

Industrial anomaly detection (IAD) is challenging due to the subtle and highly localized nature of many defects, which single-pass vision--language models (VLMs) often fail to capture. Moreover, existing approaches lack mechanisms to actively acquire complementary evidence during inference. We propose AgentIAD, an agentic vision--language framework that enables iterative industrial inspection through a unified action space. The agent dynamically accesses two forms of memory during inspection: visual memory via the Perceptive Zoomer (PZ) for fine-grained local analysis, and retrieved memory via the Web Searcher (WS) and Comparative Retriever (CR) for external knowledge acquisition and cross-instance verification. This design allows the model to progressively gather evidence through multi-round perception--action reasoning. To effectively learn such policies under sparse supervision, AgentIAD adopts a two-stage training strategy: tool-aware supervised fine-tuning first initializes structured reasoning and memory-access behaviors, followed by agentic reinforcement learning to refine long-horizon decision policies. Extensive experiments show that, under the same backbone, AgentIAD improves classification accuracy by 5.92% over the previous state-of-the-art method on the MMAD benchmark while providing more reliable and interpretable anomaly analysis.

cs.CV↗

arXiv2025

SLOACI: Surrogate-Leveraged Online Adaptive Causal Inference

Adaptive experimental designs have gained increasing attention across a range of domains. In this paper, we propose a new methodological framework, surrogate-leveraged online adaptive causal inference (SLOACI), which integrates predictive surrogate outcomes into adaptive designs to enhance efficiency. For downstream analysis, we construct the adaptive augmented inverse probability weighting estimator for the average treatment effect using collected data. Our procedure remains robust even when surrogates are noisy or weak. We provide a comprehensive theoretical foundation for SLOACI. Under the asymptotic regime, we show that the proposed estimator attains the semiparametric efficiency bound. From a non-asymptotic perspective, we derive a regret bound to provide practical insights. We also develop a toolbox of sequential testing procedures that accommodates both asymptotic and non-asymptotic regimes, allowing experimenters to choose the perspective that best aligns with their practical needs. Extensive simulations and a synthetic case study are conducted to showcase the superior finite-sample performance of our method.

stat.ME↗

arXiv2025

MOSAIC: Minimax-Optimal Sparsity-Adaptive Inference for Change Points in Dynamic Networks

We propose a new inference framework, named MOSAIC, for change-point detection in dynamic networks with the simultaneous low-rank and sparse-change structure. We establish the minimax rate of detection boundary, which relies on the sparsity of changes. We then develop an eigen-decomposition-based test with screened signals that approaches the minimax rate in theory, with only a minor logarithmic loss. For practical implementation of MOSAIC, we adjust the theoretical test by a novel residual-based technique, resulting in a pivotal statistic that converges to a standard normal distribution via the martingale central limit theorem under the null hypothesis and achieves full power under the alternative hypothesis. We also analyze the minimax rate of testing boundary for dynamic networks without the low-rank structure, which almost aligns with the results in high-dimensional mean-vector change-point inference. We showcase the effectiveness of MOSAIC and verify our theoretical results with several simulation examples and a real data application.

stat.ML↗

arXiv2025

LLM-Powered CPI Prediction Inference with Online Text Time Series

Forecasting the Consumer Price Index (CPI) is an important yet challenging task in economics, where most existing approaches rely on low-frequency, survey-based data. With the recent advances of large language models (LLMs), there is growing potential to leverage high-frequency online text data for improved CPI prediction, an area still largely unexplored. This paper proposes LLM-CPI, an LLM-based approach for CPI prediction inference incorporating online text time series. We collect a large set of high-frequency online texts from a popularly used Chinese social network site and employ LLMs such as ChatGPT and the trained BERT models to construct continuous inflation labels for posts that are related to inflation. Online text embeddings are extracted via LDA and BERT. We develop a joint time series framework that combines monthly CPI data with LLM-generated daily CPI surrogates. The monthly model employs an ARX structure combining observed CPI data with text embeddings and macroeconomic variables, while the daily model uses a VARX structure built on LLM-generated CPI surrogates and text embeddings. We establish the asymptotic properties of the method and provide two forms of constructed prediction intervals. The finite-sample performance and practical advantages of LLM-CPI are demonstrated through both simulation and real data examples.

stat.ML↗

arXiv2025

Knockoffs Inference under Privacy Constraints

Model-X knockoff framework offers a model-free variable selection method that ensures finite sample false discovery rate (FDR) control. However, the complexity of generating knockoff variables, coupled with the model-free assumption, presents significant challenges for protecting data privacy in this context. In this paper, we propose a comprehensive framework for knockoff inference within the differential privacy paradigm. Our proposed method guarantees robust privacy protection while preserving the exact FDR control entailed by the original model-X knockoff procedure. We further conduct power analysis and establish sufficient conditions under which the noise added for privacy preservation does not asymptotically compromise power. Through various applications, we demonstrate that the differential privacy knockoff (DP-knockoff) method can be effectively utilized to safeguard privacy during variable selection with FDR control in both low and high dimensional settings.

stat.ME↗

arXiv2025

Iterative Exploration-Driven Sparse SDP Clustering via Thompson Sampling

High-dimensional sparse clustering is a combinatorial NP-hard problem that arises from the coupling between cluster assignment and variable selection. We demonstrate that semidefinite programming (SDP) relaxation of K-means is robust to variable over-selection by establishing minimax separation bounds. Leveraging this robustness, we propose a block-coordinate ascent framework that alternates between SDP-based clustering and conservative variable selection. To address the tendency of deterministic greedy methods to become trapped in local optima, we formulate the variable selection step as a bandit problem. Crucially, to reliably evaluate feature utility and generate stochastic rewards for Thompson sampling even under imperfect intermediate cluster assignments, we employ a robust maximum mean discrepancy (MMD) permutation test. This approach introduces adaptive memory by aggregating historical variable-selection outcomes into posterior distributions, and selects features via posterior sampling, enabling stochastic exploration that promotes the inclusion of underexplored features and facilitates escape from local maxima. We establish conditions for consistent variable selection and exact cluster recovery, and extend the method to settings with unknown covariance through a scalable estimation procedure. Synthetic experiments and a real-data application in document clustering demonstrate that the proposed memory-driven randomized approach consistently outperforms state-of-the-art sparse clustering methods.

stat.ME↗

arXiv2025

Re-HOLD: Video Hand Object Interaction Reenactment via adaptive Layout-instructed Diffusion Model

Current digital human studies focusing on lip-syncing and body movement are no longer sufficient to meet the growing industrial demand, while human video generation techniques that support interacting with real-world environments (e.g., objects) have not been well investigated. Despite human hand synthesis already being an intricate problem, generating objects in contact with hands and their interactions presents an even more challenging task, especially when the objects exhibit obvious variations in size and shape. To tackle these issues, we present a novel video Reenactment framework focusing on Human-Object Interaction (HOI) via an adaptive Layout-instructed Diffusion model (Re-HOLD). Our key insight is to employ specialized layout representation for hands and objects, respectively. Such representations enable effective disentanglement of hand modeling and object adaptation to diverse motion sequences. To further improve the generation quality of HOI, we design an interactive textural enhancement module for both hands and objects by introducing two independent memory banks. We also propose a layout adjustment strategy for the cross-object reenactment scenario to adaptively adjust unreasonable layouts caused by diverse object sizes during inference. Comprehensive qualitative and quantitative evaluations demonstrate that our proposed framework significantly outperforms existing methods. Project page: https://fyycs.github.io/Re-HOLD.

cs.CV↗

arXiv2025

Asymptotic Theory of Eigenvectors for Latent Embeddings with Generalized Laplacian Matrices

Laplacian matrices are commonly employed in many real applications, encoding the underlying latent structural information such as graphs and manifolds. The use of the normalization terms naturally gives rise to random matrices with dependency. It is well-known that dependency is a major bottleneck of new random matrix theory (RMT) developments. To this end, in this paper, we formally introduce a class of generalized (and regularized) Laplacian matrices, which contains the Laplacian matrix and the random adjacency matrix as a specific case, and suggest the new framework of the asymptotic theory of eigenvectors for latent embeddings with generalized Laplacian matrices (ATE-GL). Our new theory is empowered by the tool of generalized quadratic vector equation for dealing with RMT under dependency, and delicate high-order asymptotic expansions of the empirical spiked eigenvectors and eigenvalues based on local laws. The asymptotic normalities established for both spiked eigenvectors and eigenvalues will enable us to conduct precise inference and uncertainty quantification for applications involving the generalized Laplacian matrices with flexibility. We discuss some applications of the suggested ATE-GL framework and showcase its validity through some numerical examples.

stat.ML↗

arXiv2025

Asymptotic FDR Control with Model-X Knockoffs: Is Moments Matching Sufficient?

We propose a unified theoretical framework for studying the robustness of the model-X knockoffs framework by investigating the asymptotic false discovery rate (FDR) control of the practically implemented approximate knockoffs procedure. This procedure deviates from the model-X knockoffs framework by substituting the true covariate distribution with a user-specified distribution that can be learned using in-sample observations. By replacing the distributional exchangeability condition of the model-X knockoff variables with three conditions on the approximate knockoff statistics, we establish that the approximate knockoffs procedure achieves the asymptotic FDR control. Using our unified framework, we further prove that an arguably most popularly used knockoff variable generation method--the Gaussian knockoffs generator based on the first two moments matching--achieves the asymptotic FDR control when the two-moment-based knockoff statistics are employed in the knockoffs inference procedure. For the first time in the literature, our theoretical results justify formally the effectiveness and robustness of the Gaussian knockoffs generator. Simulation and real data examples are conducted to validate the theoretical findings.

stat.ML↗

arXiv2024

HNCI: High-Dimensional Network Causal Inference

The problem of evaluating the effectiveness of a treatment or policy commonly appears in causal inference applications under network interference. In this paper, we suggest the new method of high-dimensional network causal inference (HNCI) that provides both valid confidence interval on the average direct treatment effect on the treated (ADET) and valid confidence set for the neighborhood size for interference effect. We exploit the model setting in Belloni et al. (2022) and allow certain type of heterogeneity in node interference neighborhood sizes. We propose a linear regression formulation of potential outcomes, where the regression coefficients correspond to the underlying true interference function values of nodes and exhibit a latent homogeneous structure. Such a formulation allows us to leverage existing literature from linear regression and homogeneity pursuit to conduct valid statistical inferences with theoretical guarantees. The resulting confidence intervals for the ADET are formally justified through asymptotic normalities with estimable variances. We further provide the confidence set for the neighborhood size with theoretical guarantees exploiting the repro samples approach. The practical utilities of the newly suggested methods are demonstrated through simulation and real data examples.

stat.ML↗

arXiv2024

Precise Asymptotics and Refined Regret of Variance-Aware UCB

In this paper, we study the behavior of the Upper Confidence Bound-Variance (UCB-V) algorithm for the Multi-Armed Bandit (MAB) problems, a variant of the canonical Upper Confidence Bound (UCB) algorithm that incorporates variance estimates into its decision-making process. More precisely, we provide an asymptotic characterization of the arm-pulling rates for UCB-V, extending recent results for the canonical UCB in Kalvit and Zeevi (2021) and Khamaru and Zhang (2024). In an interesting contrast to the canonical UCB, our analysis reveals that the behavior of UCB-V can exhibit instability, meaning that the arm-pulling rates may not always be asymptotically deterministic. Besides the asymptotic characterization, we also provide non-asymptotic bounds for the arm-pulling rates in the high probability regime, offering insights into the regret analysis. As an application of this high probability result, we establish that UCB-V can achieve a more refined regret bound, previously unknown even for more complicate and advanced variance-aware online decision-making algorithms.

stat.ML↗

arXiv2024

Exogenous Randomness Empowering Random Forests

We offer theoretical and empirical insights into the impact of exogenous randomness on the effectiveness of random forests with tree-building rules independent of training data. We formally introduce the concept of exogenous randomness and identify two types of commonly existing randomness: Type I from feature subsampling, and Type II from tie-breaking in tree-building processes. We develop non-asymptotic expansions for the mean squared error (MSE) for both individual trees and forests and establish sufficient and necessary conditions for their consistency. In the special example of the linear regression model with independent features, our MSE expansions are more explicit, providing more understanding of the random forests' mechanisms. It also allows us to derive an upper bound on the MSE with explicit consistency rates for trees and forests. Guided by our theoretical findings, we conduct simulations to further explore how exogenous randomness enhances random forest performance. Our findings unveil that feature subsampling reduces both the bias and variance of random forests compared to individual trees, serving as an adaptive mechanism to balance bias and variance. Furthermore, our results reveal an intriguing phenomenon: the presence of noise features can act as a "blessing" in enhancing the performance of random forests thanks to feature subsampling.

stat.ML↗

arXiv2024

DeepLINK-T: deep learning inference for time series data using knockoffs and LSTM

High-dimensional longitudinal time series data is prevalent across various real-world applications. Many such applications can be modeled as regression problems with high-dimensional time series covariates. Deep learning has been a popular and powerful tool for fitting these regression models. Yet, the development of interpretable and reproducible deep-learning models is challenging and remains underexplored. This study introduces a novel method, Deep Learning Inference using Knockoffs for Time series data (DeepLINK-T), focusing on the selection of significant time series variables in regression while controlling the false discovery rate (FDR) at a predetermined level. DeepLINK-T combines deep learning with knockoff inference to control FDR in feature selection for time series models, accommodating a wide variety of feature distributions. It addresses dependencies across time and features by leveraging a time-varying latent factor structure in time series covariates. Three key ingredients for DeepLINK-T are 1) a Long Short-Term Memory (LSTM) autoencoder for generating time series knockoff variables, 2) an LSTM prediction network using both original and knockoff variables, and 3) the application of the knockoffs framework for variable selection with FDR control. Extensive simulation studies have been conducted to evaluate DeepLINK-T's performance, showing its capability to control FDR effectively while demonstrating superior feature selection power for high-dimensional longitudinal time series data compared to its non-time series counterpart. DeepLINK-T is further applied to three metagenomic data sets, validating its practical utility and effectiveness, and underscoring its potential in real-world applications.

stat.ML↗