Ruoxuan Xiong | Search arXiv

arXiv2026

Two-Sided State-Space Models for Sequential Recommendation with Non-Random Multimodal Review Feedback

Two-sided digital platforms are inherently dynamic: user preferences shift, item popularity evolves, and reviews both reflect and drive these changes. Yet most sequential recommendation systems treat reviews as passive signals for updating user states, leaving two aspects underexplored. First, review generation is nonrandom, depending on evolving latent states of both users and items. Second, reviews can reshape item states, induce spillover across related items, and influence future user decisions. To address these gaps, we propose a two-sided state-space model (TS-SSM) for event-conditioned sequential recommendation. TS-SSM consists of three components: (1) a modality-missing-not-at-random fusion module that encodes review content and informative observation patterns; (2) user-state evolution with temporal variation and local graph message passing that uses related item states to refine user preferences; and (3) item-state evolution with asymmetric carryover of positive and negative review feedback. In experiments across six Amazon categories, TS-SSM increases Recall@20 over BSARec by 14.8%--18.8% and exceeds HM4SR by 11.7% on average. On Goodreads Fantasy, Recall@20 improves HM4SR from .5191 to .5847. Ablations highlight distinct contributions of observation patterns, local propagation, and item dynamics.

cs.IR↗

arXiv2026

AI-Generated Measurements for Identification and Inference with Missing Data: A Weak Shadow Variable Approach

Across business and social science applications, outcomes are often missing in ways that depend on the unobserved outcomes themselves. In service systems, for example, whether a customer submits a rating depends on the rating they would have provided. Such missing-not-at-random (MNAR) mechanisms make population quantities difficult to identify without strong assumptions on the observation process. Meanwhile, rich unstructured data, such as customer interaction histories, are increasingly available and can be used to construct structured measurements using tools such as large language models (LLMs). In this work, we develop an assumption-lean partial identification framework that uses such measurements as weak shadow variables, defined as outcome-informative proxies that are conditionally independent of missingness given the true outcome and observed covariates. Importantly, they need not accurately predict missing outcomes or satisfy the completeness requirement in the classical shadow variable literature. For identification, we characterize sharp bounds on population quantities through a pair of linear programs. For estimation and inference, we propose a localized penalized estimator that remains feasible under sampling error, and a subsampling algorithm for constructing confidence intervals. In semi-synthetic experiments using real customer-service dialogues, weak-shadow-variable intervals are about 89\% narrower than those without auxiliary information, while their midpoints have around 41\% lower estimation error than classical MNAR methods.

stat.ML↗