arXiv subjects

Xiaowei Zhang

Publications and source records attributed to Xiaowei Zhang.

At least 19 recordsLinked to original sources

arXiv2026

Shrinking-Tube Concentration for Adaptive Markovian Stochastic Approximation

Adaptive algorithms increasingly make decisions while reshaping the dynamics that generate their future data. We establish a shrinking-tube concentration bound for projected stochastic approximation driven by an adaptive Markov chain. The bound guarantees, with high probability, that every iterate after a chosen time remains within a tolerance around the target that tightens over time. The probability of any exit after the chosen time admits a polynomially decaying upper bound, and a matching lower bound shows that its polynomial exponent cannot be improved in general under finite second moments. The result therefore identifies a sharp tradeoff between how quickly the tolerance shrinks and how rapidly the probability of any future exit decreases. We also extend the analysis to recursions with additional martingale-difference noise and predictable bias, showing how growth in the martingale-difference noise scale slows the decay of the exit-probability bound while predictable bias restricts the admissible tube shrinkage. The proof combines backward kernel replacement, a finite-time mean-squared-error bound, and a blockwise maximal first-exit argument. We apply the theory to inventory learning with stockout-dependent demand and fixed stockout costs, and quantify how numerical gradient accuracy affects the all-future reliability of the resulting policies.

math.OC↗

arXiv2026

Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity

In the standard data analysis framework, data is collected (once and for all), and then data analysis is carried out. However, with the advancement of digital technology, decision-makers constantly analyze past data and generate new data through their decisions. We model this as a Markov decision process and show that the dynamic interaction between data generation and data analysis leads to a new type of bias -- reinforcement bias -- that exacerbates the endogeneity problem in standard data analysis. We propose a class of instrument variable (IV)-based reinforcement learning (RL) algorithms to correct for the bias and establish their theoretical properties by incorporating them into a stochastic approximation (SA) framework. Our analysis accommodates iterate-dependent Markovian structures and, therefore, can be used to study RL algorithms with policy improvement. We also provide formulas for inference on optimal policies of the IV-RL algorithms. These formulas highlight how intertemporal dependency of the Markovian environment affects the inference.

stat.ML↗

arXiv2026

Agent-UCT: Upper Confidence Bounds Applied to Trees for Agentic Workflow Optimization with Cost-Awareness

Optimizing agentic workflows, such as retrieval-augmented generation (RAG) pipelines, requires navigating a combinatorial space of discrete component choices under tight evaluation budgets. Existing approaches - heuristic search, black-box optimization, and standard tree search methods - do not explicitly exploit the compositional structure of these workflows, leading to redundant computation and inefficient budget allocation. We introduce Agent-UCT (Agent-based Cost-Aware Upper Confidence Bounds Applied to Trees), a tree search algorithm that extends UCT with a reuse-aware regularization term derived from a bipartite prefix reuse graph. Agent-UCT biases selection toward branches that leverage previously materialized configuration prefixes, reducing redundant execution while maintaining effective exploration. Our framework, RAGSpace, unifies heterogeneous RAG components from LongRAG, LightRAG, and Self-RAG into a five-dimensional configuration space, enabling systematic cross-framework recombination. WTB (Workflow Test Bench) provides deterministic replay, content-addressable caching, and transactional consistency, ensuring that intermediate states are materialized once and reused across the search. Experiments on HotpotQA and UltraDomain demonstrate that Agent-UCT identifies configurations with the highest out-of-sample performance among the evaluated fixed framework presets. Under full-pool evaluation, bipartite prefix reuse reduces logical search cost by 73.6% relative to the no-prefix-sharing cost upper bound. Compared with full-pool evaluation, sampling-based evaluation further achieves a 4.2x wall-clock speedup. Agent-UCT, RAGSpace, and WTB together provide a unified framework for cost-aware, reproducible, and compositionally efficient agentic workflow optimization.

cs.AI↗

arXiv2026

Dynamic Cloud Service-Capacity Deployment with Costly Response Readiness

AI product launches require service-capacity decisions before sufficient product-specific workload histories are available. Early service observations update beliefs about remaining workload, but workload does not physically deplete capacity as inventory demand does. Preserving rapid-response capability may also require costly capacity-access and operational arrangements. We study how a firm should jointly decide current capacity deployment and future response readiness. We formulate a finite-horizon dynamic program with workload beliefs, serviceable capacity, and an absorbing response-channel state. A preservation-deployment decomposition solves one deployment problem for each continuation choice and compares the resulting optimized values. This structure identifies when response readiness should be preserved and how much capacity should be deployed. We operationalize the framework through the Cold-Start Belief Actionability Policy (CBAP), which estimates side-specific values using workload scenarios drawn from predictive beliefs. We also establish bounds on its decision and lifecycle performance losses. Numerical experiments and a BurstGPT-based evaluation show that CBAP reduces lifecycle cost relative to benchmark policies by avoiding premature deployment and unnecessary readiness spending. The results distinguish forecast informativeness from operational actionability and show that current deployment and future response readiness are separate decision margins. Zero deployment may represent Standby rather than Exit, while positive deployment need not imply preserving the response channel.

math.OC↗

arXiv2026

Attribution and Persuasion: The Paradox of Interpretable AI

This paper studies AI persuasion by distinguishing between two reasons for disagreement: attention differences, where the AI detects features the decision-maker missed, and comprehension differences, where the AI and the decision-maker interpret observed features differently. We show that AI is more effective in persuading the decision-maker when the disagreement is due to attention differences rather than comprehension differences. We also show that the AI's interpretability shapes how the decision-maker attributes the sources of disagreement and, in turn, whether they follow the AI's recommendation. Our main result is that making AI uninterpretable can actually enhance persuasion and, in the presence of career concerns, improve decision accuracy.

econ.GN↗

arXiv2026

Predicting Effects, Missing Distributions: Evaluating LLMs as Human Behavior Simulators in Operations Management

Large language models (LLMs) are increasingly used to simulate human behavior in business, economics, and the social sciences, offering a low-cost complement to laboratory experiments, field studies, and surveys. This paper evaluates how well LLMs replicate human behavior in operations management. Using nine published behavioral-operations experiments, we assess LLM performance along two dimensions: whether LLM-generated data reproduce the original hypothesis-test outcomes, and whether their full response distributions align with human data, measured by Wasserstein distance. We find that LLMs often replicate hypothesis-level effects, suggesting that they can capture salient decision biases and behavioral regularities. However, their response distributions frequently diverge from human data, even for strong proprietary models, with dispersion mismatch playing an important role. We also examine two lightweight mitigation strategies: chain-of-thought prompting and hyperparameter tuning. Both can reduce distributional misalignment, and appropriate tuning can sometimes allow smaller or open-source models to match or outperform larger proprietary systems.

cs.LG↗

arXiv2026

Direct Observation of X-ray Double-Slit Interference in Momentum Space

Young's double-slit experiment is conventionally deemed a spatial phenomenon emerging from free-space transport. In this Letter, we invert this perspective to demonstrate that Young's interference can be accessed directly as a pure momentum-space observable. Using a perfect-crystal diffraction to project the field's reciprocal-space profile immediately downstream of the aperture, we resolve the complete hard X-ray double-slit fringe structure without any propagation arm, focusing optics, or imaging detector. This direct capture of the field's invariant momentum marginal establishes a compact, lensless, and propagation-free approach to coherence diagnostics, proving that the fundamental physics of wave interference can be detached from real-space propagation.

physics.optics↗

arXiv2026

Resolution as a Direction: Vector-Panning Feature Alignment for Cross-Resolution Re-Identification

Cross-resolution person re-identification (CR-ReID) remains challenging in practical surveillance, where camera quality and capture distance lead to substantial resolution gaps between low-resolution (LR) queries and high-resolution (HR) gallery images. Prior approaches commonly rely on super-resolution (SR) or resolution-invariant representation learning, which often increases system complexity and may not directly address the feature mismatch induced by resolution degradation. In this work, we report a new empirical finding from a dedicated analysis in which identity-specific variation is averaged out: the HR--LR feature discrepancy produced by standard ReID backbones exhibits a consistent, resolution-related semantic direction in the embedding space. We further support this observation with statistical analyses based on Canonical Correlation Analysis (CCA) and Pearson correlation analysis. Motivated by this finding, we propose Vector Panning Feature Alignment (VPFA), a lightweight post-hoc module that learns to pan LR features along the learned resolution direction to obtain pseudo-HR representations. VPFA operates after feature extraction and can be integrated into existing ReID systems with negligible overhead. Extensive experiments on multiple CR-ReID benchmarks show that VPFA achieves state-of-the-art performance while improving efficiency compared to SR-based or jointly trained alternatives.

cs.CV↗

arXiv2026

On the Suboptimality of GP-UCB under Polynomial Effective Optimism

Gaussian process upper confidence bound (GP-UCB) is widely used for sequential optimization of expensive black-box functions. Although many upper bounds on its cumulative regret have been established in the literature, whether GP-UCB is minimax optimal remains open. We study this question through the effective optimism level, defined as the product of the exploration coefficient and the regularization parameter in kernel ridge regression. Under a uniform confidence assumption, we prove a new regret lower bound for GP-UCB with Matérn kernels. The bound shows that polynomial growth of the effective optimism level, up to logarithmic factors, rules out the minimax-optimal regret rate. Since this is the regime covered by most existing analyses, our result identifies a concrete obstacle to proving minimax optimality for standard GP-UCB. More broadly, it suggests that the gap between current upper bounds and minimax lower bounds may reflect a real limitation of the algorithm, not only of the analysis.

cs.LG↗

arXiv2026

Beyond GSD-as-Token: Continuous Scale Conditioning for Remote Sensing VLMs

Remote sensing vision-language models (RS-VLMs) face a fundamental mismatch with natural-image counterparts: the same geographic object exhibits radically different visual evidence across ground sampling distances (GSDs) spanning multiple orders of magnitude. Yet existing RS-VLMs often discard GSD or inject it as a discrete text token, forcing a single static parameter set to absorb the entire scale spectrum. We introduce ScaleEarth, a parameter-efficient fine-tuning framework built on Qwen3-VL that treats GSD as a continuous conditioning variable governing the model's computation path. At its core, CS-HLoRA (Continuous Scale-Conditioned Hyper-LoRA) modulates the LoRA low-rank subspace through a GSD-driven gate, enabling the model to dynamically route computation by physical scale. To remove reliance on sensor metadata at deployment, we pair CS-HLoRA with SSE-U, a lightweight heteroscedastic sub-head that predicts GSD and its uncertainty from visual features. To provide matching supervision, we construct GeoScale-VQA, a 1.5M-sample scale-layered RS-VQA corpus whose question-answer generation is conditioned on the same physical scalar that drives CS-HLoRA, forming a closed method-data loop. Trained with QLoRA on an 8B backbone, ScaleEarth achieves state-of-the-art results on remote-sensing benchmarks covering diverse Earth-system tasks, including XLRS-Bench and OmniEarth-Bench.

cs.CV↗

arXiv2026

Staffing under Taylor's Law: A Unifying Framework for Bridging Square-root and Linear Safety Rules

Staffing rules are an essential management tool in service industries for meeting target service levels. The square-root safety rule, based on the Poisson arrival assumption, has been commonly used. However, empirical findings suggest that arrivals often exhibit ``over-dispersion'', meaning that the variance exceeds the mean. In this paper, we develop a new doubly stochastic Poisson process model that captures two key features of over-dispersed arrivals: (i) Taylor's law, which links the variance to the mean through a power-law relationship, and (ii) temporal correlation decay, where the correlation between arrival counts in disjoint time intervals decreases as the time gap grows. Using this model, we study how over-dispersion affects staffing and derive a closed-form staffing formula to ensure a desired service level. Our formula shows that the safety level grows as a power of the nominal load. The exponent lies between 1/2 (the square-root safety rule) and 1 (the linear safety rule). It depends on the degree of over-dispersion, and it implies that Taylor's law is the dominant factor in determining staffing levels in heavy traffic. Extensive numerical experiments with both simulated and real arrival data show that our model and staffing rules significantly outperform various alternatives.

math.PR↗

arXiv2026

Cold-Start Forecasting of New Product Life-Cycles via Conditional Diffusion Models

Forecasting the life-cycle trajectory of a newly launched product is important for launch planning, resource allocation, and early risk assessment. This task is especially difficult in the pre-launch and early post-launch phases, when product-specific outcome history is limited or unavailable, creating a cold-start problem. In these phases, firms must make decisions before demand patterns become reliably observable, while early signals are often sparse, noisy, and unstable We propose the Conditional Diffusion Life-cycle Forecaster (CDLF), a conditional generative framework for forecasting new-product life-cycle trajectories under cold start. CDLF combines three sources of information: static descriptors, reference trajectories from similar products, and newly arriving observations when available. Here, static descriptors refer to structured pre-launch characteristics of the product, such as category, price tier, brand or organization identity, scale, and access conditions. This structure allows the model to condition forecasts on relevant product context and to update them adaptively over time without retraining, yielding flexible multi-modal predictive distributions under extreme data scarcity. The method satisfies consistency with a horizon-uniform distributional error bound for recursive generation. Across studies on Intel microprocessor stock keeping unit (SKU) life cycles and the platform-mediated adoption of open large language model repositories, CDLF delivers more accurate point forecasts and higher-quality probabilistic forecasts than classical diffusion models, Bayesian updating approaches, and other state-of-the-art machine-learning baselines.

cs.LG↗

arXiv2026

Optimizing Service Operations via LLM-Powered Multi-Agent Simulation

Service system performance depends on how participants respond to design choices, but modeling these responses is hard due to the complexity of human behavior. We introduce an LLM-powered multi-agent simulation (LLM-MAS) framework for optimizing service operations. We pose the problem as stochastic optimization with decision-dependent uncertainty: design choices are embedded in prompts and shape the distribution of outcomes from interacting LLM-powered agents. By embedding key numerical information in prompts and extracting it from LLM-generated text, we model this uncertainty as a controlled Markov chain. We develop an on-trajectory learning algorithm that, on a single simulation run, simultaneously constructs zeroth-order gradient estimates and updates design parameters to optimize steady-state performance. We also incorporate variance reduction techniques. In a sustainable supply chain application, our method outperforms benchmarks, including blackbox optimization and using LLMs as numerical solvers or as role-playing system designers. A case study on optimal contest design with real behavioral data shows that LLM-MAS is both as a cost-effective evaluator of known designs and an exploratory tool that can uncover strong designs overlooked by traditional approaches.

cs.AI↗

arXiv2026

Differential Mental Disorder Detection with Psychology-Inspired Multimodal Stimuli

Differential diagnosis of mental disorders remains a fundamental challenge in real-world clinical practice, where multiple conditions often exhibit overlapping symptoms. However, most existing public datasets are developed under single-disorder settings and rely on limited data elicitation paradigms, restricting their ability to capture disorder-specific patterns. In this work, we investigate differential mental disorder detection through psychology-inspired multimodal stimuli, designed to elicit diverse emotional, cognitive, and behavioral responses grounded in findings from experimental psychology. Based on this paradigm, we collect a large-scale multimodal mental health dataset (MMH) covering depression, anxiety, and schizophrenia, with all diagnostic labels clinically verified by licensed psychiatrists. To effectively model the heterogeneous signals induced by diverse elicitation tasks, we further propose a paradigm-aware multimodal framework that leverages inter-disorder differences prior knowledge as prompt-guided semantic descriptions to capture task-specific affective and interaction contexts for multimodal representation learning in the new differential mental disorder detection task. Extensive experiments show that our framework consistently outperforms existing baselines, underscoring the value of psychology-inspired stimulus design for differential mental disorder detection.

cs.MM↗

arXiv2026

Can AI Master Econometrics? Evidence from Econometrics AI Agent on Expert-Level Tasks

Can AI effectively perform complex econometric analysis traditionally requiring human expertise? This paper evaluates AI agents' capability to master econometrics, focusing on empirical analysis performance. We develop ``MetricsAI'', an Econometrics AI Agent built on the open-source MetaGPT framework. This agent exhibits outstanding performance in: (1) planning econometric tasks strategically, (2) generating and executing code, (3) employing error-based reflection for improved robustness, and (4) allowing iterative refinement through multi-round conversations. We construct two datasets from academic coursework materials and published research papers to evaluate performance against real-world challenges. Comparative testing shows our domain-specialized AI agent significantly outperforms both benchmark large language models (LLMs) and general-purpose AI agents. This work establishes a testbed for exploring AI's impact on social science research and enables cost-effective integration of domain expertise, making advanced econometric methods accessible to users with minimal coding skills. Furthermore, our AI agent enhances research reproducibility and offers promising pedagogical applications for econometrics teaching.

econ.EM↗

arXiv2026

Learning to Simulate: Generative Metamodeling via Quantile Regression

Stochastic simulation models effectively capture complex system dynamics but are often too slow for real-time decision-making. Traditional metamodeling techniques learn relationships between simulator inputs and a single output summary statistic, such as the mean or median. These techniques enable real-time predictions without additional simulations. However, they require prior selection of one appropriate output summary statistic, limiting their flexibility in practical applications. We propose a new concept: generative metamodeling. It aims to construct a "fast simulator of the simulator," generating random outputs significantly faster than the original simulator while preserving approximately equal conditional distributions. Generative metamodels enable rapid generation of numerous random outputs upon input specification, facilitating immediate computation of any summary statistic for real-time decision-making. We introduce a new algorithm, quantile-regression-based generative metamodeling (QRGMM), and establish its distributional convergence and convergence rate. Extensive numerical experiments demonstrate QRGMM's efficacy compared to other state-of-the-art generative algorithms in practical real-time decision-making scenarios.

cs.LG↗

arXiv2026

SPARKLE: A Nonparametric Approach for Online Decision-Making with High-Dimensional Covariates

Personalized services are central to today's digital economy, and their sequential decisions are often modeled as contextual bandits. Modern applications pose two main challenges: high-dimensional covariates and the need for nonparametric models to capture complex reward-covariate relationships. We propose SPARKLE, a novel contextual bandit algorithm based on a sparse additive reward model that addresses both challenges through (i) a doubly penalized estimator for nonparametric reward estimation and (ii) an epoch-based design with adaptive screening to balance exploration and exploitation. We prove a sublinear regret bound that grows only logarithmically in the covariate dimensionality; to our knowledge, this is the first such result for nonparametric contextual bandits with high-dimensional covariates. We also derive an information-theoretic lower bound, and the gap to the upper bound vanishes as the reward smoothness increases. Extensive experiments on synthetic data and real data from video recommendation and personalized medicine show strong performance in high-dimensional settings.

stat.ML↗

arXiv2026

Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning

Machine learning is central to empirical asset pricing, but portfolio construction still relies on point predictions and largely ignores asset-specific estimation uncertainty. We propose a simple change: sort assets using uncertainty-adjusted prediction bounds instead of point predictions alone. Across a broad set of ML models and a U.S. equity panel, this approach improves portfolio performance relative to point-prediction sorting. These gains persist even when bounds are built from partial or misspecified uncertainty information. They arise mainly from reduced volatility and are strongest for flexible machine learning models. Identification and robustness exercises show that these improvements are driven by asset-level rather than time or aggregate predictive uncertainty.

q-fin.PM↗