Jia Gu

Jia Gu, Liang Pang, Huawei Shen et al.

With the rapid advancement of large language models (LLMs) for handling complex language tasks, an increasing number of studies are employing LLMs as agents to emulate the sequential decision-making processes of humans often represented as Markov decision-making processes (MDPs). The actions in MDPs adhere to specific probability distributions and require iterative sampling. This arouses curiosity regarding the capacity of LLM agents to comprehend probability distributions, thereby guiding the agent's behavioral decision-making through probabilistic sampling and generating behavioral sequences. To answer the above question, we divide the problem into two main aspects: sequence simulation with known probability distribution and sequence simulation with unknown probability distribution. Our analysis indicates that LLM agents can understand probabilities, but they struggle with probability sampling. Their ability to perform probabilistic sampling can be improved to some extent by integrating coding tools, but this level of sampling precision still makes it difficult to simulate human behavior as agents.

Zelin Xiao, Jia Gu, Song Xi Chen

We study methods for identifying heterogeneous parameter components in distributed M-estimation with minimal data transmission. One is based on a re-normalized Wald test, which is shown to be consistent as long as the number of distributed data blocks $K$ is of a smaller order of the minimum block sample size and the level of heterogeneity is dense. The second one is an extreme contrast test (ECT) based on the difference between the largest and smallest component-wise estimated parameters among data blocks. By introducing a sample splitting procedure, the ECT can avoid the bias accumulation arising from the M-estimation procedures, and exhibits consistency for $K$ being much larger than the sample size while the heterogeneity is sparse. The ECT procedure is easy to operate and communication-efficient. A combination of the Wald and the extreme contrast tests is formulated to attain more robust power under varying levels of sparsity of the heterogeneity. We also conduct intensive numerical experiments to compare the family-wise error rate (FWER) and the power of the proposed methods. Additionally, we conduct a case study to present the implementation and validity of the proposed methods.