Assistant Professor Address: 581 PAIS Building, 36 Eagle Row, Atlanta, 30322 |
I am an assistant professor at Emory University since Fall 2021. My research lies at the intersection of causal inference, machine learning, experimental design, and statistical inference. My work is driven by emerging problems and challenges in digital platforms, finance, and healthcare. My two main research directions are:
Experimental design, causal machine learning, causal foundation models, and fine-tuning;
Machine learning for financial big data.
I received my Ph.D. in Management Science and Engineering from Stanford and my B.S. from Peking University. I was a postdoctoral researcher at the Stanford Graduate School of Business. More information can be found in my CV.
Working Papers
Data-Driven Switchback Experiments: Theoretical Tradeoffs and Empirical Bayes Designs [slides]
R. Xiong, A. Chin. and S. J. Taylor
Factor Analysis for Causal Inference on Large Non-Stationary Panels with Endogenous Treatment [slides]
J. Duan*, M. Pelger* and R. Xiong*
Semiparametric Estimation of Treatment Effects in Observational Studies with Heterogeneous Partial Interference [slides] [talk] [code]
Z. Qu*, R. Xiong*, J. Liu, and G. Imbens
Journal Publications
Optimal Experimental Design for Staggered Rollouts [slides] [code]
R. Xiong, S. Athey, M. Bayati, and G. Imbens
Management Science, 2024, 70(8), 5317-5336
2020 MSOM Student Paper Competition Finalist
Target PCA: Transfer Learning Large Dimensional Panel Data [slides]
Internet Appendix
J. Duan*, M. Pelger*, and R. Xiong*
Journal of Econometrics, 2023
Federated Causal Inference in Heterogeneous Observational Data [slides] [code] [lay abstract]
R. Xiong, A. Koenecke, M. Powell, Z. Shen, J. T. Vogelstein, and S. Athey
Statistics in Medicine, 2023, 1–22, doi: 10.1002/sim.9868
Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference [slides]
Internet Appendix
R. Xiong and M. Pelger
Journal of Econometrics, 2023, 233(1), 271-301
2019 George Nicholson Student Paper Competition Honorable Mention
Interpretable Sparse Proximate Factors for Large Dimensions [slides]
M. Pelger* and R.Xiong*
Journal of Business & Economic Statistics, 2022, 40(4), 1642-1664
State-Varying Factor Models of Large Dimensions [slides]
Internet Appendix
M. Pelger* and R.Xiong*
Journal of Business & Economic Statistics, 2022, 40(3), 1315-1333
Conference Publications
Higher-Order Causal Message Passing for Experimentation Under Unknown Interference
M. Bayati*, Y. Luo*, W. Overman*, S. Shirani*, and R. Xiong*
NeurIPS 2024
Two-Stage Shadow Inclusion Estimation: An IV Approach for Causal Inference under Latent Confounding and Collider Bias
B. Li, A. Wu, R. Xiong, and K. Kuang
ICML 2024
Learning Shadow Variable Representation for Treatment Effect Estimation under Collider Bias
B. Li, H. Li, R. Xiong, A. Wu, F. Wu, and K. Kuang
ICML 2024
Stable Estimation of Heterogeneous Treatment Effects
A. Wu, K. Kuang, R. Xiong, B. Li, and F. Wu
ICML 2023
Stable Prediction with Model Misspecification and Agnostic Distribution Shift
K. Kuang, R. Xiong, P. Cui, S. Athey, and B. Li
AAAI 2020
Stable Predictions across Unknown Environments
K. Kuang, P. Cui, S. Athey, R. Xiong, and B. Li
KDD 2018 (oral)
Idle Manuscripts
Deep Learning Stock Volatility with Google Domestic Trends
R. Xiong, E. Nichols, and Y. Shen
Here are the courses I have been teaching:
QTM 347, Machine Learning: Fall 2023, Spring 2024, Fall 2024, Spring 2025
QTM 385, Machine Learning and Causal Inference: Fall 2021, Spring 2022, Fall 2022
QTM 385, Quantitative Finance: Fall 2022, Spring 2023, Fall 2023, Fall 2024
2021: Postdoc, Graduate School of Business, Stanford University
2020: Ph.D., Department of Management Science and Engineering, Stanford University
2014: B.S., Peking University