Survival analysis aims to estimate a time-to-event distribution from data with censored observations. Many existing methods either impose structural assumptions on the hazard function or discretize the time axis, which may limit flexibility and introduce approximation errors. We propose the Survival Diffusion Probabilistic Model (SDPM), a generative approach to continuous-time survival analysis. SDPM models the conditional distribution of the survival outcome, represented by the pair of observed time and censoring indicator, $\mathbb{P}(T,δ\mid \mathbf{x})$, using a denoising diffusion model. Under the assumption of conditionally independent censoring, conditional samples generated by the model can be transformed into survival function estimates using the Kaplan-Meier estimator. This formulation avoids parametric assumptions on the event-time distribution and does not require a discretization of the output time space. The model operates in a transformed target space, using standardized log-times and a continuous Gaussian-mixture representation of the censoring indicator. We evaluate SDPM on ten real survival datasets and compare it with five strong baselines, including tree-based, boosting-based, and neural survival models. Results show that SDPM achieves competitive predictive performance across C-index, integrated time-dependent AUC, and integrated Brier score. A study on synthetic Cox-Weibull data demonstrates that SDPM can recover the shape of an underlying continuous survival distribution more accurately than a strong nonparametric baseline when sufficiently many samples are generated. An ablation study confirms the importance of the proposed target-space transformations, which improve event-rate calibration, reduce invalid generated times, and provide consistent gains in predictive discrimination. Codes implementing the proposed model are publicly available.

Discrete diffusion models are often trained through clean-data prediction, but the prediction can be used in different ways to define the reverse dynamics. In Masked Diffusion Models (MDM) these choices largely coincide, whereas in Uniform Diffusion Models (UDM) they do not. We show that the standard plug-in bridge parameterization for UDM is not optimized by the denoising posterior, but by a leave-one-out posterior that predicts each clean token without using its own noisy observation. This identifies a mismatch between the plug-in ELBO and the usual cross-entropy denoising objective. We characterize the leave-one-out target and derive exact conversions between the denoiser, the leave-one-out posterior, and the score. These conversions allow us to disentangle parameterization and training objective. Our results also lead to inference improvements without any additional training through an informed predictor-corrector sampler and improved temperature sampling based on the leave-one-out predictor. We further introduce an absorbing-state reformulation of uniform diffusion that preserves the UDM joint law while decomposing it into masked-diffusion-like sampling operations, with simpler denoising posteriors, carry-over unmasking, and a natural remasking mechanism. On language modeling, leave-one-out parameterizations consistently improve UDM generation, while the absorbing construction matches or surpasses masked diffusion. These results suggest that the empirical gap between masked and uniform diffusion is driven less by the choice of marginals themselves than by parameterization and sampling design. The code and models can be found at https://github.com/samsongourevitch/rev_udm.

Real-world sensor-based learning systems require uncertainty estimation that is both reliable and computationally efficient. Evidential Deep Learning (EDL) provides single-pass uncertainty estimation by modeling the class probabilities via Dirichlet distributions, where the Dirichlet parameters are predicted by a learned neural network mapping. However, this approach can lead to computational challenges, as Dirichlet expected objectives are more complex than standard supervised learning losses, complicating their analysis and implementation. We address this issue by approximating the objective of the first-order empirical risk minimization problem induced by EDL with a plug-in loss evaluated at the Dirichlet mean and show that, under mild assumptions, the approximation error decays with growing evidence for a broad class of loss functions, including mean-squared error and cross-entropy loss. As a special case, our analysis provides justification for the use of softmax in the context of uncertainty estimation, since under a particular evidence-to-Dirichlet mapping, our framework includes the standard softmax classifier. We validate the proposed simplified objectives on the Google Speech Commands dataset and show that they achieve predictive accuracy and selective prediction performance comparable to classical EDL, while being simpler to implement using standard deep learning losses and training pipelines. To the best of our knowledge, this empirical analysis is the first to obtain coverage-accuracy trade-offs for speech recognition tasks through EDL.

We study the approximation and statistical complexity of learning collections of operators in a shared multi-task setting, with a focus on the Multiple Neural Operators (MNO) architecture. For broad classes of Lipschitz multiple operator maps, we derive near-optimal upper bounds for approximation and statistical generalization. On the lower-bound side, we establish a curse of parametric complexity and prove corresponding minimax rates. Together, these results show that shared representations across tasks do not increase the overall cost: multi-task operator learning follows the same scaling laws as single operator learning. We also compare MNO with a multi-task extension of DeepONet based on concatenated task inputs and show that, from a worst-case approximation-complexity perspective, both architectures satisfy essentially the same asymptotic rates.

Nowcasting and forecasting of infectious diseases have become increasingly important since the SARS-CoV-2 pandemic. In particular, methods for modeling the composition of circulating variants at a given time have seen more use in part due to a large increase in the frequency of genomic sequencing conducted as a part of routine surveillance. However, methods must take into account that locations have different amounts of data and sometimes have different trends. We discuss hierarchical multinomial logistic regression (HMLR), a commonly used method for forecasting SARS-CoV-2 variants, which allows for data sharing across locations. We show how it has been used in the literature, and define a class of HMLR models for SARS-CoV-2 variant nowcasting and forecasting. We rigorously test a subset of this class of models using the framework of the US SARS-CoV-2 Variant Nowcast Hub, a collaborative modeling project that launched in 2024. We created two years of weekly predictions based on retrospective datasets, with the prediction dates ranging from Wednesday, August 3, 2022, to Wednesday, August 7, 2024. We tested 12 HMLR models against a baseline model on these datasets. We found that the HMLR models outperformed the baseline both in terms of probabilistic accuracy, as measured by the energy score, as well as point accuracy, as measured by the Brier score. Overall, we find that HMLR models perform best with respect to the baseline model in locations with more data, and more complex HMLR models also showed more improvement in those high-data locations; however, there was no one best model across all metrics, and simpler HMLR models perform better in low-data locations. We find that HMLR models perform well in practice for nowcasting and forecasting SARS-CoV-2 variants.

A popular class of priors for symmetric positive-definite matrices assumes independent entries and adds a truncation to ensure positive-definiteness. While conceptually simple and often computationally convenient, unless done carefully this truncation can have unintended effects. If the truncated prior or its margins are significantly different from their untruncated counterpart, then its interpretability may suffer, its shrinkage properties become harder to characterise, and posterior inference may be affected in unanticipated ways. We investigate the effect of the truncation both for dense and sparse matrices, and show how to set prior parameters such as the variance of off-diagonal entries such that said effect is mitigated as the matrix dimension grows. We pay particular attention to sparse inference where, unless prior parameters are set carefully, the truncated prior and hence its corresponding posterior assign systematically higher mass to sparser structures than the untruncated prior.

We introduce a new class of conditional autoregressive models for spatially dependent functional data, formulated through conditional means given neighboring functional observations and characterized by a covariance operator and a spatial dependence parameter. Our estimation strategy consists of three components: (i) estimating the covariance operator using conditionally centered data, (ii) estimating the spatial dependence parameter by maximizing the likelihood of projected observations, and (iii) applying a novel profile-based approach to obtain the final estimators. Under an expanding lattice framework, we establish two key theoretical results. First, we establish the consistency of the proposed covariance estimator, which is not attainable using naive methods based on marginally centered data. Second, we prove that the spatial dependence parameter estimator is superconsistent and asymptotically normal, where the latter property enables statistical inference for spatial dependence in functional data -- a contribution that is novel in the existing literature. Numerical studies support the theoretical results and demonstrate the computational efficiency of our method. Finally, we illustrate its practical utility by analyzing weekly PM$_{2.5}$ concentration trajectories in 2019 across counties in the Midwestern United States.

Recent work has identified a counterintuitive phenomenon termed "Hyperfitting", where fine-tuning Large Language Models (LLMs) to near-zero training loss on small datasets surprisingly enhances open-ended generation quality and mitigates repetition in greedy decoding. While effective, the underlying mechanism remains poorly understood, with the extremely low-entropy output distributions suggesting a potential equivalence to simple temperature scaling. In this work, we demonstrate that this phenomenon is fundamentally distinct from distribution sharpening; entropy-matched control experiments reveal that temperature scaling fails to replicate the diversity gains of hyperfitting. Furthermore, we falsify the hypothesis of static vocabulary reweighting, showing through ablation studies that hyperfitting relies on a dynamic, context-dependent rank reordering mechanism. Layer-wise analysis localizes this effect to a "Terminal Expansion" in the final transformer block, where a substantial geometric expansion of the feature space (Delta Dim approx +80.8) facilitates the promotion of deep-tail tokens. Additionally, we introduce Late-Stage LoRA, a targeted fine-tuning strategy that updates only the final 5 layers, yielding robust generation with minimal parameter updates

The Hilbert-Schmidt Independence Criterion (HSIC) and its joint-independence extension $d\mathrm{HSIC}$ are degenerate $V$-statistics whose data-dependent weighted-$χ^2$ null limits force a permutation calibration that multiplies the per-test cost by the number of permutations, in practice two orders of magnitude. Adapting the recent martingale MMD construction for two-sample testing to the (joint) independence problem, we introduce two studentised statistics whose null distributions are standard normal regardless of the data law, so that a single normal-quantile lookup replaces the permutation step entirely. The first, $m\mathrm{HSIC}$, is a self-normalised lower-triangular sum of the Hadamard product of two empirically centred Gram matrices. Under independence and bounded-fourth-moment kernels it converges to a standard normal. It is consistent against every fixed alternative, and runs at quadratic cost in the sample size without any sample split, matching the biased HSIC $V$-statistic. Our second statistic, $md\mathrm{HSIC}$, achieves finite-sample consistency with a single half-sample split: the centring is estimated on one half and the lower-triangular self-normalised martingale is run on the other, shrinking the conditional-mean residual to a quantity that is exponentially small in $d$, so the statistic is asymptotically standard normal at every fixed number of jointly tested variables, with a per-test cost that grows only linearly in $d$. On synthetic data with per-variable input dimension from $1$ to $500$ and between $2$ and $10$ jointly tested variables, both statistics match the empirical type-I error rate and test power of permutation-calibrated baselines while running $25$ to $60\times$ faster.

We propose a new framework for generative modeling based on a discrete-time stochastic control formulation of measure transport. Adapting classic results from control theory, we formulate our problem as a linear program whose dual variables correspond to the \emph{optimal value function} of the control problem, which directly encodes the optimal control policy. Exploiting this LP formulation, we develop an efficient simulation-free primal-dual algorithm for computing approximately optimal value functions and the associated \emph{value-driven transport} (VDT) policies which approximate the true optimal policy. We show that well-trained VDT policies enjoy numerous favorable properties in comparison with other state-of-the-art methods based on flows, diffusions, or Schrödinger bridges: they lead to straight transport paths which can be simulated quickly and robustly, and can be enhanced in all the same ways as diffusion and flow-based models (e.g., conditional generation, classifier-free guidance, unpaired data-to-data translation are all easy to incorporate). We evaluate our methodology in a range of experiments, with results that indicate strong performance and good potential for scalability.

Backdoor poisoning attacks behave counter-intuitively in high dimensions: stronger training triggers can help the defender. We study regularised generalised linear models on Gaussian-mixture data in the proportional regime ($p/n \to κ$), varying the training trigger strength $α$ against a fixed test trigger. Three phenomena emerge: (i) clean test accuracy increases with $α$; (ii) attack success peaks at a finite $α$ and then declines; and (iii) the most damaging trigger direction is the minimum eigenvector of the data covariance. We prove all three results in closed form for the squared loss, and extend (i) and (ii) to general convex GLM losses via a Gaussian-proxy fixed-point system. We identify a finite-sample noise floor proportional to $κ$ as the mechanism behind (i), invisible to classical $n \gg p$ analysis. Experiments on CIFAR-10 and Gaussian surrogates match the theory closely; ResNet-18 experiments show the same phenomena beyond the convex setting.

Shilling is the use of artificial bids to make competition appear stronger and push prices upward. We study repeated first-price auctions in which shilling affects feedback but not allocation: the learner wins or loses against the real competing bid, but after a loss observes the maximum of the real bid and an independent shill bid. Thus the manipulation changes what the learner observes and hence how it learns to bid, without changing the outcome of the current auction. We analyze regret with respect to the best bid benchmark, assuming that the shill-bid distribution is known. Even then, shilling can mask the real bid, while useful side information appears only through intermittent low-shill events. Our algorithm combines a robust interval-elimination branch, which ignores the shilled report and achieves the dynamic-pricing rate $\tilde{\mathcal{O}}(T^{2/3})$, with an optimistic branch that debiases losing-side reports and exploits the resulting suffix information when it is reliable and achieves the first-price auctions rate $\tilde{\mathcal{O}}(\sqrt{T})$. A validation and racing procedure lets the algorithm use these optimistic updates without knowing the right scale or feedback geometry in advance. We complement the upper bounds with a matching lower bound, up to logarithmic factors, in the single-active-region case. Overall, the results show that even feedback-only shilling can sharply alter the statistical difficulty of repeated bidding.

Symbolic regression with genetic programming (GPSR) may suffer from overfitting and structural bloat, especially when noise is present. In this paper we evaluate description length (DL) and fractional Bayes factor (FBF) criteria as principled, data-efficient alternatives to heuristics for selecting compact expressions that generalise well. We implement DL using a Fisher-information-based parameter encoding and compare it to AIC and BIC across multiple datasets, including noisy synthetic benchmarks and real-world regression problems. We study three search/selection strategies: (i) multi-objective search for accuracy and program length followed by DL/FBF selection; (ii) multi-objective search using DL directly as an objective; and (iii) single-objective optimisation with DL/FBF as the fitness. Across datasets we find that DL/FBF post-selection improves test performance compared to AIC/BIC baseline and that BIC in combination with the same function complexity penalty from DL/FBF produces similar results. In contrast, using DL/FBF directly as a fitness function in single-objective GPSR frequently induces premature convergence to overly simple models. We conclude with practical guidance for using DL/FBF as robust model-selection tools in genetic programming workflows.

This paper reconstructs the half-century evolution of the scientific school founded by Yuriy P. Kunchenko (1939--2006) as the development of a semiparametric methodology for non-Gaussian estimation. Starting with Kunchenko's 1972/1973 dissertation applying Volterra series to estimate parameters of random processes, the trajectory is followed through 2006--2026. Kunchenko stochastic polynomials are presented as a coherent family of moment-cumulant procedures: the polynomial maximization method (PMM) for parameter estimation, polynomial criteria for hypothesis testing, and decomposition in spaces with a generating element. The paper details the school's structure: a verified genealogy of 15 defended dissertations, collaborations in Poland, Slovakia, and Germany, and the R package EstemPMM. A recent 2026 paper on Volterra-based signal processing is analyzed, showing how Kunchenko's nonlinear formulation reappears in applied radio engineering. We build a formal bridge between finite Volterra models and generalized Kunchenko polynomials, while separating the MMSE/L2 criterion from PMM: the former is a covariance projection for kernel adaptation, whereas PMM is a parameter-dependent moment procedure. PMM efficiency claims are stated conditionally: gains require that moments exist, the centered correlant matrix is nondegenerate, and the variance reduction coefficient is below one. The concluding research program operationalizes the historical reconstruction into testable statistical and signal-processing tasks.

Highly pathogenic avian influenza A(H5N1) has expanded geographically and ecologically, affecting wild birds, mammalian wildlife, domestic animals, and humans. Wildlife surveillance provides critical early warning for One Health preparedness, yet national-scale analyses integrating host ecology, spatial patterns, seasonality, viral lineage, and risk factors remain limited. This study analysed Canadian wildlife HPAI A(H5N1) surveillance records from 2022 to 2026 to characterise spatiotemporal dynamics and identify factors associated with detection counts. A retrospective analysis of 2,657 detections across 13 provinces and territories was conducted using descriptive epidemiology, spatial clustering methods, and Negative Binomial mixed models. Detections were predominantly avian, with waterfowl and raptors as the major host groups, while mammals accounted for a smaller but epidemiologically important proportion. Detection burden was highest in 2022, with increased activity in autumn and spring. Ontario, Alberta, and British Columbia were identified as major hotspots, with evidence of local clustering in parts of the Prairie region. Reassortant Eurasian-North American lineages dominated detections and were strongly associated with higher detection counts. Modelling results identified year, season, and lineage as key predictors. These findings support risk-based One Health surveillance prioritising high-burden regions, migration-associated periods, key avian host groups, reassortant viral lineages, and continued monitoring of mammalian wildlife.

Specifying a full Bayesian model that integrates multiple data sources can be challenging. One natural approach is to specify each individual model separately and join them afterwards. This is the approach adopted in Markov melding. However, when adjacent submodels share common quantities, as in chained Markov melding, posterior inference can be challenging for existing MCMC-based approaches. In this paper, we propose a new multi-stage sampler for chained Markov models involving an arbitrary number of submodels. The proposed sampler adopts a divide-and-conquer sequential Monte Carlo approach for the tree-structured model that fits naturally with the structure of chained Markov melding. The resulting multi-stage sampler provides a flexible alternative for sampling from complex joint models, as its separate sampling scheme for different submodels avoids the need for directly sampling from the full model. We demonstrate applications of the sampler through two examples. The first is a toy example involving 11 submodels of various types. The second example considers an ecologically integrated population model that combines multiple datasets to estimate immigration and reproduction rates.

The moveEZ (pronounced move easy) R package provides tools for constructing animated PCA biplots that reveal how multivariate structure evolves across the ordered levels of a categorical variable. Built as an extension to the biplotEZ package, moveEZ offers three animation frameworks of increasing methodological complexity: a fixed variable frame, in which variable vectors remain constant and only sample positions are animated; and two dynamic frames, in which both sample positions and variable vectors are recomputed and animated at each level. The dynamic frames support Procrustes alignment and reflection to ensure visual continuity across levels, and are compatible with high-dimensional datasets including grouped structures. The package integrates with gganimate to produce high-quality animations suitable for publications and presentations, and supports both animated and static faceted displays via a single argument. Although originally motivated by tracking shifts in African climate indicators, moveEZ is domain-agnostic and applicable wherever multivariate measurements are recorded repeatedly across an ordered categorical variable, including economic, ecological, and biological settings.

This extended preface [to the Book `Bayesian Nonparametrics', Cambridge University Press, 2010, by NL Hjort, CC Holmes, P Mueller, SG Walker] is meant to explain why you are right to be curious about Bayesian nonparametrics -- why you may actually need it and how you can manage to understand it and use it. The preface also serves as an introductory chapter, giving an overview of the aims and contents of the book. We also explain the background for how the book came into existence, delve briefly on the history of the still relatively young field of Bayesian nonparametrics, and offer some concluding remarks, pertaining to various challenges and likely future developments of the area.

Predictive modelling is important for health data analysis and data-driven clinical decision-making. However, predictive studies are challenging to design optimally by hand when tens or even hundreds of features require selection, transformation, or interaction modelling. While complex machine learning models offer high performance, their "black-box" nature limits the clinical trust, transparency, and interpretability required for decision-making. We developed and evaluated an Exploratory AI Recommender that provides data-driven recommendations to improve predictive performance of existing interpretable statistical models. The developed framework uses flexible AI modelling to capture complex data patterns and explainable AI techniques to translate the patterns into three recommendation types: feature exclusion, non-linear terms, and feature interactions. We evaluated the framework by comparing predictive performance of a baseline (i.e., no interactions or non-linear terms) Cox Proportional Hazards (CPH) model against an augmented CPH incorporating recommendations suggested by our method. The primary analysis predicts the time to the first occurrence of a fall or related injury in 245,614 patients. Our method recommended excluding 23 features, including non-linear terms for two features, and including 221 suggested feature interactions. The C-index improved from 0.805 (95% CI 0.798-0.812) to 0.815 (95% CI 0.809-0.822), and so did calibration (intercept: -0.006 to 0.003; slope: 1.063 to 0.950). All recommendations were supported by existing literature. The method also proved effective on two additional public datasets, demonstrating wider applicability. The proposed Exploratory AI Recommender demonstrates the potential of explainable AI and data-driven study design to improve the process of developing, and the performance of high-dimensional transparent predictive models.

GPUs have significantly accelerated first-order methods for large-scale optimization, especially in continuous optimization. However, this success has not transferred cleanly to problems with discrete variables, combinatorial structure, and nonlinear objectives, such as certifying optimal solutions for cardinality-constrained generalized linear models. Major challenges include the sequential processing of heterogeneous nodes in branch and bound (BnB) and frequent data movement between the CPU and GPU. We propose a simple, generic, and modular CPU--GPU framework that processes multiple BnB nodes in batches on GPUs. The framework is built around a small set of GPU-efficient routines and uses padding together with lightweight custom kernels to handle irregular node data structures. Experiments show one to two orders of magnitude speedups and zero optimality gap on challenging instances. The framework can also be extended to collect the entire Rashomon set, enabling downstream statistical analysis such as variable-importance analysis and model selection under secondary user-specific measures (e.g., AUC in classification).

The growing use of high-throughput sequencing (HTS) has enabled the large-scale production of compositional count data, driving progress in microbiome research. However, such count data are often high-dimensional, over-dispersed, and heavily zero-inflated, and they conflict with the continuity assumptions underlying log-ratio-based compositional data analysis (CoDA), creating substantial methodological challenges. This review provides an overview of zero-handling strategies in compositional data, covering zero-tolerant transformations, imputation approaches for rounded zeros, and statistical models for essential zeros. We specifically highlight the problems that arise when applying the log-ratio framework to sequencing-derived compositional count data, where violations of continuity can induce numerical instabilities and biased statistical inferences. Motivated by these issues, we systematically examine how existing imputation strategies behave when adapted to discrete, zero-inflated count data, including an evaluation of how the discrete, lattice-valued nature of the data affects imputation performance. Overall, this review consolidates scattered methodological developments, clarifies appropriate use cases, and identifies open challenges that motivate future zero-handling frameworks capable of jointly accommodating compositional constraints, zero inflation, and the lattice nature of count data, while also providing a detailed discussion of the comparison results.

This is a verbatim copy of a technical report I wrote in 2017-2018 to obtain the law of the iterated logarithm using the guarantee on the wealth of an online betting strategy.

Accurate modeling of aerodynamic loads is essential for understanding and predicting the responses of complex structural systems. However, these models often rely on simplifications of the true physical forces, introducing assumptions that can limit their accuracy. Validating such models becomes particularly challenging in the presence of noisy or incomplete data. To address this, we introduce a probabilistic physics-informed machine learning approach designed to reconstruct the underlying aerodynamic loads from noisy measurements of structural dynamic responses. The model avoids overfitting, eliminates the need for regularization schemes, and allows for the use of heterogeneous and multi-fidelity data during the training process. The efficacy of the approach is demonstrated through the reconstruction of aerodynamic loads on the Great Belt East Bridge, simulated under a linear unsteady assumption. Results show a strong agreement between true and predicted loads, particularly related to root mean squared errors, magnitude, phase angle and peak values of the signals. The method for load reconstructing holds broad applicability, such as modeling validation, future load estimation, and structural damage prognosis.

We propose a computationally simple framework for clustering functional data based on Gaussian-process-generated random projections. In this approach, each curve is first projected onto a large collection of independent Gaussian process realizations. The resulting high-dimensional representations are clustered using the Mean Absolute Difference of Distances (MADD), a dissimilarity measure well suited for high-dimensional settings. A population-level analysis of this dissimilarity provides insight into how random projections help capture distributional differences between functional populations. We introduce a second stage of clustering to additionally leverage on data-driven projection directions. Thus, in Stage I, an initial clustering is obtained using a set of prespecified projection families. In Stage II, this partition is refined by constructing Gaussian random projections based on an estimated covariance operator that uses the first stage of cluster labels. Finally, a normalized cost function is used to select the optimal clustering among candidate solutions. The proposed clustering algorithm is broadly applicable to diverse functional data regimes including irregular and partially observed data. Through extensive simulations and real-data applications, we show that the proposed method achieves a high degree of accuracy and outperforms many of the state-of-the-art methods across a wide range of functional data settings.

Physical computing systems provide a promising route toward hardware-native machine learning, but their computational capabilities remain difficult to characterize in a principled, task-independent, and data-efficient way. We extend the Information Processing Capacity (IPC) framework to stationary physical computing systems and establish several fundamental results: individual capacities are bounded between zero and one, their sum over a complete basis is bounded by the number of readouts, and noise strictly reduces this bound. We address the finite-sample estimation of IPC and derive the asymptotic form of the systematic positive bias affecting naive estimators. Building on these results, we introduce data-efficient estimation methods based on Richardson extrapolation and Sobol quasi-random sampling. We validate the framework experimentally using a photonic computing system based on picosecond laser pulses propagating through a nonlinear optical fibre. By varying the laser power and fibre length, we observe systematic shifts of the IPC distribution toward higher-order nonlinear capacities induced by the Kerr effect. Finally, we demonstrate that the total IPC strongly correlates with performance on benchmark machine-learning tasks and provides a reliable estimate of the effective dimensionality of the system. These results establish IPC as a practical bridge between the intrinsic dynamics of physical computing systems and their machine-learning performance.

We study the evolution of hidden-weight spectra in wide neural networks trained by (stochastic) gradient descent. We develop a two-level dynamical mean-field theory (DMFT) that jointly tracks bulk and outlier spectral dynamics for spiked ensembles whose spike directions remain statistically dependent on the random bulk. We apply this framework to two settings: (1) infinite-width nonlinear networks in mean-field/$μ$P scaling and (2) deep linear networks in the proportional high-dimensional limit, where width, input dimension, and sample size diverge with fixed ratios. Our theory predicts how outliers evolve with training time, width, output scale, and initialization variance. In deep linear networks, $μ$P yields width-consistent outlier dynamics and hyperparameter transfer, including width-stable growth of the leading NTK mode toward the edge of stability (EoS). In contrast, NTK parameterization exhibits strongly width-dependent outlier dynamics, despite converging to a stable large-width limit. We show that this bulk+outlier picture is descriptive of simple tasks with small output channels, but that tasks involving large numbers of outputs (ImageNet classification or GPT language modeling) are better described by a restructuring of the spectral bulk. We develop a toy model with extensive output channels that recapitulates this phenomenon and show that edge of the spectrum still converges for sufficiently wide networks.

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest descent for a functional in the space of probability measures, equipped with the geometry of optimal transport. Unlike previous WGF-based contributions, GMD can be thought of as directly targeting a fixed point of a specific WGF flow. We demonstrate three main results: first, that one algorithm proposed by Deng et al. (2026) corresponds to finding the limiting point of a WGF on the KL divergence, with Parzen smoothing on the densities. Second, that the algorithm actually implemented by Deng et al. (2026) corresponds to a different procedure, which bears some resemblance to the fixed point of a WGF on the Sinkhorn divergence, but lacks certain desirable properties of the latter. Third, the same same idea can be extended to the limiting point of other WGFs, including the Maximum Mean Discrepancy (MMD), the sliced Wasserstein distance, and GAN critic functions.

Many important statistical models fall outside classical moment-based methods due to the non-existence of moments or moment generating functions. We propose a generalised probabilistic framework in which densities are replaced by pairs $(T,φ)$, where $T \in \mathcal{S}'(\mathbb{R})$ is a tempered distribution and $φ\in \mathcal{S}(\mathbb{R})$ is a Schwartz kernel. Expectations are defined via the action of distributions on regularised test functions, yielding well-defined weak moments, weak characteristic functions, and weak cumulants of all orders. These extend classical quantities and retain key algebraic properties such as additivity under independence and natural affine transformation rules. The main results are: (i) a systematic algebra of weak cumulants; (ii) a weak moment problem where existence of all moments holds unconditionally and uniqueness depends on the kernel, with uniqueness results under Gaussian kernels (via Hermite completeness), positive Schwartz kernels with an exponential tail bound and square-integrable densities (via a Carleman-type criterion), and kernels with exponential decay (via Denjoy-Carleman quasi-analyticity); and (iii) a weak central limit theorem formulated as convergence of weak characteristic functions to a Gaussian limit, covering cases where the classical theorem fails. The framework is illustrated with Student's $t$, stable, and hyperbolic distributions. As a statistical consequence, the weak first moment yields a consistent estimator of the location parameter in the Cauchy model, where no classical moment-based estimator exists. A full statistical treatment is given in a companion paper.

Data assimilation is the process of estimating the state of a dynamical system over time by combining model predictions with measurements. This task becomes challenging when the system is nonlinear and high-dimensional. To address this, score-based Bayesian filters have recently emerged. However, these methods still show unsatisfactory performance in certain cases, particularly under spatially sparse measurements. Such degradation stems from heuristic approximations of the likelihood score, whose errors can accumulate over time. This limitation arises because the methods simply adopt a classical forward process for generative modeling that transforms a data distribution toward a Gaussian distribution, which is independent of the measurement equation. Here, we propose a forward process tailored for filtering that transforms the system state toward the measurement space, enabling a theoretically sound formulation of the likelihood score. Based on this, we develop the Measurement-Aware Score-based Filter (MASF). We evaluate MASF on Kolmogorov flow, a high-dimensional fluid benchmark with up to $\mathcal{O}(10^5)$ dimensions, under diverse measurement operators, including nonlinear cases with a dimensional mismatch between the state and the measurements. MASF shows improved performance over existing score-based filters and ensemble-type Kalman filters. Notably, MASF achieves up to a $28.2\times$ wall-clock speedup compared with the baselines when using amortized pretraining. Our implementation is available at \texttt{https://github.com/tcnllab-oss/masf}.

Reliable estimation of predictive performance is essential for spatial environmental modeling, where machine-learning models are used to generate maps from unevenly distributed observations. Standard cross-validation (CV) assumes that validation data are representative of prediction conditions across the target domain. In practice, this assumption is often violated due to preferential or clustered sampling, leading to biased performance and uncertainty estimates. We introduce a deployment-oriented validation framework based on weighted CV that aligns validation tasks with the distribution of prediction tasks across a specified domain. The framework includes importance-weighted cross-validation (IWCV) and a calibration-based approach, Target-Weighted Cross-Validation (TWCV), which uses spatially meaningful task descriptors such as environmental covariates and prediction distance. Simulation experiments show that conventional non-spatial and spatial CV strategies can exhibit substantial bias under realistic sampling designs, whereas weighted CV approaches substantially reduce this bias when validation tasks adequately cover the deployment-task space. A case study on mapping nitrogen dioxide (NO$_2$) concentrations across Germany demonstrates that standard CV can overestimate prediction error due to sampling bias, while weighted CV yields estimates more consistent with deployment conditions. The framework separates validation task generation from risk estimation and provides a practical approach for improving performance assessment in spatial prediction settings where sample distributions differ from prediction domains.

We define a generalized Golomb--Dickman constant $λ_θ$ as the limiting expected proportion of the longest cycle in random permutations under the Ewens measure with parameter $θ> 0$. Exploiting the independence properties of Kingman's Poisson process construction of the Poisson--Dirichlet distribution, we obtain an explicit integral representation for $λ_θ$ in terms of the exponential integral. The dependence of $λ_θ$ on $θ$ reflects the transition between regimes dominated by long cycles (small $θ$) and those with many small cycles (large $θ$). We also derive the asymptotic behavior of $λ_θ$ for small and large $θ$ and illustrate our results with numerical computations, Monte Carlo simulations of the Hoppe urn, and an application.

Modern approaches for learning from non-Markovian time series, such as recurrent neural networks, neural controlled differential equations or transformers, typically rely on implicit memory mechanisms that can be difficult to interpret or to train over long horizons. We propose the \emph{Volterra signature} $\mathrm{VSig}(x;K)$ as a principled, explicit feature representation for history-dependent systems. By developing the input path $x$ weighted by a temporal kernel $K$ into the tensor algebra, we leverage the associated Volterra--Chen identity to derive rigorous learning-theoretic guarantees. Specifically, we prove an \emph{injectivity} statement (identifiability under augmentation) that leads to a \emph{universal approximation} theorem on the infinite dimensional path space, which in certain cases is achieved by \emph{linear functionals} of $\mathrm{VSig}(x;K)$. Moreover, we demonstrate applicability of the \emph{kernel trick} by showing that the inner product associated with Volterra signatures admits a closed characterization via a two-parameter integral equation, enabling numerical methods from PDEs for computation. For a large class of exponential-type kernels, $\mathrm{VSig}(x;K)$ solves a linear state-space ODE in the tensor algebra. Combined with inherent invariance to time reparameterization, these results position the Volterra signature as a robust, computationally tractable feature map for data science. We demonstrate its efficacy in dynamic learning tasks on real and synthetic data, where it consistently improves classical path signature baselines.

p-hacking occurs when researchers conduct multiple significance tests (e.g., p1;H0,1 and p2;H0,2) and then selectively report tests that yield desirable (usually significant) results (e.g., p2 < 0.05;H0,2) without correcting for multiple testing (e.g., 0.05/2 = 0.025). In the present article, I consider p-hacking in the context of two philosophies of significance testing - the error statistical approach and the formal inference approach. I argue that although p-hacking inflates Type I error rates in the error statistical approach, it does not inflate them in the formal inference approach. Specifically, in the error statistical approach, the "actual" familywise error rate (e.g., 1 - [1 - 0.05]2 = 0.098 for two independent tests) is relevant because it covers both the reported and unreported tests in the "actual" test procedure (i.e., p1;H0,1 and p2;H0,2). In this approach, Type I error rate inflation occurs because the "actual" error rate (0.098) is higher than the nominal error rate (0.05). In contrast, in the formal inference approach, the "actual" familywise error rate is irrelevant because (a) the researcher does not report a statistical inference about the corresponding intersection null hypothesis (i.e., H0,1 & H0,2), and (b) the "actual" familywise error rate does not license inferences about the reported individual hypotheses (i.e., H0,2). Instead, in the formal inference approach, only the nominal error rate is relevant, and a comparison with the "actual" error rate is inappropriate. Implications for conceptualizing, demonstrating, and reducing p-hacking are discussed.

Recent developments in causal machine learning methods have made it easier to estimate flexible relationships between confounders, treatments and outcomes, making unconfoundedness assumptions in causal analysis more palatable. How successful are these approaches in recovering ground truth baselines? In this paper we analyze a new data sample including an experimental rollout of a new feature at a large technology company and a simultaneous sample of users who endogenously opted into the feature. We find that recovering ground truth causal effects is feasible -- but only with careful modeling choices. Our results build on the observational causal literature beginning with LaLonde (1986), offering best practices for more credible treatment effect estimation in modern, high-dimensional datasets.

The diffusion of ideas and language in society has conventionally been described by S-shaped models, such as the logistic curve. However, the role of sub-exponential growth -- a slower-than-exponential pattern known in epidemiology -- has been largely overlooked in broader social phenomena. Here, we present a piecewise power-law model to characterize complex growth curves with a few parameters. We systematically analyzed a large-scale dataset of approximately one billion Japanese blog articles linked to Wikipedia vocabulary, and observed consistent patterns in web search trend data (English, Spanish, and Japanese). Our analysis of 2,963 items, selected for reliable estimation (e.g., sufficient duration/peak, monotonic growth), reveals that 1,625 (55%) diffusion patterns without abrupt level shifts were adequately described by one or two segments. For single-segment curves, we found that (i) the mode of the shape parameter $α$ was near 0.5, indicating prevalent sub-exponential growth; (ii) the peak diffusion scale is primarily determined by the growth rate $R$, with minor contributions from $α$ or the duration $T$; and (iii) $α$ showed a tendency to vary with the nature of the topic, being smaller for niche/local topics and larger for widely shared ones. Furthermore, a micro-behavioral model of outward (stranger) vs. inward (community) contact suggests that $α$ can be interpreted as an index of the preference for outward-oriented communication. These findings suggest that sub-exponential growth is a common pattern of social diffusion, and our model provides a practical framework for consistently describing, comparing, and interpreting complex and diverse growth curves.

In this paper we study Bayesian supervised learning models proposed by Lê in \cite{Le2025}. We show the existence of Bayesian inversions on universal Bayesian supervised learning models $(\mathcal{P}(\mathcal{Y})^{\mathcal{X}}, μ, \mathrm{Id}_{\mathcal{P}(\mathcal{Y})^{\mathcal{X}}}, \mathcal{P}(\mathcal{Y})^{\mathcal{X}}$ for arbitrary input space $\mathcal{X}$, Souslin label space $\mathcal{Y}$, and prior probability measure $μ\in \mathcal{P}( \mathcal{P}(\mathcal{Y})^{\mathcal{X}})$. Using functoriality of probabilistic morphisms, we prove that sequential and batch Bayesian inversions coincide in supervised learning models with conditionally independent (possibly non-i.i.d.) data \cite{Le2025}. This equivalence holds without domination or discreteness assumptions on sampling operators. We derive a recursive formula for posterior predictive distributions, which reduces to the Kalman filter in Gaussian process regression. For Souslin label spaces $\mathcal{Y}$ and arbitrary input sets $\mathcal{X}$, we characterize probability measures on $\mathcal{P}(\mathcal{Y})^{\mathcal{X}}$ via projective systems, generalizing Orbanz \cite{Orbanz2011}. We revisit MacEachern's Dependent Dirichlet Processes (DDP) \cite{MacEachern2000} using copula-based constructions \cite{BJQ2012} and show how to compute posterior predictive distributions in universal Bayesian supervised models with DDP priors.

We introduce a formal active learning methodology for guiding the placement of Lagrangian observers to infer time-dependent vector fields -- a key task in oceanography, marine science, and ocean engineering -- using a physics-informed spatio-temporal Gaussian process surrogate model. The majority of existing placement campaigns either follow standard `space-filling' designs or relatively ad-hoc expert opinions. A key challenge to applying principled active learning in this setting is that Lagrangian observers are continuously advected through the vector field, so they make measurements at different locations and times. It is, therefore, important to consider the likely future trajectories of placed observers to account for the utility of candidate placement locations. To this end, we present BALLAST: Bayesian Active Learning with Look-ahead Amendment for Sea-drifter Trajectories. We observe noticeable benefits of BALLAST-aided sequential observer placement strategies on both synthetic and high-fidelity ocean current models. In addition, we developed a novel GP inference method -- the Vanilla SPDE Exchange (VaSE) -- to boost the GP posterior sampling efficiency, which is also of independent interest.

Accurate forecasts of weekly mortality are essential for public health and the insurance industry. We develop a forecasting framework that extends the Lee-Carter model with age- and region-specific seasonal effects and penalized distributed lag non-linear components that capture the delayed and non-linear effects of heat, cold, and influenza on mortality. The model accommodates overdispersed mortality rates via a negative binomial distribution. We model the temporal dynamics of the latent factors in the model using SARIMA processes and capture cross-regional dependencies through a copula-based approach. Using regional French mortality data (1990-2019), we demonstrate that the proposed framework yields well-calibrated forecast distributions and improves predictive accuracy relative to benchmark models. The results further show substantial heterogeneity in temperature- and influenza-related relative risks between ages and regions. These findings underscore the importance of incorporating exogenous drivers and dependence structures into a weekly mortality forecasting framework.

A popular quantitative approach to evaluating player performance in sports involves comparing an observed outcome to the expected outcome ignoring player involvement, which is estimated using statistical or machine learning methods. In soccer, for instance, goals above expectation (GAX) of a player measure how often shots of this player led to a goal compared to the model-derived expected outcome of the shots. Typically, sports data analysts rely on flexible machine learning models, which are capable of handling complex nonlinear effects and feature interactions, but fail to provide valid statistical inference due to finite-sample bias and slow convergence rates. In this paper, we close this gap by presenting a framework for player evaluation with metrics derived from differences in actual and expected outcomes using flexible machine learning algorithms, which nonetheless allows for valid frequentist inference. We first show that the commonly used metrics are directly related to Rao's score test in parametric regression models for the expected outcome. Motivated by this finding and recent developments in double machine learning, we then propose the use of residualized versions of the original metrics. For GAX, the residualization step corresponds to an additional regression predicting whether a given player would take the shot under the circumstances described by the features. We further relate metrics in the proposed framework to player-specific effect estimates in interpretable semiparametric regression models, allowing us to infer directional effects, e.g., to determine players that have a positive impact on the outcome. Our primary use case are GAX in soccer. We further apply our framework to evaluate goal-stopping ability of goalkeepers, shooting skill in basketball, quarterback passing skill in American football, and injury-proneness of soccer players.

Multidimensional factor models with moderations on all model parameters have so far been limited to single-factor and two-factor models. This does not align well with existing psychological measures, which are commonly intended to assess 3-5 dimensions of a latent construct. In this paper, I introduce a multidimensional MNLFA model that permits the moderation of item intercepts, loadings, residual variances, factor means, variances, and correlations across three or more latent factors. I describe efforts to implement the model using Bayesian methods through Stan and penalized maximum likelihood approaches to stabilize estimation and detect partial measurement non-invariance while preserving model interpretability. Closed-form analytic gradients of the likelihood, eliminating the need for costly numerical or MCMC-based approximations. We conclude by discussing the theoretical implications of penalization for measurement invariance, computational considerations, and future directions for extending the framework to categorical indicators, longitudinal data, and applied research contexts.

Conformalized multiple testing offers a model-free way to control predictive uncertainty in decision-making. Existing methods typically use only part of the available data to build score functions tailored to specific settings. We propose a unified framework that puts data utilisation at the centre: it uses all available data-null, alternative, and unlabelled-to construct scores and calibrate p-values through a full permutation strategy. This unified use of all available data significantly improves power by enhancing non-conformity score quality and maximising calibration set size while rigorously controlling the false discovery rate. Crucially, our framework provides a systematic design principle for conformal testing and enables automatic selection of the best conformal procedure among candidates without extra data splitting. Extensive numerical experiments demonstrate that our enhanced methods deliver superior efficiency and adaptability across diverse scenarios.

Difference-in-Differences designs with staggered treatment adoption are widely used to study heterogeneous treatment effects across cohorts and time periods. We develop a probabilistic framework for estimating potentially high-dimensional ATT arrays that vary across cohorts, periods, and strata defined by baseline covariates. The framework jointly estimates subgroup-specific treatment effects through a unified likelihood-based model, stabilizing inference in sparse cohort-by-time-by-stratum settings. We establish a Bernstein-von Mises theorem for the ATT array, implying asymptotically valid frequentist coverage of posterior credible intervals. Simulations and an application to minimum wage increases and teen employment demonstrate meaningful finite-sample improvements and important subgroup heterogeneity.

Open burning of plastic waste may pose a significant threat to global health by degrading air quality, but quantitative research on this problem -- crucial for policy making -- has been stunted by lack of data. Many low- and middle-income countries, where open burning is most concerning, have little to no air quality monitoring. Here, we leverage remotely sensed data products combined with spatiotemporal causal analytic techniques to evaluate the impact of large-scale plastic waste policies on air quality. Throughout, we study Indonesia before and after 2018, when China halted its import of plastic waste, resulting in diversion of this massive waste stream to other countries. We tailor cutting-edge statistical methods to this setting, estimating effects of increased plastic waste imports on fine particulate matter (PM$_{2.5}$) near waste dump sites in Indonesia as a function of proximity to ports, an induced continuous exposure. We observe strong evidence that monthly PM$_{2.5}$increased after China's ban (2018-2019) relative to expected business-as-usual (2012-2017), with increases up to 1.68 $μ$g/m$^3$ (95% CI = [0.72, 2.48]) when exposed to medium-high port proximity. Effects were more modest for very high port proximity exposure, possibly reflecting smaller increases in dumping/burning where government oversight is greater.

We establish novel and general high-dimensional concentration inequalities and Berry-Esseen bounds for vector-valued martingales induced by Markov chains. We apply these results to analyze the performance of the Temporal Difference (TD) learning algorithm with linear function approximations, a widely used method for policy evaluation in Reinforcement Learning (RL), obtaining a sharp high-probability consistency guarantee that matches the asymptotic variance up to logarithmic factors. Furthermore, we establish an $O(T^{-\frac{1}{4}}\log T)$ distributional convergence rate for the Gaussian approximation of the TD estimator, measured in convex distance. Our martingale bounds are of broad applicability, and our analysis of TD learning provides new insights into statistical inference for RL algorithms, bridging gaps between classical stochastic approximation theory and modern RL applications.

We extend generalized functional linear models under independence to a situation in which a functional covariate is related to a scalar response variable that exhibits spatial dependence-a complex yet prevalent phenomenon. For estimation, we apply basis expansion and truncation for dimension reduction of the covariate process followed by a composite likelihood estimating equation to handle the spatial dependency. We establish asymptotic results for the proposed model under a repeating lattice asymptotic context, allowing us to construct a confidence interval for the spatial dependence parameter and a confidence band for the regression parameter function. A binary conditionals model with functional covariates is presented as a concrete illustration and is used in simulation studies to verify the applicability of the asymptotic inferential results. We apply the proposed model to a problem in which the objective is to relate annual corn yield in counties of states in the Midwestern United States to daily maximum temperatures from April to September in those same geographic regions. The extension to an expanding lattice context is further discussed in the supplement.

Chatterjee's rank correlation is a directed measure of association designed to detect whether one variable can be predicted as a function of another. While the original coefficient is naturally defined for real-valued data, circular data poses additional difficulty. Applying the usual construction requires cutting each circle at an arbitrary point and treating it as a line. Different choices of cut points can lead to different finite-sample values, even though the underlying circular relationship is unchanged. This paper proposes a circular version of Chatterjee's coefficient that removes this arbitrary choice. The population construction averages over response cuts in circular rank space, and the finite-sample construction averages over sample cut gaps and reduces to a simple statistic based only on cyclic ranks. The resulting coefficient is intrinsic to the circular ordering of the data, remains directed, and retains the key interpretation of Chatterjee's original coefficient. Under non-atomic circular marginals, it is zero exactly under independence and one exactly when the circular response is a measurable function of the circular predictor. We prove consistency and derive its distribution-free null behavior under independence. Simulations show that the proposed coefficient is especially useful for detecting multi-winding circular relationships, such as cases where the response goes around the circle twice or four times as the predictor goes around once, where standard circular correlations can be nearly blind.

Epilepsy is a neurological disorder characterized by recurrent seizures affecting more than 70 million people worldwide. Often, an individual with epilepsy is more likely to experience subsequent seizures following an initial seizure, a process we call seizure clustering. Motivated by seizure diary data collected over three years from 407 individuals newly diagnosed with focal epilepsy in the Human Epilepsy Project (HEP), we propose a Bayesian mixed Hawkes process model that addresses seizure clustering and heterogeneity between individuals. In the Hawkes process, the intensity is accelerated each time an event occurs, through the composition of background and excitation intensity functions. The proposed model incorporates a Weibull baseline intensity to model a trend in background seizure rates over time, while the excitation process accounts for seizure clustering within individuals. We model heterogeneity among individuals by including covariates and random effects in both the background and excitation intensities. In the HEP study, the average time between primary and secondary seizures within an individual is 1.57 (95\% CrI: 1.43, 1.70) days, with an average of 2.20 (1.96, 2.47) seizures per cluster. We demonstrate that omitting random effects in the presence of heterogeneity leads to underestimation of the background intensity and overestimation of excitation rates.

This note provides a lightweight tutorial on using Eigen, a C++ template library for linear algebra, to implement statistical and machine learning algorithms. The emphasis is practical rather than methodological: we show how common matrix operations, decomposition-based solvers, and vectorized updates can be written in readable C++ and then connected to Python through pybind11. Two examples are used throughout the tutorial: kernel ridge regression and matrix factorization with stochastic gradient descent. The examples are intentionally small enough to be studied as code, but they contain many operations that appear in larger research software projects, including kernel matrix construction, regularized linear system solving, row-wise updates, and NumPy--Eigen data conversion. The goal is to provide a reproducible starting point for researchers who want to move from mathematical formulas to efficient C++ implementations while retaining a convenient Python workflow.

We develop a Hilbert--Schmidt independence criterion (HSIC)-based framework for testing serial independence in strictly stationary time series. The proposed auto Hilbert--Schmidt independence criterion (AutoHSIC) measures dependence between an observation and its lagged counterpart, providing a kernel-based approach to detecting nonlinear serial dependence. The empirical AutoHSIC statistic is a lagged U-statistic constructed from overlapping observations, and hence inherits temporal dependence even under the i.i.d. null. Its asymptotic analysis therefore differs from standard i.i.d. HSIC theory and must account for degeneracy under the null. We establish the limiting behaviour of the resulting single-lag and portmanteau tests under the null and under fixed alternatives. Since the limiting null distribution is non-pivotal, we develop a wild bootstrap procedure for critical value approximation and prove its asymptotic validity. The framework is further extended to residual-based model diagnostics, where parameter estimation affects the null distribution. Simulations and empirical applications illustrate its ability to detect nonlinear serial dependence in multivariate, functional and matrix time series.

We consider one-hidden layer neural networks trained in the feature-learning regime using gradient descent, and relate the output of the finite-width network $f_{\hatρ_t^m}$ to its infinite-width counterpart $f_{ρ_t^{MF}}$, which evolves in the mean-field dynamics. While constant-time horizon bounds for $\|f_{ρ_t^{MF}} - f_{\hatρ_t^m}\|$ may be obtained via standard Grönwall estimates, the long-time behavior of the fluctuation is a more delicate matter. Uniform-in-time bounds often rely on (local) strong convexity in the landscape or Logarithmic Sobolev inequalities present in noisy gradient dynamics. In this work, we establish non-asymptotic weak propagation-of-chaos that holds uniformly in time, obtained by exploiting instead the convergence rate of the mean-field deterministic Wasserstein-gradient-flow dynamics. Specifically, denoting by $L_t$ the mean-field excess MSE loss at time $t$ and $m$ the number of neurons, under standard regularity assumptions and the condition $\int_0^\infty L_t^{1/2} dt =O(\log d)$, we obtain the uniform in time bound $\|f_{ρ_t^{MF}}- f_{\hatρ_t^m}\|^2 \lesssim \text{poly}(d) m^{-\min(1,c/6)}$ whenever $L_t \lesssim t^{-c}$. Our result holds in a noiseless setting and does not make any assumptions on the geometry of the landscape near the optimum, and extends seamlessly to other forms of discretization, including finite number of samples and time discretization. A key takeaway of our result is that whenever the convergence rate of the mean-field, population-loss dynamics is faster than $t^{-2}$, we can attain a loss of $ε$ with only $\text{poly}(d/ε)$ neurons, training samples, and GD steps.

Conformal methods provide prediction sets for outcomes with confidence guarantees. We study their use in a selective inference setting, where inference is performed only when the prediction set is informative. The analyst may consider as informative, for example, cases with prediction sets that are sufficiently small, exclude null values, or satisfy other appropriate monotone constraints. Because inference is typically restricted to informative cases in practical applications, accounting for the resulting selection bias is crucial to maintaining false coverage rate (FCR) control. A general framework for constructing such informative conformal prediction sets while controlling the FCR on the selected sample was suggested in Gazin et al. (2025). In this work we focus on oracle-guided procedures. We derive the optimal decision policy under a suitable power objective in the oracle setting where the probability of belonging to each prediction set can be computed. In practice, of course, only estimated probabilities are available. We therefore introduce a calibration procedure that adjusts the oracle policy to maintain finite sample FCR control. We show that this approach can achieve substantially higher power than available alternatives. We demonstrate the effectiveness of our new methods for classification outcomes on both real and simulated data.

Estimating treatment effects from observational data requires choosing an adjustment set, but valid adjustment depends on an unknown causal graph. Graph misspecification can cause under-coverage, while graph-agnostic conformal wrappers may regain nominal coverage only through large padding. We introduce CausalGuard, a structure-weighted conformal framework that calibrates after aggregating graph-conditional doubly robust pseudo-outcomes. Candidate DAGs are proposed from an LLM-derived edge prior, pruned by conditional-independence tests, and reweighted by Bayesian Information Criterion. A composite nonconformity score then calibrates the posterior-weighted pseudo-outcome. CausalGuard provides distribution-free finite-sample marginal coverage for this aggregated pseudo-outcome; under causal identification, overlap, conditional-mean nuisance stability, and concentration on target-aligned valid adjustment strategies, its conditional mean converges to the true Conditional Average Treatment Effect. Across five benchmarks, CausalGuard attains mean coverage above the nominal 90% level for the directly evaluable target and reduces width when graph-agnostic conformal baselines require large padding. Stress tests show that CausalGuard suppresses invalid collider adjustment and remains stable under misspecified priors when the retained candidate set is data-supported.

Multiproposal MCMC (MP-MCMC) algorithms use clouds of proposals to efficiently traverse state spaces and overcome complex target geometries. While MCMC methods are embarrassingly parallel by nature, the non-trivial forms of parallelism provided by the MP-MCMC formalism sometimes leads to significant improvements over a naive approach. Here, one important tuning parameter is the number of proposals p used by a single MP-MCMC iteration. While a number of computational strategies have been proposed to efficiently leverage large numbers of proposals within the MP-MCMC paradigm, much remains unknown about these algorithms, particularly in the large p-regime. In this contribution, we discover surprising results by identifying and studying several promising new methods (Algorithm 1.1, Algorithm 3.3, Algorithm 3.4), ruling out other extant approaches and discovering new relationships between different MP-MCMC methodologies. Our analysis is centered on a general state space multiproposal involutive theory recently constructed by the authors combined with the consideration of the large p-limit kernels for MP-MCMC algorithms within a variety of different classes of proposal and acceptance structures.

This article introduces estimators of trend and seasonality for time series of point processes. We assume the point processes follow a temporal or spatial doubly-stochastic Poisson model with log-Gaussian intensity functions. The proposed estimators are computationally simple M-estimators. Their asymptotic distribution is derived, and their finite-sample performance is studied by simulation. As an example of real-data application, we study the patterns of bike demand in the Divvy bike-sharing system of the city of Chicago.

We introduce a new measure of robustness for statistical estimators, which we call \emph{empirical sensitivity}. An estimator $\hat θ$ has bounded empirical sensitivity if, with high probability over a dataset $X = (X_1, \dots, X_n) \sim \mathcal{D}^{\otimes n}$, for any dataset $Y$ obtained by modifying at most $ηn$ points in $X$, we have that $\hat θ(Y)$ is close to $\hat θ(X)$. We study bounds on this quantity for the prototypical problem of Gaussian mean estimation. We prove new lower bounds, showing that for any estimator $\hat μ$ which achieves an optimal $\ell_2$-error bound of $O\left(\sqrt{d/n}\right)$, the empirical sensitivity is at least $Ω\left(η+ \sqrt{ηd/n}\right)$. The two terms arise due to obstructions on the mean and variance (via an Efron-Stein argument) of such an estimator. We show that this bound is tight up to logarithmic factors, by employing recent results for robust empirical mean estimation.

Testing the equality of two high-dimensional mean vectors is a fundamental problem in multivariate analysis. While the classical Hotelling's $T^2$ test is optimal in low-dimensional settings, it fails when the dimension $p$ is comparable to or exceeds the sample size $n$. Several extensions, including the Diagonal Likelihood Ratio Test (DLRT), have been proposed under the working independence assumption among variables. However, such an assumption can lead to a substantial loss of power when correlations are present. In this paper, we propose a new test, the Block Independent Likelihood Ratio Test (BILT), which generalizes DLRT by relaxing the working independence assumption to a block independence assumption. We establish its asymptotic normality of the null distribution of the BILT statistic for 'increasing $p$ with small $n$' under mild regularity conditions. We further analyze the asymptotic power of BILT under a local alternatives. Extensive simulation studies show that BILT maintains Type I error control and achieves substantially higher power than DLRT across a wide range of covariance structures. An application to the Alzheimer's Disease Neuroimaging Initiative (ADNI) dataset further demonstrates the application of BILT to testing mean differences between two matrix-variate populations.

Causal discovery from multivariate time series is challenging when causal effects may occur both across time and within the same sampling interval. This issue is especially important in applications such as neuroscience, where the sampling rate may be coarse relative to the underlying dynamics and contemporaneous effects need not form an acyclic graph. We study causal discovery in linear Gaussian structural VAR models under an equal noise variance assumption, meaning that the structural noise terms have a common variance. Unlike the DAG-based cross-sectional equal noise variance setting, the time-series setting considered here does not generally yield point identification of a unique causal graph. Instead, multiple structural VAR parameterizations can induce the same stationary observed process law. We introduce a notion of observational equivalence tailored to this setting and show that the corresponding equivalence class is characterized by orthogonal transformations of the structural equations together with a global positive scale. This characterization leads to an equivalence-aware model discrepancy, the observational alignment discrepancy, which compares structural models modulo transformations that preserve the observed law. Building on this theory, we propose ENVAR, a sparsity-based procedure that searches over the induced observational equivalence class for a sparse normalized structural representative. We evaluate the proposed methodology on synthetic structural VAR data and on an fMRI dataset.

State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference, which for SSMs is in general a very challenging problem due to the intractability of the likelihood. Recently, neural estimation methods, such as sequential neural likelihood (SNL), have shown promising results in Bayesian inference problems. In this paper, we show that SNL, when applied to the SSM setting, suffers important limitations, such as requiring a large amount of simulated samples to achieve a moderate performance, scaling poorly with sequence length, while not being amortized. We then introduce a novel inference algorithm called truncated-SNL (T-SNL), which addresses the limitations of SNL. Our algorithm is more accurate, more stable and robust during training, more scalable to longer temporal sequences, and can be amortized when new observations become available. Our experiments show that T-SNL is sample-efficient, robust, and flexible algorithm which outperforms other approaches.

Neural processes amortize Gaussian process inference, replacing the exact $O(n^3)$ posterior with a learned $O(n)$ map from context sets to predictive distributions. For a class of latent neural processes, we bound the Kullback--Leibler (KL) divergence between the GP and LNP predictives, decomposing it into three interpretable sources, namely label contamination as the neural process uses label values to estimate a quantity that is label-independent in the exact GP, an information bottleneck because the finite-dimensional representation cannot resolve the full context geometry, and amortization error from a single encoder network shared across all contexts. The bottleneck truncation term decays in the representation dimension $d$ as $O(e^{-cd^{2/d_x}})$ for squared-exponential kernels on $\mathbb{R}^{d_x}$ where $c > 0$ is a kernel-dependent constant and as $O(d^{-2ν/d_x})$ for Matérn-$ν$ kernels, directly linking architecture sizing to kernel smoothness and input dimension. The label contamination term is $O(1)$ in general, with only the observation-noise component decaying as $O(1/n)$, identifying a persistent cost of routing uncertainty estimation through a label-dependent representation. These results characterize the costs of amortization within the analyzed class and yield architectural recommendations to predict variance from context locations alone in the GP-amortization regime, and replace mean aggregation with second-order pooling to close the dominant amortization gap.

The test-negative design (TND) is a resource-efficient observational study design that can assess vaccine effectiveness and exposure-proximal immune correlates of disease. The TND enrolls symptomatic individuals seeking diagnostic testing and compares case status by an exposure variable, such as vaccination status or immune marker level, that is measured at testing. While the TND reduces confounding by healthcare-seeking behavior, other sources of confounding may remain. TND studies may also have missing data in the exposure variable due to incomplete records or two-phase sampling designs. We present a targeted maximum likelihood estimation approach involving a semiparametric logistic regression model that targets a causal conditional risk ratio of symptomatic disease in the healthcare-seeking population. Under causal and missing at random assumptions, our method produces an efficient, asymptotically linear estimator that provides flexible, data-driven confounding control and valid causal inference when analyzing TND studies with missing exposure variable data. We evaluate our method's finite sample properties using plasmode simulations of a two-phase TND immune correlates study. We also apply our method to assess COVID-19 vaccine effectiveness and antibody marker correlates of COVID-19 from TND study cohorts derived from the Moderna Coronavirus Efficacy phase 3 trial.

Test-time adaptation (TTA) methods improve model performance under distribution shift but lack formal guarantees connecting shift magnitude to prediction reliability. We develop a PAC-Bayesian framework yielding generalization bounds explicitly parameterized by the maximum mean discrepancy (MMD) between source and target distributions. Our principal contribution is interpreting MMD-balls around the source distribution as credal sets in Walley's imprecise probability theory, yielding natural epistemic uncertainty quantification. We establish: (i) a PAC-Bayesian bound with an MMD-dependent shift penalty under an RKHS-Lipschitz loss assumption; (ii) a finite-sample version via MMD concentration; (iii) a uniform worst-case risk bound over all distributions in the credal set, with a lower-upper risk decomposition; and (iv) geodesic preservation bounds explaining why kernel-guided adaptation protects local feature geometry. The credal set interpretation separates epistemic from aleatoric uncertainty and provides a principled decision criterion for when adaptation is warranted.

We describe a Bayesian multidimensional explanatory IRT model, and an associated Markov Chain Monte Carlo (MCMC) estimation procedure and the corresponding development of calibration software, designed for psychometric analyses of large numbers of sparsely-linked persons and items. Such data structures can arise, for example, from adaptive assessments using large banks of automatically generated items with individual test takers receiving a very small proportion of the entire bank. We discuss how our choices for model specification, data structures, and algorithm implementation combine to create a scalable method for explanatory IRT that can support a variety of psychometric operations with sparse data.

We study risk-sensitive reinforcement learning in finite discounted MDPs, where a generative model of the MDP is assumed to be available. We consider a family or risk measures called the optimized certainty equivalent (OCE), which includes important risk measures such as entropic risk, CVaR, and mean-variance. Our focus is on the sample complexities of learning the optimal state-action value function (value learning) and an optimal policy (policy learning) under recursive OCE. We provide an exact characterization of utility functions $u$ for which the corresponding OCE defines an objective that is PAC-learnable. We analyze a simple model-based approach and derive PAC sample complexity bounds. We establish that whenever $u$ does not have full domain $\text{dom}(u)\neq \mathbb{R}$, the corresponding problem is not PAC-learnable. Finally, we establish corresponding lower bounds for both value and policy learning, demonstrating tightness in the size $SA$ of state-action space, and for a more restricted class of utilities, we derive lower bounds that makes the dependence on the effective horizon $\frac{1}{1-γ}$ explicit. Specifically, for $\text{CVaR}_τ$ we show that the correct dependence on $τ$ is $\frac{1}{τ^2}$, thus improving by a factor of $\frac{1}τ$ over state-of-the-art although our bound has a suboptimal dependence on $\frac{1}{1-γ}$.

Modern biomedical survival studies with high-dimensional genomic and clinical predictors are challenged by missing covariates. Existing methods conduct inference through penalization and debiasing when the number of covariates diverges with sample size, but they are typically developed with fully observed covariates. Conversely, substantive-model-compatible multiple imputation methods, particularly substantive-model-compatible fully conditional specification (SMC-FCS), provide principled handling of missing covariates while preserving compatibility with the Cox model, yet current methodology and theory remain largely restricted to fixed-dimensional settings. To address these limitations, we propose a semiparametric multiple imputation framework for inference in Cox regression with missing covariates of a diverging dimension. Missing covariates are imputed through a high-dimensional SMC-FCS procedure driven by Cox-model likelihood contributions, with rejection sampling used to enforce substantive-model compatibility and ridge-regularized posterior draws used to stabilize the imputation models. The algorithm stabilizes the Cox estimator through an imputation-regularized optimization iteration and then generates multiply imputed datasets from a stabilized chain. Inference for low-dimensional linear functionals or contrasts, $c^\top β$, is obtained by combining debiased estimators and within-imputation variance estimates through Rubin's rules. We establish consistency and asymptotic normality of the resulting pooled estimator under a diverging-dimensional regime. Simulation studies demonstrate favorable finite-sample performance, and an application to the Boston Lung Cancer Survival Cohort illustrates the practical utility of the proposed method for high-dimensional survival studies with incomplete covariates.

Logged advertising auctions make offline reserve-price evaluation attractive but risky. Replay tables can identify policies with large apparent yield gains, yet they can also hide weak threshold support, multiple-comparison effects, subgroup harm, and bidder-response uncertainty. Existing replay and off-policy evaluation methods estimate or rank policy values, but they do not directly answer the operational question of whether the available evidence is strong enough to justify validation. This paper develops a support-aware offline decision framework for reserve-policy selection. Rather than outputting a single point-estimate winner, the framework converts logged evidence into a conservative decision object consisting of certified policies, statistically dominated alternatives, and unresolved candidates requiring further validation. The main theoretical result gives a unified finite-catalog guarantee showing that, under simultaneous uncertainty control and conservative support gates, the framework preserves the best gate-passing policy while eliminating only policies with certified regret. Supporting results characterize support-localized replay generalization, establish information-theoretic threshold-resolution limits, and quantify when heterogeneous bidder response can overturn localized replay rankings. Experiments on iPinYou real-time-bidding logs show that the leading reserve rule achieves a 47.66% replay lift in season two, a 40.71% simultaneous lower-bound lift, and a 43.87% frozen out-of-time replay lift in season three. The framework reduces a 19-policy catalog to a two-policy validation shortlist while certifying non-harm across 44 advertiser, exchange, and region segments. The results support the central claim that offline reserve-policy evaluation should produce certified validation decisions rather than point-estimate rankings alone.

Scientific computer simulations cannot represent all scales in realistic applications. To bridge this model-data gap, parameters are injected into models and constrained with noisy data using Bayesian inversion. To reduce the number of simulator evaluations, which can be 10^5 or more, modern approaches employ dimension reduction in conjunction with emulation of the forward map (that contains the simulator). Due to scarcity of model evaluations and data, this dimension reduction becomes very important for posterior sampling performance. Recent work on likelihood-informed subspaces (LIS) truncates to informative directions by optimizing bounds on information loss, and though mathematically well-adapted to sampling, they are often restrictive in practice. In this work, we provably generalize this methodology to facilitate application to $α$-tempered (i.e., annealed, power-posterior) distributions for $α$ in [0,1]. We provide theory to build partially-informed spaces termed $α$-LIS. We show how $α$ < 1 can often produce near-optimal spaces. In addition, we focus on applying $α$-LIS to practical cases, where the available data is severely limited and noisy. We propose and test extensions for utilizing data from the entire sequence of distributions $α$_0 < ... < $α$_k, and use simple approximations of model gradients so that our approach can be used for emulation of forward maps for chaotic or stochastic systems where derivatives are unavailable or uninformative due to noise. In experiments, our accumulated approach is much more robust to these challenging circumstances than the theoretically optimal $α$ = 1.

State-space models (SSMs) are a broad class of probabilistic models for dynamical systems with many applications in engineering and science. Bayesian filtering is analytically tractable only in the linear-Gaussian setting, where the Kalman filter yields exact posterior distributions. For nonlinear or non-Gaussian SSMs, approximations are required. Two prominent families of approximate methods are Gaussian sum filters (GSFs), which rely on local Gaussian approximations and numerical integration schemes, and particle filters (PFs), which use sequential Monte Carlo sampling. Despite their success, GSFs can suffer from numerical instabilities and severe failures in strongly nonlinear regimes, while PFs are flexible and robust but often demand substantial computational resources to achieve accurate estimates. In this work, we propose the Augmented Gaussian Sum Filter (AGSF), a novel filtering framework that unifies GSFs and PFs through an augmented Gaussian approximation parameterized by latent variables and tunable covariance parameters. By adjusting these covariances, the AGSF interpolates continuously between GSF-like and PF-like behavior, recovering both as special cases. Building on this view, we develop an adaptive AGSF that automatically shifts its behavior according to the local nature of the nonlinearities, acting more like a GSF when Gaussian approximations are reliable and more like a PF when they are not. In a target-tracking application, we demonstrate that AGSF is efficient and robust to common failure modes of both GSFs and PFs. We empirically validate the switching behavior of the adaptive mechanism in a toy example.

Characterizing precisely the asymptotic generalization error of neural networks using parameters that can be estimated efficiently is a crucial problem in machine learning, which relies heavily on heuristics and practitioners' intuition to make key design choices. In order to mitigate this issue, we introduce the Representation Gap, a metric closely related to the generalization error, but admitting better-behaved asymptotic dynamics. Focusing on equivariant diffusion models and leveraging results from optimal quantization and point-process theory, we derive a precise asymptotic equivalent of the Representation Gap and show that it is governed by a single parameter, the \textit{intrinsic dimension} of the task, which is easy to interpret, efficient to estimate, and can be linked to the equivariances of common neural network architectures. We show that this asymptotic dynamic also extends to a broader range of tasks and training algorithms. Finally, we demonstrate empirically that our asymptotic law and intrinsic dimension estimation are accurate on a wide range of synthetic datasets, where these quantities are known, as well as on more realistic datasets, where we obtain results consistent with the related literature.

Recent research has led to the development of MCMC algorithms with likelihood-informed proposals when targeting posterior distributions supported on discrete state spaces. Our work is placed within this field and puts forward a new MCMC methodology based upon similarity-driven proposals. Such proposals sway transitions towards states favored by the posterior via use of a data-driven measure of discrepancy between observations and the proposed model. Our approach can naturally cover classes of hierarchical models that involve both discrete variables and additional latent ones, without a requirement of integrating our the latter, in contrast to previous works in this field. The new algorithms are illustrated in simulation settings and in a involved real data scenario with a Dirichlet-Multinomial regression model.

We study distribution-free root cause analysis in multi-stream data, where an evolving underlying system is observed through multiple data streams that may each undergo distributional changes at unknown timepoints. In such settings, the stream exhibiting the earliest change provides a natural starting point for investigating the underlying cause, which we refer to as the root-cause index. Leveraging conformal $p$-values, we propose a novel framework, Conformal Root Cause Analysis (CROC), which constructs finite-sample valid confidence sets for the root-cause index under minimal assumptions: the data streams are independent, and within each stream the pre- and post-change observations are sampled exchangeably from arbitrary and unknown distributions. We further establish a universality property, showing that any distribution-free method for root cause localization can be represented within the CROC framework. In addition, under mild regularity conditions and principled score design, our method yields asymptotically sharp confidence sets that efficiently isolate the root cause. We further extend CROC to efficiently handle cross-stream dependence when present. Extensive simulations demonstrate accurate localization of the root stream, supporting our theoretical guarantees.

Confidence calibration for classification models is vital in safety-critical decision-making scenarios and has received extensive attention. General confidence calibration methods assume training and test data are independent and identically distributed, limiting their effectiveness under covariate shifts. Previous calibration methods under covariate shift struggle with class-wise or canonical calibrations and often rely on unstable importance weighting when density ratios are large or unbounded. Given the above limitations, this paper rethinks confidence calibration under covariate shifts. First, we derive a necessary and sufficient condition for confidence calibration under covariate shifts, named Expectation consistency condition, which reveals covariate shifts do not necessarily lead to uncalibrated confidence and provides a weaker condition for confidence calibration than global covariate distribution alignment. Then, utilizing Expectation consistency condition, this paper proposes an unsupervised domain adaptation loss to calibrate confidence of the target domain, named Expectation consistency loss (ECL), which is compatible with canonical calibration, class-wise calibration, and top-label calibration. Third, we prove that computing ECL loss has the same sample complexity as Expected Calibration Error (ECE) and provide a theoretically grounded mini-batch trainable scheme for ECL loss. Finally, we validate the effectiveness of our method on both simulated and real-world covariate shift datasets.

We study the problem of selecting covariates for unbiased estimation of the total causal effect.Existing approaches typically rely on global causal structure learning over all variables, or on strong assumptions such as causal sufficiency - where observed variables share no latent confounders - or the pretreatment assumption, which limits covariates to those unaffected by the treatment or outcome. These requirements are often unrealistic in practice, and global learning becomes computationally prohibitive in high-dimensional settings.To address these challenges, we propose a novel local learning method for covariate selection in nonparametric causal effect estimation that avoids both the pretreatment and causal sufficiency assumptions. We first characterize a local boundary that contains at least one valid adjustment set whenever one exists for identifying the causal effect, and then develop local identification procedures to efficiently search within this boundary.We prove that the proposed method is sound and complete. Experiments on multiple synthetic datasets and two real-world datasets show that our approach achieves accurate causal effect estimation while substantially improving computational efficiency.

Multimodal large language models (MLLMs) remain vulnerable to transfer-based targeted attacks, where perturbations optimized on open-source surrogate encoders can generalize to closed-source MLLMs. A key challenge for improving adversarial transferability is to effectively capture the intrinsic visual focus shared across different models, such that perturbations align with transferable semantic cues rather than surrogate-specific behaviors. However, existing methods suffer from spatial-domain feature redundancy and surrogate-specific gradient signals, thereby hindering cross-model transferability. In this paper, we propose FRA-Attack, which addresses both challenges from a unified frequency-domain regularization perspective. For feature alignment, a high-pass DCT objective on patch features suppresses redundant global structures and concentrates the loss on the high-frequency band that carries the MLLMs' intrinsic visual focus. For gradient optimization, we introduce Frequency-domain Gradient Regularization (FGR), a \textit{model-agnostic} low-pass regularizer that modulates the surrogate gradient using only the geometric frequency coordinate, \textit{i.e.}, no surrogate-derived statistic is involved, so that FGR is model-agnostic by construction, removing surrogate-specific high-frequency artifacts while preserving transferable low-frequency directions. Together, the two components form a unified frequency-domain treatment of transferability. Extensive experiments on $15$ flagship MLLMs across $7$ vendors show that FRA-Attack achieves superior cross-model transferability, particularly with state-of-the-art performance on GPT-5.4, Claude-Opus-4.6 and Gemini-3-flash.

Among 755,004 Philadelphia landlord--tenant records filed during 1969-2022, 396,163 residential cases involve tenants who appear exactly once in the observed docket. In unadjusted comparisons, single-appearance cases handled by high-volume plaintiff-side counsel are more likely to advance to the writ-of-possession and served-writ stages, but no more likely to end in default. Comparisons within the same plaintiff, and within the same plaintiff at the same property, show no broad premium on adverse case outcomes such as default, judgment, or fees. The clearer pattern is organizational: after a plaintiff adopts or switches into high-volume counsel, monthly filings rise by about 2-5% and the number of distinct buildings reached rises by a similar margin; near the prior-year top-10 attorney threshold, cases display local differences in default and enforcement; and continuances under specialist counsel are more closely linked to default. Non-flat pre-treatment trends and imprecise reverse-direction estimates from attorney exits restrict the strength of any causal claim. High-volume plaintiff-side counsel therefore functions as a mechanism of filing scale and procedural sequence, not as a uniform escalator of case outcomes or as a cause of any individual tenant becoming single-appearance.

Dennis Lindley once said that there is only one thing worse than a frequentist, and that is an empirical Bayesian. The quip has the air of caricature, but its technical content is serious: empirical Bayes uses the same data twice, conflates levels of a hierarchy, and produces posterior-shaped summaries whose uncertainty quantification differs from what a fully hierarchical model delivers. David Blei's 2026 IMS Medallion Lecture, "A Fresh Look at Empirical Bayes," revives the program under three new banners: empirical Bayes via probabilistic symmetries (rebranded "Bayesian empirical Bayes"), empirical Bayes with implicit likelihoods through simulation-based inference, and empirical Bayes for combining experimental and observational data through calibration studies. This is a continuation of Blei and Kucukelbir's earlier "population empirical Bayes" (PopEB, 2015). We argue, in the spirit of Lindley, I. J. Good, William DuMouchel, Thomas Louis, and our own recent work with Datta, that Blei's machinery targets inferential objects distinct from the posterior conditional on the realized data, and that the cost of maintaining the full hierarchical discipline has fallen low enough that the computational trade-off no longer favors the shortcut. The case study is the Tweedie formula. Efron's f-modeling empirical Bayes plugs an estimated score function into a posterior-mean identity, but a smoothed score need not arise from any prior. The horseshoe Tweedie formula does. We conclude by recommending that the impressive computational machinery of modern empirical Bayes (variational inference, neural amortization, simulation-based inference) be redeployed in service of properly hierarchical Bayes.

Kolmogorov-Arnold Networks (KANs) approximate multivariate functions using learnable univariate edge functions, typically parameterized by B-spline bases. Although effective, spline-based implementations can be computationally expensive. A modified version of KANs, called FastKAN, improves efficiency by replacing splines with Gaussian radial basis functions (RBFs), but it relies on a fixed kernel and shape parameter. In this work, we extend the RBF-based KAN framework by introducing a broader family of radial basis kernels and by initializing the kernel shape parameter using leave-one-out cross-validation (LOOCV). To the best of our knowledge, this is the first study that integrates LOOCV-based kernel scale estimation with deep KAN training. We also introduce Matérn and Wendland kernels into the KAN framework for the first time, enabling more flexible basis representations beyond the Gaussian kernel used in FastKAN. The LOOCV estimate provides a data-driven initialization of the kernel scale, which is subsequently refined during network training. The proposed adaptive RBF-KAN is evaluated on several two-dimensional benchmark functions. The results highlight the importance of kernel selection and adaptive shape parameters, with different kernels showing advantages for smooth functions, discontinuities, and oscillatory patterns. Overall, combining LOOCV-based initialization with adaptive kernel learning provides a practical strategy for improving RBF-based KAN models.

We introduce Pairwise Distance-Diffusion Analysis (PDDA), a geometric framework for estimating the Hurst exponent from distance plots of long-memory stochastic processes. A single construction yields two complementary routes: R/S-PDDA, a geometric reformulation of the classical rescaled-range definition, and MSD-PDDA, based on mean-squared-displacement scaling, classically used in anomalous diffusion. We extend PDDA to multivariate isotropic and anisotropic processes and derive an explicit link between temporal persistence, range dimension, and recurrence statistics, providing a unified distance-based foundation for Hurst analysis.

Protein-protein interactions (PPIs) govern nearly all cellular processes, yet computational methods for identifying binding partners typically produce ranked predictions without mechanistic justification. This creates a fundamental barrier to adoption because biologists cannot assess whether predictions reflect genuine biochemical insight or spurious correlations. We present \textbf{Protein Thoughts}, a framework that reformulates PPI discovery as an interpretable search problem with explicit reasoning. The system decomposes binding evidence into four biologically meaningful signals: sequence similarity reflecting evolutionary relationships, structural complementarity capturing geometric fit, interface balance, and chemical compatibility encoding residue-level interactions. Rather than collapsing these signals into an opaque score, we preserve their individual contributions through a transparent value function that enables both ranking and auditing. To navigate large candidate spaces efficiently, we introduce hypothesis-guided entropy-regularized Tree-of-Thoughts search. A fine-tuned language model generates search directives from embedding-derived features, classifying candidates as high-priority, exploratory, or skippable. These directives condition a Boltzmann policy that balances exploitation with entropy-driven exploration, while hypothesis-aware pruning prevents premature abandonment of promising candidates. For candidates exhibiting score disagreement, hypothesis-conditioned embedding-space flow matching transports protein embeddings toward the binder manifold. On the SHS148k benchmark, Protein Thoughts achieves mean best-binder rank of 11.2 versus 47.7 for an entropic tree search baseline, a 76% improvement, and for binding prediction the trained value function achieves $91.08 \pm 0.19$ Micro-F1, outperforming existing PPI methods on the same dataset.

No feature ranking can be simultaneously faithful, stable, and complete when features are collinear. For collinear pairs, ranking reduces to a coin flip. We prove this impossibility, quantify it for four model classes, resolve it via ensemble averaging (DASH), and machine-verify it with 305 Lean 4 theorems. We characterize the complete attribution design space: exactly two families of methods exist -- faithful-complete methods (unstable, with rankings that flip up to 50% of the time) and ensemble methods like DASH (stable, reporting ties for symmetric features) -- and no method lies outside this dichotomy. The impossibility is quantitative: the attribution ratio diverges as 1/(1-rho^2) for gradient boosting, is infinite for Lasso, and converges for random forests. DASH (Diversified Aggregation of SHAP) is provably Pareto-optimal among unbiased aggregations, achieving the Cramer-Rao variance bound with a tight ensemble size formula. In a survey of 77 public datasets, 68% exhibit attribution instability. Switching to conditional SHAP does not escape the impossibility when features have equal causal effects. The framework includes practical diagnostics -- a Z-test workflow and single-model screening tool -- and has direct consequences for fairness auditing: SHAP-based proxy discrimination audits are provably unreliable under collinearity. The design space theorem, diagnostics, and impossibility are mechanically verified in Lean 4 (305 theorems from 16 axioms, 0 sorry) -- to our knowledge, the first formally verified impossibility in explainable AI.

We develop an adaptive jump test for discretely observed high-frequency semimartingales by combining the A"it-Sahalia--Jacod ratio statistic (A"it-Sahalia and Jacod, 2009) and the Lee--Mykland extreme-return statistic (Lee and Mykland, 2008) with the Cauchy combination rule. Allowing stochastic It^o drift, volatility, and leverage, we show asymptotic independence under the continuous-path null and dense local alternatives, yielding an analytically calibrated test with closed-form power; under finite-activity jumps, the test is consistent. We also extend the method to additive microstructure noise. Simulations show that the combined procedure performs well under both dense and sparse alternatives and is typically best overall.

We introduce FLASH-MAX, a shallow, exact-by-construction neural network architecture for predicting homogeneous electromagnetic fields from sparse pointwise observations. Each hidden neuron represents a separate exact solution to Maxwell's equations, so that the network satisfies the governing equations symbolically by construction and can be trained end-to-end from sparse data within seconds. We prove a universal approximation result showing that this exact model class remains universal on arbitrary domains. FLASH-MAX reaches sub-1% relative validation error from about 1K sparse pointwise observations in seconds, all while maintaining a zero PDE residual, and keeps single-digit errors even for only 100 observations sampled from 3D space. These results suggest that moving governing structure from the loss into the hypothesis class can dramatically improve the trade-off between precision and optimization speed in scientific machine learning.

Informative cluster size (ICS) and informative subgroup size (ISS) can distort marginal association estimates when the number of observed units, or their distribution across outcome-defined categories, is related to the outcomes under study. This issue is especially relevant for paired outcomes, where the observed association can depend on cluster size, paired-category composition, and the process by which units become available for analysis. We propose three weighted estimating approaches for marginal association between paired outcomes in clustered data. The weights are derived from within-cluster resampling arguments and extend inverse cluster-size and subgroup-size weighting to paired outcome categories. We also modify an existing ISS testing procedure by utilizing Stouffer's method to reduce computational burden. To evaluate the methods, we develop a simulator for clustered paired outcomes that separates unit-level association, latent cluster-level association, and outcome-dependent retention. Simulations show that pair-based weighting can reduce bias when association arises through unit-level dependence and subgroup composition is informative, but can attenuate association carried by latent cluster-level structure. Typical inverse-cluster weighting remains more stable when the association is primarily cluster-level. Application to NHANES oral-health data shows small positive periodontal and caries associations overall, with filled-surface outcomes showing stronger ISS evidence and greater sensitivity to pair-based weighting than decayed-surface outcomes. These results indicate that marginal association under ICS and ISS should be interpreted in relation to the source of association, observed-unit structure, and assumptions used to choose the weighting scheme.

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unknown distribution. We derive a data-dependent high probability bound on the performance of any learned (stochastic) controller, and propose novel efficient learning algorithms with theoretical guarantees, which can be implemented for both finite and infinite controller spaces. Compared to prior work, our bound holds for unbounded quadratic cost. In the special case where LQG is optimal, our numerical results suggest that the learned controllers achieve comparable performance to LQG.

We develop Wasserstein-based hypothesis tests for empirical-measure convergence in stationary dependent sequences. For a known candidate invariant measure, $μ$, we study the statistic $T_n=\sqrt{n}\,W_1(\hatμ_n,μ)$ and establish asymptotic level-$α$ validity under the null, together with consistency under fixed alternatives. When the invariant measure is unknown, we derive the asymptotic law of the pairwise statistic $\sqrt{n}\,W_1(\hatμ_n^{(i)},\hatμ_n^{(j)})$ for independent trajectories and obtain a corresponding pairwise test, including Bonferroni control for multiple comparisons. To make this estimation feasible when the long-run covariance is unavailable in closed form, we introduce a finite-grid plug-in estimator and show that Gaussian critical values based on the estimated covariance consistently recover the corresponding oracle fixed-grid estimation. Simulation experiments in both linear and nonlinear dynamical settings illustrate the oracle and plug-in regimes, along with the resulting coverage probability and power.

Compliance monitoring in rule-governed domains (tax administration, clinical protocol adherence, environmental regulation) faces three structural obstacles that standard machine learning does not simultaneously address: the absence of labeled outcomes at deployment, strategically missing observations where non-compliant entities selectively withhold evidence, and a regulatory environment that changes faster than any supervised model can be retrained. We introduce Rule-State Inference (RSI), a Bayesian framework that reverses the usual paradigm. Rather than learning rules from data, RSI treats an authoritative, formalized rule set as structured Bayesian priors and infers the latent compliance state of a population through mean-field variational inference with exact coordinate-ascent updates. The central modeling object is a joint latent state per regulatory period: a global compliance-culture factor eta and per-rule components for activation, population compliance level, and parametric drift. RSI delivers three formal guarantees: O(n_k + K) regulatory adaptability per rule update; Bernstein-von Mises consistency for the identifiable continuous components; and monotone ELBO convergence at every iteration. We instantiate RSI on the Togolese fiscal system on a benchmark of 2,000 synthetic enterprises grounded in official regulatory law; full numerical validation is forthcoming. The framework is designed for direct extension to Sequential RSI, a state-space formulation where the posterior from one regulatory period becomes the prior for the next, yielding an exact Kalman filter for compliance-trajectory tracking and entity-level Bayesian scoring.

The fate of cities under natural hazards depends not only on hazard intensity but also on the coupling of structural damage, a collective process that remains poorly understood. Here we show that urban structural damage exhibits phase-transition phenomena. As hazard intensity increases, the system can shift abruptly from a largely safe to a largely damaged state, analogous to a first-order phase transition in statistical physics. Higher diversity in the building portfolio smooths this transition, but multiscale damage clustering traps the system in an extended critical-like regime (analogous to a Griffiths phase), suppressing the emergence of a more predictable disordered (Gaussian) phase. These phenomenological patterns are characterized by a random-field Ising model, with the external field, disorder strength, and temperature interpreted as the effective hazard demand, structural diversity, and modeling uncertainty, respectively. Applying this framework to real urban inventories reveals that widely used engineering modeling practices can shift urban damage patterns between synchronized and volatile regimes, systematically biasing exceedance-based risk metrics by up to 50% under moderate earthquakes ($M_w \approx 5.5$--$6.0$), equivalent to a several-fold gap in repair costs. This phase-aware description turns the collective behavior of civil infrastructure damage into actionable diagnostics for urban risk assessment and planning.

Score-based generative models have recently achieved remarkable success. While they are usually parameterized by the score, an alternative way is to use a series of time-dependent energy-based models (EBMs), where the score is obtained from the negative input-gradient of the energy. Crucially, EBMs can be leveraged not only for generation, but also for tasks such as compositional sampling or building Boltzmann Generators via Monte Carlo methods. However, training EBMs remains challenging. Direct maximum likelihood is computationally prohibitive due to the need for nested sampling, while score matching, though efficient, suffers from mode blindness. To address these issues, we introduce the Diffusive Classification (DiffCLF) objective, a simple method that avoids blindness while remaining computationally efficient. DiffCLF reframes EBM learning as a supervised classification problem across noise levels, and can be seamlessly combined with standard score-based objectives. We validate the effectiveness of DiffCLF by comparing the estimated energies against ground truth in analytical Gaussian mixture cases, and by applying the trained models to tasks such as model composition and Boltzmann Generator sampling. Our results show that DiffCLF enables EBMs with higher fidelity and broader applicability than existing approaches.

In this work, we give a ${\rm poly}(d,k)$ time and sample algorithm for efficiently learning the parameters of a mixture of $k$ spherical distributions in $d$ dimensions. Unlike all previous methods, our techniques apply to heavy-tailed distributions and include examples that do not even have finite covariances. Our method succeeds whenever the cluster distributions have a characteristic function with sufficiently heavy tails. Such distributions include the Laplace distribution but crucially exclude Gaussians. All previous methods for learning mixture models relied implicitly or explicitly on the low-degree moments. Even for the case of Laplace distributions, we prove that any such algorithm must use super-polynomially many samples. Our method thus adds to the short list of techniques that bypass the limitations of the method of moments. Somewhat surprisingly, our algorithm does not require any minimum separation between the cluster means. This is in stark contrast to spherical Gaussian mixtures where a minimum $\ell_2$-separation is provably necessary even information-theoretically [Regev and Vijayaraghavan '17]. Our methods compose well with existing techniques and allow obtaining ''best of both worlds" guarantees for mixtures where every component either has a heavy-tailed characteristic function or has a sub-Gaussian tail with a light-tailed characteristic function. Our algorithm is based on a new approach to learning mixture models via efficient high-dimensional sparse Fourier transforms. We believe that this method will find more applications to statistical estimation. As an example, we give an algorithm for consistent robust mean estimation against noise-oblivious adversaries, a model practically motivated by the literature on multiple hypothesis testing. It was formally proposed in a recent Master's thesis by one of the authors, and has already inspired follow-up works.

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection from learning curves. Each pull of an arm provides reward that increases monotonically with diminishing returns. A growing line of work has designed algorithms for improving bandits, albeit with somewhat pessimistic worst-case guarantees. Indeed, strong lower bounds of $Ω(k)$ and $Ω(\sqrt{k})$ multiplicative approximation factors are known for both deterministic and randomized algorithms (respectively) relative to the optimal arm, where $k$ is the number of bandit arms. In this work, we propose two new parameterized families of bandit algorithms and bound the sample complexity of learning the near-optimal algorithm from each family using offline data. We also perform empirical evaluations on standard hyperparameter tuning benchmarks. The first family we define includes the optimal randomized algorithm from prior work. We show that an appropriately chosen algorithm from this family can achieve stronger guarantees, with optimal dependence on $k$, when the arm reward curves satisfy additional properties related to the strength of concavity. Our second family contains algorithms that both guarantee best-arm identification on well-behaved instances and revert to worst-case guarantees on poorly-behaved instances.

Using i.i.d. data to estimate a high-dimensional distribution in Wasserstein distance is a fundamental instance of the curse of dimensionality. We explore how structural knowledge about the data-generating process which gives rise to the distribution can be used to overcome this curse. More precisely, we work with the set of distributions of probabilistic graphical models for a given directed acyclic graph. It turns out that this knowledge is only helpful if it can be quantified, which we formalize via smoothness conditions on the transition kernels in the disintegration corresponding to the graph. In this case, we prove that the rate of estimation is governed by the local structure of the graph, more precisely by dimensions corresponding to single nodes together with their parent nodes. The precise rate depends on the exact notion of smoothness assumed for the kernels, where either weak (Wasserstein-Lipschitz) or strong (bidirectional Total-Variation-Lipschitz) conditions lead to different results. We prove sharpness under the strong condition and show that this condition covers, as a special case, distributions having a positive Lipschitz density.

Wireless indoor localization using predictive models with received signal strength information (RSSI) requires proper calibration for reliable position estimates. One remedy is to employ synthetic labels produced by a (generally different) predictive model. But fine-tuning an additional predictor, as well as estimating residual bias of the synthetic labels, demands additional data, aggravating calibration data scarcity in wireless environments. This letter proposes an approach that efficiently uses limited calibration data to simultaneously fine-tune a predictor and estimate the bias of synthetic labels, yielding prediction sets with rigorous coverage guarantees. Experiments on a fingerprinting dataset validate the effectiveness of the proposed method.

Finding the right initialisation for neural networks is crucial to ensure smooth training and good performance. In transformers, the wrong initialisation can lead to one of two failure modes of self-attention layers: rank collapse, where all tokens collapse into similar representations, and entropy collapse, where highly concentrated attention scores lead to training instability. While previous work has studied different scaling regimes for transformers, an asymptotically exact, down-to-the constant prescription for how to initialise transformers has so far been lacking. Here, we provide an analytical theory of signal propagation through deep transformers with self-attention, layer normalisation, skip connections and MLP. Our theory yields a simple algorithm to compute trainability diagrams that identify the correct choice of initialisation hyper-parameters for a given architecture. We overcome the key challenge, an exact treatment of the self-attention layer, by establishing a formal parallel with the Random Energy Model from statistical physics. We also analyse gradients in the backward path and determine the regime where gradients vanish at initialisation. We demonstrate the versatility of our framework through three case studies. Our theoretical framework gives a unified perspective on the two failure modes of self-attention and gives quantitative predictions on the scale of both weights and residual connections that guarantee smooth training.

Brain stroke remains one of the principal causes of death and disability worldwide, yet most tabular-data prediction models still hover below the 95% accuracy threshold, limiting real-world utility. Addressing this gap, the present work develops and validates a completely data-driven and interpretable machine-learning framework designed to predict strokes using ten routinely gathered demographic, lifestyle, and clinical variables sourced from a public cohort of 4,981 records. We employ a detailed exploratory data analysis (EDA) to understand the dataset's structure and distribution, followed by rigorous data preprocessing, including handling missing values, outlier removal, and class imbalance correction using Synthetic Minority Over-sampling Technique (SMOTE). To streamline feature selection, point-biserial correlation and random-forest Gini importance were utilized, and ten varied algorithms-encompassing tree ensembles, boosting, kernel methods, and a multilayer neural network-were optimized using stratified five-fold cross-validation. Their predictions based on probabilities helped us build the proposed model, which included Random Forest, XGBoost, LightGBM, and a support-vector classifier, with logistic regression acting as a meta-learner. The proposed model achieved an accuracy rate of 97.2% and an F1-score of 97.15%, indicating a significant enhancement compared to the leading individual model, LightGBM, which had an accuracy of 91.4%. Our study's findings indicate that rigorous preprocessing, coupled with a diverse hybrid model, can convert low-cost tabular data into a nearly clinical-grade stroke-risk assessment tool.

Reinforced random walks (RRWs), including vertex-reinforced random walks (VRRWs) and edge-reinforced random walks (ERRWs), model random walks where the transition probabilities evolve based on prior visitation history~\cite{mgr, fmk, tarres, volkov}. These models have found applications in various areas, such as network representation learning~\cite{xzzs}, reinforced PageRank~\cite{gly}, and modeling animal behaviors~\cite{smouse}, among others. However, statistical estimation of the parameters governing RRWs remains underexplored. This work focuses on estimating the initial edge weights of ERRWs using observed trajectory data. Leveraging the connections between an ERRW and a random walk in a random environment (RWRE)~\cite{mr, mr2}, as given by the so-called ``magic formula", we propose an estimator based on the generalized method of moments. To analyze the sample complexity of our estimator, we exploit the hyperbolic Gaussian structure embedded in the random environment to bound the fluctuations of the underlying random edge conductances.

We study estimation of a class prior for unlabeled target samples which possibly differs from that of source population. Moreover, it is assumed that the source data is partially observable: only samples from the positive class and from the whole population are available (PU learning scenario). We introduce a novel direct estimator of a class prior which avoids estimation of posterior probabilities in both populations and has a simple geometric interpretation. It is based on a distribution matching technique together with kernel embedding in a Reproducing Kernel Hilbert Space and is obtained as an explicit solution to an optimisation task. We establish its asymptotic consistency as well as an explicit non-asymptotic bound on its deviation from the unknown prior, which is calculable in practice. We study finite sample behaviour for synthetic and real data and show that the proposal works consistently on par or better than its competitors.

We investigate the optimization landscape of maximum likelihood estimation (MLE) for the Cavender-Farris-Neyman (CFN) model, a two-state latent tree model fundamental to statistical phylogenetics and the ferromagnetic Ising model. Although the log-likelihood function is non-concave and may admit many critical points, simple coordinate maximization algorithms are remarkably effective in practice. We provide the first theoretical justification for this success. We prove that sufficiently deep inside the reconstruction regime, the population log-likelihood is strongly concave and smooth within a box around the true parameter, whose size is independent of tree topology and number of leaves. This fundamental result implies that the empirical landscape shares these regularity properties with high probability given polynomial sample complexity and also that coordinate maximization converges exponentially fast to an $O(1/\sqrt{m})$-consistent MLE. Our analysis centers on a novel decay property of the population Hessian: diagonal entries remain large while off-diagonal entries decay exponentially with graph distance. These results provide rigorous theoretical evidence for the efficacy of likelihood-based tree inference and suggest broader principles for latent variable models.

This manuscript studies a general approach to construct confidence sets for the solution of stochastic optimization, rendering empirical risk minimization as special cases. Statistical inference for stochastic optimization poses significant challenges due to the non-standard limiting behaviors of the corresponding estimator, which arise in settings with increasing dimension of parameters, non-smooth objectives, or constraints. We propose a simple and unified method that guarantees validity in both regular and irregular cases. We provide a unified treatment of validity, conservativeness, and the size of the resulting confidence sets. In particular, the presented width analysis demonstrates the adaptive behavior of the confidence set to the unknown degree of instance-specific regularity. We apply the proposed method to several high-dimensional and irregular statistical problems. Numerical results for all statistical applications are provided.

Robust matrix completion (RMC) is a widely used machine learning tool that simultaneously tackles two critical issues in low-rank data analysis: missing data entries and extreme outliers. This paper proposes a novel scalable and learnable non-convex approach, coined Learned Robust Matrix Completion (LRMC), for large-scale RMC problems. LRMC enjoys low computational complexity with linear convergence. Motivated by the proposed theorem, the free parameters of LRMC can be effectively learned via deep unfolding to achieve optimum performance. Furthermore, this paper proposes a flexible feedforward-recurrent-mixed neural network framework that extends deep unfolding from fix-number iterations to infinite iterations. The superior empirical performance of LRMC is verified with extensive experiments against state-of-the-art on synthetic datasets and real applications, including video background subtraction, ultrasound imaging, face modeling, and cloud removal from satellite imagery.

This study proposes a modularized deep learning-based loading protocol for optimal parameter estimation of Bouc-Wen (BW) class models. The protocol consists of two key components: optimal loading history construction and CNN-based rapid parameter estimation. Each component is decomposed into independent sub-modules tailored to distinct hysteretic behaviors-basic hysteresis, structural degradation, and pinching effect-making the protocol adaptable to diverse hysteresis models. Three independent CNN architectures are developed to capture the path-dependent nature of these hysteretic behaviors. By training these CNN architectures on diverse loading histories, minimal loading sequences, termed \textit{loading history modules}, are identified and then combined to construct an optimal loading history. The three CNN models, trained on the respective loading history modules, serve as rapid parameter estimators. Numerical evaluation of the protocol, including nonlinear time history analysis of a 3-story steel moment frame and fragility curve construction for a 3-story reinforced concrete frame, demonstrates that the proposed protocol significantly reduces total analysis time while maintaining or improving estimation accuracy. The proposed protocol can be extended to other hysteresis models, suggesting a systematic approach for identifying general hysteresis models.

We show that each member of a broad class of Markovian population models induces a unique stochastic process on the space of genealogies. We construct this genealogy process and derive exact expressions for the likelihood of an observed genealogy in terms of a filter equation, the structure of which is completely determined by the population model. We show that existing phylodynamic methods based on the coalescent and linear birth-death processes are special cases. We derive some properties of filter equations and describe a class of algorithms that can be used to numerically solve them. Importantly, because these algorithms rely only on simulation of the population model, they retain the plug-and-play property upon which simulation-based inference depends. Our results open the door to statistically efficient likelihood-based phylodynamic inference for a much wider class of models than is currently possible.

This paper introduces a causal attribution model to enhance the interpretability of large language models (LLMs) and improve their causal reasoning abilities via precise fine-tuning. Despite LLMs' proficiency in diverse tasks, their reasoning processes often remain black box, and thus restrict targeted enhancement. We propose a novel causal attribution model that utilizes "do-operators" for constructing interventional scenarios, allowing us to quantify the contribution of different components in LLMs's causal reasoning process systematically. By assessing the proposed attribution scores through causal discovery tasks across various domains, we demonstrate that LLMs' effectiveness in causal discovery heavily relies on provided context and domain-specific knowledge but can also utilize numerical data with limited calculations in correlation, not causation. This motivates the proposed fine-tuned LLM for pairwise causal discovery, effectively and correctly leveraging both knowledge and numerical information.

This manuscript bridges nonparametric smoothness-based and shape-restricted estimation, which may appear as two disjoint paradigms in the field. The proposed approach is motivated by a conceptually simple observation: every Lipschitz function is a sum of a monotonic and a linear function. This principle is further generalized to the higher-order monotonicity and multivariate settings. A family of estimators is proposed based on a sample-splitting procedure, inheriting desirable methodological, theoretical, and computational properties of shape-restricted estimators. The theoretical analysis provides convergence guarantees of the estimator under heteroscedastic and heavy-tailed errors, as well as adaptivity to the unknown ``complexity" of the true regression function. The generality of the proposed decomposition framework is demonstrated through new approximation results and numerical studies.