We study the McKean--Vlasov free energy on the unit sphere associated with the unnormalized self-attention (USA) model for noisy transformer dynamics. We prove a sharp global-minimizer dichotomy in every dimension $d\ge2$. There is a unique $β_*^{(d)}>0$ such that \begin{equation*} \frac{I_{d/2+1}(β_*^{(d)})}{I_{d/2}(β_*^{(d)})}=\frac1d, \end{equation*} where $I_ν$ is the modified Bessel function of the first kind. For $0<β\le β_*^{(d)}$, the uniform density remains the unique global minimizer up to the linear-stability threshold \begin{equation*} K_\#^{(d)}(β)=\frac{β^{d/2}}{2^{d/2}Γ(d/2)I_{d/2}(β)}, \end{equation*} and the phase transition is continuous. For $β>β_*^{(d)}$, the uniform density is not globally minimizing at $K_\#^{(d)}(β)$, so the critical coupling satisfies $K_c<K_\#^{(d)}(β)$ and the transition is discontinuous. This result generalizes the authors' recent $d=2$ work arXiv:2604.16288 to arbitrary dimension. The proof uses the sharp Beckner--Onofri/logarithmic Hardy-Littlewood-Sobolev (HLS) inequality on the sphere, together with a Funk--Hecke/Bessel coefficient computation and a degree-two quartic obstruction.

The Nancy Grace Roman Space Telescope (Roman), set for launch as early as September 2026, will conduct wide-field infrared imaging surveys with unprecedented spatial resolution and cadence, enabling the discovery of millions of astronomical transients. Hence, it is necessary to have automated pipelines for generating alerts in place so that the telescope can begin discovering reliable transients and variable objects soon after it is launched. However, no real Roman data currently exist, making the development of such pipelines difficult. In this work, we present a machine learning model $RuBR$ and a general methodology for distinguishing genuine transient and variable detections from spurious (bogus) detections within the RAPID pipeline. In particular, we present three models using this methodology: $RuBR_{comb}$ trained and tested on combined locally injected and OpenUniverse2024 transients, $RuBR_{loc}$ trained on locally injected transients and tested on OpenUniverse2024 transients, and $RuBR_{DA}$ that combines locally injected transients with a fraction of OpenUniverse2024 transients in domain-adaptation mode for training. This paves the way for strategies to adapt the $RuBR_{comb}$ model to real observations in the absence of any ground-truth labels during the early phases of the Roman mission. While the image differencing pipeline continues to be improved, our experimental results demonstrate the effectiveness of the proposed approach and its promise for robust real-bogus classification in the Roman era.

We introduce Graph Cascades, a mesoscopic rewiring strategy for Graph Neural Networks (GNNs) and Graph Transformers (GTs) that captures intermediate-scale graph structure beyond purely local edges or fully global attention. Using contagion-based diffusion processes, Graph Cascades constructs, in O(|V|+|E|) time, an auxiliary graph where node pairs supported by repeated multi-hop reinforcement are promoted to direct neighbors. We theoretically characterize when reinforcement-based rewiring helps: sufficient conditions under which reinforcement-based edge selection is more label-aligned than direct adjacency, an SBM witness in which two-hop reinforcement is perfectly homophilic, and a formalization of mesoscopic connectivity via graph effective resistance. Empirically, across node-classification benchmarks, Graph Cascades improves multiple GNN and sparse-GT backbones, with the most reliable gains observed on heterophilic and moderate- to high-degree homophilic graphs. The theoretical conditions also identify regimes where mesoscopic rewiring is unlikely to be beneficial -- low-degree regular graphs and graphs with structural bottlenecks -- and these predictions match the observed failures. We additionally observe tight correlations between performance and structural properties in the rewired graphs.

In structural health monitoring (SHM) systems, data is collected from a multitude of sensors measuring, for example, vibration or strain in the structure, along with additional features that capture environmental or operational information. It is well known that changes in the measured sensor outputs do not necessarily originate from structural damage but are often induced by environmental changes. One popular approach to account for these effects is regressing the system outputs on the confounding factors, also known as "response surface modeling". Afterward, the predicted values are subtracted from the observed ones to obtain corrected data with the environmental effects (supposedly) removed. However, the evaluation of real-world SHM data shows that environmental conditions may affect not only the expected output values but also higher-order statistical moments, particularly the variances of and the covariances and correlations between the output quantities, such as eigenfrequencies of different modes or strain sensors at different locations. By construction, the (supervised) machine learning techniques commonly used for response surface modeling cannot account for those higher-order effects. To address these issues, we present and discuss several approaches for identifying and quantifying multivariate confounding effects on output covariances and correlations: a nonparametric, kernel-based estimator, a random forest, a semiparametric additive model, and a deep learning approach. Furthermore, we show how the resulting conditional covariance matrices can be used in an SHM pipeline. We compare the competing methods on both artificial data and real-world load test data from the Vahrendorfer Stadtweg bridge in Hamburg, Germany, as well as eigenfrequency data from the railway bridge KW51 near Leuven, Belgium.

Consistency is an important property in dynamic submodular maximization and entails maintaining a near-optimal solution at all times, making only a small number of adjustments to the solution in each step. Prior work has explored this question for the insertion-only case, where the algorithm faces a stream of $n$ insertions, and has established lower and upper bounds for the cardinality-constrained version of the problem. We consider this question in the fully dynamic setting, where the stream of operations may contain both insertions and deletions. We develop a general framework for designing algorithms for this setting, and instantiate it to obtain the first constant-factor approximations with sublinear consistency. For cardinality constraints, we propose a $\frac 12 - O(\varepsilon)$ approximation that is $O\left(\frac{1}{\varepsilon^2}\right)$ consistent. For rank-$k$ matroid constraints, we construct a $\frac 14 - O(\varepsilon)$ approximation to the dynamic optimum that is $O\left(\frac{\log k}{\varepsilon^2}\right)$ consistent.

Real-time data analysis requires the ability to accurately and adaptively address nonlinear dynamics in a nonstationary data stream while preserving computational efficiency. However, nonlinear dynamics are so complex that capturing dynamically changing nonlinear patterns and utilizing them for downstream tasks under strict time constraints is nontrivial. To bridge the gap between nonlinear complexity and computational tractability, this study applies Koopman operator theory, which states that nonlinear dynamics can be represented as linear transitions in an infinite-dimensional space. Building upon finite-dimensional approximations of this operator, we present AdaKoop, an efficient streaming algorithm for modeling nonlinear dynamics over nonstationary data streams. Our approach utilizes a probabilistic framework grounded in Koopman operator theory, treating both raw observations and reproducing kernel Hilbert space (RKHS) features as emissions from latent vectors. This dual-view formulation allows nonlinear dynamics to be expressed as a tractable linear system. Therefore, AdaKoop enables the efficient and stable modeling of nonlinear dynamics in a streaming fashion, avoiding the prohibitive computational costs of iterative nonlinear optimization. Furthermore, to address nonstationarity in data streams, AdaKoop adaptively detects the switching of patterns via statistical hypothesis testing for abrupt pattern shifts and incrementally updates model parameters to handle continuous changes. Extensive experiments on a total of 71 practical benchmark datasets across various domains demonstrate that AdaKoop outperforms state-of-the-art methods in terms of real-time forecasting accuracy and computational efficiency.

Worker utility is not observed -- only its consequence is. Each gig transaction produces a single bit: accepted or rejected. We argue this structure points directly to the Preisach hysteresis model as the natural representation of latent worker preferences. The Preisach operator models aggregate output as an integral over a population of binary threshold elements -- precisely the structure that emerges when heterogeneous workers each carry a private acceptance wage. We estimate two latent utility surfaces: acceptance utility U_1(X) and rejection utility U_0(X), via a dual-output neural network (shared layers 256->128, margin loss enforcing U_1 >= U_0). Classification reduces to the Preisach gap U_1(X) - U_0(X), passed into an XGBoost classifier alongside clip-stabilised price-to-threshold encodings. On 36,891 gig transactions, this pipeline achieves Jaccard = 0.827 and ROC AUC = 0.799. The price-to-threshold encoding accounts for +11.0 pp AUC over raw utility features. The model confirms the directional asymmetry hysteresis predicts: price decreases depress completion rates more than equivalent increases raise them. Applied to the full dataset, the model's recommendations simultaneously reduce the total wage bill by 21.3% and increase expected fill rate by 9.7 pp. For 74.2% of transactions, P(accept) already exceeds 0.80; reducing the wage keeps it above threshold (mean post-cut P = 0.972), releasing cost savings (median 31%). For the remaining 25.4%, a median 7% wage increase recovers +43 pp acceptance. A model without an explicit indifference zone cannot execute both moves simultaneously.

Probabilistic forecasts are essential for inventory management, where decisions depend on the full distribution of future demand. While probabilistic forecast combination is widely used to improve statistical accuracy, most existing approaches optimize statistical loss alone and overlook operational objectives. However, in inventory settings, higher forecast accuracy does not necessarily translate into better decision performance, especially under nonlinear cost structures and multiple, potentially conflicting, decision targets. To address this gap, we propose a multi-objective probabilistic forecast combination framework that simultaneously considers forecast accuracy and inventory decision performance. The framework formulates forecast combination as a multi-objective optimization problem and derives a set of Pareto-optimal combinations, enabling explicit trade-offs between forecasting and operational goals. Empirical studies using Walmart retail data and Royal Air Force spare parts data demonstrate that the proposed approach achieves more balanced and robust performance than individual models, simple averaging, and single-objective optimization. Our results provide a practical and flexible framework for aligning probabilistic forecasting with inventory decision-making.

Shapes of objects in images are often complex, high-dimensional, and vary in ways not captured by standard Euclidean geometry and statistics. Statistical shape analysis encompasses methods for flexible and interpretable measurement of intrinsic shape and shape variability in geometric objects. Elastic Shape Analysis (ESA) is one such method that measures shape differences between objects, represented by contours, in a way that is invariant to rotation, scale, translation, and parameterization. Although ESA is useful for quantifying shape of objects in many image applications, formal methods for statistical inference in image-based ESA remain limited. This work introduces a hypothesis test procedure based on empirical confidence intervals for the elastic shape distance (ESD) between a proposed underlying true shape and an estimated shape. The confidence intervals are created using a bootstrap procedure for non-smooth functionals, which accounts for the non-differentiability of the ESD. The effectiveness of the method is illustrated through both numerical studies and real world image examples from inertial confinement fusion (ICF).

In this work, we develop Stein's method for the Wishart distribution on the cone of positive definite matrices. We establish the basic ingredients of a Wishart Stein framework: we derive an extended-generator-based Stein characterization from the Wishart diffusion process, identify the corresponding transition semigroup through the noncentral Wishart law, provide an explicit semigroup representation for the solution of the Stein equation, and obtain regularity estimates for the solution. The new methodology is demonstrated in four applications: (i) an order $n^{-1}$ bound, for smooth test functions, for the Wishart approximation of uncentered group-mean scatter matrices in MANOVA; (ii) a quantitative multivariate Satterthwaite approximation; (iii) local/integrated De Bruijn identities and logarithmic Sobolev inequalities for the Wishart measure; and (iv) Stein's method of moments for the shape and scale parameters, including structured scale estimation.

Sequential decision-making problems are often modelled as a Markov decision process (MDP). We focus on the stochastic shortest path (SSP) problem, which is an infinite-horizon undiscounted MDP with absorbing terminal states. We develop a Bayesian framework to learn the optimal decision strategy through interactions with the decision-making task. Specifically, we learn the optimal action-value function $Q^*$, but unlike many existing Bayesian approaches, we do not rely on unrealistic modelling assumptions and ad-hoc approximations. Our approach is to directly construct the posterior beliefs for $Q^*$ through Bellman's optimality equations. For deterministic rewards, we characterise the posterior as a distribution with a manifold density. To facilitate simpler inference, we relax the likelihood so that a Lebesgue density exists. The flip side is to create unidentifiability issues. Specifically, the relaxed posterior can have significant mass on improper decision rules, while the exact posterior will not. We also calculate the exact posterior probabilities for optimal action selections for the tabular parametrisation of $Q^*$, a Gaussian likelihood relaxation and a Gaussian prior, which is useful in benchmarking studies. Numerical studies on variants of the Deep Sea benchmark verify our findings. We demonstrate that our framework faithfully quantifies uncertainty and, compared to other temporal-difference-based Bayesian methodologies, is more data efficient. We conclude with recommendations for future work.

Let R denote the class of all computable, causal functionals that are rate-independent in the classical sense (invariant under monotone time reparametrizations), and let Pi_n be the Preisach extremum stack of an input sequence u_{0:n}. We prove a characterization theorem establishing that every F in R satisfies Fu = f(Pi_n) for a computable f, and derive two information-theoretic results. First, under any probability measure on u_{0:n}, the equality I(u_{0:n}; Fu) = I(Pi_n; Fu) holds for every F in R and is an immediate corollary of the characterization theorem. Second, the main result: Pi_n is a Shannon-minimal sufficient statistic in the sense that I(u_{0:n}; Pi_n) <= I(u_{0:n}; S) for every random variable S from which all R-queries are computable. The proof uses the finite indicator family of [Frydrych, 2026] to reconstruct Pi_n from any sufficient S. As a corollary, online maintenance of Pi_n suffices for rate-independent estimation: the NNLS estimator of the Preisach measure mu can be assembled from the incremental stack process (Pi_t)_{t=0}^n in O(k * L^2) memory per step, where k = |Pi_t| and L is the grid resolution.

We study the problem of estimating smooth optimal transport (OT) maps between two probability distributions under differential privacy (DP) constraints. Leveraging wavelet-based density estimators and recent stability bounds for smooth OT maps, we propose differentially private estimators that apply to both central and local DP models. Our main estimator achieves near-minimax optimal rates in dimension $d \geq 2$, and we complement it with a quantile-based estimator that attains minimax optimal rates in dimension $d = 1$ under central DP. We further establish matching minimax lower bounds, confirming the near-optimality of our approach. To the best of our knowledge, this constitutes the first differentially private procedure for OT map estimation with minimax optimality guarantees.

In target trial emulation (TTE), marginal structural models (MSMs) can be used to characterise per-protocol treatment effects over time. The MSM parameters are often estimated by inverse probability weighting (IPW), with weights estimated by maximum likelihood. However, IPW-based estimators can be unstable in small samples and are sensitive to misspecification of the weight models. An alternative method for estimating the MSM parameters is longitudinal targeted maximum likelihood estimation (LTMLE). LTMLE is double robust and potentially more efficient than IPW. Nevertheless, LTMLE also relies on inverse probability weights and may therefore share the instability of IPW-based estimators. We propose joint calibrated LTMLE, which integrates LTMLE with joint calibrated weights tailored for per-protocol effect estimation in TTE. This calibration of weights improves finite-sample performance by enforcing covariate balance in both the treatment and censoring processes simultaneously. Simulations show that the proposed method has improved efficiency and robustness to weight model misspecification, compared to standard LTMLE. We illustrate the method using a case study to evaluate the effect of highly active antiretroviral therapy on CD4 cell count among HIV-positive women.

Background: Stepped wedge trials are longitudinal randomised evaluations, usually cluster-randomised, in which the experimental intervention is introduced in a staggered fashion. Incomplete stepped wedge designs focus the effort of data collection on particular periods in particular sequences. Methods: We suppose there is a cost for every period in every cluster where we collect data, and that there are a fixed number of individuals, m, with data available in each period in each cluster. If we are willing to pay the cost of data collection in that cluster-period then we collect the data on all m individuals, and if we are not willing to pay the cost then we collect no data in that cluster-period. We consider the problem of designing a trial to minimise the total number of cluster-periods of data collection needed to achieve given precision for the treatment effect estimator, or equivalently, to maximise precision for a given number of cluster-periods of data collection. Results: We present the solution for two-period trials, which has two distinct forms, depending on the correlation between two cluster-period means from the same cluster in different periods. We also present a conjecture on the form of the solution for multi-period trials, informed by results from a greedy search of the design space. Conclusions: A real-life stepped wedge design problem will involve trading off the costs of various design elements subject also to constraints on the scale of data collection. Nevertheless, the solutions to the problem considered here add significantly to our understanding of the optimal design of incomplete stepped wedge trials.

Approximate Nearest Neighbour search indices form the backbone of real-world recommender systems, enabling real-time candidate retrieval over million-item catalogues. Typically, a single point estimate embedding is learnt for every user and every item. At serving time, the user embedding queries the index for relevant items. Since these representations are learnt from sparse interaction data, they are noisy and might fail to capture all the nuances that contribute to ``relevance'' -- ignoring the fundamental uncertainty that is inherent to them. The result is a retrieval pipeline that is systematically biased toward the small minority of popular head items with well-estimated embeddings, at the expense of the long-tail majority of niche, diverse, and serendipitous content. We propose DINOSAUR (Distributional Approximate Nearest Neighbour Search for Uncertainty-Aware Retrieval): a simple and infrastructure-compatible framework to incorporate embedding uncertainty into candidate generation. Rather than indexing point estimates, DINOSAUR samples $S_i$ embeddings per item and constructs an index on this augmented set. Analogously, at query time, a user embedding is sampled. This two-sided stochastic retrieval process implicitly marginalises over embedding uncertainty, without requiring changes to model architecture or ANN index infrastructure. On the analytical side, we show that DINOSAUR recovers standard point-estimate retrieval as uncertainty vanishes, and we characterise how increased embedding variance expands the regions of latent space in which uncertain items are retrievable. Reproducible empirical observations align with these expectations, showing large coverage gains with small losses in offline recall.

Learning Value-at-Risk (VaR) and Expected Shortfall (ES) is important for managing financial risks effectively. Existing approaches with limited parameters are vulnerable to model misspecification in the era of big data. To address this limitation, we propose a large tail risk model, the retrieval-enhanced self-grouping autoencoder (ReSGA), which is designed with millions of parameters to exploit the rich cross-sectional dependence and long-term temporal dynamics of assets using their characteristics. Applied to monthly US equity returns from 1926 to 2023 with 153 firm characteristics, ReSGA outperforms twelve econometric and machine learning competitors in terms of out-of-sample loss and statistical backtesting. In addition, its forecast advantages can translate into significant economic gains from long-short decile portfolios that are constructed by a new size-enhanced left-side momentum strategy. To clarify the role of complexity, we further conduct a systematic scaling analysis and demonstrate that improvements in joint VaR-ES forecasting are primarily driven by data complexity rather than model complexity. Finally, our analyses of group-importance and transfer-learning exhibit the interpretability and cross-market generalizability of ReSGA.

This study aims to determine whether the application of Deep Reinforcement Learning (DRL) as a specialized execution overlay can enhance pair trading in highly volatile cryptocurrency markets. Although classical implementations of the strategy have proven successful in traditional equities, they frequently exhibit rigidity and suffer from severe divergence risks when applied to high-variance environments. To address this need, this research introduces novel concepts. To construct a robust system, we developed a hierarchical "Filter-then-Rank" pair selection methodology and a proprietary "Fixed Risk, Adaptive Mean" execution model. The system employs a Proximal Policy Optimization (PPO) agent with a Long Short-Term Memory (LSTM) layer to govern execution decisions within strict deterministic risk management boundaries. Evaluated on 1-hour interval data from the Binance USD-M Futures market, the optimized RL policy achieved an out-of-sample performance that substantially outperformed the heuristic baseline. A stationary circular block bootstrap robustness check confirms that the agent's risk-adjusted outperformance is statistically significant at the 10 percent level. Although falling marginally short of the stricter 5 percent threshold, this result highlights the extreme idiosyncratic variance characteristic of digital assets. Ultimately, this thesis contributes to the quantitative finance literature by introducing a hybrid architecture that combines statistical arbitrage with DRL execution policies. Furthermore, it delivers a novel framework for safe reinforcement learning via deterministic shielding, proving that anchoring a neural policy to statistically robust boundaries successfully mitigates severe divergence risks.

We study order selection for a finite-order stationary ARFIMA process by minimizing a nested folded-concave penalization of the integrated Toeplitz profile Whittle criterion. The AR and MA orders are encoded through suffix groups, so that exact recovery of the zero tails is equivalent to exact recovery of the orders. The analysis is carried out on a weighted sieve neighborhood whose geometric weights keep growing-lag perturbations from pushing AR or MA roots toward the unit circle. Under finite true orders, coprime root-separated short-memory polynomials, an interior stationary memory parameter, growing sieve orders, suitable tuning, and independent sub-Gaussian innovations, we prove existence of an oracle local minimizer, rather than global optimality of the nonconvex criterion. This local minimizer selects the true AR and MA orders with probability tending to one, sets all inactive coefficients exactly to zero, and achieves the active-coordinate rate \( \Op(L_n n^{-1/2}) \), where the stochastic scale \(L_n\) is governed by the local mismatch \(Δ\). The proof combines weighted root-separation, matched finite-section Toeplitz control, finite-section trace-bias control, a sub-Gaussian quadratic-form argument for the stationary observed vector, and a local domination step for folded-concave penalties.

The inverse Gaussian (IG) process is a widely used model for univariate degradation data. For bivariate degradation data involving two performance characteristics (PCs), dependence is often introduced through an unobserved shared frailty factor combined with IG processes. Previous studies typically assume a specific frailty distribution, such as normal or gamma, although such choices are difficult to justify because the frailty is unobserved. This paper proposes a general IG GG framework for modeling bivariate degradation data with dependent PCs. Each degradation process is modeled using an IG process, while the shared frailty follows the generalized gamma (GG) family, which includes exponential, gamma, Weibull, and lognormal distributions as special cases. The proposed framework allows flexible selection of an appropriate frailty distribution within the GG family, leading to improved model fitting. Convenient parameter estimation procedures are developed and evaluated through simulation studies, demonstrating satisfactory performance. The proposed model is applied to fatigue crack data and compared with several existing frailty based and copula based models. Results show that the IG GG model provides a superior fit. System reliability estimation under the IG GG framework is also discussed.

In one extension of scalar-on-function regression modeling, the covariate is taken to be a density that is estimated from a finite number of measurements gathered for each observational unit. When this number of measurements is relatively small, the estimated coefficient function suffers from attenuation bias. This paper studies how the bias depends on the number of measurements per unit and proposes a bias-correction method based on simulation extrapolation (SIMEX). We establish that the bias decreases monotonically as the number of measurements per unit increases. The proposed SIMEX procedure applies bootstrap resampling to simulate smaller measurement counts and then extrapolates to infinitely many measurements, thereby correcting finite-measurement bias. A comprehensive simulation study, conducted over a range of sample sizes and noise levels, shows that the mean integrated squared error of the coefficient function decreases with more measurements per unit and that the SIMEX-extrapolated estimates achieve lower bias than the naive estimates based on the full set of measurements. The practical utility of the method is further illustrated through an application to the National Health and Nutrition Examination Survey, for which we relate 24-hour physical activity profiles to all-cause mortality. This example supports the validity of the method and demonstrates its ability to detect and correct for finite-measurement bias.

We revisit the problem of sequentially testing the mean of bounded distributions in a level-$α$ power-one framework. We study a $\mathrm{KL_{inf}}$-based sequential test that is known to attain the information-theoretic lower bound on the expected stopping time with exact constants as $α\to 0$. Going beyond first-order asymptotics, we establish a central limit theorem (CLT) for the stopping time of this test. Our analysis proceeds in two steps. First, we prove a novel CLT for the $\mathrm{KL_{inf}}$ statistic itself, characterizing its fluctuations around its deterministic limit. We then leverage this result to show that the stopping time, centered appropriately and scaled by $\sqrt{\log(1/α)}$, converges in distribution to a Gaussian limit with an explicit variance. This yields a second-order characterization of an asymptotically optimal sequential test for bounded distributions. Finally, we present numerical experiments that corroborate our theoretical findings.

Spatial transcriptomics is a rapidly growing technique that captures gene expression together with spatial coordinates in intact tissue sections, enabling in situ mapping of transcriptional activity. This technology offers unprecedented opportunities to study tissue heterogeneity and spatial gene expression patterns. Uncovering the associations between spatially variable gene modules and spot types can advance our understanding of pathological mechanisms. However, rigorous statistical methods that exploit spatial information to achieve spatially coherent co-clustering of spots and genes are still lacking, and theoretical investigations in this direction remain limited. We propose a fused spatial latent block model (F-SpLBM). Our model uses the LBM to uncover co-expression patterns between spots and genes, penalized fusion to automatically determine the number of co-clusters, and the Potts model to incorporate spatial information. We establish that the fusion-based procedure recovers the true block structure with the misclassification rate converging at a super-polynomial rate. We also prove asymptotic normality of the parameter estimators and quantify the accuracy gain from spatial smoothing. Simulations and real-data analyses demonstrate that F-SpLBM yields spatially coherent and biologically interpretable clustering results.

Watermarking methods for language models have been studied extensively in the autoregressive setting, where tokens are generated sequentially. These works largely focus on local-context schemes that perturb the next token's distribution as a function of its preceding tokens. In diffusion language models, distributions over many unresolved positions are jointly sampled, allowing additive statistics of the entire sequence to be tractable during generation. We propose a watermark for masked diffusion language models that controls a global, vector-valued sketch representation of the text. Compared to context-dependent watermarking, the sketch formulation decouples detection from the local contexts seen during generation, resulting in an order-agnostic statistic and a watermarking rule which does not manifest as a simple token bias. We analyze the distortion, soundness, and robustness properties of the method.

In this paper, we study the gradient descent dynamics for jointly training both layers of a one-hidden-layer ReLU network to fit a linear target function. Concretely, we consider a realizable setting where inputs are drawn i.i.d. from a Gaussian distribution and labels follow a planted linear model. This stylized framework captures salient features of end-to-end training in inverse problems and certain auto-encoder models. Despite its apparent simplicity, the dynamics remain poorly understood, in part because the loss landscape contains multiple non-strict saddle points, making it unclear why gradient descent from random initialization reliably escapes bad stationary regions. We provide a detailed characterization of the optimization landscape and prove that gradient descent from a moderately small random initialization-simultaneously training both layers-converges to a global minimizer at a linear rate with order-wise optimal sample complexity. Our analysis tracks the trajectory through three phases: an alignment phase in which hidden weights progressively align with the planted direction while the output weights maintain the correct sign pattern; a growth phase in which the norms of both layers increase while preserving alignment; and a local refinement phase in which the aligned neurons rapidly converge to the planted direction, yielding fast local convergence. To rigorously show that GD avoids non-strict saddles, we develop trajectory-level control arguments for the end-to-end dynamics. In addition, we establish novel uniform concentration results that hold along the entire trajectory, and are essential for obtaining order-wise optimal sample complexity. We corroborate our theory with extensive experiments across a range of configurations.

Real estate valuation is a structured regression problem in which prices are governed by heterogeneous feature types, sparse regional effects, nonlinear interactions, and the practical logic of comparable properties. Standard multilayer perceptrons treat each row as an isolated vector and must learn locality, scale sensitivity, and categorical matching from supervision alone. Gradient-boosted decision trees provide strong tabular baselines, but their feature-centric splitting mechanism does not explicitly model the retrieval of similar historical observations. This paper presents RowNet, a retrieval-based neural architecture for real estate price-per-square-meter prediction. RowNet represents a query property through pairwise similarity features against a memory bank of labeled properties. A first retrieval layer estimates a coarse target from feature-only similarities. A second layer augments the memory comparison with target-consistency features and uses multiple learned attention heads to retrieve complementary comparable sets. A final mixture-of-experts module combines learned gating, residual correction, entropy regularization, and head-diversity regularization to produce the prediction.

This document provides in-depth details for the derivation of the univariate splitting algorithm developed in arXiv:2606.01530. The algorithm approximates the standard, 1-D Gaussian distribution with a mixture of uniformly spaced homoscedastic Gaussian components. The solution is found by minimising the squared $L^2$ norm of the mismatch between the approximation and the original Gaussian. This text presents asymptotic analyses of the proposed splitting in the limit of small step $h$ between the mixand means and in the limit of large number of mixands $M$.

A common heuristic used to explain the generalization of first-order gradient methods on non-convex neural networks is that "flat interpolators generalize well" (Hochreiter and Schmidhuber, 1994; Keskar et al., 2017), where flatness can be measured by the trace of the Hessian of the empirical loss. However, Dinh et al. 2017) showed that, using symmetry of the network that can change flatness while keeping the population and empirical losses unchanged, any interpolator can be made sharper or flatter. This result makes the earlier heuristic statement vacuous. In this paper, we show that for learning an unknown multi-index model with $2$-layer non-convex homogeneous neural networks, there is a connection between flatness and generalization, despite the existence of symmetries. This connection pertains to the "flattest" interpolators, i.e., the interpolators that have orderwise minimum flatness among all interpolators. First, we show that there exists a natural class of non-generalizing interpolators whose flatness cannot be made closer to the flattest possible, even using symmetries. Second, we show that for data generated by a sum of single-index models, if the approximation error and label noise are low, any flattest interpolator achieves small population loss, i.e., the flattest interpolators always generalize. This establishes a direct link between flatness and generalization which applies to a large class of activations and realistic data distributions.

We show every multi-group learner in the transductive setting may incur a multiplicative penalty in its error rate on some group relative to the error rate achievable in the single-group setting, and the penalty can increasing linearly with the number of groups, up to roughly the square-root of the sample size. This stands in stark contrast to optimal multi-group learners in an analogous (group-realizable) statistical setting, where the penalty is always at most logarithmic in the sample size and independent of the number of groups.

This paper presents saCI, an R package that implements the stochastic approximation method for constructing nonparametric confidence intervals for Pearson's correlation coefficient. The package is based on the algorithm proposed by Garthwaite (1996) and further developed by Xiong & Xu (2016). The implementation provides both the stochastic approximation (SA) method and the bootstrap BCa method for comparison, along with an interactive Shiny application for exploratory analysis. The package has been successfully published on CRAN, demonstrating its compliance with R package standards and reproducibility.

When assessing the causal effect of an exposure on two or more outcomes in an observational study, a linear combination of outcomes may lessen the sensitivity of a test of the global null hypothesis to potential unmeasured biases. While all linear combinations of scored outcomes can be considered using Scheffe projections or constrained variants thereof, finding the combination that minimizes sensitivity to unmeasured biases requires corrections for multiple testing, which can erode power, especially when many outcomes are of interest. To mitigate this issue, we propose splitting the sample into a planning sample to identify an optimal linear combination and an analysis sample to conduct inference. We provide a novel characterization of the set of linear combinations for which this approach is guaranteed to achieve the same asymptotic power as full-sample alternatives and conduct extensive simulation studies that demonstrate enhanced power in finite samples. Finally, we apply our method to investigate the effects of poverty on the emergence of cardiovascular disease risk factors in children and adolescents. We discover adverse consequences on outcomes related to body composition, physical activity, and tobacco exposure. Although the impact of poverty on elevated tobacco exposure shows some robustness to unmeasured confounding, the other findings remain sensitive to potential biases.

Machine learning's reliance on sensitive data necessitates privacy-preserving techniques like Differentially Private Stochastic Gradient Descent (DPSGD). However, DPSGD suffers from substantial utility degradation and slow convergence due to gradient clipping and noise injection. Prior works have attempted to improve DPSGD from various perspectives; notably, the Differentially Private Selective Update and Release (DPSUR) algorithm has achieved remarkable model utility. However, the privacy accounting in DPSUR overlooks the variation in sampling probability introduced by the selective release mechanism, which compromises the rigor of its privacy guarantees. To address these limitations, we re-evaluate the privacy analysis of the selective release mechanism and propose a novel algorithm: Differentially Private Selective Release based on Clipped Gradients (DPSR-CG). Through a rigorous, newly derived privacy analysis and extensive experiments on multiple datasets (MNIST, CIFAR-10, IMDB, and FMNIST), we demonstrate that our DPSR-CG mechanism maintains strict privacy guarantees while achieving exceptional model performance.

Forecast reconciliation usually starts from a fixed measurement system and asks how forecasts should be projected onto a coherent space. We ask a different question: which additional linear measurements should be forecast and included in the reconciliation system? We propose REGAIN, a reconciliation-gain framework that learns normalized auxiliary directions, forecasts the induced series with a frozen forecasting oracle, and selects directions by their target-weighted loss reduction after augmented generalized least-squares reconciliation. Unlike variance-based components or predictability-based auxiliary selection, REGAIN optimizes the downstream effect of an auxiliary measurement on the final reconciled forecasts. We provide a statistical characterization showing that useful auxiliary directions must provide complementary information about unresolved target uncertainty, rather than merely being easy to forecast. The analysis also clarifies the covariance-risk reduction mechanism, the role of bias changes in realized quadratic risk, and the stability of estimated gain signals. A stagewise learning algorithm with held-out gain screening is developed, together with an optional joint refinement step. Experiments on Beijing PM2.5 and Australian Tourism data show that gain-selected measurements can improve both ordinary multivariate and hierarchical forecasts, especially when they reveal residual uncertainty not captured by the original measurement system.

Differentially private stochastic gradient descent (DP-SGD) injects noise into every updated coordinate, making the injected noise energy scale with the ambient parameter dimension \(d\). We ask when private training can update fewer coordinates without losing the signal needed for optimization. We propose \textsc{TP-TopK} (Two-Phase TopK DP-SGD), a two-phase method for coordinate-sparse private training without public data, in which a private warm-up phase identifies a coordinate support used to guide the main training phase. We give a criterion characterizing when coordinate restriction can be beneficial, show via a nonconvex stationarity bound that under this condition the relevant noise term scales with the active dimension \(k\) rather than the full parameter dimension \(d\), and provide a lower bound on the reliability of warm-up-based coordinate ranking. Experiments on MNIST, FMNIST, and CIFAR-10 show that learned coordinate supports can retain more gradient energy than size-matched random supports, with the largest gains when the active dimension is small and warm-up scores are informative.

This paper introduces a novel perspective on the use of reverse diffusion processes for sampling from unnormalized densities. The central idea is to embed the target density as the marginal at the initial time of a suitably constructed diffusion process evolving over a finite horizon. In contrast to existing approaches, the proposed methodology involves neither time discretization error nor score function estimation, so that Monte Carlo variability is the only source of approximation. A key theoretical result characterizes the Radon-Nikodym derivative of the reverse diffusion transition distribution with respect to that of an Ornstein-Uhlenbeck (OU) process. This representation provides a tractable change-of-measure formulation and serves as the foundation for two distinct classes of Monte Carlo algorithms. The first class approximates the reverse transition distribution via a sequence of pseudo-marginal Metropolis-Hastings MCMC algorithms. The resulting scheme produces an approximate i.i.d. sample from the target distribution and is fully parallelizable, as trajectories can be generated independently. The second class consists of MCMC algorithms targeting the joint law of the whole diffusion path in $[0,T]$, for a suitably chosen horizon $T$. The proposed samplers combine three types of updates. One update simulates the diffusion forward in time according to an OU dynamics, conditional on its initial value. The remaining two update the backward component via Metropolis-type steps: one conditions on the terminal value at time $T$ and the other one does not. In both cases, acceptance probabilities are implemented using Barker-type Bernoulli factory constructions. The proposed methods perform well for targets with multimodality and complex dependence structures, providing a scalable and efficient alternative to the widely used random-walk Metropolis algorithm.

Gauss's method of orbit determination (OD) is one of the most popular, minimal assumption target tracking techniques in astrodynamics, especially for generating an initial state estimate. However, due to Gauss's method's assumption of Keplerian motion (part of the larger two-body problem), this method cannot be applied in a cislunar environment, where three body, non-planar effects dominate. In this work, we showcase a hybrid Particle Gaussian Mixture (H-PGM) filtering method, a purely recursive probabilistic OD framework that relies upon a sequential combination of the Markov Chain Monte Carlo (MCMC) based Particle Gaussian Mixture-II (PGM-II) and Kalman update based Particle Gaussian Mixture-I (PGM-I) filters. This method allows us to fuse probabilistic information with angles-only observations from terrestrial telescopes for short- and long-term cislunar target tracking. This method also allows us to fuse other target \textit{a priori} information in an effort to reduce target uncertainty in the short term. This hybrid filtering technique is demonstrated for several popular and important cislunar orbit regimes and compared with several homogeneous and hybrid filtering frameworks.

One of the primary challenges in Bayesian inference on the parameters of a diffusion model from discrete observations is the unavailability of an analytical expression for the transition density function between consecutive observation times, which is needed to derive the likelihood function. Extending previous studies that solve Fokker-Planck (FP) type partial differential equations with Normalizing Flows, we propose a new Normalizing Flow architecture to learn the transition density function of the diffusion process between two observation times. We do so by solving in a Neural Galerkin framework the associated FP equation with a Dirac mass as initial condition, over a specified training distribution of the initial datum and the coefficients of the diffusion. We specifically focus on processes whose diffusion matrix vanishes in certain inaccessible boundary regions, such as Stochastic Volatility models that satisfy a Feller condition. The product of the obtained transition densities evaluated along the observed trajectory approximates the likelihood function, thereby enabling cheap posterior sampling via Markov chain Monte Carlo (MCMC). After the offline training phase, inference becomes significantly more efficient, as it avoids the need to solve the FP equation in real time for each parameter proposed by the MCMC sampler or to rely on other likelihood-free methods for Bayesian inference that involve repeated simulation of diffusion bridges.

Best Linear Unbiased Prediction (BLUP) has been a dominant approach in Generalized Linear Mixed Models, spatial models, and Gaussian Process Regression (GPR). In addition to their optimal properties, BLUP procedures quantify prediction uncertainty. However, the general implementation of BLUP goes as follows: (i) assume the probability distribution and covariance function are known and that only the covariance parameter values are unknown; (ii) plug in parameter estimates into BLUP equations to get the Estimated Best Linear Unbiased Prediction (EBLUP) and its variance. In applications, the reality is that the true covariance function for the process is unknown and choosing the wrong covariance model, particularly its smoothness, to estimate parameters yields a quasi-EBLUP whose prediction variance is biased downward. Focusing on a GPR context, in this paper we first demonstrate that the effect of misspecification on the mean squared prediction error (MSPE) of the quasi-EBLUP converges to a positive constant when the working and true measures are non-equivalent, and is smooth in the prediction location. We then propose a new way to estimate the MSPE of the quasi-EBLUP that accounts for covariance function uncertainty. Our new estimator is compared to four other prediction variance estimators. The new prediction variance estimator generally performs better than all other competitors, and the larger the misspecification of the covariance smoothness, the wider the difference among MSPE estimators.

We study online learning with an additional offline dataset in the stochastic linear bandit setting. Although this problem arises frequently in practice, the offline-to-online tradeoff remains poorly understood in structured environments. We propose a linear bandit algorithm that balances this tradeoff: it relies on offline data during early rounds, and increasingly favors exploration as the horizon grows. We establish regret bounds showing that our method is simultaneously competitive with both purely online and purely offline solutions. In particular, it achieves sublinear regret relative to the optimal action in the number of online interactions, while its regret relative to an offline reference decreases as the number of offline samples grows. Empirical results further demonstrate its effectiveness across various problem parameters.

We quantify the value of structural knowledge, restrictions a modeler places on the world before seeing data. Our analytic workhorse is the local sensitivity of an estimand to distributional perturbations in the Otto-Wasserstein geometry: the largest first-order change in the estimand per unit displacement of probability mass (transport), equal to the dual norm of the spatial gradient of the efficient influence function. The modeler encodes structural knowledge by restricting the class of transports, and the resulting reduction in sensitivity is the value of their inductive bias. We illustrate by shedding light on a longstanding puzzle in causal inference where classical semiparametric efficiency bounds remain identical regardless of whether the propensity score is known, despite observed practical difficulties when it is unknown. Our approach characterizes how known propensities significantly reduce sensitivity to misspecification.

The estimation of concentration parameter in Fisher-von Mises-Langevin distribution is the directional statistics analogue of the estimation of the precision matrix for the Gaussian distribution. In this work we show that unbiased estimation of this parameter is impossible. With this realization in hand, we provide an alternative parameterization of the Fisher-von Mises-Langevin distribution in terms of the squared concentration, which we term the intensity. We fruther show that unbiased estimation of thereof is possible, and provide (almost) unbiased estimators thereof in terms of a partial sum U-statistic. We showcase our new estimator on synthetic data, New York taxi trip data, and on spherical word embeddings.

Multilevel regression and poststratification (MrP) has become a workhorse method for estimating population quantities from non-probability surveys, and is the primary model-based alternative to traditional survey calibration weighting methods, such as raking. For simple linear regression models, MrP methods admit ``equivalent weights'', allowing for direct comparisons between MrP and traditional calibration weighting. Such weights, however, have been unavailable for the most widely used MrP models, such as logistic regression. In this paper, we develop a natural generalization, ``MrP locally equivalent weights'' (MrPlew), which represent MrP as a weighting-style estimator that is locally equivalent to calibration weights near the observed responses. This enables a suite of standard weighting diagnostics, including frequentist sampling variability, covariate balance, and subgroup contribution. We formally justify the use of MrPlew in these cases: we prove the MrPlew-based variance estimator is asymptotically equivalent to the infinitesimal jackknife for common exponential family models, and we introduce a novel class of model checks based on invariance to data perturbations that generalize covariate balance and subgroup contribution to nonlinear models. We further show that MrPlew can be computed easily using existing MCMC samples and provide open-source software to compute MrPlew using the output of standard software. We illustrate our approach for several canonical studies that use MrP, including via a logistic regression outcome model, showing that implied covariate balance can sometimes be worse for MrP than for raking. Given the ease of computing, we recommend making MrPlew a standard part of the MrP model interrogation workflow.

We prove the weighted Bayesian bootstrap, a method for approximate sampling of a posterior distribution, can be extended to sample from general constrained posterior distributions under mild assumptions. The method entails a simple algorithm that can take advantage of fast tools from convex optimization. Under regularity conditions, we show the asymptotic distribution of samples from the constrained weighted Bayesian bootstrap has a covariance matching the restricted maximum likelihood estimator, an efficient estimator. We assess the method empirically on a variety of constrained Bayesian problems, demonstrating broad applicability of the method as well as advantages over existing peer methods. The constrained weighted Bayesian bootstrap quickly samples from constrained posteriors, providing adequate uncertainty quantification for problems typically solved via optimization methods designed to deliver only a point estimate. As a case study, using constraints required in European-style option prices, uncertainty estimates of an option pricing surface are derived with constrained weighted Bayesian bootstrap.

Reliable, scalable detection of informal, small-scale environmental-health hazards (used lead-acid battery (ULAB) recycling, household-scale e-waste burning, indoor mercury amalgamation, brick kilns, small tanneries) remains an unsolved problem. These operations are invisible to satellites and absent from formal registries, yet disproportionately harm low-income populations in low- and middle-income countries. This paper articulates the problem class and explores a possible response: contextual geospatial features, with case-specific feature design informed by domain expertise. We use ULAB recycling as a demonstration case, drawing on 164 verified sites in Bangladesh and India from Pure Earth's Toxic Sites Identification Programme. At this sample size, five-fold cross-validation on the training set cannot statistically distinguish the engineered contextual features from a simple two-feature socio-demographic baseline. The added value only becomes visible when we evaluate outside the training set. On 172 held-out informal-recycling sites in non-NCR India and Bangladesh, the model assigns scores several times higher than to matched random urban controls; and on an independent set of 131 regulatory-confirmed formal recyclers, informal sites score materially higher than formal ones in non-NCR India, indicating that the model is picking up informal-recycler-specific structure rather than generic industrial signal. We frame these results as exploratory rather than confirmatory: label sparsity, gaps in point-of-interest coverage, and untested transfer beyond South Asia all remain open. We close with seven open problems and invite the environmental-health and geospatial machine-learning communities to engage with informal-hazard detection as a class of problems worth solving.

We formulate the problem of \emph{exact unlearning} in reinforcement learning, where the goal is to design an efficient framework that enables the removal of any user's data upon deletion request, i.e., the online learner's output after unlearning is \emph{indistinguishable} from what would have been produced had the deleted user never interacted with the learner. For any $ρ>0$, we show that there exists a reinforcement learning (RL) algorithm that is $ρ$-TV-stable and supports an exact unlearning procedure whose expected computational cost is only a $ρ\sqrt{\ln T}$ fraction of the computational cost of retraining from scratch. We construct such a $ρ$-TV-stable RL algorithm for tabular Markov decision processes (MDPs), which achieves a regret bound of $\mathcal{O}(H^2 \sqrt{SAT} + H^3 S^2 A + {H^{2.5} S^2 A}/ρ)$, where $S, A, H$, and $T$ denote the number of states, the number of actions, the episode horizon, and the number of episodes, respectively. We also establish a lower bound of $Ω(H\sqrt{\!SAT}\! +\! {SAH}/ρ)$ for $ρ$-TV-stable RL algorithms, showing that our algorithm is nearly minimax optimal.

We study a distributional generalization of the matrix completion problem in which each entry of the target matrix is a probability distribution rather than a scalar. In this setting, only a subset of matrix entries is observed, and even for observed entries, the underlying distributions are not directly accessible; instead, we observe finitely many samples drawn from them. To represent distributional entries, we employ kernel mean embeddings and introduce a notion of Tucker rank for distribution-valued matrices to capture their low-rank structure. The infinite-dimensional nature of kernel embeddings poses significant methodological challenges. To address this, we introduce functional unfolding operators that link the proposed distributional low-rank structure to the classical Tucker rank for finite-dimensional tensors. Based on this framework, we propose a novel estimator for distributional matrix completion. We establish non-asymptotic error bounds that characterize the statistical performance of the estimator. Extensive experiments on synthetic data and a real-world application demonstrate the effectiveness of the proposed method.

Cellular heterogeneity is a hallmark of biological tissues and plays a central role in disease progression, diagnosis, and prognosis. Yet, accurately characterizing this heterogeneity from bulk molecular profiles remains challenging because observed signals arise from mixtures of multiple cell populations. Cell deconvolution aim to recover the relative abundance of constituent cell types from such heterogeneous measurements, but most existing approaches implicitly rely on restrictive assumptions on residual errors, including independence, homoscedasticity, and normality. These assumptions are rarely satisfied in omics data, which are inherently bounded and overdispersed. In this work, we show that whole-genome cell-type specific DNA methylation profiles exhibit latent group structures that can substantially impair deconvolution accuracy when ignored. We therefore propose a mixture of non-negative Beta regression models estimated through an Expectation-Maximization algorithm for DNA methylation rates. Our framework naturally incorporates a feature selection mechanism through mixture component identification, making component selection a critical step of the inference procedure. We further propose a dedicated criterion for component selection and assess the performance of the approach through an extensive comparative study across several in vitro benchmark datasets. Our results demonstrate that deconvolution accuracy is highly sensitive to latent component structure and show that explicitly modeling this heterogeneity yields substantial improvements over standard whole-genome deconvolution strategies. Altogether, this work establishes mixture modeling of DNA methylation data as a powerful new direction for robust and accurate cell deconvolution.

Wildfires threaten biodiversity, carbon stocks, and management capacity in the Brazilian Cerrado, where Conservation Units and their official buffer zones must allocate prevention resources under a strong dry-season fire regime. This work develops a retrospective daily active-fire detection benchmark for the Cerrado portion of Minas Gerais, Brazil, using INPE BDQueimadas reference satellite labels (AQUA_M-T), constrained pseudo absences with same-year MapBiomas Collection 9 land-cover filtering, and four nested covariate stages extracted through Google Earth Engine. Logistic Regression, Random Forest, and XGBoost are evaluated under five-fold time-series cross-validation on a global training base and on independent imbalanced test sets spatially held out to Parque Estadual do Pau Furado and Parque Estadual da Serra do Cabral with their official buffer zones. AUC-PR is the primary metric, with AUC-ROC, threshold precision and recall, SHAP explanations, and retrospective score maps used as complementary diagnostics. Temporal cross-validation showed the highest mean AUC-PR at the complete temporal-memory stage for all three model families. Held-out AOI tests were weaker under the stricter 1:100 prevalence design: Random Forest peaked at Stage 3 in both AOIs, while XGBoost maps exposed high-recall, high-warning-volume behavior. The resulting baseline provides a reproducible reference for comparing atmospheric, surface, static spatial, and short-term memory covariates in daily CU-scale active-fire detection ranking. Because several stages use same-day covariates, the study is a retrospective classification benchmark rather than a prospective forecast.

Learning reproducible and generalizable optimal treatment policies for chronic diseases requires large, representative populations with long-term follow-up. Administrative health data provide a natural starting point, but their use is often limited by unmeasured confounding. We address this by proposing a novel framework based on Instrumented Difference-in-Differences (iDID) to estimate optimal policies for recurrent event outcomes subject to a terminating event. The iDID design is particularly useful in this setting because it leverages policy-induced treatment variation while allowing for persistent unmeasured differences across populations, relying on assumptions that are more plausible for administrative health data than those required by conventional IV or DID approaches. A key feature of our approach is that it explicitly addresses the fundamental challenge of avoiding policies that trivially reduce recurrent adverse events by increasing mortality. We derive two distinct Inverse Probability Weighted identifications and develop a multiply robust estimator that achieves consistency if any one of several subsets of nuisance models is correctly specified. We establish the estimator's consistency and asymptotic normality through large-sample theory and demonstrate its superior finite-sample performance over existing methods via simulation. Finally, we apply this framework to a national Medicare dataset to optimize first-line Type 2 Diabetes strategies, specifically targeting the minimization of disease-related hospitalizations while accounting for survival.

This paper studies quantile regression in a data-limited setting where the gold-standard outcome is available only for a limited number of observations, whereas a surrogate outcome is widely available. Such settings are becoming increasingly common with the availability of low-cost predictions from modern AI, motivating a growing line of research on "prediction-powered inference," for improved statistical inference. Naively extending this framework to quantile regression, however, raises two challenges: computational difficulties due to the discontinuity of the subgradient, and overly conservative confidence intervals. To address these issues, we propose a convolution-based smoothing of the check-loss objective and develop two variants of the estimator. The proposed estimators are computationally tractable, and our numerical studies show that they mitigate overcoverage. As a theoretical contribution, we establish the asymptotic distributions of the proposed estimators under a possibly misspecified linear quantile regression model. We further propose an ensemble of the two estimators and illustrate the proposed methods through simulations and an application to a local housing dataset.

We investigate acceleration in global temperature, defining acceleration as a supralinear (greater-than-linear) increase over time. We develop a statistical framework to test for supralinear trends using a linearithmic specification. Our results indicate evidence of acceleration in global temperature since at least 1990, with significance strengthening as more recent data are included. In contrast, evidence for acceleration under a quadratic specification is significant only in the longest estimation window. We also show that, if the true temperature trend is supralinear, standard break-point tests will eventually detect changes in the slope of a linear trend model, which may explain reported structural breaks in global temperature trends.

Online evaluation of ranking and retrieval systems often relies on downstream monetization metrics such as app revenue or creator earnings. These metrics are typically heavy-tailed, with a small fraction of users dominating both mean and variance, leading to low statistical power and unreliable conclusions in A/B experiments -- especially under limited traffic. We present a practical framework for variance reduction in online experiments by combining post-stratification with CUPED. Our approach leverages pre-experiment covariates to improve the sensitivity of monetization experiments without requiring additional traffic. Deployed at ShareChat across ranking-driven monetization experiments, the method substantially reduces variance and improves decision stability, achieving equivalent statistical confidence with ~45\% less traffic than standard metrics. We further discuss practical design choices, guardrails, and limitations, providing guidance on when post-stratification is appropriate for real-world information retrieval and Recommendation systems.

This paper proposes a two-stage pseudo anomaly-guided anomaly detection method (\textbf{T}wo-stage \textbf{P}seudo \textbf{A}nomaly-guided \textbf{A}nomaly \textbf{D}etection, \textbf{TPA-AD}) for axle-box bearing time-series anomaly detection (time series anomaly detection, TSAD) under the setting where only normal samples are available for training. The method first generates pseudo-anomalous windows near the normal boundary using a reconstruction model and per-feature target-error control. It then learns anomaly-sensitive representations through contrastive learning between normal and pseudo-anomalous windows, and finally produces window-level and point-level anomaly scores using k-nearest neighbors (KNN). Compared with existing methods that rely on known fault categories, real anomaly priors, or random anomaly injection, TPA-AD improves the separability of the normal boundary by constructing pseudo-anomalies in boundary neighborhoods and can jointly handle continuous and discrete features in mixed-variable scenarios. The main experiments are conducted on bearing fault detection datasets and degradation-process datasets, with an additional exploratory extension on $13$ public TSAD datasets. The results show that the proposed method yields relatively stable anomaly responses, is sensitive to degradation evolution, and demonstrates a certain degree of broader applicability on public TSAD benchmarks and real high-speed-train-related bearing data.

We study simultaneous alternating power iteration for fixed-order asymmetric rank-one spiked tensor models. Our main contribution is a finite-iteration local theory that is independent of any particular initialization. Once the iterates enter a sufficiently small neighborhood of the planted rank-one direction, their error decomposes into a geometrically decaying transient and an intrinsic noise floor caused by fixed orthogonal noise contractions at the planted point. The deterministic finite-sample conditions are stated explicitly, but under a coarse fixed-order multilinear noise event they reduce to a conservative high-signal regime for fixed or slowly expanding local radii. We then separate the warm-start mechanism from any specific spectral construction. A generic one-sweep principle shows that, if a sign-compatible initializer has correlation \(γ_N\), first-sweep noise level \(a_N\), and \(a_N/(γ_N^{d-1}ω_{N,d})\to0\), then one can choose an expanding radius \(r_N=o(ω_{N,d})\) for which the first sweep enters the local basin. After entry, the local affine contraction yields convergence to the unique informative local fixed point in that basin. For centered-Gram initialization, we verify the required correlation and same-sample first-sweep noise bound under i.i.d. finite-fourth-moment noise by a signal-preserving noise-only leave-one comparison and an averaged leave-one slice-contraction estimate, which we call a pressed-back estimate. The leave-one comparison keeps the spike fixed and averages over the deleted coordinate, so planted coordinates enter through \(\ell_2\)-weighted sums rather than worst-case incoherence bounds.

Coupled gradient descent--where the update of one parameter block depends on another--underlies bilevel optimization, two-time-scale stochastic approximation, and adversarial training. When the coupled Jacobian is block-triangular, asymptotic stability is governed by the spectral radii of the diagonal blocks, yet transient amplification before convergence can be arbitrarily large due to non-normality. We develop a sharp pseudospectral theory for such block-triangular Jacobians, proving that the Kreiss constant satisfies $K(J) \leq 2/(1-γ) + \|C\|/(4(1-γ))$ when the diagonal blocks are symmetric with spectral radii at most $γ< 1$, and we establish matching minimax lower bounds. We characterize the critical coupling threshold for spectral instability and extend the analysis to nearly self-referential systems via a Neumann-series perturbation framework. As a consequence, we obtain a finite-horizon iteration-complexity bound of $O(K(J)^2 \log(1/δ))$ for stochastic coupled descent. Framed as scaling laws for non-stationary two-time-scale optimization, our results expose a non-asymptotic, instance-dependent regime of high-dimensional learning dynamics that is invisible to spectral-radius analysis. Experiments on linear-quadratic problems, IQC-based comparisons, and neural-network training confirm the theory.

The precise definition of a primary estimand, accounting for intercurrent events (IEs) as per the ICH E9(R1) addendum, is fundamental to the design and interpretation of clinical trials. Conventional power and sample size calculations, however, often do not adequately incorporate the impact of IEs and their corresponding handling strategies, creating a risk of over- or under-powered studies. While simulation-based approaches can address this complexity, they are often computationally intensive and may only explore a limited set of scenarios. In this paper, we introduce a set of formulae for calculating power for estimands with time-to-event endpoints, applied to trials with fixed follow-up durations. We focus on estimands that use treatment policy, hypothetical, composite, or a combination of strategies for handling IEs, under the assumption that IEs occur independently of each other and the primary endpoint. Validation against simulation-based estimates shows strong agreement, and we explore deviations in power estimates in scenarios where outcomes and IEs are dependent. We illustrate the practical application of our approach through a case study in nasal polyposis, examining the sensitivity of sample size requirements to varying IE rates and their impacts on post-IE outcomes. The proposed formulae facilitate rapid and accurate power and assurance calculations, enabling clinical trial designs to be more closely aligned with the estimand of interest.

Prediction performance metrics such as accuracy and the F1 score are typically reported as single numbers, with no measure of uncertainty. The omission has been tolerable in exploratory settings, where model evaluation is used for informal comparison rather than formal decision-making. But as machine learning is deployed in real-world applications, evaluation results are increasingly used to support binary decisions -- whether a model meets a required standard or not -- making uncertainty quantification essential. The problem is compounded when data are dependent, as in repeated measurements, clustered subjects, or time series, where variability is harder to assess and easy to underestimate. We develop a unified framework that links a broad class of performance metrics through their representation as smooth functionals of confusion-matrix probabilities. This representation allows the use of the cluster-robust sandwich variance estimator to obtain asymptotically valid confidence intervals, hypothesis tests, and paired model comparisons for both binary and multiclass problems under clustered data. We also provide power and sample size approximations based on pilot data, enabling principled study design for model evaluation. Simulations show that the proposed methods achieve near-nominal coverage across a range of dependence structures, while naive methods underestimate variability. A real-data application further illustrates how accounting for clustering can materially change conclusions. These results offer a practical foundation for uncertainty quantification and study design in prediction performance evaluation, in settings where decisions should be justified under dependent and clustered data.

The ABC (area between curves) statistic is an $L^1$-distance which targets an easy-to-interpret estimand. Defined as the (normalized) integrated absolute distance between two survival curves it is a meaningful quantity even when survival functions are crossing. Based on right-censored time-to-event data, estimation is based on Kaplan-Meier curves obtained from two independent sample groups. In the present paper, we develop the large sample properties of the ABC statistic and investigate various resampling options for approximating the statistic's distribution which is possibly non-normal in the limit. These breakthroughs enable the construction of equivalence tests which can be used to establish that differences between two survival functions are practically irrelevant. Alternatively, the point estimator can be accompanied with confidence intervals that comprehensibly quantify the difference between the curves. An extensive simulation study explores these inferential methods under various scenarios: proportional, crossing, and partially equal survival functions. An application to data on overall and progression-free survival in a lung cancer trial illustrates the methods' benefits and some points of consideration.

We show that the lower bound in the majorizing measures theorem holds for a large class of random vectors. Specifically, suppose $X \sim μ$ is a centered random vector in $\mathbf{R}^n$ with \[ C_{\mathrm{KL}}(μ) = \sup_{\substack{θ\neq η\\ θ, η\in \mathbf{R}^n}} \frac{\mathrm{KL}(μ_θ\| μ_η)}{\|θ- η\|_2^2} < \infty, \] where $μ_θ$ denotes the law of the translate $θ+ X$. Then, for every nonempty, bounded $T \subset \mathbf{R}^n$, \[ \sqrt{C_{\mathrm{KL}}(μ)}\, \mathbf{E}_μ\Big[\sup_{t \in T} \, \langle X, t \rangle \Big] \gtrsim γ_2(T), \] where the righthand side denotes Talagrand's generic chaining functional. This result recovers, as a special case, the lower bound in the majorizing measures theorem for centered Gaussian processes. Our argument critically relies on the rate-distortion integral, recently introduced by J. Liu.

Statistical models in high-energy physics formally encode the relationship between observed data, physics parameters of interest, and experimental and theoretical uncertainties. Likelihood-based inference is the central tool for precision measurements, effective field theory fits, and cross-analysis combinations. Consequently, there is an increasing need for machine-readable, descriptive, and portable model representations. Existing formats such as ROOT workspaces, pyhf JSON, and CMS DataCards provide valuable capabilities but remain tied to specific software stacks and offer no universal standard for exchange, validation, or long-term preservation. We introduce HS3, the High-Energy Physics Statistics Serialization Standard, an implementation-agnostic, human-readable, and extensible serialization format for statistical models. HS3 is designed such that new statistical constructs can be incorporated through backward-compatible extensions, while inference procedures and implementation-specific execution details remain the responsibility of downstream frameworks. HS3 represents likelihoods as computational graphs composed of named distributions, functions, datasets, domains, and analysis prescriptions. It supports binned and unbinned likelihoods as well as hierarchical composite models. HS3 is convertible from and to ROOT/RooFit and is a superset of pyhf. We describe the design principles, structure, and semantics of HS3 and summarize existing implementations in C++, Python, and Julia. We also present early applications to public likelihoods on HEPData, cross-framework validation, and reproducibility efforts. HS3 provides a foundation for FAIR (Findable, Accessible, Interoperable, Reusable), long-lived statistical models at the LHC and beyond. The standard is intended to serve the broader scientific community and to evolve over time for application across a wide range of domains.

Dyadic regression models are commonly analyzed under the conventional dyadic dependence framework, where two observations may be dependent only if the corresponding dyads share a node. This paper studies inference when nodes are ordered and nearby nodes are exposed to common latent shocks, so that dyads with no shared endpoint may still be dependent. Although each additional covariance term may be weak, the number of nearby-node dyad pairs grows with the sample size, making their aggregate contribution asymptotically non-negligible. We develop an inferential framework for dyadic arrays with ordered-node dependence and propose two variance estimators: a dependent-node dyadic cluster-robust variance estimator that retains covariance terms between dyads with nearby endpoints, and a row-column moving-block jackknife method that deletes adjacent blocks of nodes together with all dyads touching those nodes. We establish the asymptotic validity of both procedures under weak dependence along the ordered node index. Monte Carlo evidence shows improvements in size control, with the jackknife procedure displaying comparatively stable finite-sample performance. An application to international trade gravity regressions shows that accounting for ordered-node dependence substantially weakens the statistical evidence for free trade agreement effects.

Existing Learning-to-Defer (L2D) frameworks are limited to single-expert deferral, forcing each query to rely on only one expert and preventing the use of collective expertise. We introduce the first framework for Top-$k$ Learning-to-Defer, which allocates queries to the $k$ most cost-effective entities. Our formulation unifies and strictly generalizes prior approaches, including the one-stage and two-stage regimes, selective prediction, and classical cascades. In particular, it recovers the usual Top-1 deferral rule as a special case while enabling principled collaboration with multiple experts when $k>1$. We further propose Top-$k(x)$ Learning-to-Defer, an adaptive variant that learns the optimal number of experts per query based on input difficulty, expert quality, and consultation cost. To enable practical learning, we develop a novel surrogate loss that is Bayes-consistent, $\mathcal{H}_h$-consistent in the one-stage setting, and $(\mathcal{H}_r,\mathcal{H}_g)$-consistent in the two-stage setting. Crucially, this surrogate is independent of $k$, allowing a single policy to be learned once and deployed flexibly across $k$. Experiments across both regimes show that Top-$k$ and Top-$k(x)$ deliver superior accuracy-cost trade-offs, opening a new direction for multi-expert deferral in L2D.

Large Language Models excel in generative tasks but exhibit inefficiencies in structured text selection, particularly in extractive question answering. This challenge is magnified in resource-constrained environments, where deploying multiple specialized models for different tasks is impractical. We propose a Learning-to-Defer framework that allocates queries to specialized experts, ensuring high-confidence predictions while optimizing computational efficiency. Our approach integrates a principled allocation strategy with theoretical guarantees on optimal deferral that balances performance and cost. Empirical evaluations on SQuADv1, SQuADv2, and TriviaQA demonstrate that our method enhances answer reliability while significantly reducing computational overhead, making it well-suited for scalable and efficient EQA deployment.

Regression modeling of recurrent and terminal events continues to present methodological challenges in survival analysis. Existing approaches either make unverifiable assumptions about the dependency structure between the two event types or rely on the proportional intensity assumption for the marginal mean. A semiparametric regression model is proposed that is based on a novel weighted likelihood function, thereby targeting directly the marginal mean of the recurrent event. Our general model captures a large class of semiparametric regression models and accommodates external time-dependent covariate effects on the marginal mean intensity. We establish the consistency and asymptotic normality of the estimators and propose a sandwich estimator of the variance. We propose a novel simulation procedure that directly targets the marginal mean intensity of the recurrent events. In simulation studies, we demonstrate a strong performance of the weighted NPMLE under independent right-censoring. The practical utility of the proposed methodology is demonstrated through application to data from the STATCOPE trial, a large randomized clinical trial that investigated the efficacy of simvastatin for COPD exacerbations. We provide personalized predictions for the number of exacerbations and reassess the effect of simvastatin treatment, accounting for death as a competing terminal event for patients with GOLD stage 4.

Muon updates matrix parameters via the matrix sign of the gradient and has shown strong empirical gains, yet its dynamics and scaling behavior remain unclear in theory. We study Muon in a linear associative memory model with softmax retrieval and a hierarchical frequency spectrum over query-answer pairs, with and without label noise. In this setting, we show that Gradient Descent (GD) learns frequency components at highly imbalanced rates, leading to slow convergence bottlenecked by low-frequency components. In contrast, the Muon optimizer mitigates this imbalance, leading to faster and more uniform progress. Specifically, in the noiseless case, Muon achieves an exponential speedup over GD; in the noisy case with a power-law frequency spectrum, we derive Muon's scaling law and demonstrate its superior scaling efficiency over GD. Furthermore, we show that Muon can be interpreted as an implicit matrix preconditioner arising from adaptive task alignment and block-symmetric gradient structure. In contrast, the preconditioner with coordinate-wise sign operator could match Muon under oracle access to unknown task representations, which is infeasible for SignGD in practice. Experiments on synthetic long-tail classification and LLaMA-style pre-training corroborate the theory.

A central challenge in gradient-free MCMC is designing algorithms that simultaneously bypass manual tuning, scale efficiently with dimension, and adapt to local target geometry. While adaptive strategies can auto-tune generic frameworks like random walk Metropolis, they offer slow, linear-order scaling of mixing times with dimension. Elliptical slice sampling (ESS) offers a promising alternative: it is tuning-free, adjusts to local geometry, and can achieve nearly dimension-free scaling under favorable conditions. However, its efficiency degrades rapidly if there is a mismatch between the target distribution and the distribution used to generate the ellipse-defining auxiliary variables, precluding its use in high-dimensional settings. We demonstrate that a careful synthesis of ESS and diminishing adaptation directly resolves these bottlenecks. The resulting adaptive generalized elliptical slice sampler (AGESS) self-corrects from a slow-mixing to a fast-mixing regime, while preserving ergodicity across a wide variety of target densities satisfying mild regularity conditions. The algorithm's utility is demonstrated across a broad collection of challenging applications, including generalized regression, deep Gaussian process surrogate modeling, and high-dimensional sparse regression. Together, our theoretical results and the case studies give evidence of the efficiency and robustness of AGESS across target distributions that are non-elliptical, non-differentiable, multi-modal, or high-dimensional.

Thermal management is a major challenge in next-generation high-performance computing systems, particularly for heterogeneous multi-chip packages such as the NVIDIA GB200 Grace Blackwell Superchip. In this work, a physics-based computational framework is developed to optimize embedded cooling channel layouts for high-power multi-chip modules. The model couples steady-state heat conduction with a porous media-based representation of coolant transport, coupled with a row-wise coolant energy balance, to estimate chip temperature fields within microchannel networks. Unlike conventional designs, an interdigitated cooling architecture is parameterized using geometric variables, including channel count, width, and expansion over chip regions, enabling systematic design exploration. To enable efficient optimization, a surrogate-based approach is employed to approximate the relationship between geometric parameters and temperature metrics. The resulting model is optimized using a mixed-integer quadratic programming algorithm to minimize a weighted objective based on peak and average chip temperatures. To improve physical relevance, channel placement is further constrained to increase cooling coverage near GPU regions, where thermal loads are highest. The framework is applied to a representative multi-chip configuration based on NVIDIA GB200 architecture, consisting of two graphics processing units and one central processing unit. The results demonstrate that the optimal design reduces the peak chip temperature by 140.45°C and the average chip temperature by 35.87°C compared to the baseline configuration.

Effective medication management in Parkinson's Disease (PD) is challenging due to heterogeneous disease progression, variable patient response, and medication side effects. While AI models can forecast levodopa equivalent daily dose (LEDD) as a measure of medication needs, standard uncertainty quantification often fails to communicate the reliability of these predictions, treating high and low confidence clinical decisions identically. We introduce CASCADE (Calibrated Adaptive Scaling via Conformal And Distributional Estimation), a novel conformal prediction framework that propagates epistemic uncertainty from a screening classifier to adapt downstream predictions. Unlike standard conformal methods that rely on auxiliary residual regression, we leverage epistemic uncertainty from a primary classification task (identifying whether a medication change is needed) to dynamically scale the prediction intervals of a secondary regression task (predicting how much change). By mapping Venn-Abers multi-probabilistic uncertainty directly to non-conformity scores, our framework achieves continuous risk adaptation. We demonstrate that this ``cascade effect'' produces highly efficient intervals for confident patients (38.9% narrower than standard conformal baselines) while automatically expanding intervals to ensure robust coverage for uncertain cases, bridging the gap between discrete clinical decision-making and continuous dose forecasting in PD.

Rankings are central to decision-making in fields ranging from education to online platforms, yet classical deterministic methods such as the Borda count method or Copeland-type pairwise methods ignore uncertainty due to sampling noise or incomplete data. We propose a probabilistic framework that treats true ranks as latent random variables, enabling quantification of ranking uncertainty. We introduce new ranking criteria based on pairwise dominance probabilities, derive approximate inference procedures, and provide a novel Worst Best rank method to construct simultaneous and individual confidence intervals for ranks. Our approach is the first to provide formal uncertainty quantification for classical deterministic rankings. It is inherently robust to missing data: unlike Copeland type methods, which penalize entities with fewer observed comparisons by assigning them fewer wins, our pairwise probability model adjusts for incompleteness, eliminating bias toward items with more complete records. The resulting rankings reflect underlying performance rather than data availability, enhancing fairness, transparency, and statistical reliability in high-stakes applications.

Heavy-tailed distributions are prevalent in performance evaluation, network traffic, and risk modeling. This behavior poses a fundamental challenge for modern deep generative models. Standard Variational Autoencoders (VAEs) employ Gaussian decoder likelihoods and Lipschitz-constrained neural networks, a combination that is structurally incapable of producing heavy-tailed outputs: the Gaussian tail decays exponentially, and Lipschitz continuity prevents the decoder from amplifying rare events from the latent space input to sufficiently overcome this decay. We provide both a theoretical characterization of this limitation and a controlled empirical demonstration using synthetic Pareto data across a grid of tail indices $α$ $\in$ {2, 3, 5, 30} and dimensions d $\in$ {1, 5, 10}. As a solution, we replace the Gaussian decoder with a Phase-Type (PH) distribution based on Markov chains, while keeping the encoder, latent space, and training procedure identical. PH distributions allow for arbitrarily precise approximations of any positive-valued distributions, including heavy-tailed families. Experiments showed that the PH-based model reduces tail Kolmogorov-Smirnov distance by up to x6 and extreme quantile error by up to x10 compared to the Gaussian baseline for heavy-tailed data. These results demonstrate that integrating Markov chain-based distributions into the decoder of a generative model institutes a principled and practically effective solution to the heavy-tail generation problem.

We introduce the first variance-aware algorithms for contextual dueling bandits that leverage shallow exploration strategies with neural networks for nonlinear utility approximation. A key theoretical challenge is the absence of a closed-form estimator, which led prior work to require an extremely large network width $m$ (i.e., $m = \widetildeΩ(T^{14})$). We address this constraint with a novel analytical approach that combines iterative self-improvement with spectral analysis. Our analysis significantly reduces the network width requirement to $m = \widetildeΩ(T^{6})$, and shows that our algorithms achieve a sublinear regret of $\widetilde{\mathcal{O}}(d\sqrt{\sum_{t=1}^{T} σ_t^2} + \sqrt{dT})$ under both UCB and TS frameworks. Empirical results show that the proposed algorithms are not only computationally efficient and exhibit sublinear regret in practical settings, but also achieve state-of-the-art performance on both synthetic and real-world tasks.

The paper introduces a multivariate functional areal spatial principal component analysis (mfasPCA) framework, together with multivariate functional Moran's I statistics, to enable the assessment of spatial autocorrelation and dimension reduction for multivariate functional data observed over areal units. The proposed framework is spatial-functional in scope: the functional argument may represent time, age, wavelength, or another ordered continuum, while spatial dependence is introduced across areal units through a spatial weight matrix. The principal component method is defined through a Moran-type spatially weighted criterion. We propose eigenvalue-based permutation tests to assess the significance of spatially structured components. The testing framework includes omnibus tests, componentwise tests with Holm adjustment, and sequential rank-wise tests based on tail sums of eigenvalues. Simulation studies show that mfasPCA captures positive and negative spatial-functional structures and concentrates them in the leading components under the respective autocorrelation regimes. A real-data application illustrates how mfasPCA identifies spatially structured modes of multivariate functional variation.

Large language models enable inexpensive AI-generated annotations, but using them reliably for causal inference remains challenging. Naively pooling AI and human data induces bias, while existing methods such as Prediction-Powered Inference (PPI; Angelopoulos et al., 2023a) treat AI outputs as proxies of true labels -- an assumption often violated for generative model outputs in practice. We propose Generative Augmented Inference (GAI), a framework that treats AI outputs as general, potentially high-dimensional informative features for learning human labels rather than as surrogates. GAI flexibly models this relationship using nonparametric methods, enabling consistent estimation and valid inference from combined human and AI data. We establish asymptotic normality and show that, under random labeling, GAI strictly improves asymptotic efficiency over human-data-only estimation whenever AI outputs are informative for true labels. Empirical studies on real-world datasets demonstrate that GAI significantly reduces estimation error and improves confidence interval quality across diverse generative data sources relative to human-only and PPI-based estimation.

Tweedie's formula, which under Gaussian noise expresses the posterior mean of a latent variable directly from the observed-data density, is a cornerstone of empirical Bayes and measurement-error analysis. No general theory, however, explains when analogous identities hold, how they are structured, or how to derive them for non-Gaussian noise and for posterior functionals other than the mean. This paper develops such a framework for additive-noise models. I characterize when conditional expectations of an unobserved latent variable, given the observed signal, admit direct expressions in terms of the observed density -- identities I call \emph{Tweedie representations} -- and show that they are governed by a linear map, the \emph{Tweedie functional}. Under general conditions, I prove that this functional exists, is unique, and is continuous. I provide a constructive method for its computation based on Fourier analysis: the functional is obtained by extending the inverse Fourier transform of an explicit tempered distribution. The theory yields posterior-mean formulas for non-Gaussian noise and provides new representations for nonlinear posterior functionals. Applications include Laplace mechanisms in differential privacy and heteroskedastic Gaussian sequence models in compound decision problems.

Sequential experimental design under expensive, gradient-free objectives is a central challenge in computational statistics: evaluation budgets are tightly constrained and information must be extracted efficiently from each observation. We propose \textbf{ALMAB-DC}, a GP-based sequential design framework combining active learning, multi-armed bandits (MAB), and distributed asynchronous computing for expensive black-box experimentation. A Gaussian process surrogate with uncertainty-aware acquisition identifies informative query points; a UCB or Thompson-sampling bandit controller allocates evaluations across parallel workers; and an asynchronous scheduler handles heterogeneous runtimes. We present cumulative regret bounds for the bandit components and characterize parallel scalability via Amdahl's Law. We validate ALMAB-DC on five benchmarks. On the two statistical experimental-design tasks, ALMAB-DC achieves lower simple regret than Equal Spacing, Random, and D-optimal designs in dose--response optimization, and in adaptive spatial field estimation matches the Greedy Max-Variance benchmark while outperforming Latin Hypercube Sampling; at $K=4$ the distributed setting reaches target performance in one-quarter of sequential wall-clock rounds. On three ML/engineering tasks (CIFAR-10 HPO, CFD drag minimization, MuJoCo RL), ALMAB-DC achieves 93.4\% CIFAR-10 accuracy (outperforming BOHB by 1.7\,pp and Optuna by 1.1\,pp), reduces airfoil drag to $C_D = 0.059$ (36.9\% below Grid Search), and improves RL return by 50\% over Grid Search. All advantages over non-ALMAB baselines are statistically significant under Bonferroni-corrected Mann--Whitney $U$ tests. Distributed execution achieves $7.5\times$ speedup at $K = 16$ agents, consistent with Amdahl's Law.

Estimation of heterogeneous long-term treatment effects (HLTEs) is relevant for personalized decision-making in marketing, economics, and medicine, where short-term observational datasets are often combined with long-term observational datasets. However, HLTE estimation is challenging due to limited overlap in treatment assignments or in long-term outcomes for certain subpopulations, which can lead to unstable HLTE estimates with large finite-sample variance. To address this challenge, we introduce the LT-O-learners (Long-Term Orthogonal Learners), a set of novel orthogonal learners for HLTE estimation in the canonical HLTE setting with surrogacy. The key idea of our LT-O-learners is to retarget the loss via custom overlap weights that downweight low-overlap samples. We show that the retargeted loss recovers the true HLTE pointwise and satisfies Neyman-orthogonality. We further prove two key theoretical results: (i) The nuisance error enters the error bound only through higher-order terms, which means our learners are robust to nuisance estimation error. (ii) Under a linear function class, the retargeting effectively controls the asymptotic variance of the HLTE estimator via the overlap weights in low-overlap regimes. We conduct experiments on synthetic and real-world datasets to confirm the theoretical properties of our LT-O-learners, particularly robustness in low-overlap regimes. To our knowledge, ours are the first orthogonal learners for HLTE estimation robust to low overlap in long-term settings.

Identifying the causal effects of socioeconomic determinants on population health is of many great interests - from statistical methodology development to public health practitioners and policy developments. The statistical side of the problem needs to address several questions: spatial autocorrelation in both exposures and outcomes, confounding between treatments and covariates, and the need for geographically logical inference. We address these jointly by using spectral basis functions - Moran Eigenvector Maps and ICAR precision matrix eigenvectors - within a doubly robust generalized propensity score estimator for continuous treatments. Applied to 2022 county health data across the U.S. counties, the framework identifies the effect of six chosen predictors on the average physically unhealthy days per month. Possible further applications and methodological extensions are also discussed as future directions from this research.

It has become standard for empirical studies to conduct inference robust to cluster dependence and heterogeneity. With a small number of clusters, the normal approximation for the $t$-statistics of regression coefficients may be poor. This paper tackles this problem using a critical value based on the conditional Cramér-Edgeworth expansion for the $t$-statistics. Our approach guarantees third-order refinement, regardless of whether a regressor is discrete or not. The critical value is a closed-form function of the estimated score skewness and kurtosis. Simulations show that our proposal can make a difference in size control with as few as 10 clusters. Keywords: Cluster robust inference, Cramér-Edgeworth expansion, Asymptotic refinement

Data science plays a critical role in transforming complex data into actionable insights across numerous domains. Recent developments in large language models (LLMs) and artificial intelligence (AI) agents have significantly automated data science workflow. However, it remains unclear to what extent AI agents can match the performance of human experts on domain-specific data science tasks, and in which aspects human expertise continues to provide advantages. We introduce AgentDS, a benchmark and competition designed to evaluate both AI agents and human-AI collaboration performance in domain-specific data science. AgentDS consists of 17 challenges across six industries: commerce, food production, healthcare, insurance, manufacturing, and retail banking. We conducted an open competition involving 29 teams and 80 participants, enabling systematic comparison between human-AI collaborative approaches and AI-only baselines. Our results show that current AI agents struggle with domain-specific reasoning. AI-only baselines perform below the top quartile of competition participants, while the strongest solutions arise from human-AI collaboration. These findings challenge the narrative of complete automation by AI and underscore the enduring importance of human expertise in data science, while illuminating directions for the next generation of AI. Visit the AgentDS website here: https://agentds.org/ and open source datasets here: https://huggingface.co/datasets/lainmn/AgentDS .

Conditional independence is a fundamental concept in many areas of statistical research, including, for example, sufficient dimension reduction, causal inference, and statistical graphical models. In many modern applications, data arise in the form of random functions, making it important to determine whether two random functions are conditionally independent given a third. However, to the best of our knowledge, existing conditional independence tests in the literature apply only to multivariate data, and extensions to the functional setting are not available. To fill this gap, we develop a kernel-based test for conditional independence of random functions based on the conjoined conditional covariance operator (CCCO). We rigorously derive the asymptotic distribution of the CCCO estimator using a recently established sharpened convergence rate for the regression operator (Choi et al., 2026). Based on this result, we construct a test statistic using the spectral decomposition of the operator appearing in the asymptotic distribution. The proposed method is illustrated through applications to an activity and biometrics dataset and a macroeconomic dataset.

In modern applications such as ECG monitoring, neuroimaging, wearable sensing, and industrial equipment diagnostics, complex and continuously structured data are ubiquitous, presenting both challenges and opportunities for functional data analysis. However, existing methods face a critical trade-off: conventional functional models are limited by linearity, whereas deep learning approaches lack interpretable region selection for sparse effects. To bridge these gaps, we propose a sparse Bayesian functional deep neural network (sBayFDNN). It learns adaptive functional embeddings through a deep Bayesian architecture to capture complex nonlinear relationships, while a structured prior enables interpretable, region-wise selection of influential domains with quantified uncertainty. Theoretically, we establish rigorous approximation error bounds, posterior consistency, and region selection consistency. These results provide the first theoretical guarantees for a Bayesian deep functional model, ensuring its reliability and statistical rigor. Empirically, comprehensive simulations and real-world studies confirm the effectiveness and superiority of sBayFDNN. Crucially, sBayFDNN excels in recognizing intricate dependencies for accurate predictions and more precisely identifies functionally meaningful regions, capabilities fundamentally beyond existing approaches.

Despite recent algorithmic advances, we still lack principled ways to leverage the well-documented rescaling symmetries in ReLU neural network parameters. While two properly rescaled weights implement the same function, the training dynamics can be dramatically different. To offer a fresh perspective on exploiting this phenomenon, we build on the recent path-lifting framework, which provides a compact factorization of ReLU networks. We introduce a geometrically motivated criterion to rescale neural network parameters which minimization leads to a conditioning strategy that aligns a kernel in the path-lifting space with a chosen reference. We derive an efficient algorithm to perform this alignment. In the context of random network initialization, we analyze how the architecture and the initialization scale jointly impact the output of the proposed method. Numerical experiments illustrate its potential to speed up training.

The best-arm identification (BAI) problem is one of the most fundamental problems in interactive machine learning, which has two flavors: the fixed-budget setting (FB) and the fixed-confidence setting (FC). For $K$-armed bandits with a unique best arm, the optimal sample complexities for both settings have been settled down, and they match up to logarithmic factors. This prompts an interesting research question about the generic, potentially structured BAI problems: is FB harder than FC or the other way around? In this paper, we show that FB is no harder than FC up to logarithmic factors. We do this constructively: we propose a novel algorithm called FC2FB (fixed confidence to fixed budget), which is a meta algorithm that takes in an FC algorithm $\mathcal{A}$ and turn it into an FB algorithm. We prove that FC2FB enjoys a sample complexity that matches, up to logarithmic factors, that of the sample complexity of $\mathcal{A}$. This means that the optimal FC sample complexity is an upper bound of the optimal FB sample complexity up to logarithmic factors. Our result not only reveals a fundamental relationship between FB and FC, but also has a significant implication: FC2FB combined with existing state-of-the-art FC algorithms leads to improved sample complexity for a number of FB problems.

We present an algebraic algorithm for quantum state tomography that leverages measurements of certain observables to estimate structured entries of the underlying density matrix. Under low-rank assumptions, the remaining entries can be obtained solely using standard numerical linear algebra operations. The proposed algebraic matrix completion framework applies to a broad class of generic, low-rank mixed quantum states and, compared with state-of-the-art methods, is computationally efficient while providing deterministic recovery guarantees.

We present Unified Latent Dynamics (ULD), a novel reinforcement learning algorithm that unifies the efficiency of model-free methods with the representational strengths of model-based approaches, without incurring planning overhead. By embedding state-action pairs into a latent space in which the true value function is approximately linear, our method supports a single set of hyperparameters across diverse domains -- from continuous control with low-dimensional and pixel inputs to high-dimensional Atari games. We prove that, under mild conditions, the fixed point of our embedding-based temporal-difference updates coincides with that of a corresponding linear model-based value expansion, and we derive explicit error bounds relating embedding fidelity to value approximation quality. In practice, ULD employs synchronized updates of encoder, value, and policy networks, auxiliary losses for short-horizon predictive dynamics, and reward-scale normalization to ensure stable learning under sparse rewards. Evaluated on 80 environments spanning Gym locomotion, DeepMind Control (proprioceptive and visual), and Atari, our approach matches or exceeds the performance of specialized model-free and general model-based baselines -- achieving cross-domain competence with minimal tuning and a fraction of the parameter footprint. These results indicate that value-aligned latent representations alone can deliver the adaptability and sample efficiency traditionally attributed to full model-based planning.

We consider an online learning problem in environments with multiple change points. In contrast to the single change point problem that is widely studied using classical "high confidence" detection schemes, the multiple change point environment presents new learning-theoretic and algorithmic challenges. Specifically, we show that classical methods may exhibit catastrophic failure (high regret) due to a phenomenon we refer to as endogenous confounding. To overcome this, we propose a new class of learning algorithms dubbed Anytime Tracking CUSUM (ATC). These are horizon-free online algorithms that implement a selective detection principle, balancing the need to ignore "small" (hard-to-detect) shifts, while reacting "quickly" to significant ones. We prove that the performance of a properly tuned ATC algorithm is nearly minimax-optimal; its regret is guaranteed to closely match a novel information-theoretic lower bound on the achievable performance of any learning algorithm in the multiple change point problem. Experiments on synthetic as well as real-world data validate the aforementioned theoretical findings.

Machine learning applications require fast and reliable per-sample uncertainty estimation. A common approach is to use predictive distributions from Bayesian or approximation methods and additively decompose uncertainty into aleatoric (i.e., data-related) and epistemic (i.e., model-related) components. However, additive decomposition has recently been questioned, with evidence that it breaks down when using finite-ensemble sampling and/or mismatched predictive distributions. This paper introduces Variance-Gated Ensembles (VGE), an intuitive, differentiable framework that injects epistemic sensitivity via a signal-to-noise gate computed from ensemble statistics. VGE provides: (i) a Variance-Gated Margin Uncertainty (VGMU) score that couples decision margins with ensemble predictive variance; and (ii) a Variance-Gated Normalization (VGN) layer that generalizes the variance-gated uncertainty mechanism to training via per-class, learnable normalization of ensemble member probabilities. We derive closed-form vector-Jacobian products enabling end-to-end training through ensemble sample mean and variance. VGE matches or exceeds state-of-the-art information-theoretic baselines while remaining computationally efficient. As a result, VGE provides a practical and scalable approach to epistemic-aware uncertainty estimation in ensemble models.

The smoothness of the transformer architecture has been extensively studied in the context of generalization, training stability, and adversarial robustness. However, its role in transfer learning remains poorly understood. In this paper, we analyze the ability of vision transformer components to adapt their outputs to changes in inputs, or, in other words, their \emph{plasticity}. Defined as an average rate of change, it captures the sensitivity to input perturbation; in particular, a high plasticity implies a low smoothness. Our theoretical analysis and extensive experiments -- over $1,000$ finetuning runs on large-scale vision transformers -- showcase that this perspective provides principled guidance in choosing the components to prioritize during adaptation. A key takeaway for practitioners is that the high plasticity of the attention modules and feedforward layers consistently leads to better finetuning performance. Our findings depart from the prevailing assumption that smoothness is desirable, offering a novel perspective on transformers' functional properties. The code is available at https://github.com/ambroiseodt/vit-plasticity.

Policy alignment to preference data typically assumes a known link function between observed preferences and latent rewards (e.g., Bradley-Terry model / logistic link). Misspecification of this link can bias inferred rewards and misalign learned policies. We study policy alignment under an unknown and unrestricted link function. We formulate an $f$-divergence-constrained reward maximization problem and show that realizability in a policy class induces a semiparametric single-index binary choice model, where a scalar policy-induced index captures all dependence on demonstrations and the remaining preference distribution is unrestricted. Rather than impose identifiability of structural parameters of such a model and estimate them, as in econometrics, we develop methods that directly learn policies, with the reward function implicit, analyzing error to the optimal policy and allowing for unidentifiable and nonparametric indices. We prove link-agnostic convergence guarantees in terms of generic function complexity measures and validate the methods and theory empirically. Code is available at https://github.com/causalml/spo/.

Ensuring fairness in matching algorithms is a key challenge in allocating scarce resources and positions. Focusing on Optimal Transport (OT), we introduce a novel notion of group fairness requiring that the probability of matching two individuals from any two given groups in the OT plan satisfies a predefined target. We first propose a modified Sinkhorn algorithm to compute perfectly fair transport plans efficiently. Since exact fairness can significantly degrade matching quality in practice, we then develop two relaxation strategies. The first one involves solving a penalized OT problem, for which we derive novel finite-sample complexity guarantees. Our second strategy leverages bilevel optimization to learn a ground cost that induces a fair OT solution, and we establish a bound on the deviation of fairness when matching unseen data. Finally, we present empirical results illustrating the performance of our approaches and the trade-off between fairness and transport cost.

Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging stability and forgetting properties of the Markov chain associated with the reverse-time dynamics. Under weak assumptions, we provide the two structural properties to ensure the propagation of initialization and discretization errors of the backward process: a Lyapunov drift condition and a Doeblin-type minorization condition. A practical consequence is quantitative stability of the sampling procedure, as the reverse diffusion dynamics induces a contraction mechanism along the sampling trajectory. Our results clarify the role of stochastic dynamics in score-based models and provide a principled framework for analyzing propagation of errors in such approaches.

Evaluating the quality of search, ranking and RAG systems traditionally requires a significant number of human relevance annotations. In recent times, several deployed systems have explored the usage of Large Language Models (LLMs) as automated judges for this task while their inherent biases prevent direct use for metric estimation. We present a statistical framework extending Prediction-Powered Inference (PPI) that combines minimal human annotations with LLM judgments to produce reliable estimates of metrics which require sub-instance annotations. Our method requires as few as 100 human-annotated queries and 10,000 unlabeled examples, reducing annotation requirements significantly compared to traditional approaches. We formulate our proposed framework (PRECISE) for inference of relevance uplift for an LLM-based query reformulation application, extending PPI to sub-instance annotations at the query-document level. By reformulating the metric-integration space, we reduced the computational complexity from O(2^|C|) to O(2^K), where |C| represents corpus size (in order of millions). Detailed experiments across prominent retrieval datasets demonstrate that our method reduces the variance of estimates for the business-critical Precision@K metric, while effectively correcting for LLM bias in low-resource settings.

A widely used technique for improving policies is success conditioning, in which one collects trajectories, identifies those that achieve a desired outcome, and updates the policy to imitate the actions taken along successful trajectories. This principle appears under many names -- rejection sampling with SFT, goal-conditioned RL, Decision Transformers -- yet what optimization problem it solves, if any, has remained unclear. We prove that success conditioning exactly solves a trust-region optimization problem, maximizing policy improvement subject to a $χ^2$ divergence constraint whose radius is determined automatically by the data. This yields an identity: relative policy improvement, the magnitude of policy change, and a quantity we call action-influence -- measuring how random variation in action choices affects success rates -- are exactly equal at every state. Success conditioning thus emerges as a conservative improvement operator. Exact success conditioning cannot degrade performance or induce dangerous distribution shift, but when it fails, it does so observably, by hardly changing the policy at all. We apply our theory to the common practice of return thresholding, showing this can amplify improvement, but at the cost of potential misalignment with the true objective.

Local Intrinsic Dimensionality (LID) has shown strong potential for anomaly detection in high-dimensional data, including landslide failure detection in granular media, where early and accurate identification of failure zones is crucial for effective geohazard mitigation. However, this task is still challenging due to the spatial correlations and temporal dynamics that are inherently present in surface displacement data. To address this gap, we propose a novel unsupervised framework called spatiotemporal LID (st-LID) that generalizes the LID for robust failure detection in landslide monitoring networks. Our approach introduces three key innovations: (1) Kinematic enhancement, incorporating velocity into the LID computation to capture instantaneous deformation rates and short-term temporal dynamics; (2) Bayesian spatial fusion, which aggregates LID values across spatial neighborhoods via Bayesian estimation, to embed spatial correlations and account for localized noise; and (3) Temporal modeling (t-LID), a new variant that characterizes long-term dynamics of displacement data, providing a robust temporal representation of displacement behavior. By unifying these components, st-LID identifies complex, multi-stage failure zones often overlooked by existing methods. Extensive experiments show that st-LID consistently outperforms state-of-the-art unsupervised baselines in detection precision and lead-time, providing a robust foundation for landslide early warning systems and targeted risk intervention to enhance community resilience and preparedness strategies.

In this article we explore the data available through the Stanford Open Policing Project. The data consist of information on millions of traffic stops across close to 100 different cities and highway patrols. Using a variety of metrics, we identify that the data is not missing completely at random. Furthermore, we develop ways of quantifying and visualizing missingness trends for different variables across the datasets. We follow up by performing a sensitivity analysis to extend work done on the outcome test as well as to extend work done on sharp bounds on the average treatment effect. We demonstrate that bias calculations can fundamentally shift depending on the assumptions made about the observations for which the race variable has not been recorded. We suggest ways that our missingness sensitivity analysis can be extended to myriad different contexts.

Algorithmic lending has transformed the consumer credit landscape, with machine learning models commonly facilitating underwriting decisions. To comply with fair lending laws, these algorithms exclude legally protected characteristics, such as race and gender. Yet algorithmic underwriting can still inadvertently favor certain groups, prompting concerns about whether lending algorithms exhibit discriminatory behavior. Using proprietary loan-level data from a major U.S. fintech platform, we audit lending decisions across approximately 80,000 personal loans. We find that loans made to men and Black borrowers yielded lower profits than loans to other groups, suggesting that men and Black borrowers benefited from relatively favorable pricing. We trace these disparities to miscalibration in the platform's underwriting model, which overestimates risk for women and underestimates risk for Black borrowers. We then show that one could correct this miscalibration -- and the corresponding disparities -- by including race and gender in underwriting models, illustrating a tension between competing notions of fairness.

From 2020 to 2023, Major League Baseball changed rules affecting team composition, player positioning, and game time. Understanding the effects of these rules is crucial for leagues, teams, players, and other relevant parties to assess their impact and to advocate either for further changes or undoing previous ones. Panel data and quasi-experimental methods provide useful tools for causal inference in these settings. I demonstrate this potential by analyzing the effect of the 2023 shift ban at both the league-wide and player-specific levels. Using difference-in-differences analysis, I show that the policy increased batting average on balls in play and on-base percentage for left-handed batters by a modest amount (nine points). For individual players, synthetic control analyses identify several players whose offensive performance (on-base percentage, on-base plus slugging percentage, and weighted on-base average) improved substantially (over 70 points in several cases) because of the rule change, and other players with previously high shift rates for whom it had little effect. This article both estimates the impact of this specific rule change and demonstrates how these methods for causal inference are potentially valuable for sports analytics -- at the player, team, and league levels -- more broadly.

We propose a statistical framework built on latent variable modeling for scaling laws of large language models (LLMs). Our work is motivated by the rapid emergence of numerous new LLM families with distinct architectures and training strategies, evaluated on an increasing number of benchmarks. This heterogeneity makes a single global scaling curve inadequate for capturing how performance varies across families and benchmarks. To address this, we propose a latent variable modeling framework in which each LLM family is associated with a latent variable that captures the common underlying features in that family. An LLM's performance on different benchmarks is then driven by its latent skills, which are jointly determined by the latent variable and the model's own observable features. We develop an estimation procedure for this latent variable model and establish its statistical properties. We also design efficient numerical algorithms that support estimation and various downstream tasks. Empirically, we evaluate the approach on 12 widely used benchmarks from the Open LLM Leaderboard (v1/v2).

In stepped wedge cluster randomized trials (SW-CRTs), interventions are sequentially rolled out to clusters over multiple periods. It is common practice to analyze data from SW-CRTs using linear mixed models that treat time as discrete. However, a recent systematic review found that 95.1% of cross-sectional SW-CRTs recruit individuals continuously over time. Despite the high prevalence of such continuous recruitment designs, there has been limited guidance on how to draw model-robust inference when analyzing such SW-CRTs. In this article, we investigate through simulations the implications of using such discrete-time linear mixed models in the case of continuous recruitment designs with a continuous outcome. Specifically, in the data-generating process, we characterize continuous recruitment using a continuous-time exponential decay correlation structure in the presence or absence of a fixed continuous period effect, addressing scenarios both with and without a random or exposure-time-dependent intervention effect. We then analyze the simulated data under three popular discrete-time working correlation structures: simple exchangeable, nested exchangeable, and discrete-time exponential decay, with a robust sandwich variance estimator. Our results demonstrate that discrete-time analysis often yields negligible bias and that the robust variance estimator with the Mancl and DeRouen correction consistently achieves nominal coverage and type I error rate. One important exception occurs when recruitment patterns vary systematically between control and intervention periods, where discrete-time analysis leads to slightly biased estimates. Finally, we illustrate these findings by reanalyzing a completed SW-CRT.

The widespread adoption of online randomized controlled experiments (A/B Tests) for decision-making has created ongoing capacity constraints which necessitate interim analyses. As a consequence, platform users are increasingly motivated to use ad-hoc means of optimizing limited resources via peeking. Such processes, however, are error prone and often misaligned with end-of-experiment outcomes (e.g., inflated type-I error). We introduce a system based on Bayesian Predictive Probabilities that enable us to perform interim analyses without compromising fidelity of the experiment; This idea has been widely utilized in applications outside of the technology domain to more efficiently make decisions in experiments. Motivated by at-scale deployment within an experimentation platform, we demonstrate how predictive probabilities can be estimated without numerical integration techniques and recommend systems to study its properties at scale as an ongoing health check, along with system design recommendations - all on experiment data from Instagram - to demonstrate practical benefits that it enables.

Recent years have seen substantial advances in our understanding of high-dimensional ridge regression, but existing theories assume that training examples are independent. By leveraging techniques from random matrix theory and free probability, we provide sharp asymptotics for the in- and out-of-sample risks of ridge regression when the data points have arbitrary correlations. We demonstrate that in this setting, the generalized cross validation estimator (GCV) fails to correctly predict the out-of-sample risk. However, in the case where the noise residuals have the same correlations as the data points, one can modify the GCV to yield an efficiently-computable unbiased estimator that concentrates in the high-dimensional limit, which we dub CorrGCV. We further extend our asymptotic analysis to the case where the test point has nontrivial correlations with the training set, a setting often encountered in time series forecasting. Assuming knowledge of the correlation structure of the time series, this again yields an extension of the GCV estimator, and sharply characterizes the degree to which such test points yield an overly optimistic prediction of long-time risk. We validate the predictions of our theory across a variety of high dimensional data.

Comparing clusterings is central to evaluating unsupervised models, yet the many existing similarity measures can produce widely divergent, sometimes contradictory, evaluations. Clustering similarity measures are typically organized into two principal families, pair-counting and information-theoretic, reflecting whether they quantify agreement through element pairs or aggregate information across full cluster contingency tables. Prior work has uncovered parallels between these families and applied empirical normalization or chance-correction schemes, but their deeper analytical connection remains only partially understood. Here, we develop an analytical framework that unifies these families through two complementary perspectives. First, both families are expressed as weighted expansions of observed versus expected co-occurrences, with pair-counting arising as a quadratic, low-order approximation and information-theoretic measures as higher-order, frequency-weighted extensions. Second, we generalize pair-counting to k-tuple agreement and show that information-theoretic measures can be viewed as systematically accumulating higher-order co-assignment structure beyond the pairwise level. We illustrate the approaches analytically for the Rand index and Mutual Information, and show how other indices in each family emerge as natural extensions. Together, these views clarify when and why the two regimes diverge, relating their sensitivities directly to weighting and approximation order, and provide a principled basis for selecting, interpreting, and extending clustering similarity measures across applications.

Distributed empirical risk minimization (ERM) is often studied through two influential yet seemingly separate families of methods: CoCoA-type algorithms, derived from distributed dual coordinate ascent, and ADMM-type algorithms, derived from consensus and proximal splitting. In this paper, we investigate the connection of the two types of algorithms from a unified primal-dual perspective. We show that consensus ADMM, linearized consensus ADMM, two distributed proximal ADMM variants, and ridge-regularized CoCoA can all be written in a common update form involving a global primal variable and block dual variables. This reformulation makes several previously hidden connections explicit: For ridge-regularized ERM, CoCoA coincides with a particular proximal ADMM scheme at the level of the dual update. Moreover, consensus ADMM on the primal problem is equivalent to proximal ADMM on the dual problem under an explicit parameter mapping together with a sign reversal of the saddle objective; similar correspondences also hold for the linearized variants.These results indicates that the ADMM-type algorithms, when fine tuned, performs at least as good as CoCoA, under ridge regularized ERM problems. The unified view also yields a natural primal-dual gap stopping criterion for consensus ADMM and a unified $O(1/T)$ ergodic convergence analysis for the ADMM-type methods. Experiments on synthetic regression problems and real SVM datasets support the predicted relationships, clarify the role of tuning parameters, and show that suitably tuned ADMM variants can outperform CoCoA in the ridge-regularized setting.

Simulation-based inference (SBI) is transforming experimental sciences by enabling parameter estimation in complex non-linear models from simulated data. A persistent challenge, however, is model misspecification. In a Bayesian setting, targeting posterior distributions, errors may arise from the simulator, the noise or prior modelling. These model components are only approximations of reality, and severe mismatches can yield biased or overconfident posteriors. We address this issue by introducing Flow Matching Corrected Posterior Estimation (FMCPE), a framework that leverages the flow matching paradigm to refine simulation-trained posterior estimators using a small set of calibration samples. Our approach proceeds in two stages: first, a posterior approximator is trained on abundant simulated data; second, flow matching transports its predictions toward the true posterior supported by calibration observations. We rely on the later to guide the correction, without requiring explicit knowledge of the misspecification form or of which model components are affected. This design enables FMCPE to combine the scalability of SBI with robustness to distributional shift. Across synthetic benchmarks and real-world datasets, we show that our proposal consistently mitigates the effects of misspecification, delivering improved inference accuracy and uncertainty quantification compared to standard SBI baselines, while remaining computationally efficient.

A long-standing gap exists between the theoretical analysis of Markov chain Monte Carlo convergence, which is often based on statistical divergences, and the diagnostics used in practice. We introduce the first general convergence diagnostics for Markov chain Monte Carlo based on any $f$-divergence, allowing users to directly monitor, among others, the Kullback-Leibler and the $χ^2$ divergences as well as the Hellinger and the total variation distances. Our approach rests on a coupling-based "weight harmonization" scheme that produces direct, computable, and consistent importance weights for interacting Markov chains with respect to their target distribution. Beyond their use as convergence diagnostics, these weights are consistent estimates of the Radon-Nikodym derivative $\mathrm{d}π/\mathrm{d} μ_t$, a richer object than the convergence bounds alone, with natural applications to importance-weighted inference. We show how such weightings can provide upper bounds to any $f$-divergence, prove that these bounds tighten over time and converge to zero as the chains approach stationarity, and demonstrate that, while more conservative than existing coupling-based total variation estimators, our method remains a practical and broadly applicable diagnostic tool.

Standard structural equation models (SEMs) are often used to identify latent mediators. However, valid inference typically relies on the strong, frequently violated Sequential Ignorability assumption. We introduce the Rank-Preserving Structural Equation Model (RAPSEM), which increases robustness through G-estimation while maintaining the measurement model's integrity through a two-stage method of moments (2SMM) for factor score corrections. RAPSEM replaces the no unmeasured mediator-outcome confounding with the weaker no unobserved effect modification assumption. By leveraging treatment randomization, RAPSEM achieves identification in a manner equivalent to instrumental variable estimation through structurally emerging instruments. Specifically, identification relies on treatment-covariate interactions that influence the mediator but have no direct effect on the outcome, allowing researchers to utilize natural heterogeneity in treatment response as a testable source of identification. We provide a robustness assessment for the core identifying assumption and establish the consistency and asymptotic normality of the resulting estimator. Simulation studies demonstrate that RAPSEM remains unbiased under unobserved confounding, whereas standard SEM yields biased results. RAPSEM achieves reasonable power for sample sizes above 500, depending on the strength of the structural instruments. The method is implemented in the accompanying rapsem R package, and its practical utility is illustrated through an empirical example from educational research. The code is available at https://github.com/PsychometricsMZ/RAPSEM.

Representative democracy in the United States relies on election systems that transmit votes into representatives in three key bodies: the two chambers of the federal legislature (House of Representatives and Senate) and the Electoral College, which selects the President and Vice-President. This happens through a process of re-weighting based on geographic units (congressional districts and states) that can introduce substantial distortion. In this paper, I propose quantitative measures of this distortion that can be applied to demographic groups, using Census data, to assess and visualize these distortive effects. These include the absolute weight of votes under these systems and the excess population represented in the bodies through the distortions. Visualizing these metrics from 2000 -- 2020 shows persistent malapportionment in key demographic categories. White (non-Hispanic) residents, residents of rural areas, and owner-occupied households are overrepresented in the Senate and Electoral College; Black and Hispanic people, urban dwellers, and renter-occupied households are underrepresented. For urban residents, this underrepresentation is the equivalent of 25 million fewer residents in the Senate and nearly 5 million in the Electoral College. I discuss implications for further research on the effects of these distortions and their interactions with other features of the electoral system.

Evaluation of per-sample uncertainty quantification from neural networks is essential for decision-making involving high-risk applications. A common approach is to use the predictive distribution from Bayesian or approximation models and decompose the corresponding predictive uncertainty into epistemic (model-related) and aleatoric (data-related) components. However, additive decomposition has recently been questioned. In this work, we propose an intuitive framework for uncertainty estimation and decomposition based on the signal-to-noise ratio of class probability distributions across different model predictions. We introduce a variance-gated measure that scales predictions by a confidence factor derived from ensembles. We use this measure to discuss the existence of a collapse in the diversity of committee machines.

Generalized latent factor analysis not only provides a useful latent embedding approach in statistics and machine learning, but also serves as a widely used tool across various scientific fields, such as psychometrics, econometrics, and social sciences. Ensuring the identifiability of latent factors and the loading matrix is essential for the model's estimability and interpretability, and various identifiability conditions have been employed by practitioners. However, fundamental statistical inference issues for latent factors and factor loadings under commonly used identifiability conditions remain largely unaddressed, especially for correlated factors and/or non-orthogonal loading matrix. In this work, we focus on the maximum likelihood estimation for generalized factor models and establish statistical inference properties under popularly used identifiability conditions. The developed theory is further illustrated through numerical simulations and an application to a personality assessment dataset.

In this work, we consider the detection of manoeuvring small objects with radars. Such objects induce low signal to noise ratio (SNR) reflections in the received signal. We consider both co-located and separated transmitter/receiver pairs, i.e., mono-static and bi-static configurations, respectively, as well as multi-static settings involving both types. We propose coherent track before detect: A detection approach which is capable of coherently integrating these reflections within a coherent processing interval (CPI) in all these configurations and continuing integration for an arbitrarily long time across consecutive CPIs. {We estimate the complex value of the reflection coefficients for integration while simultaneously estimating the object trajectory. Compounded with these computations is the estimation of the unknown time reference shift of the separated transmitters necessary for coherent processing.} Detection is made by using the resulting integration value in a Neyman-Pearson test against a constant false alarm rate threshold. We demonstrate the efficacy of our approach in a simulation example with a very low SNR object which cannot be detected with conventional techniques.

Time-series forecasting is a critical task in various business domains, but it remains inherently challenging. Typically, large forecasting models are trained in a single, resource-intensive run. Once training is completed, a natural question arises:~\emph{is there still potential for meaningful improvement in the model's performance?} Motivated by techniques from boosting, we introduce the concept of~\emph{post-training corrections}. This approach enhances a trained forecaster by sequentially applying a carefully selected set of corrections to its predictions. Our method offers a lightweight, model-agnostic, and scalable strategy to improve forecasting performance in practical settings. We provide theoretical foundations for the approach, starting with the affine correction case, and analyze the expected performance gains and computational costs in more general settings. Across a range of benchmark datasets, our method consistently delivers up to a $30\%$ improvement in forecasting accuracy over existing state-of-the-art models, with minimal computational overhead.

Background: Pooled logistic regression models are commonly applied in survival analysis. However, the standard implementation can be computationally demanding, which is further exacerbated when using the nonparametric bootstrap for inference. To ease these computational burdens, investigators often coarsen time intervals or assume a parametric models for time. These approaches impose restrictive assumptions, which may not always have a well-motivated substantive justification. Methods: Here, the pooled logistic regression model is re-framed using estimating equations to simplify computations and allow for inference via the empirical sandwich variance estimator, thus avoiding the more computationally demanding bootstrap. The proposed implementation is demonstrated using two examples with publicly available data. The performance of the empirical sandwich variance estimator is illustrated using a Monte Carlo simulation study. Results: As shown in the applied examples, the proposed implementation substantially reduced run-times and could be applied without needing to coarsen the data. In the simulation study, the empirical sandwich variance estimator results in nominal confidence interval coverage. Conclusions: The implementation proposed here offers an improved alternative to the standard implementation of pooled logistic regression without needing to impose restrictive constraints on time.

Identification of joint dependence among several random vectors plays an important role in many statistical applications, where the data may contain sensitive or confidential information. In this paper, we consider the $d$-variable Hilbert-Schmidt independence criterion (dHSIC) in the context of differential privacy. Given that the limiting distribution of the empirical estimate of dHSIC is a complicated Gaussian chaos, constructing tests in the non-private regime is typically based on permutation and bootstrap methods. To detect joint dependence under privacy constraints, we propose a dHSIC-based testing procedure employing a differentially private permutation methodology. We show that our method enjoys privacy guarantees, a valid level, and pointwise consistency, whereas the bootstrap counterpart suffers from inconsistent power. We further investigate the uniform power of the proposed test under the dHSIC and $L_2$ metrics, showing that the proposed test attains the minimax optimal power across different privacy regimes. As a byproduct, we show that the non-private permutation dHSIC test proposed in Pfister et al. (2018) is a special case of our differentially private permutation test, and our results also establish its pointwise and uniform power--thus resolving an open problem from that work. Both numerical simulations and real data analysis in causal inference suggest that our proposed test performs well empirically.

Stochastic differential equations are a natural framework for dynamic systems and time series in ecology, because they allow for non-linear first-principle knowledge and uncertainty in the dynamics, and can be combined with measurement errors. However, estimation methods are often technically and computationally challenging. Here, we demonstrate that the Laplace approximation is useful for estimating states and parameters in these models, when done correctly. We give special attention to non-linear dynamics, state-dependent noise intensities, and non-Gaussian measurement errors. Our technique adds states between times of observations, approximates transition densities using discretization methods - in the simplest case, the Euler-Maruyama method - and eliminates unobserved states using the Laplace approximation. We demonstrate that consistency requires a particular form of the approximation, and provide different approaches to implementation. Using simulated case studies, we demonstrate that transition probabilities are well approximated, that inference is computationally feasible, and that the framework leads to simple and flexible implementations.

There is a great need to stock materials for production, but storing materials comes at a cost. Lack of organization in the inventory can result in a very high cost for the final product, in addition to generating other problems in the production chain. In this work we present mathematical and statistical methods applicable to stock management. The stock analysis using ABC curves serves to identify which are the priority items, the most expensive and with the highest turnover (demand), and thus determine, through stock control models, the purchase lot size and the periodicity that minimize the total costs of storing these materials. Using the Economic Order Quantity (EOQ) model and the (Q,R) model, the inventory costs of a company were minimized. The comparison of the results provided by the models was performed.

We provide an approach for the analysis of randomised exploration algorithms like Thompson sampling that does not rely on forced optimism or posterior inflation. With this, we demonstrate that in the $d$-dimensional linear bandit setting, when the action space is smooth and strongly convex, randomised exploration algorithms enjoy an $n$-step regret bound of the order $O(d\sqrt{n} \log(n))$. Notably, this shows for the first time that there exist non-trivial linear bandit settings where Thompson sampling can achieve optimal dimension dependence in the regret.

How hard is it to estimate a discrete-time signal $(x_{1}, ..., x_{n}) \in \mathbb{C}^n$ satisfying an unknown linear recurrence relation of order $s$ and observed in i.i.d. complex Gaussian noise? The class of all such signals is parametric but extremely rich: it contains all exponential polynomials over $\mathbb{C}$ with total degree $s$, including harmonic oscillations with $s$ arbitrary frequencies. Geometrically, this class corresponds to the projection onto $\mathbb{C}^{n}$ of the union of all shift-invariant subspaces of $\smash{\mathbb{C}^\mathbb{Z}}$ of dimension $s$. We show that the statistical complexity of this class, as measured by the squared minimax radius of the $(1-δ)$-confidence $\ell_2$-ball, is nearly the same as for the class of $s$-sparse signals, namely $\smash{O\left(s\log(en) + \log(δ^{-1})\right) \cdot \log^2(es) \cdot \log(en/s).}$ Moreover, the corresponding near-minimax estimator is tractable, and it can be used to build a test statistic with a near-minimax detection threshold in the associated detection problem. These statistical results rely upon a simple analytic observation: the interpretation of the Fourier coefficients of the Christoffel function of any shift-invariant subspace of $\smash{\mathbb{C}^\mathbb{Z}}$ as a reproducing filter with the smallest possible spectrum in all $\ell_p$-norms, $p \in [1,\infty]$, at once.

We propose a theory of unimodal maps perturbed by an heteroscedastic Markov chain noise and experiencing another heteroscedastic noise due to uncertain observation. We address and treat the filtering problem showing that by collecting more and more observations, one would predict the same distribution for the state of the underlying Markov chain no matter one's initial guess. Moreover we give other limit theorems, emphasizing in particular concentration inequalities and extreme value and Poisson distributions. Our results apply to a family of maps arising from a model of systemic risk in finance.

We systematically study several network-based Expectation-Maximization (EM) algorithms for the Gaussian mixture model within decentralized federated learning (DFL). Our theoretical investigation shows that directly extending the classic EM algorithm to DFL leads to a biased estimator when data are heterogeneously distributed across sites. To address this, we introduce a momentum network EM (MNEM) algorithm, which integrates information from both current and historical estimators from previous DFL iterations. We further develop a semi-supervised MNEM (semi-MNEM) algorithm, which utilizes information provided by partially labeled data. Rigorous theoretical analysis demonstrates that the MNEM estimator can achieve the same asymptotic efficiency as the whole-sample estimator under appropriate regularity conditions, even with heterogeneous data. Moreover, the semi-MNEM estimator significantly improves the convergence speed of the MNEM algorithm, even if different mixture components are poorly separated. Extensive simulations are conducted, and a widely used chest X-ray dataset is analyzed to demonstrate the finite-sample performance of the proposed methods.

Staggered treatment adoption arises in the evaluation of policy impact and implementation in many settings, including both randomized stepped-wedge trials and non-randomized quasi-experiments with panel data. In both settings, getting an interpretable, unbiased effect estimate requires careful consideration of the target estimand and possible treatment effect heterogeneities. This paper proposes a novel non-parametric approach to this estimation for either setting. By constructing an estimator using weighted averages of two-by-two difference-in-differences comparisons as building blocks, the investigator can target the desired estimand for any assumed treatment effect heterogeneities. This provides desirable bias and interpretation properties while using the comparisons efficiently to mitigate the loss of precision, without requiring correct variance specification. The methods are demonstrated for both a randomized stepped-wedge trial on the impact of novel tuberculosis diagnostic tools and an observational staggered adoption study on the effects of COVID-19 vaccine financial incentive lotteries in U.S. states; these are compared to analyses using previous methods. A full algorithm with R code is provided to implement this method and to compare against existing methods. The proposed method allows for high flexibility and clear targeting of desired effects, providing one solution to the bias-variance-generalizability tradeoff.

Climate and environmental applications increasingly rely on high-dimensional prediction from remote sensing and other scientific data. Neural networks (NN) can deliver strong accuracy in these settings, but they are often hard to audit and hard to align with domain knowledge. As an alternative, we propose bagged polynomial regression with random projections (BPR), an econometrics-native ensemble that averages many regularized low-degree polynomial models fit on randomly selected covariate groups. We provide novel finite-sample and asymptotic risk bounds and show how covariate partitioning can improve rates for smooth target functions by controlling dictionary basis growth. Rate improvements may be particularly relevant for the estimation of marginal effects. In an application to satellite-based crop classification using optical and radar imagery, BPR matches NN accuracy while remaining straightforward to diagnose. We provide practical transparency tools, coefficient summaries and partial-dependence diagnostics, that show BPR captures intuitive feature relationships that NNs do not.

Inferential models have been proposed for valid and efficient prior-free probabilistic inference. As it gradually gained popularity, this theory is subject to further developments for practically challenging problems. This paper considers the many-normal-means problem with the means constrained to be in the neighborhood of each other, formally represented by a Hölder space. A new method, called partial conditioning, is proposed to generate valid and efficient marginal inference about the individual means. It is shown that the method outperforms both a fiducial-counterpart in terms of validity and a conservative-counterpart in terms of efficiency. We conclude the paper by remarking that a general theory of partial conditioning for inferential models deserves future development.

Linear least-squares regression with a "design" matrix A approximates a given matrix B via minimization of the spectral- or Frobenius-norm discrepancy ||AX-B|| over every conformingly sized matrix X. Another popular approximation is low-rank approximation via principal component analysis (PCA) -- which is essentially singular value decomposition (SVD) -- or interpolative decomposition (ID). Classically, PCA/SVD and ID operate solely with the matrix B being approximated, not supervised by any auxiliary matrix A. However, linear least-squares regression models can inform the ID, yielding regression-aware ID. As a bonus, this provides an interpretation as regression-aware PCA for a kind of canonical correlation analysis between A and B. The regression-aware decompositions effectively enable supervision to inform classical dimensionality reduction, which classically has been totally unsupervised. The regression-aware decompositions reveal the structure inherent in B that is relevant to regression against A.

We study the adapted solution, numerical methods, and related convergence analysis for a unified backward stochastic partial differential equation (B-SPDE). The equation is vector-valued, whose drift and diffusion coefficients may involve nonlinear and high-order partial differential operators. Under certain generalized Lipschitz and linear growth conditions, the existence and uniqueness of adapted solution to the B-SPDE are justified. The methods are based on completely discrete schemes in terms of both time and space. The analysis concerning error estimation or rate of convergence of the methods is conducted. The key of the analysis is to develop new theory for random field based Malliavin calculus to prove the existence and uniqueness of adapted solutions to the first-order and second-order Malliavin derivative based B-SPDEs under random environments.

LongMemory.jl is a package for time series long memory modelling in Julia. The package provides functions to generate long memory, estimate model parameters, and forecast. Generating methods include fractional differencing, stochastic error duration, and cross-sectional aggregation. Estimators include the classic ones used to estimate the Hurst effect, those inspired by log-periodogram regression, and parametric ones. Forecasting is provided for all parametric estimators. Moreover, the package adds plotting capabilities to illustrate long memory dynamics and forecasting. This article presents the theoretical developments for long memory modelling, show examples using the data included with the package, and compares the properties of LongMemory.jl with current alternatives, including benchmarks. For some of the theoretical developments, LongMemory.jl provides the first publicly available implementation in any programming language. A notable feature of this package is that all functions are implemented in the same programming language, taking advantage of the ease of use and speed provided by Julia. Therefore, all code is accessible to the user. Multiple dispatch, a novel feature of the language, is used to speed computations and provide consistent calls to related methods. The package is related to the R packages LongMemoryTS and fracdiff.

As AI becomes more prevalent throughout society, effective methods of integrating humans and AI systems that leverage their respective strengths and mitigate risk have become an important priority. In this paper, we introduce the paradigm of super policy learning that takes advantage of Human-AI interaction for data driven sequential decision making. This approach utilizes the observed action, either from AI or humans, as input for achieving a stronger oracle in policy learning for the decision maker (humans or AI). In the decision process with unmeasured confounding, the actions taken by past agents can offer valuable insights into undisclosed information. By including this information for the policy search in a novel and legitimate manner, the proposed super policy learning will yield a super-policy that is guaranteed to outperform both the standard optimal policy and the behavior one (e.g., past agents' actions). We call this stronger oracle a blessing from human-AI interaction. Furthermore, to address the issue of unmeasured confounding in finding super-policies using the batch data, a number of nonparametric and causal identifications are established under the framework of proximal causal inference. Building upon on these novel identification results, we develop several super-policy learning algorithms and systematically study their theoretical properties such as finite-sample regret guarantee. Finally, we illustrate the effectiveness of our proposal through extensive simulations and real-world applications.

We develop a fast method for optimally designing experiments in the context of statistical seismic source inversion. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source is modeled by a point moment tensor multiplied by a time-dependent function. The parameters include the source location, moment tensor components, and start time and frequency in the time function. The forward problem is modeled by elastodynamic wave equations. We show that the Hessian of the cost functional, which is usually defined as the square of the weighted L2 norm of the difference between the experimental data and the simulated data, is proportional to the measurement time and the number of receivers. Consequently, the posterior distribution of the parameters, in a Bayesian setting, concentrates around the "true" parameters, and we can employ Laplace approximation and speed up the estimation of the expected Kullback-Leibler divergence (expected information gain), the optimality criterion in the experimental design procedure. Since the source parameters span several magnitudes, we use a scaling matrix for efficient control of the condition number of the original Hessian matrix. We use a second-order accurate finite difference method to compute the Hessian matrix and either sparse quadrature or Monte Carlo sampling to carry out numerical integration. We demonstrate the efficiency, accuracy, and applicability of our method on a two-dimensional seismic source inversion problem.

This paper addresses model dimensionality reduction for Bayesian inference based on prior Gaussian fields with uncertainty in the covariance function hyper-parameters. The dimensionality reduction is traditionally achieved using the Karhunen-\Loeve expansion of a prior Gaussian process assuming covariance function with fixed hyper-parameters, despite the fact that these are uncertain in nature. The posterior distribution of the Karhunen-Loève coordinates is then inferred using available observations. The resulting inferred field is therefore dependent on the assumed hyper-parameters. Here, we seek to efficiently estimate both the field and covariance hyper-parameters using Bayesian inference. To this end, a generalized Karhunen-Loève expansion is derived using a coordinate transformation to account for the dependence with respect to the covariance hyper-parameters. Polynomial Chaos expansions are employed for the acceleration of the Bayesian inference using similar coordinate transformations, enabling us to avoid expanding explicitly the solution dependence on the uncertain hyper-parameters. We demonstrate the feasibility of the proposed method on a transient diffusion equation by inferring spatially-varying log-diffusivity fields from noisy data. The inferred profiles were found closer to the true profiles when including the hyper-parameters' uncertainty in the inference formulation.

Distributed processing over networks relies on in-network processing and cooperation among neighboring agents. Cooperation is beneficial when agents share a common objective. However, in many applications agents may belong to different clusters that pursue different objectives. Then, indiscriminate cooperation will lead to undesired results. In this work, we propose an adaptive clustering and learning scheme that allows agents to learn which neighbors they should cooperate with and which other neighbors they should ignore. In doing so, the resulting algorithm enables the agents to identify their clusters and to attain improved learning and estimation accuracy over networks. We carry out a detailed mean-square analysis and assess the error probabilities of Types I and II, i.e., false alarm and mis-detection, for the clustering mechanism. Among other results, we establish that these probabilities decay exponentially with the step-sizes so that the probability of correct clustering can be made arbitrarily close to one.

A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture terms and this is handled here by utilising a Gaussian mixture reduction step after both the time and measurement updates. In addition, a square-root implementation of the unified algorithm is presented and this algorithm is profiled on several simulated systems. This includes the state estimation for two non-linear systems that are strictly outside the class considered in this paper.

Integrating adaptive learning rate and momentum techniques into SGD leads to a large class of efficiently accelerated adaptive stochastic algorithms, such as AdaGrad, RMSProp, Adam, AccAdaGrad, \textit{etc}. In spite of their effectiveness in practice, there is still a large gap in their theories of convergences, especially in the difficult non-convex stochastic setting. To fill this gap, we propose \emph{weighted AdaGrad with unified momentum}, dubbed AdaUSM, which has the main characteristics that (1) it incorporates a unified momentum scheme which covers both the heavy ball momentum and the Nesterov accelerated gradient momentum; (2) it adopts a novel weighted adaptive learning rate that can unify the learning rates of AdaGrad, AccAdaGrad, Adam, and RMSProp. Moreover, when we take polynomially growing weights in AdaUSM, we obtain its $\mathcal{O}(\log(T)/\sqrt{T})$ convergence rate in the non-convex stochastic setting. We also show that the adaptive learning rates of Adam and RMSProp correspond to taking exponentially growing weights in AdaUSM, thereby providing a new perspective for understanding Adam and RMSProp. Lastly, comparative experiments of AdaUSM against SGD with momentum, AdaGrad, AdaEMA, Adam, and AMSGrad on various deep learning models and datasets are also carried out.

This paper takes a look at omnibus tests of goodness of fit in the context of reweighted Anderson-Darling tests and makes threefold contributions. The first contribution is to provide a geometric understanding. It is argued that the test statistic with minimum variance for exchangeable distributional deviations can serve as a good general-purpose test. The second contribution is to propose better omnibus tests, called circularly symmetric tests and obtained by circularizing reweighted Anderson-Darling test statistics or, more generally, test statistics based on the observed order statistics. The resulting tests are called circularized tests. A limited but arguably convincing simulation study on finite-sample performance demonstrates that circularized tests have good performance, as they typically outperform their parent methods in the simulation study. The third contribution is to establish new large-sample results.

Livestreaming has evolved into a thriving industry where creators can directly monetize and engage with their audiences and followers. In practice, creators and platforms typically concentrate their marketing efforts on the period leading up to the livestream. However, livestreaming events naturally transition into recorded formats once the event concludes, creating potential "residual" opportunities for monetization. This study systematically examines consumer demand for live events throughout the entire livestream life-cycle, using data from a large livestreaming platform that allows consumers to purchase the recorded version of a paid live event after the livestream ends. We find that the demand is surprisingly more price-sensitive during the pre-livestream period compared to the post-period. This is partly driven by two mechanisms: consumer self-selection (infrequent consumers who may have missed the live events exhibit a higher willingness to pay for recorded versions) and quality uncertainty (consumers face higher uncertainty in event quality during the pre-period than in the post-period). Our findings generate implications for the pricing and targeting strategies in livestreaming markets.

The $χ^2$-principle generalizes the Morozov discrepancy principle (MDP) to the augmented residual of the Tikhonov regularized least squares problem. Weighting of the data fidelity by a known Gaussian noise distribution on the measured data, when the regularization term is weighted by unknown inverse covariance information on the model parameters, the minimum of the Tikhonov functional is a random variable following a $χ^2$-distribution with $m+p-n$ degrees of freedom, model matrix $G:$ $m \times n$ and regularizer $L:$ $p\times n$. It is proved that the result holds also for $m<n$ when $m+p\ge n$. A Newton root-finding algorithm is used to find the regularization parameter $α$ which yields the optimal inverse covariance weighting in the case of a white noise assumption on the mapped model data. It is implemented for small-scale problems using the generalized singular value decomposition. Numerical results verify the algorithm for the case of regularizers approximating zero to second order derivative approximations, contrasted with the methods of generalized cross validation and unbiased predictive risk estimation. The inversion of underdetermined $2D$ focusing gravity data produces models with non-smooth properties, for which typical implementations in this field use the iterative minimum support (MS) stabilizer and both regularizer and regularizing parameter are updated each iteration. For a simulated data set with noise, the regularization parameter estimation methods for underdetermined data sets are used in this iterative framework, also contrasted with the L-curve and MDP. Experiments demonstrate efficiency and robustness of the $χ^2$-principle, moreover the L-curve and MDP are generally outperformed. Furthermore, the MS is of general use for the $χ^2$-principle when implemented without the knowledge of a mean value of the model.

Stochastic discount factor (SDF) processes in dynamic economies admit a permanent-transitory decomposition in which the permanent component characterizes pricing over long investment horizons. This paper introduces an empirical framework to analyze the permanent-transitory decomposition of SDF processes. Specifically, we show how to estimate nonparametrically the solution to the Perron-Frobenius eigenfunction problem of Hansen and Scheinkman (2009). Our empirical framework allows researchers to (i) recover the time series of the estimated permanent and transitory components and (ii) estimate the yield and the change of measure which characterize pricing over long investment horizons. We also introduce nonparametric estimators of the continuation value function in a class of models with recursive preferences by reinterpreting the value function recursion as a nonlinear Perron-Frobenius problem. We establish consistency and convergence rates of the eigenfunction estimators and asymptotic normality of the eigenvalue estimator and estimators of related functionals. As an application, we study an economy where the representative agent is endowed with recursive preferences, allowing for general (nonlinear) consumption and earnings growth dynamics.

Subspace learning and matrix factorization problems have great many applications in science and engineering, and efficient algorithms are critical as dataset sizes continue to grow. Many relevant problem formulations are non-convex, and in a variety of contexts it has been observed that solving the non-convex problem directly is not only efficient but reliably accurate. We discuss convergence theory for a particular method: first order incremental gradient descent constrained to the Grassmannian. The output of the algorithm is an orthonormal basis for a $d$-dimensional subspace spanned by an input streaming data matrix. We study two sampling cases: where each data vector of the streaming matrix is fully sampled, or where it is undersampled by a sampling matrix $A_t\in \mathbb{R}^{m\times n}$ with $m\ll n$. Our results cover two cases, where $A_t$ is Gaussian or a subset of rows of the identity matrix. We propose an adaptive stepsize scheme that depends only on the sampled data and algorithm outputs. We prove that with fully sampled data, the stepsize scheme maximizes the improvement of our convergence metric at each iteration, and this method converges from any random initialization to the true subspace, despite the non-convex formulation and orthogonality constraints. For the case of undersampled data, we establish monotonic expected improvement on the defined convergence metric for each iteration with high probability.

Rinne et al. conduct an interesting analysis of the impact of wind turbine technology and land-use on wind power potentials, which allows profound insights into each factors contribution to overall potentials. The paper presents a detailed model of site-specific wind turbine investment cost (i.e. road- and grid access costs) complemented by a model used to estimate site-independent costs. We believe that propose a cutting edge model of site-specific investment costs. However, the site-independent cost model is flawed in our opinion. This flaw most likely does not impact the results presented in the paper, although we expect a considerable generalization error. Thus the application of the wind turbine cost model in other contexts may lead to unreasonable results. More generally, the derivation of the wind turbine cost model serves as an example of how applications of automated regression analysis can go wrong.

Unmanned aerial vehicles (UAVs) provide a novel means of extracting road and traffic information from video data. In particular, by analyzing objects in a video frame, UAVs can detect traffic characteristics and road incidents. Leveraging the mobility and detection capabilities of UAVs, we investigate a navigation algorithm that seeks to maximize information on the road/traffic state under non-recurrent congestion. We propose an active exploration framework that (1) assimilates UAV observations with speed-density sensor data, (2) quantifies uncertainty on the road/traffic state, and (3) adaptively navigates the UAV to minimize this uncertainty. The navigation algorithm uses the A-optimal information measure (mean uncertainty), and it depends on covariance matrices generated by a dual state ensemble Kalman filter (EnKF). In the EnKF procedure, since observations are a nonlinear function of the incident state variables, we use diagnostic variables that represent model predicted measurements. We also present a state update procedure that maintains a monotonic relationship between incident parameters and measurements. We compare the traffic/incident state estimates resulting from the UAV navigation-estimation procedure against corresponding estimates that do not use targeted UAV observations. Our results indicate that UAVs aid in detection of incidents under congested conditions where speed-density data are not informative.

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank constrained optimisation problem. This problem is non-convex and state-of-the-art algorithms are all sub-optimal. This paper shows that there exists a closed-form solution, which is computed in polynomial time, and characterises the l2-norm of the optimal approximation error. The paper also proposes low-complexity algorithms building reduced models from this optimal solution, based on singular value decomposition or eigen value decomposition. The algorithms are evaluated by numerical simulations using synthetic and physical data benchmarks.

Accurate detection of signal components is a frequently-encountered challenge in statistical applications with low signal-to-noise ratio. This problem is particularly challenging in settings with heteroscedastic noise. In certain signal-plus-noise models of data, such as the classical spiked covariance model and its variants, there are closed formulas for the spectral signal detection threshold (the largest sample eigenvalue attributable solely to noise) for isotropic noise in the limit of infinitely large data matrices. However, more general noise models currently lack provably fast and accurate methods for numerically evaluating the threshold. In this work, we introduce a rapid algorithm for evaluating the spectral signal detection threshold in the limit of infinitely large data matrices. We consider noise matrices with a separable variance profile (whose variance matrix is rank one), as these arise often in applications. The solution is based on nested applications of Newton's method. We also devise a new algorithm for evaluating the Stieltjes transform of the spectral distribution at real values exceeding the threshold. The Stieltjes transform on this domain is known to be a key quantity in parameter estimation for spectral denoising methods. The correctness of both algorithms is proven from a detailed analysis of the master equations characterizing the Stieltjes transform, and their performance is demonstrated in numerical experiments.

To precisely reach for an object with a humanoid robot, it is of central importance to have good knowledge of both end-effector, object pose and shape. In this work we propose a framework for markerless visual servoing on unknown objects, which is divided in four main parts: I) a least-squares minimization problem is formulated to find the volume of the object graspable by the robot's hand using its stereo vision; II) a recursive Bayesian filtering technique, based on Sequential Monte Carlo (SMC) filtering, estimates the 6D pose (position and orientation) of the robot's end-effector without the use of markers; III) a nonlinear constrained optimization problem is formulated to compute the desired graspable pose about the object; IV) an image-based visual servo control commands the robot's end-effector toward the desired pose. We demonstrate effectiveness and robustness of our approach with extensive experiments on the iCub humanoid robot platform, achieving real-time computation, smooth trajectories and sub-pixel precisions.

We propose a time-varying optimal window width (TVOWW) selection scheme to optimize the performance of several nonlinear-type time-frequency analyses, including the reassignment method, and the synchrosqueezing transform (SST) and its variations. A window rendering the most concentrated distribution in the time-frequency representation (TFR) is regarded as the optimal window. The TVOWW selection scheme is particularly useful for signals that comprise fast-varying instantaneous frequencies and small spectral gaps. To demonstrate the efficacy of the method, in addition to analyzing a synthetic signal, we study an atomic time-varying dipole moment driven by two-color mid-infrared laser fields in attosecond physics.

In this paper, we consider the stochastic iterative counterpart of the value iteration scheme wherein only noisy and possibly biased approximations of the Bellman operator are available. We call this counterpart as the approximate value iteration (AVI) scheme. Neural networks are often used as function approximators, in order to counter Bellman's curse of dimensionality. In this paper, they are used to approximate the Bellman operator. Since neural networks are typically trained using sample data, errors and biases may be introduced. The design of AVI accounts for implementations with biased approximations of the Bellman operator and sampling errors. We present verifiable sufficient conditions under which AVI is stable (almost surely bounded) and converges to a fixed point of the approximate Bellman operator. To ensure the stability of AVI, we present three different yet related sets of sufficient conditions that are based on the existence of an appropriate Lyapunov function. These Lyapunov function based conditions are easily verifiable and new to the literature. The verifiability is enhanced by the fact that a recipe for the construction of the necessary Lyapunov function is also provided. We also show that the stability analysis of AVI can be readily extended to the general case of set-valued stochastic approximations. Finally, we show that AVI can also be used in more general circumstances, i.e., for finding fixed points of contractive set-valued maps.

A generalization of the Bernstein matrix concentration inequality to random tensors of general order is proposed. This generalization is based on the use of Einstein products between tensors, from which a strong link can be established between matrices and tensors, in turn allowing exploitation of existing results for the former.

The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM) algorithm in the context of Gaussian mixture models, where the maximization step in the EM is replaced by an increasing step. We show that this GEM algorithm can be understood as a linear time-invariant (LTI) system with a feedback nonlinearity. Therefore, we explore some of its convergence properties by leveraging tools from robust control theory. Lastly, we explain how the proposed GEM can be designed, and present a pedagogical example to understand the advantages of the proposed approach.

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent Bayesian approach for solving stochastic inverse problems which seeks a posterior probability density that is consistent with the model and the data in the sense that the push-forward of the posterior (through the computational model) matches the observed density on the observations almost everywhere. Given a set a potential observations, our optimal experimental design (OED) seeks the observation, or set of observations, that maximizes the expected information gain from the prior probability density on the model parameters. We discuss the characterization of the space of observed densities and a computationally efficient approach for rescaling observed densities to satisfy the fundamental assumptions of the consistent Bayesian approach. Numerical results are presented to compare our approach with existing OED methodologies using the classical/statistical Bayesian approach and to demonstrate our OED on a set of representative PDE-based models.

We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is derived using a Bayesian updating approach for measurable maps that finds a posterior probability measure, that when propagated through the deterministic model produces a push-forward measure that exactly matches the observed probability measure on the data. Our approach for finding such posterior measures, which we call consistent Bayesian inference, is simple and only requires the computation of the push-forward probability measure induced by the combination of a prior probability measure and the deterministic model. We establish existence and uniqueness of observation-consistent posteriors and present stability and error analysis. We also discuss the relationships between consistent Bayesian inference, classical/statistical Bayesian inference, and a recently developed measure-theoretic approach for inference. Finally, analytical and numerical results are presented to highlight certain properties of the consistent Bayesian approach and the differences between this approach and the two aforementioned alternatives for inference.

We present a continuous time state estimation framework that unifies traditionally individual tasks of smoothing, tracking, and forecasting (STF), for a class of targets subject to smooth motion processes, e.g., the target moves with nearly constant acceleration or affected by insignificant noises. Fundamentally different from the conventional Markov transition formulation, the state process is modeled by a continuous trajectory function of time (FoT) and the STF problem is formulated as an online data fitting problem with the goal of finding the trajectory FoT that best fits the observations in a sliding time-window. Then, the state of the target, whether the past (namely, smoothing), the current (filtering) or the near-future (forecasting), can be inferred from the FoT. Our framework releases stringent statistical modeling of the target motion in real time, and is applicable to a broad range of real world targets of significance such as passenger aircraft and ships which move on scheduled, (segmented) smooth paths but little statistical knowledge is given about their real time movement and even about the sensors. In addition, the proposed STF framework inherits the advantages of data fitting for accommodating arbitrary sensor revisit time, target maneuvering and missed detection. The proposed method is compared with state of the art estimators in scenarios of either maneuvering or non-maneuvering target.

Techniques known as Nonlinear Set Membership prediction, Lipschitz Interpolation or Kinky Inference are approaches to machine learning that utilise presupposed Lipschitz properties to compute inferences over unobserved function values. Provided a bound on the true best Lipschitz constant of the target function is known a priori they offer convergence guarantees as well as bounds around the predictions. Considering a more general setting that builds on Hoelder continuity relative to pseudo-metrics, we propose an online method for estimating the Hoelder constant online from function value observations that possibly are corrupted by bounded observational errors. Utilising this to compute adaptive parameters within a kinky inference rule gives rise to a nonparametric machine learning method, for which we establish strong universal approximation guarantees. That is, we show that our prediction rule can learn any continuous function in the limit of increasingly dense data to within a worst-case error bound that depends on the level of observational uncertainty. We apply our method in the context of nonparametric model-reference adaptive control (MRAC). Across a range of simulated aircraft roll-dynamics and performance metrics our approach outperforms recently proposed alternatives that were based on Gaussian processes and RBF-neural networks. For discrete-time systems, we provide guarantees on the tracking success of our learning-based controllers both for the batch and the online learning setting.

We analyze several Galerkin approximations of a Gaussian random field $\mathcal{Z}\colon\mathcal{D}\timesΩ\to\mathbb{R}$ indexed by a Euclidean domain $\mathcal{D}\subset\mathbb{R}^d$ whose covariance structure is determined by a negative fractional power $L^{-2β}$ of a second-order elliptic differential operator $L:= -\nabla\cdot(A\nabla) + κ^2$. Under minimal assumptions on the domain $\mathcal{D}$, the coefficients $A\colon\mathcal{D}\to\mathbb{R}^{d\times d}$, $κ\colon\mathcal{D}\to\mathbb{R}$, and the fractional exponent $β>0$, we prove convergence in $L_q(Ω; H^σ(\mathcal{D}))$ and in $L_q(Ω; C^δ(\overline{\mathcal{D}}))$ at (essentially) optimal rates for (i) spectral Galerkin methods and (ii) finite element approximations. Specifically, our analysis is solely based on $H^{1+α}(\mathcal{D})$-regularity of the differential operator $L$, where $0<α\leq 1$. For this setting, we furthermore provide rigorous estimates for the error in the covariance function of these approximations in $L_{\infty}(\mathcal{D}\times\mathcal{D})$ and in the mixed Sobolev space $H^{σ,σ}(\mathcal{D}\times\mathcal{D})$, showing convergence which is more than twice as fast compared to the corresponding $L_q(Ω; H^σ(\mathcal{D}))$-rate. For the well-known example of such Gaussian random fields, the original Whittle-Matérn class, where $L=-Δ+ κ^2$ and $κ\equiv \operatorname{const.}$, we perform several numerical experiments which validate our theoretical results.

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave saddle-point problem in the policy space. Specifically, we show that despite its nonconvexity and nonconcavity, zero-sum LQ games have the property that the stationary point of the objective function with respect to the linear feedback control policies constitutes the NE of the game. Building upon this, we develop three projected nested-gradient methods that are guaranteed to converge to the NE of the game. Moreover, we show that all of these algorithms enjoy both globally sublinear and locally linear convergence rates. Simulation results are also provided to illustrate the satisfactory convergence properties of the algorithms. To the best of our knowledge, this work appears to be the first one to investigate the optimization landscape of LQ games, and provably show the convergence of policy optimization methods to the Nash equilibria. Our work serves as an initial step toward understanding the theoretical aspects of policy-based reinforcement learning algorithms for zero-sum Markov games in general.

Recent years have witnessed the surge of asynchronous parallel (async-parallel) iterative algorithms due to problems involving very large-scale data and a large number of decision variables. Because of asynchrony, the iterates are computed with outdated information, and the age of the outdated information, which we call delay, is the number of times it has been updated since its creation. Almost all recent works prove convergence under the assumption of a finite maximum delay and set their stepsize parameters accordingly. However, the maximum delay is practically unknown. This paper presents convergence analysis of an async-parallel method from a probabilistic viewpoint, and it allows for large unbounded delays. An explicit formula of stepsize that guarantees convergence is given depending on delays' statistics. With $p+1$ identical processors, we empirically measured that delays closely follow the Poisson distribution with parameter $p$, matching our theoretical model, and thus the stepsize can be set accordingly. Simulations on both convex and nonconvex optimization problems demonstrate the validness of our analysis and also show that the existing maximum-delay induced stepsize is too conservative, often slowing down the convergence of the algorithm.

Modern automation systems rely on closed loop control, wherein a controller interacts with a controlled process, based on observations. These systems are increasingly complex, yet most controllers are linear Proportional-Integral-Derivative (PID) controllers. PID controllers perform well on linear and near-linear systems but their simplicity is at odds with the robustness required to reliably control complex processes. Modern machine learning offers a way to extend PID controllers beyond their linear capabilities by using neural networks. However, such an extension comes at the cost of losing stability guarantees and controller interpretability. In this paper, we examine the utility of extending PID controllers with recurrent neural networks-namely, General Dynamic Neural Networks (GDNN); we show that GDNN (neural) PID controllers perform well on a range of control systems and highlight how they can be a scalable and interpretable option for control systems. To do so, we provide an extensive study using four benchmark systems that represent the most common control engineering benchmarks. All control benchmarks are evaluated with and without noise as well as with and without disturbances. The neural PID controller performs better than standard PID control in 15 of 16 tasks and better than model-based control in 13 of 16 tasks. As a second contribution, we address the lack of interpretability that prevents neural networks from being used in real-world control processes. We use bounded-input bounded-output stability analysis to evaluate the parameters suggested by the neural network, thus making them understandable. This combination of rigorous evaluation paired with better interpretability is an important step towards the acceptance of neural-network-based control approaches. It is furthermore an important step towards interpretable and safely applied artificial intelligence.

Flocking refers to collective behavior of a large number of interacting entities, where the interactions between discrete individuals produce collective motion on the large scale. We employ an agent-based model to describe the microscopic dynamics of each individual in a flock, and use a fractional PDE to model the evolution of macroscopic quantities of interest. The macroscopic models with phenomenological interaction functions are derived by applying the continuum hypothesis to the microscopic model. Instead of specifying the fPDEs with an ad hoc fractional order for nonlocal flocking dynamics, we learn the effective nonlocal influence function in fPDEs directly from particle trajectories generated by the agent-based simulations. We demonstrate how the learning framework is used to connect the discrete agent-based model to the continuum fPDEs in 1D and 2D nonlocal flocking dynamics. In particular, a Cucker-Smale particle model is employed to describe the microscale dynamics of each individual, while Euler equations with nonlocal interaction terms are used to compute the evolution of macroscale quantities. The trajectories generated by the particle simulations mimic the field data of tracking logs that can be obtained experimentally. They can be used to learn the fractional order of the influence function using a Gaussian process regression model implemented with the Bayesian optimization. We show that the numerical solution of the learned Euler equations solved by the finite volume scheme can yield correct density distributions consistent with the collective behavior of the agent-based system. The proposed method offers new insights on how to scale the discrete agent-based models to the continuum-based PDE models, and could serve as a paradigm on extracting effective governing equations for nonlocal flocking dynamics directly from particle trajectories.

We analyze the behavior of approximate Bayesian computation (ABC) when the model generating the simulated data differs from the actual data generating process; i.e., when the data simulator in ABC is misspecified. We demonstrate both theoretically and in simple, but practically relevant, examples that when the model is misspecified different versions of ABC can yield substantially different results. Our theoretical results demonstrate that even though the model is misspecified, under regularity conditions, the accept/reject ABC approach concentrates posterior mass on an appropriately defined pseudo-true parameter value. However, under model misspecification the ABC posterior does not yield credible sets with valid frequentist coverage and has non-standard asymptotic behavior. In addition, we examine the theoretical behavior of the popular local regression adjustment to ABC under model misspecification and demonstrate that this approach concentrates posterior mass on a completely different pseudo-true value than accept/reject ABC. Using our theoretical results, we suggest two approaches to diagnose model misspecification in ABC. All theoretical results and diagnostics are illustrated in a simple running example.

In this paper, we propose several dictionary learning algorithms for sparse representations that also impose specific structures on the learned dictionaries such that they are numerically efficient to use: reduced number of addition/multiplications and even avoiding multiplications altogether. We base our work on factorizations of the dictionary in highly structured basic building blocks (binary orthonormal, scaling and shear transformations) for which we can write closed-form solutions to the optimization problems that we consider. We show the effectiveness of our methods on image data where we can compare against well-known numerically efficient transforms such as the fast Fourier and the fast discrete cosine transforms.

Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any changes are influential for the whole process is determined not only by the moments of the change, but also depends on which coordinates. This is particularly important in issues such as reliability analysis of complex systems and the location of an intruder in surveillance systems. In this paper we developed a mathematical model for such sources of signals with discrete time having the Markov property given the times of change. The research also comprises a multivariate detection of the transition probabilities changes at certain sensitivity level in the multidimensional process. Additionally, the observation of the random vector is depicted. Each chosen coordinate forms the Markov process with different transition probabilities before and after some unknown moment. The aim of statisticians is to estimate the moments based on the observation of the process. The Bayesian approach is used with the risk function depending on measure of chance of a false alarm and some cost of overestimation. The moment of the system's disorder is determined by the detection of transition probabilities changes at some coordinates. The overall modeling of the critical coordinates is based on the simple game.

Langevin dynamics (LD) has been proven to be a powerful technique for optimizing a non-convex objective as an efficient algorithm to find local minima while eventually visiting a global minimum on longer time-scales. LD is based on the first-order Langevin diffusion which is reversible in time. We study two variants that are based on non-reversible Langevin diffusions: the underdamped Langevin dynamics (ULD) and the Langevin dynamics with a non-symmetric drift (NLD). Adopting the techniques of Tzen, Liang and Raginsky (2018) for LD to non-reversible diffusions, we show that for a given local minimum that is within an arbitrary distance from the initialization, with high probability, either the ULD trajectory ends up somewhere outside a small neighborhood of this local minimum within a recurrence time which depends on the smallest eigenvalue of the Hessian at the local minimum or they enter this neighborhood by the recurrence time and stay there for a potentially exponentially long escape time. The ULD algorithms improve upon the recurrence time obtained for LD in Tzen, Liang and Raginsky (2018) with respect to the dependency on the smallest eigenvalue of the Hessian at the local minimum. Similar result and improvement are obtained for the NLD algorithm. We also show that non-reversible variants can exit the basin of attraction of a local minimum faster in discrete time when the objective has two local minima separated by a saddle point and quantify the amount of improvement. Our analysis suggests that non-reversible Langevin algorithms are more efficient to locate a local minimum as well as exploring the state space. Our analysis is based on the quadratic approximation of the objective around a local minimum. As a by-product of our analysis, we obtain optimal mixing rates for quadratic objectives in the 2-Wasserstein distance for two non-reversible Langevin algorithms we consider.

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention as been paid to proving lower error bounds for the SGD method. It is the key contribution of this paper to make a step in this direction. More precisely, in this article we establish for every $γ, ν\in (0,\infty)$ essentially matching lower and upper bounds for the mean square error of the SGD process with learning rates $(\fracγ{n^ν})_{n \in \mathbb{N}}$ associated to a simple quadratic stochastic optimization problem. This allows us to precisely quantify the mean square convergence rate of the SGD method in dependence on the asymptotic behavior of the learning rates.

A model-based optimal experiment design (OED) of nonlinear systems is studied. OED represents a methodology for optimizing the geometry of the parametric joint-confidence regions (CRs), which are obtained in an a posteriori analysis of the least-squares parameter estimates. The optimal design is achieved by using the available (experimental) degrees of freedom such that more informative measurements are obtained. Unlike the commonly used approaches, which base the OED procedure upon the linearized CRs, we explore a path where we explicitly consider the exact CRs in the OED framework. We use a methodology for a finite parametrization of the exact CRs within the OED problem and we introduce a novel approximation technique of the exact CRs using inner- and outer-approximating ellipsoids as a computationally less demanding alternative. The employed techniques give the OED problem as a finite-dimensional mathematical program of bilevel nature. We use two small-scale illustrative case studies to study various OED criteria and compare the resulting optimal designs with the commonly used linearization-based approach. We also assess the performance of two simple heuristic numerical schemes for bilevel optimization within the studied problems.

Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic programming algorithms for solving Markov decision problems. These recursive stochastic algorithms approximate certain contraction operators and can be viewed within the framework of iterated random operators. Accordingly, we consider iterated random operators over a Polish space that simulate iterated contraction operator over that Polish space. Assume that the iterated random operators are indexed by certain batch sizes such that as batch sizes grow to infinity, each realization of the random operator converges (in some sense) to the contraction operator it is simulating. We show that starting from the same initial condition, the distribution of the random sequence generated by the iterated random operators converges weakly to the trajectory generated by the contraction operator. We further show that under certain conditions, the time average of the random sequence converges to the spatial mean of the invariant distribution. We then apply these results to logistic regression, empirical value iteration, and empirical Q value iteration for finite state finite action MDPs to illustrate the general theory develop here.

The problem of determining a periodic Lipschitz vector field $b=(b_1, \dots, b_d)$ from an observed trajectory of the solution $(X_t: 0 \le t \le T)$ of the multi-dimensional stochastic differential equation \begin{equation*} dX_t = b(X_t)dt + dW_t, \quad t \geq 0, \end{equation*} where $W_t$ is a standard $d$-dimensional Brownian motion, is considered. Convergence rates of a penalised least squares estimator, which equals the maximum a posteriori (MAP) estimate corresponding to a high-dimensional Gaussian product prior, are derived. These results are deduced from corresponding contraction rates for the associated posterior distributions. The rates obtained are optimal up to log-factors in $L^2$-loss in any dimension, and also for supremum norm loss when $d \le 4$. Further, when $d \le 3$, nonparametric Bernstein-von Mises theorems are proved for the posterior distributions of $b$. From this we deduce functional central limit theorems for the implied estimators of the invariant measure $μ_b$. The limiting Gaussian process distributions have a covariance structure that is asymptotically optimal from an information-theoretic point of view.

This paper surveys in detail the relations between numerical integration and the Hamiltonian (or hybrid) Monte Carlo method (HMC). Since the computational cost of HMC mainly lies in the numerical integrations, these should be performed as efficiently as possible. However, HMC requires methods that have the geometric properties of being volume-preserving and reversible, and this limits the number of integrators that may be used. On the other hand, these geometric properties have important quantitative implications on the integration error, which in turn have an impact on the acceptance rate of the proposal. While at present the velocity Verlet algorithm is the method of choice for good reasons, we argue that Verlet can be improved upon. We also discuss in detail the behavior of HMC as the dimensionality of the target distribution increases.

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in such applications are high-dimensional as the dimension corresponds to the number of financial assets in a portfolio. Moreover, such PDEs are often fully nonlinear due to the need to incorporate certain nonlinear phenomena in the model such as default risks, transaction costs, volatility uncertainty (Knightian uncertainty), or trading constraints in the model. Such high-dimensional fully nonlinear PDEs are exceedingly difficult to solve as the computational effort for standard approximation methods grows exponentially with the dimension. In this work we propose a new method for solving high-dimensional fully nonlinear second-order PDEs. Our method can in particular be used to sample from high-dimensional nonlinear expectations. The method is based on (i) a connection between fully nonlinear second-order PDEs and second-order backward stochastic differential equations (2BSDEs), (ii) a merged formulation of the PDE and the 2BSDE problem, (iii) a temporal forward discretization of the 2BSDE and a spatial approximation via deep neural nets, and (iv) a stochastic gradient descent-type optimization procedure. Numerical results obtained using ${\rm T{\small ENSOR}F{\small LOW}}$ in ${\rm P{\small YTHON}}$ illustrate the efficiency and the accuracy of the method in the cases of a $100$-dimensional Black-Scholes-Barenblatt equation, a $100$-dimensional Hamilton-Jacobi-Bellman equation, and a nonlinear expectation of a $ 100 $-dimensional $ G $-Brownian motion.

We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the gradient of the solution playing the role of the policy function, and the loss function given by the error between the prescribed terminal condition and the solution of the BSDE. The policy function is then approximated by a neural network, as is done in deep reinforcement learning. Numerical results using TensorFlow illustrate the efficiency and accuracy of the proposed algorithms for several 100-dimensional nonlinear PDEs from physics and finance such as the Allen-Cahn equation, the Hamilton-Jacobi-Bellman equation, and a nonlinear pricing model for financial derivatives.

Developing mathematical models of dynamic systems is central to many disciplines of engineering and science. Models facilitate simulations, analysis of the system's behavior, decision making and design of automatic control algorithms. Even inherently model-free control techniques such as reinforcement learning (RL) have been shown to benefit from the use of models, typically learned online. Any model construction method must address the tradeoff between the accuracy of the model and its complexity, which is difficult to strike. In this paper, we propose to employ symbolic regression (SR) to construct parsimonious process models described by analytic equations. We have equipped our method with two different state-of-the-art SR algorithms which automatically search for equations that fit the measured data: Single Node Genetic Programming (SNGP) and Multi-Gene Genetic Programming (MGGP). In addition to the standard problem formulation in the state-space domain, we show how the method can also be applied to input-output models of the NARX (nonlinear autoregressive with exogenous input) type. We present the approach on three simulated examples with up to 14-dimensional state space: an inverted pendulum, a mobile robot, and a bipedal walking robot. A comparison with deep neural networks and local linear regression shows that SR in most cases outperforms these commonly used alternative methods. We demonstrate on a real pendulum system that the analytic model found enables a RL controller to successfully perform the swing-up task, based on a model constructed from only 100 data samples.

Intelligent agents need a physical understanding of the world to predict the impact of their actions in the future. While learning-based models of the environment dynamics have contributed to significant improvements in sample efficiency compared to model-free reinforcement learning algorithms, they typically fail to generalize to system states beyond the training data, while often grounding their predictions on non-interpretable latent variables. We introduce Interactive Differentiable Simulation (IDS), a differentiable physics engine, that allows for efficient, accurate inference of physical properties of rigid-body systems. Integrated into deep learning architectures, our model is able to accomplish system identification using visual input, leading to an interpretable model of the world whose parameters have physical meaning. We present experiments showing automatic task-based robot design and parameter estimation for nonlinear dynamical systems by automatically calculating gradients in IDS. When integrated into an adaptive model-predictive control algorithm, our approach exhibits orders of magnitude improvements in sample efficiency over model-free reinforcement learning algorithms on challenging nonlinear control domains.

In this paper, a new theory is developed for first-order stochastic convex optimization, showing that the global convergence rate is sufficiently quantified by a local growth rate of the objective function in a neighborhood of the optimal solutions. In particular, if the objective function $F(\mathbf w)$ in the $ε$-sublevel set grows as fast as $\|\mathbf w - \mathbf w_*\|_2^{1/θ}$, where $\mathbf w_*$ represents the closest optimal solution to $\mathbf w$ and $θ\in(0,1]$ quantifies the local growth rate, the iteration complexity of first-order stochastic optimization for achieving an $ε$-optimal solution can be $\widetilde O(1/ε^{2(1-θ)})$, which is optimal at most up to a logarithmic factor. To achieve the faster global convergence, we develop two different accelerated stochastic subgradient methods by iteratively solving the original problem approximately in a local region around a historical solution with the size of the local region gradually decreasing as the solution approaches the optimal set. Besides the theoretical improvements, this work also includes new contributions towards making the proposed algorithms practical: (i) we present practical variants of accelerated stochastic subgradient methods that can run without the knowledge of multiplicative growth constant and even the growth rate $θ$; (ii) we consider a broad family of problems in machine learning to demonstrate that the proposed algorithms enjoy faster convergence than traditional stochastic subgradient method. We also characterize the complexity of the proposed algorithms for ensuring the gradient is small without the smoothness assumption.

We present effective numerical algorithms for locally recovering unknown governing differential equations from measurement data. We employ a set of standard basis functions, e.g., polynomials, to approximate the governing equation with high accuracy. Upon recasting the problem into a function approximation problem, we discuss several important aspects for accurate approximation. Most notably, we discuss the importance of using a large number of short bursts of trajectory data, rather than using data from a single long trajectory. Several options for the numerical algorithms to perform accurate approximation are then presented, along with an error estimate of the final equation approximation. We then present an extensive set of numerical examples of both linear and nonlinear systems to demonstrate the properties and effectiveness of our equation recovery algorithms.

The design of unknown-input decoupled observers and filters requires the assumption of an existence condition in the literature. This paper addresses an unknown input filtering problem where the existence condition is not satisfied. Instead of designing a traditional unknown input decoupled filter, a Double-Model Adaptive Estimation approach is extended to solve the unknown input filtering problem. It is proved that the state and the unknown inputs can be estimated and decoupled using the extended Double-Model Adaptive Estimation approach without satisfying the existence condition. Numerical examples are presented in which the performance of the proposed approach is compared to methods from literature.

The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all recent work in this area, we consider multiplicative noise models, which are increasingly relevant because they explicitly incorporate inherent uncertainty and variation in the system dynamics and thereby improve robustness properties of the controller. Robustness is a critical and poorly understood issue in reinforcement learning; existing methods which do not account for uncertainty can converge to fragile policies or fail to converge at all. Additionally, intentional injection of multiplicative noise into learning algorithms can enhance robustness of policies, as observed in ad hoc work on domain randomization. Although policy gradient algorithms require optimization of a non-convex cost function, we show that the multiplicative noise LQR cost has a special property called gradient domination, which is exploited to prove global convergence of policy gradient algorithms to the globally optimum control policy with polynomial dependence on problem parameters. Results are provided both in the model-known and model-unknown settings where samples of system trajectories are used to estimate policy gradients.

Model predictive control (MPC) has become one of the well-established modern control methods for three-phase inverters with an output LC filter, where a high-quality voltage with low total harmonic distortion (THD) is needed. Although it is an intuitive controller, easy to understand and implement, it has the significant disadvantage of requiring a large number of online calculations for solving the optimization problem. On the other hand, the application of model-free approaches such as those based on artificial neural networks approaches is currently growing rapidly in the area of power electronics and drives. This paper presents a new control scheme for a two-level converter based on combining MPC and feed-forward ANN, with the aim of getting lower THD and improving the steady and dynamic performance of the system for different types of loads. First, MPC is used, as an expert, in the training phase to generate data required for training the proposed neural network. Then, once the neural network is fine-tuned, it can be successfully used online for voltage tracking purpose, without the need of using MPC. The proposed ANN-based control strategy is validated through simulation, using MATLAB/Simulink tools, taking into account different loads conditions. Moreover, the performance of the ANN-based controller is evaluated, on several samples of linear and non-linear loads under various operating conditions, and compared to that of MPC, demonstrating the excellent steady-state and dynamic performance of the proposed ANN-based control strategy.

Performance of adaptive control policies is assessed through the regret with respect to the optimal regulator, which reflects the increase in the operating cost due to uncertainty about the dynamics parameters. However, available results in the literature do not provide a quantitative characterization of the effect of the unknown parameters on the regret. Further, there are problems regarding the efficient implementation of some of the existing adaptive policies. Finally, results regarding the accuracy with which the system's parameters are identified are scarce and rather incomplete. This study aims to comprehensively address these three issues. First, by introducing a novel decomposition of adaptive policies, we establish a sharp expression for the regret of an arbitrary policy in terms of the deviations from the optimal regulator. Second, we show that adaptive policies based on slight modifications of the Certainty Equivalence scheme are efficient. Specifically, we establish a regret of (nearly) square-root rate for two families of randomized adaptive policies. The presented regret bounds are obtained by using anti-concentration results on the random matrices employed for randomizing the estimates of the unknown parameters. Moreover, we study the minimal additional information on dynamics matrices that using them the regret will become of logarithmic order. Finally, the rates at which the unknown parameters of the system are being identified are presented.

This article presents a new methodology called deep Theory of Functional Connections (TFC) that estimates the solutions of partial differential equations (PDEs) by combining neural networks with TFC. TFC is used to transform PDEs with boundary conditions into unconstrained optimization problems by embedding the boundary conditions into a "constrained expression." In this work, a neural network is chosen as the free function, and used to solve the now unconstrained optimization problem. The loss function is taken as the square of the residual of the PDE. Then, the neural network is trained in an unsupervised manner to solve the unconstrained optimization problem. This methodology has two major differences when compared with popular methods used to estimate the solutions of PDEs. First, this methodology does not need to discretize the domain into a grid, rather, this methodology randomly samples points from the domain during the training phase. Second, after training, this methodology represents a closed form, analytical, differentiable approximation of the solution throughout the entire training domain. In contrast, other popular methods require interpolation if the estimated solution is desired at points that do not lie on the discretized grid. The deep TFC method for estimating the solution of PDEs is demonstrated on four problems with a variety of boundary conditions.

We study dual-based algorithms for distributed convex optimization problems over networks, where the objective is to minimize a sum $\sum_{i=1}^{m}f_i(z)$ of functions over in a network. We provide complexity bounds for four different cases, namely: each function $f_i$ is strongly convex and smooth, each function is either strongly convex or smooth, and when it is convex but neither strongly convex nor smooth. Our approach is based on the dual of an appropriately formulated primal problem, which includes a graph that models the communication restrictions. We propose distributed algorithms that achieve the same optimal rates as their centralized counterparts (up to constant and logarithmic factors), with an additional optimal cost related to the spectral properties of the network. Initially, we focus on functions for which we can explicitly minimize its Legendre-Fenchel conjugate, i.e., admissible or dual friendly functions. Then, we study distributed optimization algorithms for non-dual friendly functions, as well as a method to improve the dependency on the parameters of the functions involved. Numerical analysis of the proposed algorithms is also provided.

The CANDECOMP/PARAFAC (CP) tensor decomposition is a popular dimensionality-reduction method for multiway data. Dimensionality reduction is often sought after since many high-dimensional tensors have low intrinsic rank relative to the dimension of the ambient measurement space. However, the emergence of `big data' poses significant computational challenges for computing this fundamental tensor decomposition. By leveraging modern randomized algorithms, we demonstrate that coherent structures can be learned from a smaller representation of the tensor in a fraction of the time. Thus, this simple but powerful algorithm enables one to compute the approximate CP decomposition even for massive tensors. The approximation error can thereby be controlled via oversampling and the computation of power iterations. In addition to theoretical results, several empirical results demonstrate the performance of the proposed algorithm.

As relational datasets modeled as graphs keep increasing in size and their data-acquisition is permeated by uncertainty, graph-based analysis techniques can become computationally and conceptually challenging. In particular, node centrality measures rely on the assumption that the graph is perfectly known -- a premise not necessarily fulfilled for large, uncertain networks. Accordingly, centrality measures may fail to faithfully extract the importance of nodes in the presence of uncertainty. To mitigate these problems, we suggest a statistical approach based on graphon theory: we introduce formal definitions of centrality measures for graphons and establish their connections to classical graph centrality measures. A key advantage of this approach is that centrality measures defined at the modeling level of graphons are inherently robust to stochastic variations of specific graph realizations. Using the theory of linear integral operators, we define degree, eigenvector, Katz and PageRank centrality functions for graphons and establish concentration inequalities demonstrating that graphon centrality functions arise naturally as limits of their counterparts defined on sequences of graphs of increasing size. The same concentration inequalities also provide high-probability bounds between the graphon centrality functions and the centrality measures on any sampled graph, thereby establishing a measure of uncertainty of the measured centrality score. The same concentration inequalities also provide high-probability bounds between the graphon centrality functions and the centrality measures on any sampled graph, thereby establishing a measure of uncertainty of the measured centrality score.

Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations $x_{t+1}=G(x_t)$, e.g., gradient descent can be viewed as iteratively applying the operation $G(x) \triangleq x-α\nabla f(x)$. It is known that Anderson acceleration is quite efficient in practice and can be viewed as an extension of Krylov subspace methods for nonlinear problems. In this paper, we show that Anderson acceleration with Chebyshev polynomial can achieve the optimal convergence rate $O(\sqrtκ\ln\frac{1}ε)$, which improves the previous result $O(κ\ln\frac{1}ε)$ provided by (Toth and Kelley, 2015) for quadratic functions. Moreover, we provide a convergence analysis for minimizing general nonlinear problems. Besides, if the hyperparameters (e.g., the Lipschitz smooth parameter $L$) are not available, we propose a guessing algorithm for guessing them dynamically and also prove a similar convergence rate. Finally, the experimental results demonstrate that the proposed Anderson-Chebyshev acceleration method converges significantly faster than other algorithms, e.g., vanilla gradient descent (GD), Nesterov's Accelerated GD. Also, these algorithms combined with the proposed guessing algorithm (guessing the hyperparameters dynamically) achieve much better performance.

Value functions derived from Markov decision processes arise as a central component of algorithms as well as performance metrics in many statistics and engineering applications of machine learning techniques. Computation of the solution to the associated Bellman equations is challenging in most practical cases of interest. A popular class of approximation techniques, known as Temporal Difference (TD) learning algorithms, are an important sub-class of general reinforcement learning methods. The algorithms introduced in this paper are intended to resolve two well-known difficulties of TD-learning approaches: Their slow convergence due to very high variance, and the fact that, for the problem of computing the relative value function, consistent algorithms exist only in special cases. First we show that the gradients of these value functions admit a representation that lends itself to algorithm design. Based on this result, a new class of differential TD-learning algorithms is introduced. For Markovian models on Euclidean space with smooth dynamics, the algorithms are shown to be consistent under general conditions. Numerical results show dramatic variance reduction when compared to standard methods.

Neural networks are increasingly used in complex (data-driven) simulations as surrogates or for accelerating the computation of classical surrogates. In many applications physical constraints, such as mass or energy conservation, must be satisfied to obtain reliable results. However, standard machine learning algorithms are generally not tailored to respect such constraints. We propose two different strategies to generate constraint-aware neural networks. We test their performance in the context of front-capturing schemes for strongly nonlinear wave motion in compressible fluid flow. Precisely, in this context so-called Riemann problems have to be solved as surrogates. Their solution describes the local dynamics of the captured wave front in numerical simulations. Three model problems are considered: a cubic flux model problem, an isothermal two-phase flow model, and the Euler equations. We demonstrate that a decrease in the constraint deviation correlates with low discretization errors for all model problems, in addition to the structural advantage of fulfilling the constraint.

This paper studies models in which hypothesis tests have trivial power, that is, power smaller than size. This testing impossibility, or impossibility type A, arises when any alternative is not distinguishable from the null. We also study settings in which it is impossible to have almost surely bounded confidence sets for a parameter of interest. This second type of impossibility (type B) occurs under a condition weaker than the condition for type A impossibility: the parameter of interest must be nearly unidentified. Our theoretical framework connects many existing publications on impossible inference that rely on different notions of topologies to show models are not distinguishable or nearly unidentified. We also derive both types of impossibility using the weak topology induced by convergence in distribution. Impossibility in the weak topology is often easier to prove, it is applicable for many widely-used tests, and it is useful for robust hypothesis testing. We conclude by demonstrating impossible inference in multiple economic applications of models with discontinuity and time-series models.

Support vector data description (SVDD) is a popular anomaly detection technique. The SVDD classifier partitions the whole data space into an inlier region, which consists of the region near the training data, and an outlier region, which consists of points away from the training data. The computation of the SVDD classifier requires a kernel function, for which the Gaussian kernel is a common choice. The Gaussian kernel has a bandwidth parameter, and it is important to set the value of this parameter correctly for good results. A small bandwidth leads to overfitting such that the resulting SVDD classifier overestimates the number of anomalies, whereas a large bandwidth leads to underfitting and an inability to detect many anomalies. In this paper, we present a new unsupervised method for selecting the Gaussian kernel bandwidth. Our method exploits a low-rank representation of the kernel matrix to suggest a kernel bandwidth value. Our new technique is competitive with the current state of the art for low-dimensional data and performs extremely well for many classes of high-dimensional data. Because the mathematical formulation of SVDD is identical with the mathematical formulation of one-class support vector machines (OCSVM) when the Gaussian kernel is used, our method is equally applicable to Gaussian kernel bandwidth tuning for OCSVM.

Signals are generally modeled as a superposition of exponential functions in spectroscopy of chemistry, biology and medical imaging. For fast data acquisition or other inevitable reasons, however, only a small amount of samples may be acquired and thus how to recover the full signal becomes an active research topic. But existing approaches can not efficiently recover $N$-dimensional exponential signals with $N\geq 3$. In this paper, we study the problem of recovering N-dimensional (particularly $N\geq 3$) exponential signals from partial observations, and formulate this problem as a low-rank tensor completion problem with exponential factor vectors. The full signal is reconstructed by simultaneously exploiting the CANDECOMP/PARAFAC structure and the exponential structure of the associated factor vectors. The latter is promoted by minimizing an objective function involving the nuclear norm of Hankel matrices. Experimental results on simulated and real magnetic resonance spectroscopy data show that the proposed approach can successfully recover full signals from very limited samples and is robust to the estimated tensor rank.

In this paper, we propose a general framework to accelerate significantly the algorithms for nonnegative matrix factorization (NMF). This framework is inspired from the extrapolation scheme used to accelerate gradient methods in convex optimization and from the method of parallel tangents. However, the use of extrapolation in the context of the two-block exact coordinate descent algorithms tackling the non-convex NMF problems is novel. We illustrate the performance of this approach on two state-of-the-art NMF algorithms, namely, accelerated hierarchical alternating least squares (A-HALS) and alternating nonnegative least squares (ANLS), using synthetic, image and document data sets.

Quantization can be used to form new vectors/matrices with shared values close to the original. In recent years, the popularity of scalar quantization for value-sharing applications has been soaring as it has been found huge utilities in reducing the complexity of neural networks. Existing clustering-based quantization techniques, while being well-developed, have multiple drawbacks including the dependency of the random seed, empty or out-of-the-range clusters, and high time complexity for a large number of clusters. To overcome these problems, in this paper, the problem of scalar quantization is examined from a new perspective, namely sparse least square optimization. Specifically, inspired by the property of sparse least square regression, several quantization algorithms based on $l_1$ least square are proposed. In addition, similar schemes with $l_1 + l_2$ and $l_0$ regularization are proposed. Furthermore, to compute quantization results with a given amount of values/clusters, this paper designed an iterative method and a clustering-based method, and both of them are built on sparse least square. The paper shows that the latter method is mathematically equivalent to an improved version of k-means clustering-based quantization algorithm, although the two algorithms originated from different intuitions. The algorithms proposed were tested with three types of data and their computational performances, including information loss, time consumption, and the distribution of the values of the sparse vectors, were compared and analyzed. The paper offers a new perspective to probe the area of quantization, and the algorithms proposed can outperform existing methods especially under some bit-width reduction scenarios, when the required post-quantization resolution (number of values) is not significantly lower than the original number.

This paper presents a Poisson multi-Bernoulli mixture (PMBM) conjugate prior for multiple extended object filtering. A Poisson point process is used to describe the existence of yet undetected targets, while a multi-Bernoulli mixture describes the distribution of the targets that have been detected. The prediction and update equations are presented for the standard transition density and measurement likelihood. Both the prediction and the update preserve the PMBM form of the density, and in this sense the PMBM density is a conjugate prior. However, the unknown data associations lead to an intractably large number of terms in the PMBM density, and approximations are necessary for tractability. A gamma Gaussian inverse Wishart implementation is presented, along with methods to handle the data association problem. A simulation study shows that the extended target PMBM filter performs well in comparison to the extended target d-GLMB and LMB filters. An experiment with Lidar data illustrates the benefit of tracking both detected and undetected targets.