Given multiple data matrices, many problems in statistics and data science rely on estimating a common subspace that captures certain structure shared by all the data matrices. In this paper we investigate the statistical and computational limits for the common subspace model in which one observes a collection of symmetric low-rank matrices perturbed by noise, where each low-rank matrix shares the same common subspace. Our main results identify several regimes of the signal-to-noise ratio (SNR) such that estimation and inference are statistically or computationally optimal, and we refer to these regimes as weak SNR, moderate SNR, strong estimation SNR, and strong inference SNR. First, we propose an estimator based on projected gradient descent initialized via spectral sum of squares and show that it achieves the optimal $\sinΘ$ error rate under strong estimation SNR. These results are complemented by both statistical and computational lower bounds identifying the weak and moderate estimation SNR regimes. Next, we turn to statistical inference for the $\sinΘ$ distance itself, and we show that our estimator has an asymptotically Gaussian distribution in the strong inference SNR regime. Based on this limiting result we propose confidence intervals and show that they are adaptively minimax optimal in the strong inference SNR regime, where adaptivity is measured in terms of the SNR. Finally, we show that adaptive confidence intervals are information-theoretically impossible below the strong inference SNR regime. Consequently, our results unveil a novel phenomenon: despite the SNR being ``above'' the computational limit for estimation, adaptive statistical inference may still be information-theoretically impossible.

Let $S$ be the set of unit norm linear classifiers $θ\in \mathbb{R}^d$ which correctly classify every point of a labeled dataset $(X_i,y_i)_{i=1}^n$, $X_i \in \mathbb{R}^d$, $y_i \in \{-1,+1\}$, with a possibly negative margin $κ$ fixed in advance. Under two natural data-generating distributions of the $(X,y)$ pairs -- a Gaussian mixture model and a logistic model with Gaussian features -- and in the proportional regime $n/d \to α$ with small enough $α$, we establish a large deviation principle on the event that a point $θ$ chosen uniformly at random from $S$ achieves a given generalization error, with high probability over the choice of the data. The associated large deviation rate function is deterministic and describes the proportion, at the exponential scale in $d$, of interpolating classifiers having a given desired performance. As a consequence, we establish the following concentration phenomenon: all but an exponentially small fraction of interpolating classifiers have approximately the same generalization performance given by the unique maximizer of this rate function. We numerically compare this maximizer to the performance of empirical risk minimization by gradient descent and to the performance of a natural linear program, both finding a point in $S$, and deduce that in the overparametrized regime of small $α$, these efficient procedures outperform the vast majority of interpolators, pointing to their nontrivial benign overfitting in this setting.

In many oncology clinical trials where overall survival is a key endpoint, patients are permitted to switch from the control arm to the experimental treatment arm or other suitable therapies. Switching can occur for various reasons, including disease progression. This violates the causal guarantees of randomized treatment assignment, resulting in biased treatment effect estimates. Existing methods often require strong assumptions, complicated model specifications, or both. In this paper, we propose a general framework that incorporates external controls to account for treatment switching in randomized controlled trials. Leveraging the synthetic control method and balancing weights from observational causal inference, we propose several estimators that use multiple imputation and time-varying weights to adjust for treatment switching. We also discuss approaches to selecting the risk set of external controls to impute from. Through extensive simulation studies, we show that our proposed methods lead to meaningful statistical improvements relative to standard adjustment methods that utilize external controls in naive ways or those that do not utilize external controls at all. We then demonstrate the utility of our external control-based approaches with two phase III oncology trials.

Data-driven causal relationship identification is pertinent to advancing understanding of complex systems both within and beyond science. Bayesian networks offer a probabilistic method for modelling generic causal relationships via directed acyclic graphs (DAGs). However, typical techniques for constructing Bayesian networks rely on optimization, which can be ill-suited for learning causal relationships because the underlying data may admit multiple chains of causation. More data-faithful representations of causal relationships would provide frameworks for constructing multiple causal maps that are consistent with the variability that is inherent in underlying data. Here, we show that entropy-based inference generates atlases of plausible causal relationships that are consistent with underlying data. On simulated noisy data of 2- and 20-node linear structural equation models, we sample a maximum-entropy ensemble of graphs that allow us to quantify the inherent structural ambiguity in underlying causal relationships. Our method shows that "optimized" DAGs can contain causal artifacts are not consistent across equivalently accurate topologies.

This paper addresses model order selection under large-dimensional, correlated, non-Gaussian noise. Sources are assumed to be embedded in additive Complex Elliptically Symmetric (CES) noise with an unknown Toeplitz-structured scatter matrix. We propose a two-stage robust framework: (i) a noise-whitening step based on a Toeplitz-rectified $M$-estimator of the scatter matrix, and (ii) signal subspace rank inference via large-dimensional Random Matrix Theory (RMT). Almost sure consistency of the proposed estimators is established, together with explicit RMT eigenvalue upper bounds separating signal from noise components, in the regime where the observation dimension $m$ and the sample size $N$ grow proportionally. Three estimation branches are derived, based respectively on the sample covariance matrix (SCM), Maronna's $M$-estimator, and the distribution-free Tyler $M$-estimator for whitening. The methodology is validated on synthetic data, real hyperspectral images, EEG recordings, and financial data, with significant gains over AIC and unwhitened methods.

We formulate stationary-density-preserving nonreversible perturbations of Fokker--Planck dynamics as gauge fields that deform relaxation spectra while leaving the invariant state fixed. When detailed balance holds, a similarity transformation maps the reversible Fokker--Planck operator to a Witten-Laplacian-type supersymmetric Hamiltonian; nonreversible gauges then appear as non-Hermitian perturbations that preserve the zero mode but modify the excited spectrum. This operator viewpoint gives a common language for relaxation gaps, circulating probability currents, hypocoercive acceleration, and finite control costs. We represent admissible gauge currents by antisymmetric tensor fields and identify the detailed-balance-violating Ohzeki--Ichiki force as a constant symplectic example whose infinite-strength limit is Hamiltonian dynamics. The continuous-time spectral gap alone does not select a finite gauge strength, so we introduce a finite-time regularized objective and an actor--critic procedure for learning the gauge. An exactly solvable anisotropic Gaussian Ornstein--Uhlenbeck benchmark separates the spectral transition from the finite-time optimum and shows that the learned gauge recovers the Lyapunov-equation optimum. A double-well benchmark then illustrates the same constrained selection in a nonconvex metastable landscape. Stochastic gradient methods enter this framework as physically relevant Fokker--Planck systems: mini-batch noise acts as an effective diffusion tensor, and adaptive methods such as Adam correspond to metric choices with possible nonequilibrium currents.

Concordance indices are widely popular metrics for assessing the ability of predictive survival models to discriminate underlying risk levels. However, these statistics have also been criticized for using only the rank orderings of the model's predicted risk scores and being insensitive to important model features, such as the addition of strong predictor variables into the model. In this paper, we address these limitations by developing smooth concordance metrics that model the underlying risk discrimination probabilities as continuous functions of the predicted risk score differences, where the shapes of these functions are estimated from the observed data. As a result, these smooth concordance metrics assess model performance across the entire range of possible risk score differences, allowing one to identify specific scenarios where the candidate model performs especially well or better than other models. Simulations show that the proposed smooth concordance metrics provide more detailed information about risk discrimination performance and are much more sensitive to the addition of meaningful predictors. We apply these methods to compare predictive survival models for cancer recurrence.

Sharing the financial impact of rare adverse events across a group can soften extreme individual burdens, but any participant made worse off by the arrangement has reason to leave. A credible mechanism must therefore provide each agent with a trustworthy cap on their future obligation and should be deployed only if the aggregate harm across participants is bounded. We formalise this as the Certified Allocation Problem: from finite data and without distributional assumptions, find a redistribution rule, produce obligation caps for every participant, and verify that no participant is made materially worse off. We propose Conformal Risk Sharing, which solves this problem by pairing an interpretable sharing policy with split conformal calibration. The sharing intensity is tuned on training data, while held-out calibration data produces distribution-free per-agent guarantees (valid under exchangeability). Experiments on synthetic and real-world data, including precipitation and energy-cooperative data, confirm that the framework can substantially reduce extreme obligations for high-risk agents while controlling harm to others.

The sub-Gaussian parameter (also called the variance proxy) of a mean-zero random variable $X$ is defined as $ξ^2_* = \sup_{λ\in \mathbb{R}} L(λ)$ where $L(λ) = \frac{2}{λ^2} \log \mathbb{E} e^{λX}$ is a weighted cumulant generating function. Despite the ubiquity of sub-Gaussian random variables, the estimation of $ξ^2_*$ has received little attention and is not yet well understood. In this work, we study a natural estimator of $ξ^2_*$ based on constrained maximization of the empirical analogue of $L$. We prove that the estimator is consistent bound the rates of convergence under assumptions on $L$: if $L$ has an maximizer, then our bound is $O_p(n^{-1/2 + \varepsilon})$ for any $\varepsilon > 0$; if the argmax of $L$ is also bounded, then the bound improves to $O_p(n^{-1/2})$. We show that our assumptions on $L$ are necessary by proving that the minimax risk over all sub-Gaussian distributions is $Ω(1)$; imposing increasingly strong assumptions on the tail growth of $L$ yields a continuum of classes whose minimax lower bound interpolates between $Ω(1/\log n)$ and $Ω(1)$. Root-n rate is possible if we restrict to a subclass of distributions where $L$ attains its supremum in a bounded region, in which case our estimator is minimax optimal. If the underlying distribution is not sub-Gaussian, we show that our estimator goes to infinity with a divergence rate controlled by the tail of the distribution. Finally, we apply our estimator in a Gene Ontology (GO) enrichment study to construct p-values for a large-scale permutation test, showing that it can serve as a reliable alternative to the peaks-over-threshold approach, particularly in regimes where the peaks-over-threshold method is of uncertain validity.

Modern semiparametric estimation often relies on flexible black-box machine learning methods to estimate nuisance functions, raising a fundamental question: how do nuisance estimation errors propagate into inference for low-dimensional target parameters? The dominant paradigm, exemplified by double machine learning (DML), yields error bounds in which nuisance estimation errors enter multiplicatively. While widely adopted, it remains unclear whether this multiplicative-rate dependence is optimal for black-box models. In this paper, we start by revisiting the partial linear model $Y = μ_0(X)+T\cdotβ_0+\varepsilon$ under a structure-agnostic setting, where the nuisance function $μ_0$ is estimated using a generic machine learning model, with approximation error $δ^a_μ$ and stochastic error $δ_μ^s$. We show that the standard DML rate is not optimal in the regime where the auxiliary function $\mathbb{E}[T|X=x]$ cannot be consistently estimated. We propose a new estimator for $β_0$ that achieves a sharper rate of $n^{-1/2}+δ^a_μ+(δ_μ^s)^2$ and establish a matching lower bound demonstrating its optimality. Our results reveal a new principle: the first-order stochastic error of nuisance estimation can be eliminated without imposing any additional assumptions. This also leads to a revised tuning strategy favoring under-smoothing, where $δ^a_μ\asymp(δ_μ^s)^2$, rather than the classical bias-variance trade-off $δ^a_μ\asymp δ_μ^s$. Under mild additional conditions, the estimator is asymptotically normal with minimal asymptotic variance. The proposed method extends to a broad class of semi-parametric linear functional estimation problems, including average treatment effect estimation. Our results imply that popular orthogonal score methods in semiparametric estimation with black-box nuisance learners can be substantially improved.

Subgraph detection seeks to identify whether and where instances of query patterns occur within a larger graph. This problem is fundamental across scientific domains and is closely related to subgraph isomorphism, which is NP-complete, limiting combinatorial approaches to small patterns or moderately sized graphs. We introduce GraphDETR, a deep learning framework that formulates subgraph detection as a set prediction problem, analogous to DETR in object detection. GraphDETR encodes the target graph with a graph neural network, and employs a fixed set of learnable query vectors, decoded via a transformer decoder, to predict all pattern occurrences jointly in a single forward pass. This is enabled by training the model end-to-end with bipartite matching. Unlike traditional combinatorial methods that only solve exact structural matching, GraphDETR naturally extends to approximate matching, enabling detection beyond exact pattern correspondence. Empirically, we show that GraphDETR can detect diverse patterns, such as molecular structures, cycles, cliques, and fuzzy patterns of up to 50 nodes, in target graphs with up to 1000 nodes. We further evaluate on molecular functional group detection over the ChEMBL dataset, where GraphDETR predicts the complete set of functional groups per molecule, achieving a strong performance of $\text{AP}_{100} = 91.2$.

Vessel trajectory prediction from Automatic Identification System (AIS) data is essential for maritime situational awareness, yet it remains challenging due to irregular sampling, missing reports, and complex dynamics. Beyond accurate point forecasts, maritime applications also demand well-calibrated uncertainty estimates for reliable decision-making. Bayesian Neural Ordinary Differential Equations (ODEs) offer a principled framework for continuous-time trajectory modeling with uncertainty quantification by placing a prior over the neural vector field parameters. However, the commonly used isotropic Gaussian weight prior fails to encode informative structural properties of vessel dynamics, such as smoothness and locality. Existing function-space Bayesian neural network methods address this limitation for static mappings, but do not transfer directly to Neural ODEs, where the primary quantity of interest is the trajectory rather than the vector field itself. In principle, one could place a Gaussian process (GP) prior directly over ODE solutions, but this requires propagating distributions through a nonlinear ODE solver, which is analytically intractable. To address this challenge, we adopt a practical approach that imposes a GP-kernel-based prior directly on the vector field evaluated at a finite set of measurement points. Specifically, we augment the standard weight-space variational objective with a kernel-based regularizer that penalizes deviations of the vector field from the structure implied by a GP prior. To handle long and irregular AIS trajectories, we further combine this function-space regularization with probabilistic multiple shooting, which decouples inference across temporal segments while maintaining global consistency.

This paper develops a unified probabilistic framework based on distributional derivatives and Dirac delta representations for the analysis of conditional and transportation-related quantities. General identities are established for arbitrary random variables, encompassing absolutely continuous, discrete, and mixed distributions. The proposed approach yields unified formulas for conditional expectations, conditional distributions, hazard functions, and improper distributions, revealing a common localization mechanism underlying these classical concepts. The framework is further combined with copula methods to investigate transportation and dispersion functionals through dependence structures. Exploiting the extremal properties of the Fréchet--Hoeffding bounds together with expectation inequalities induced by $Δ$-antitonic functions, sharp bounds are derived for absolute difference moments under fixed marginals. These results lead to concise derivations of quantile representations for the Wasserstein distance and a corresponding upper transportation functional, as well as survival-function representations and bounds for generalized absolute difference moments. As a particular case, new representations are obtained for the bivariate Gini mean difference and the associated bivariate Gini index. Applications are given to Wasserstein-type functionals arising in the normal approximation of standardized counting distributions, including Poisson, Binomial, and Negative Binomial models, for which explicit quantile representations are derived. Overall, the results establish explicit links among conditional structures, dependence modeling, dispersion measures, normal approximation, and optimal transport, providing a unified perspective on several fundamental constructions in probability and mathematical statistics.

Topological Data Analysis (TDA) offers a principled, intrinsic lens for comparing neural representations. However, existing paired topological divergences (e.g., RTD) are limited by heuristic asymmetry and, more critically, unbounded scores that depend on sample size, hindering reliable cross-scenario benchmarking. To address these challenges, we develop a unified topological toolkit serving two complementary needs: fine-grained structural diagnosis and robust, standardized evaluation. First, we complete the RTD framework by introducing Symmetric Representation Topology Divergence (SRTD) and its efficient variant SRTD-lite. Beyond resolving the theoretical asymmetry of prior variants, SRTD consolidates diagnostic information into a single, comprehensive cross-barcode signature. This allows for precise localization of structural discrepancies and serves as an effective optimization objective without the overhead of dual directional computations. Second, to enable reliable benchmarking across heterogeneous settings, we propose Normalized Topological Similarity (NTS). By measuring the rank correlation of hierarchical merge orders, NTS yields a scale-invariant metric bounded between -1 and 1, effectively overcoming the scale and sample-dependence of unnormalized divergences. Experiments across synthetic and real-world deep learning settings demonstrate that our toolkit captures functional shifts in CNNs missed by geometric measures and robustly maps LLM genealogy even under distance saturation, offering a rigorous, topology-aware perspective that complements measures like CKA.

Asymptotic e-values are emerging as a powerful alternative to asymptotic p-values, particularly in post-hoc inference and multiple testing, where significance levels may be data-dependent. Existing asymptotic e-values, however, suffer from the ``missing factor,'' a scaling inefficiency resulting in overly conservative inference. Drawing on the framework of near-optimal concentration inequalities developed by Bentkus in the 2000s, we introduce Bentkus-type asymptotic e-values and prove that they successfully eliminate the missing factor. We also demonstrate both theoretically and empirically that Bentkus-type e-values consistently deliver sharper inference than existing alternatives, leading to tighter post-hoc confidence intervals and higher rejection rates in multiple testing procedures.

Estimating local mean curvature at each point of a high-dimensional dataset is a key ingredient of geometry-aware machine learning algorithms, such as the Mean Curvature Boundary Points (MCBP) method. The naive implementation of this computation, based on a local shape operator approximated from k-nearest neighbor patches, involves an explicit construction of a matrix $H$ whose trace form yields an $O(m^4)$ cost per point, rendering the approach intractable for datasets with more than a few dozen features. This paper introduces two complementary contributions that together reduce this cost by several orders of magnitude. The first contribution is an exact algebraic identity. This identity, derived from the orthogonality of the eigenvectors of the covariance matrix and the cyclicity of the trace operator, eliminates $H$ entirely and reduces the per-point cost to $O(m^2)$ after the eigendecomposition. The second contribution addresses the remaining $O(m^3)$ bottleneck of the full eigendecomposition. Since the local covariance matrix has rank at most $k-1 \ll m$, we replace it with a truncated SVD of the $k \times m$ centered data matrix, an $O(k^2 m)$ operation, and derive an analytical approximation for the contribution of the null-space eigenvectors based on the expected value of their outer product under the Haar measure. The resulting estimator has total cost $O(k^2 m + k m p^2)$, where $p = k-1$. Experiments on real-world datasets confirm speedups of 50 to 300 times relative to the original implementation, with negligible loss when the fast estimator is used to replace the original version. By providing a scalable and data-driven estimate of local curvature, the proposed method establishes curvature as a practical geometric feature for a broad range of machine learning tasks, from classical to modern deep learning pipelines.

Time-dependent high-dimensional partial differential equations (PDEs) with spatially localised and dynamically evolving solutions pose a fundamental challenge for physics-informed neural networks (PINNs), as uniform collocation sampling becomes increasingly ineffective in high-dimensional spatiotemporal domains. In this work, a deep adaptive sampling framework for PINNs is extended to the time-dependent setting by treating space and time as a unified domain without any explicit time marching. A normalising flow neural network model effectively learns the distribution induced by the PDE residual and generates new collocation points concentrated in regions where the solution is most difficult to learn. Unlike conventional adaptive strategies that require explicit time stepping or moving meshes, high-residual regions are automatically identified and tracked across both space and time, driven purely by the PDE residual distribution. The effectiveness of the proposed strategy is assessed on a range of benchmark problems, from sharp and moving features in two spatial dimensions to localised structures in up to eight spatial dimensions.

Whilst the vulnerability of graph neural networks (GNNs) to adversarial attacks poses a critical threat to graph representation learning, the understanding of the robust generalization behavior remains a fundamental challenge in the adversarial setting. Recently, PAC-Bayesian margin-based generalization analysis substantially advances this line of research by providing a flexible and data-dependent analytical framework. However, existing robust analyses often rely on isotropic Gaussian posteriors and control weight perturbations in the full parameter space, which limits the ability to capture heterogeneous parameter sensitivity yet hinges on hidden-width-dependent complexity terms, resulting in not-tight-enough generalization bounds. In this paper, we extend a recently proposed sensitivity-aware PAC-Bayesian framework from deep neural networks to message passing GNNs (MPGNNs) and derive a tighter robust generalization bound in the adversarial setting. Specifically, we first quantify how sensitive the perturbations across different parameter blocks are to the network outputs by deriving the output Jacobians with respect to the weight parameters. Exploiting the fact that these Jacobian matrices have rank at most $K$ in $K$-class graph classification, we then construct Jacobian-aligned sensitivity matrices and use anisotropic Gaussian posteriors with optimized covariances to upper bound the KL divergence in a tight way. Notably, by refining the spectral-norm dependence on the learned weights and reducing the leading dimension factor from hidden-width-dependent terms to the number of classes $K$, our analysis yields much tighter robust generalization guarantees for MPGNNs, thereby guiding their designs to enhance adversarial robustness.

Causal representation learning aims to infer the high-level latent causal concepts that give rise to observed low-level measurements. This is particularly relevant for heterogeneous data from different environments or domains since distribution shifts often arise through sparse, localized changes in some of the underlying causal mechanisms, while other parts of the generative process remain unchanged. Whereas identifiability of causal representations has been studied extensively, practical uncertainty-aware methods and real-world use cases remain less explored. In this work, we propose a Bayesian approach to learning causal representations from multi-environment data, focusing on the case of discrete causal concepts and unknown multi-node soft interventions. To this end, we translate causal assumptions and interpretability desiderata into suitable priors and parametric choices within a hierarchical model. We then devise an inference scheme based on sequential Monte Carlo sampling to approximate the resulting multimodal posterior. We showcase our approach through case studies on social survey data, where latent causal concepts correspond to cultural values or political opinions, measurements to survey responses, and environments to different countries or states. Our model infers meaningful high-level concepts and plausible causal relations among them, demonstrating its utility for learning causal representations of complex real-world data.

We consider Bayesian discrimination among multiple quantum states and establish a dimension-free one-shot upper bound on the minimum probability of error in terms of the sum of pairwise errors. This resolves a conjecture of Audenaert and Mosonyi [J. Math. Phys. 55 (2014)] and improves the multiple quantum Chernoff bound of Li [Ann. Statist. 44 (2016)] by removing its dimension-dependent prefactor. In the asymptotic many-copy regime, our bound proves the achievability of the multiple quantum Chernoff distance for arbitrary separable Hilbert spaces, thereby settling the previously open infinite-dimensional case, and further yields constant-factor sharp asymptotics for the optimal error probability. In binary quantum hypothesis testing, we prove that the minimum error probability is characterized, up to universal constants, by a trace harmonic-mean quantity. Consequently, the optimal binary quantum error probability is within a factor of two of the optimal classical error probability for the associated Nussbaum-Szkoła distributions, complementing the lower bound of Nussbaum and Szkoła [Ann. Statist. 37 (2009)].

Principal component analysis (PCA) is one of the most widely used unsupervised dimension reduction techniques. We study PCA for data from multiple related domains. Since principal components generally differ across domains, one way to obtain a shared low-rank embedding is to perform PCA on the pooled data. However, this approach can focus on spurious directions that exhibit high variation in only a few domains. To find a robust embedding that still explains most variance in unseen but similar domains, we propose instead to focus on shared directions of variation. To this end, we introduce Anchor PCA which trades off overall explained variance with agreement between the shared and domain-specific low-rank embeddings. Anchor PCA amounts to PCA on a modified target matrix and thus can be solved efficiently. Moreover, we show that Anchor PCA recovers a maximal invariant subspace and admits a minimax reconstruction interpretation under bounded domain-specific covariance inflations. On simulated and real-world gas sensor data with temporal drift, we demonstrate, respectively, that Anchor PCA recovers the maximally invariant subspace and yields embeddings that explain more variance on unseen domains than the pooling baseline and a worst-case alternative. Taken together, these findings establish Anchor PCA as a promising approach to robust unsupervised dimension reduction from multi-domain data.

Score-based diffusion models are typically trained by minimizing the $L^2$ score matching error, and standard theoretical analyses rely on this quantity to bound the sampling discrepancy between the learned and target distributions. We show the $L^2$ score error is not the right intrinsic measure of marginal distributional quality: a learned diffusion model can incur arbitrarily large $L^2$ score error while perfectly matching the target distribution. By decomposing score errors into a gradient and a solenoidal component (a Helmholtz-Hodge decomposition), we identify the geometric reason behind this: only the gradient component enters the marginal Fokker-Planck dynamics, while the solenoidal component is structurally invisible. We make this precise in three results. First, building on the corrected geometry, we prove an impossibility result: no monotone function of the $L^2$ score error can uniformly lower bound any divergence between the learned and target distributions. Second, we derive an upper bound on the Kullback-Leibler divergence that depends only on the observable gradient component of the error, tightening the standard Girsanov bound and identifying its looseness as the cost of operating on path-space rather than marginal-space dynamics. Third, we give a tractable estimator of the gradient component via a dual Sobolev identity, which is shown to empirically correlate substantially better with sample quality than the full $L^2$ error.

Childhood asthma is a common illness exacerbated by air pollution as well as meteorological and neighborhood-level socioeconomic factors. Modeling asthma exacerbation (AE) in large spatiotemporal datasets requires disentangling impacts from multiple contributors. In this case study, we compared three techniques that balance predictive power with interpretability to predict AE in Hampton Roads, a coastal Virginia region comprising 7 cities and over 1.5 million people. After collating ambient air pollution measurements, weather data, and measures of neighborhood opportunity, we modeled zip code-level acute AE visits to a regional children's hospital and affiliated providers from 2018-2023. Generalized linear models (GLM) provided a baseline while neural networks (NN) served as a maximally predictive target. To bridge between statistical models and deep learning, we developed a framework based on sparse dictionary learning to identify and interpret parsimonious nonlinear interacting equations. After comparing each model's predictive performance, we estimated relative risks for AE due to input exposure variables and found consensus across frameworks. Our work links statistical and interpretable machine learning models to highlight possible synergistic interactions influencing AE, and may enable future studies to guide public health interventions in coastal Virginia.

This work presents a data-driven framework for interpretable modelling and decision support in flotation systems, integrating Gaussian Process (GP) regression with Global Sensitivity Analysis (GSA) via Sobol indices and local interpretability using SHapley Additive exPlanations (SHAP). Based on laboratory-scale experimental data, a static GP surrogate model is developed to capture how superficial air velocity, overflowing froth velocity, froth height over the lip, pulp height, bubble size, and tailings flowrate influence the measured air recovery. The trained GP enables the computation of Sobol indices to quantify the contribution of each variable and their interactions to the overall variance in air recovery. The combination of Bayesian inference and Sobol-based sensitivity metrics provides a systematic approach to identify the dominant and interacting variables governing air recovery. This study links Bayesian learning, sensitivity quantification, and explainability to provide a foundation for data-driven control and optimisation of flotation processes.

Physics-Informed Neural Networks inherently suffer from task interference because they rely on a shared parameter space to satisfy both governing differential equations and boundary conditions. We analyze this structural conflict using the Fisher Information Matrix to quantify the effective degrees of freedom ($d_{eff}$) in a physics-constrained model. Unlike the classical $d_{eff}$ which measures how many parameter directions are informed by data against a statistical prior, our $d_{eff}$ measures the dimension of the parameter directions unconstrained by the differential operator. For operators with finite-dimensional kernel, we show that $d_{eff}$ converges to the kernel dimension exactly, independent of network width, depth, or activation function, recasting it from a fit diagnostic into a structural invariant of the underlying continuous operator. For operators with infinite-dimensional kernel, $d_{eff}$ instead measures the network's finite-dimensional representational bandwidth for that kernel rather than recovering an integer invariant. Importantly, $d_{eff}$ also serves as an a priori structural diagnostic. Driving $d_{eff}$ of a well-posed problem to zero certifies that the physics and boundary constraints have absorbed the network's free directions. Building on this characterization, we introduce subspace projection strategies for boundary adaptation. Rather than retraining from scratch, we project parameter updates into the null space of the pre-trained physics operator so that new boundary conditions are satisfied without disturbing the learned physics. Gradient-based fine-tuning can match or exceed this but needs more wall-clock time and tuning, whereas subspace projection delivers near-equivalent quality in seconds to minutes. We validate on linear and nonlinear operators, demonstrating accurate adaptation to initial and boundary shifts and unencountered constraint types.

In many industrial and engineering applications, process performance is characterized by the ratio of two normally distributed quality characteristics. Monitoring such ratios is particularly challenging in short production runs, where conventional control charts often suffer from limited sensitivity due to the small number of available inspections. This paper proposes an exponentially weighted moving average (EWMA) control chart for monitoring the ratio of two normally distributed random variables under short production run (SPR) conditions. The statistical distribution of the ratio is first reviewed, adopting the corrected closed-form density of Nadarajah (2020) rather than the approximation used in earlier studies. The control limit of the proposed chart is calibrated to a prescribed in-control truncated average run length (TARL$ _0 $) over a finite horizon $ I $ of inspections, using a Markov-chain representation of the EWMA recursion. The detection performance of the chart is then assessed through a large factorial study covering the smoothing constant $ λ$, the in-control correlation $ ρ_0 $, the coefficients of variation $ (γ_X, γ_Y) $, the sample size $ n $, and the magnitude of the shift $ τ$. Numerical results show that the proposed EWMA-RZ chart provides substantially better detection of small and moderate shifts than the recently developed Shewhart-type short-run ratio chart (ShRZ) of Tran et al. (2021), especially for $ |τ- 1| \le 0.05 $. An illustrative example based on a beverage filling process is included to demonstrate the practical implementation of the method.

In numerous industrial production settings, keeping track of the ratio formed by two normally distributed random variables is a task of considerable practical interest. The present work examines how measurement errors influence the behaviour of a pair of one-sided Synthetic control charts designed to monitor such a ratio (referred to here as Synthetic-RZ charts), with the analysis covering both the zero-state and the steady-state average run length ($ARL$). To incorporate measurement error into the operation of these charts, we adopt a linear covariate error model. We describe, step by step, how the parameters of the underlying model evolve as the process moves from an in-control to an out-of-control state, and we deliberately avoid the restrictive premise that the observed shift magnitude is unrelated to the measurement errors. The run length characteristics of the charts are obtained by means of a Markov chain formulation. A series of numerical experiments makes clear that measurement error erodes the detection capability of the charts. A particularly useful outcome of the investigation is that collecting several measurements on each inspected unit does not constitute an efficient remedy for the adverse influence of measurement error on the performance of the Synthetic-RZ charts.

Monitoring the ratio of two correlated normal variables is increasingly important in statistical process control, since many quality characteristics are expressed in relative rather than absolute form. Memory-type ratio charts have mostly been developed for long production runs, while their finite-horizon counterparts rely on a fixed reference value $ k $ derived from a specified shift. Such fixed-$ k $ designs are not optimal at a given out-of-control magnitude and, in low-variability regimes, yield boundary solutions for which the in-control truncated average run length (TARL$ _0 $) is unattainable. This paper proposes an upper one-sided cumulative sum (CUSUM) control chart for the ratio $ Z = X/Y $ in short production runs, denoted CUSUM-RZ$ ^+ $ (RZ standing for the ratio $ Z $), with fully adaptive joint optimization of $ k $ and the decision interval $ h $. Given a target TARL$ _0 = I $ and a target shift $ τ$, a bilevel problem calibrates $ h(k) $ by inner root-finding to satisfy the TARL$ _0 $ constraint and selects $ k^* $ by outer line search to minimize the out-of-control TARL$ _1 $. Both use a finite-state Markov-chain framework with an accurate ratio approximation; the inner step recovers boundary cases that fixed-$ k $ designs cannot. The chart is assessed through matched-horizon benchmarks against Shewhart-RZ, exponentially weighted moving average (EWMA-RZ), and fixed-$ k $ CUSUM-RZ$ ^+ $ charts, Monte Carlo robustness studies, and a Phase I estimation analysis. All memory-type charts outperform the Shewhart-RZ baseline; the adaptive design matches them under stable correlation and improves appreciably when correlation rises from Phase I to Phase II. It is insensitive to symmetric heavy tails yet mildly anti-conservative under contamination, and $ m \geq 100 $ subgroups keep the TARL$ _0 $ relative bias near 1%.

When learning to walk, infants seem to address a coarse version of the problem first - stay upright, reach the caregiver - and refine it only when further practice at that resolution stops paying off. Reinforcement learning offers multiple techniques for building simple versions of complex tasks, but lacks general principles for how to dynamically adjust the granularity of these abstractions during learning. This paper proposes one such principle: refine the abstraction as soon as the learning error within it becomes comparable to the error induced by the abstraction itself. Here, we investigate one way of formalising this principle via a performance certificate that decomposes value error into two terms: a learning error bound captured by a Bellman residual, and an abstraction error bound given by a bisimulation metric. The resulting switching strategy is implemented by soft state-action abstractions built from rate-distortion principles, whose resolution along state and action axes can be continuously adjusted. We validate this construction in a range of tabular settings, showing that near-optimal performance can be achieved under substantial lossy compression of state and action information.

Follow-the-regularized-leader framework has shown effectiveness and flexibility in online learning problems, where the choice of learning rates are known to be crucial. Recently, adaptive learning rates defined in terms of the arm-selection probabilities, obtained by solving convex optimization, have achieved improved best-of-both-worlds (BOBW) guarantees in various bandit problems. In contrast, BOBW guarantees for its computationally efficient alternative, follow-the-perturbed-leader (FTPL), remain relatively limited since its optimization-free nature ironically makes the design of adaptive, probability-dependent learning rates non-trivial. To address this challenge, we propose an adaptive learning rate for FTPL by introducing surrogate probability functions that can be computed only from the available quantities, without requiring the exact probabilities. Based on these learning rates with surrogate functions, we provide the BOBW guarantee for FTPL with Pareto perturbations for any shape parameter $α>1$, generalizing prior results restricted to specific choices of $α=2$. We further show the BOBW guarantees for FTPL with adaptive learning rates in the bandit problem with expert advices. Our approach preserves the computational simplicity of FTPL while enabling probability-dependent adaptivity, and the surrogate-based methodology may be of independent interest in other algorithmic frameworks beyond FTPL and learning rate designs.

We consider a two-dimensional periodic reaction-diffusion system under natural conditions on the reaction function and with initial condition $θ$. We show that on the global attractor $\mathcal A$ of the resulting dynamical system $(u_θ(t):t>0)$, a reverse Poincaré inequality holds true, and that as a consequence the map $θ\mapsto u_θ(t)$ satisfies a $L^2$-Lipschitz stability estimate on $\mathcal A$ for any $t>0$ fixed. We then show that statistical recovery of an initial condition $θ$ in the attractor $\mathcal A$, as well as prediction of the states $u_θ$, is possible from discrete measurements of the system at `fast' near parametric convergence rates.

Singular learning theory and information geometry have studied the same parameter spaces in mostly separate vocabularies: the former computes Bayesian invariants in resolved coordinates, the latter works in original coordinates under a non-degeneracy assumption that overparameterised models routinely violate. We bridge them through one primitive, the dead direction: a unit vector along which the Fisher metric degenerates, equivalently a tangent to the analytic singular set with a definite KL order, set by how fast the KL divergence vanishes. The two readings name the same vector; our central move shows its KL order is recoverable as the decay rate of the directional Fisher curvature approaching the singularity, in original parameter coordinates and without a Hironaka resolution. A selection rule on smooth fibres translates this rate into Watanabe's single-direction contribution to the real log canonical threshold, and we extend the recovery to multi-component crossings, multiplicity $m$, the singular fluctuation $ν$ (universal in the KL order for 1D directions), prior-RLCT shifts, and tempered posteriors. We then lift this rate to a deep network: a multi-layer K-FAC factorisation writes each Fisher block as a product of activation- and gradient-side rates with a duality between them, instantiated at modern-network primitives (residual streams, layer normalisation, attention). A quotient theorem carries the rate to the gauge quotient $Θ/G$ under gradient flow on a $G$-invariant metric; SGD qualifies, standard Adam does not, and we construct a $G$-equivariant Adam-family preconditioner (DDCAdam) that does. The bridge yields a parameter-coordinate handle on singular geometry, closed-form per-architecture predictions, and a trajectory-rate readout of Watanabe's triple $(λ, m, ν)$ from one checkpoint's forward and backward passes, without posterior sampling.

Understanding the processes behind the evolution of complex networks is a key objective in network science. An effective framework for tackling this challenge is network model selection, which involves finding the model from a set of candidates that best explains a given network. This book is a systematic review of methods for this purpose. Each method is outlined in three parts: its core principle (used to organize methods into four categories), other relevant details including my own observations, and software availability. The book provides a comprehensive overview of the state-of-the-art in network model selection and concludes by exploring future directions. A unified, optimal method could identify the mechanisms that shape real-world networks more precisely than any current approach. This work represents the first step toward developing such an optimal method. It will be a valuable resource for students and researchers in network science.

Neural network (NN)-based nonlinear causal discovery methods recover DAG structure but leave each causal mechanism as a black box. Waxman et al. argued that extracting causal mechanisms from NN weights is ill-posed. We propose EML-CD, a framework that integrates the EML operator (capable of composing elementary functions from a single binary operator) into causal structure learning, with interpretable mechanism recovery as the primary objective. EML-CD represents each edge mechanism as a gated EML binary tree and automatically discovers closed-form causal equations. Analytical Jacobians can be directly computed from the output equations, enabling quantitative understanding of causal effects. On real data (Sachs protein signaling, d=11), EML-CD achieves SHD=11.2 +/- 0.4 (5-seed mean; baselines are single deterministic runs), on par with PC/GES within seed variance and below CAM, while attaching closed-form equations to each detected edge (precision 0.756, recall 0.365). In a controlled bivariate test with known mechanisms, EML-CD recovers 10 of 11 elementary function families faithfully (held-out shape correlation >= 0.96; only high-frequency sine is partial). On a symbolic synthetic benchmark, EML-CD attains a substantially lower and more stable held-out mechanism f-MSE than a fixed SINDy dictionary (mean 3.67 vs. 7644, the latter inflated by catastrophic extrapolation on one seed), although its structure recovery (SHD 14.0) only matches the dictionary and stays below specialized optimizers; on the Causal Chambers light-tunnel subset, a depth-2 model improves F1 over linear OLS-BIC (0.444 vs. 0.273).

Riemannian Hamiltonian Monte Carlo (RHMC) is a promising MCMC methodology thanks to its ability to accommodate position-dependent preconditioning and multi-step proposals. While RHMC performs well in low dimensions, it becomes infeasible in high dimensions due to its $O(d^3)$ cost per fixed-point iteration, where $d$ is the dimension of the target density. Even when the position-dependent preconditioner is based on the diagonal of the Hessian, the cost is still $O(d^2)$ per fixed-point iteration. In this paper, we propose a computational method to reduce the computational complexity of RHMC fixed-point iterations with diagonal preconditioners from $O(d^2)$ to $O(d)$ for targets with ``coordinate friendly'' structures. This distribution class includes generalized linear models as well as other dense and sparse graphical models. The method is expressed as manipulating the compute graph and can therefore be automated to work on black box targets. Finally, we show empirically that our implementation of RHMC results in better sample quality per unit of compute time for various target distributions compared to state-of-the-art HMC NUTS algorithms with both position-independent and position-dependent preconditioners.

To improve the accuracy of Monte Carlo estimation of expectations, a set of zero-mean feature functions, known as control variates, can be used. They can be used as feature functions for linear regression of the target function, and we can obtain an unbiased and variance-reduced estimate using its residual. One known way to construct such functions is a method using an equality called Stein's identity, but these functions are not sufficient for the case where the target distribution is multimodal. We propose a different approach to constructing these zero-mean functions based on distribution approximation and the density ratio. We demonstrate that combining the functions constructed by these two strategies can effectively reduce the estimation variance for a bimodal distribution.

Distributed uncertainty-management systems often combine local probabilistic models along aggregation trees chosen by communication, privacy, or scheduling constraints. The final density should depend on the weighted sources, not on the particular order in which intermediate nodes combine them. We study this requirement as an algebraic compositionality problem for binary fusion of weighted probability densities. The central question is when a local fusion rule can be executed hierarchically while remaining order-invariant. We establish a compositional boundary for local segment-valued fusion rules. Within the class of continuous binary rules with additive output weights and weight-only coefficients, order-invariant hierarchical execution characterizes normalized weighted linear pooling; norm-induced segment balancing realizes the corresponding coefficient. Smooth endpoint-to-candidate $f$-divergence balancing has a different local geometry: its quadratic expansion induces square-root effective weights, showing why pairwise solvability alone is insufficient for schedule-independent fusion. We show that this obstruction is local to endpoint-to-candidate binary balancing, whereas global divergence barycenters retain additive-weight local limits. Finally, Gaussian mixtures show how the same issue appears in finite model classes: exact fusion is compositional, whereas stepwise compression is compositional only under a congruence condition on unnormalized component measures. These results distinguish exact schedule-independent fusion from global aggregation objectives and local approximation heuristics.

Autonomous spacecraft require rapid, lightweight, and reliable onboard detection of cyber-RF threats. Using the SPARTA attack model, we analyze the latency-accuracy trade-offs of TinyML-compatible classical models -- Random Forest, Logistic Regression, SVM, and MLP -- for detecting uplink jamming, Fake-NR spoofing, payload manipulation, ground-segment compromise, and unauthorized command injection. We present a physics-informed theoretical analysis of each model's computational complexity, VC dimension, Lipschitz continuity, and latency scaling, supported by empirical measurements on adversarial RF spectrograms generated via BandErasure, FakeNR, and NoiseBurst corruption modes. Results show that Logistic Regression achieves microsecond-level inference with only a 1\% accuracy drop relative to Random Forest, making it an effective TinyML baseline for onboard autonomy. The study also identifies opportunities for advancing spacecraft cybersecurity through richer feature encoders and multi-timescale learning architectures, building on recent progress in edge intelligence and trustworthy AI.

Per-ticker forecasting models dominate financial time-series work yet remain blind to cross-company propagation: a foundry disruption in Taiwan does not register in a single-asset model until Apple's own price has already moved. To address this limitation, we introduce a heterogeneous Rust-Python streaming architecture that maps cross-company attention as a continuous-time graph driven directly from text. We show that on the ingestion side, a zero-copy Rust edge parses news records in $\sim$100 ns and scans the target equity universe in $\sim$1.2 $μ$s. On the inference end, a multivariate Neural Hawkes Process featuring per-node continuous-time LSTM states and a bilinear latent projection propagates directed excitation, while an adaptive pruning rule bounds the computational cost of dynamic neighborhood updates. Combining these stages, we demonstrate an end-to-end processing latency of $\sim$13 ms per incoming news record on a single commodity CPU. Evaluated on a one-month temporal holdout of the FNSPID corpus (638 articles across 47 tickers), the system delivers a $1.70\times$ precision lift over random at the 90th-percentile next-day return threshold, and $3.36\times$ over a same-sector baseline. Crucially, removing the graph topology collapses precision to zero, confirming that the dynamic attention network is the sole driver of cross-company signal in this architecture.

We study statistical inference for deterministic drift structures in Gaussian process models under high-frequency observations.The observed process consists of a centered stationary Gaussian component combined with a broad class of time-inhomogeneous deterministic drifts. To estimate the drift parameter, we introduce a least squares-type contrast based on first-order increments. We establish consistency and asymptotic normality under weak dependence conditions on the Gaussian component. A central feature of the framework is that the rate of convergence of the estimator depends jointly on the local roughness of the Gaussian noise and the long-time information accumulation structure generated by the drift. The theory accommodates a wide range of drift families, including integrable, polynomial-type, and periodic structures. In particular, different drift densities produce qualitatively different statistical regimes, including non-standard rates of convergence and accelerated rates for persistent or growing deterministic structures.

Pearson's correlation coefficient is commonly used as a single-number summary of association between two responses. In many applications, however, the strength of association is itself heterogeneous and may vary with demographic, biological, experimental, or environmental covariates. The regcorr package implements regression models in which a Pearson correlation coefficient is linked to a linear predictor of covariates. The package supports bivariate normal responses and bivariate Bernoulli responses, provides Newton-Raphson estimation routines, includes data generators for simulation studies, and supplies a bootstrap-based subroutine for assessing the significance and power of covariate effects. The implementation follows the likelihood-based framework of Dufera, Liu, and Xu (2023) and exposes it through a lightweight R interface with no compiled code and minimal dependencies. This paper describes the statistical model, the computational design of regcorr, reproducible usage examples, and practical guidance for interpreting covariate-dependent correlations. The package is available from the Comprehensive R Archive Network at https://CRAN.R-project.org/package=regcorr under the MIT license.

In this paper, we consider MCMC algorithms for Student-$t$ regression models. We investigate the efficiency of Markov chains based on the algorithms in terms of whether trace-class results hold or not. We first consider the case where the regression coefficients and error variance follow the invariant improper prior distributions. The Markov operator associated with a standard data augmentation algorithm is not trace-class but that associated with a collpased Gibbs algorithm is trace-class. We next consider the case where the parameters follow a normal-inverse gamma distribution. In this case, the standard Markov operator is trace-class.

The 2023 Uruguayan Census recorded a population of 3,444,451 with an estimated undercoverage of 10.3%. Post-enumeration evidence shows that omission was non-random, concentrated in vulnerable areas, rural territories, and among young adults. Integrating administrative records (AR) recovered aggregate counts but did not resolve selection bias in outcome variables, as AR lack core census variables, exhibit urbanicity and institutional-visibility biases, and do not reconstruct households. Estimates derived from enumerated microdata remain biased. We treat effectively enumerated households as a non-probability sample with an unknown selection mechanism and construct weights using a doubly robust (DR) estimator. This framework combines a segment-level response-propensity model, using the web linkage rate as a contact proxy, with calibration to combined-census demographic totals (sex, age, department). Because the DR estimator is consistent when either model is correctly specified, it provides robustness against undercoverage misspecification. We describe the application at a scale of three million records, document its effect on social indicators, and present a variance approximation based on an equivalent stratified cluster design. Finally, we establish a methodological framework to guide national statistical offices on optimizing non-response adjustments based on their available registers and paradata.

Scenario generation is a critical component in stochastic programming (SP), as it directly influences the quality of decision-making under uncertainty. Existing approaches predominantly rely on either sampling-based techniques or supervised learning using neural networks. Sampling-based techniques often struggle to capture complex dependencies and rare but plausible events, while supervised learning requires fixed input-output pairs for training and is limited in its ability to generate a wide variety of realistic scenarios that are not restricted by predefined patterns or rules. To address these limitations, we introduce Diff2SP, a diffusion-based generative framework that incorporates downstream optimization objectives directly into scenario generation. Unlike conventional methods that treat scenario generation and decision-making as separate steps, Diff2SP embeds stochastic optimization into the training process, enabling the generation of scenarios that are both statistically coherent and decision-aware. To formally justify this optimization-aware design, we establish a regret bounds that link distributional accuracy to decision quality, and establish sample complexity guarantees showing faster convergence than traditional generative models such as GANs. Empirical results on both synthetic and power-system datasets validate these theoretical insights, demonstrating that Diff2SP consistently improves both statistical fidelity and downstream optimization outcomes.

Bankruptcy is a low-frequency but high-impact corporate event, making early risk identification important for creditors, investors, regulators, and risk managers. Traditional bankruptcy-prediction models rely primarily on accounting ratios, but these measures may reflect financial deterioration only after it appears in reported financial statements. Narrative disclosures in annual 10-K filings may therefore provide incremental warning signals about emerging distress. This study examines whether 10-K narratives improve bankruptcy prediction beyond conventional accounting variables. Using firm-year observations matched to 10-K text, SEC financial statement data, and bankruptcy events from the Florida-UCLA-LoPucki Bankruptcy Research Database, the analysis evaluates bankruptcy risk over the year following the 10-K filing date. The paper develops a transparent Pre-Bankruptcy Stress (PB Stress) Score, a dictionary-based measure designed to capture distress-specific language related to liquidity and funding stress, debt covenant and refinancing stress, operating deterioration, restructuring and legal distress, and business fragility. The score is evaluated against a five-variable accounting baseline and a Loughran-McDonald dictionary benchmark. In the primary one-year holdout test, adding the PB Stress Score increases AUC from 0.8323 to 0.9019 and raises top-decile bankruptcy capture from 44.12% to 64.71%. The positive incremental pattern remains visible across bootstrap inference, alternative accounting benchmarks, alternative outcome definitions, and out-of-time validation. The findings indicate that distress-specific 10-K narratives provide interpretable incremental information for bankruptcy-risk monitoring beyond conventional accounting ratios.

This paper establishes a theoretical framework for the uniform convergence of smoothly activated deep neural network (DNN) estimators. While standard ReLU networks achieve minimax-optimal rates in the $L^2(P)$ norm for various nonparametric regression tasks, we establish a theoretical lower bound demonstrating that least-squares ReLU estimators can suffer from the curse of dimensionality in their uniform convergence behavior. Motivated by the need for reliable uniform guarantees in downstream tasks requiring worst-case reliability, we address this limitation by analyzing smoothly activated DNNs (smooth DNNs), encompassing both feedforward and residual structures. We establish novel pseudo-dimension bounds, non-asymptotic approximation guarantees, and Hölder-norm bounds for the approximators of these models. Leveraging these results, we derive non-asymptotic uniform convergence rates for smooth DNN estimators across multiple statistical contexts, including Huber, least-squares, quantile, and logistic regression. We prove that smooth DNNs can mitigate the {curse of dimensionality} in uniform convergence by adaptively exploiting the low-dimensional hierarchical composition structure of the target function. Supported by both simulation studies and a real-world application, our results position smooth DNNs as a theoretically grounded and practically viable alternative to ReLU networks for statistical learning tasks requiring uniform guarantees.

Exponential smoothing (ES) often outperforms other techniques in time series forecasting across a wide range of data-generating processes. While ES has traditionally been applied to time series in $\mathbb{R}$, this paper extends the methodology to distributional time series, where each observation is a probability distribution on $\mathbb{R}$. The primary contribution of this work is twofold. First, we propose a principled and intuitive generalization of ES within the Wasserstein space, which retains the exceptional parsimony of classical ES. Second, we theoretically and empirically demonstrate that the smoothing parameter can be consistently estimated by minimizing a Wasserstein distance. Applications to distributional time series of high-frequency financial returns and household electricity demands confirm the practical effectiveness of our Wasserstein ES model.

Identifying subtypes of complex conditions, such as Inflammatory Bowel Disease (IBD), often requires capturing latent patterns in longitudinal omics data. However, these data are typically high-dimensional, sparsely sampled, and irregularly observed over time, posing substantial challenges for conventional (bi)clustering and functional data analysis methods. We propose Tri-SfSVD, a unified sparse functional Singular Value Decomposition framework for discovering biclusters and triclusters in longitudinal data. Unlike existing functional biclustering methods that rely on ad hoc imputation or enforce restrictive shape-homogeneity assumptions, Tri-SfSVD integrates continuous trajectory estimation with simultaneous subject, feature, and temporal selection within a single optimization framework. By imposing sparse penalties across subjects, variables, and temporal subregions, the proposed method works directly on observed data to uncover localized structures at the subject, subject-feature, and subject-feature-time levels. Extensive simulations demonstrate that Tri-SfSVD outperforms existing approaches in high-dimensional settings. Applied to IBD multi-omics data, the method identified three biclusters linking sample clusters with distinct IBD-related clinical characteristics to microbial pathway groups associated with specific bacterial taxa, providing interpretable subject-pathway associations for characterizing disease heterogeneity. Applied to multi-channel EEG data, the method identified three triclusters linking sample clusters with distinct alcohol-related phenotypes to localized brain activity patterns, including subgroup differences separated by temporal subregions within the same spatial region.

Many nonlinear iterative procedures generate high-dimensional trajectories whose early behavior is informative but difficult to compare directly. This paper studies a soft-computing representation problem: how to convert a short early trajectory segment into compact, interpretable, fixed-dimensional fuzzy coordinates that preserve information about subsequent convergence and trajectory geometry. The problem is investigated for iterated Pearson correlation matrices, a nonlinear matrix iteration historically connected with CONCOR-type blockmodeling and repeated-correlation methods. The proposed descriptor uses two logarithmic signals from the early post-transient regime: a step-size signal, measuring contraction magnitude, and a contraction-ratio signal, measuring local contraction evolution. Each signal is projected onto a three-node triangular fuzzy partition using zero-degree F-transform coefficients and one centered first-degree coefficient. This yields an eight-dimensional two-channel representation separating local level from local trend and contraction magnitude from contraction evolution. Across 22 matrix dimensions with 1000 trajectories per dimension, the descriptor is compared with raw trajectory samples, statistical summaries, and PCA-compressed raw features using Random Forest regression for convergence-length approximation. It achieves mean R^2 = 0.6480, close to raw trajectories (0.6518) and statistical summaries (0.6528), while improving over the step-size-only F-transform descriptor (0.5001). Repeated random-split and shifted-window experiments confirm stability. PCA and clustering further show reproducible low-dimensional organization, with the first two principal components explaining 84.26% of variance and k = 3 favored by the mean silhouette criterion.

The rapid proliferation of hyperscale data centers (HDCs) in the US, mainly driven by the adoption of artificial intelligence, has raised concerns about this industry's environmental footprint. We compiled facility-level information on 403 US hyperscale data centers operating between May 2024 and April 2025 and estimated their electricity consumption, electricity sources, and attributable CO2 emissions. Across different facility-load scenarios, these HDCs consumed approximately 68-99 TWh of electricity and were associated with about 37-54 million metric tons of CO2. Under the central scenario, HDC electricity demand corresponded to approximately 1.8% of total US electricity consumption, with roughly 54% of attributed generation supplied by fossil-fuel sources. The HDC electricity-weighted average carbon intensity was approximately 545 gCO2/kWh, about 48% above the contemporaneous US national grid-average carbon intensity of 370 gCO2/kWh. Our approach provides an attributional tool for assessing the environmental footprint of hyperscale data centers using the most recent EPA eGRID plant-level data.

Spatial point processes are a valuable tool for probabilistic modeling to explain location data. However, the data themselves are often observed imperfectly. In order to perform accurate inference, one must account for these imperfections, which we refer to as degradation. We consider two forms of degradation for spatial Poisson processes: thinning and displacement. First, we provide some theoretical results on model identifiability, showing that, under weak conditions, one can jointly learn the scale of the displacement, a parametric form of thinning, and a nonparametric intensity function. The ability to learn all of these components and the resulting improvements for inference compared to the conceptual non-degraded but misspecified model are shown empirically via simulation study. Finally, we apply this approach to North Atlantic right whale call data from Cape Cod Bay.

Reduced-order modeling of high-dimensional dynamical systems is often hindered by the non-Markovian closure term that represents the effect of unresolved variables on the resolved dynamics. Inspired by the Mori--Zwanzig formalism, in which the closure takes the form of a memory functional of the resolved trajectory, we recast closure modeling as a sequence modeling problem and propose the Mamba-Assisted Closure (MAC) framework: a Mamba-based sequence model, trained to predict the closure from the resolved trajectory, is coupled with the reduced-order governing equations through a numerical integrator to advance the resolved variables in time. A key feature of the framework is its exploitation of the dual representation of state-space models -- the model is trained in a sequence-to-sequence fashion via the convolutional form, and deployed for step-by-step autoregressive rollout via the recurrent form, yielding both efficient long-trajectory training and constant per-step inference cost. On the viscous Burgers' equation and the chaotic two-scale Lorenz '96 system, the MAC model substantially outperforms the Markovian reduced-order model, the GRU-based sequence model, and the Wilks method in predictive accuracy and long-time rollout stability.

We consider multi-environment prediction problems. We assume the environments change the distribution of a latent variable, while the mechanisms generating observed covariates and targets remain stable conditional on that variable. For example, hospitals or clinical cohorts may differ in the prevalence of latent patient states, even though the relationships between those states, physiological measurements, and outcomes remain unchanged. Given a dataset from multiple environments, we formulate a Bayesian model for such problems and derive the corresponding variational objective. We show that this objective decomposes into per-environment terms and an additional cross-environment balancing term induced by the model's structure. We use an empirical Bayes method to set the prior and incorporate it into the objective. Based on this objective, we develop an amortized variational algorithm for posterior approximation, and use the resulting learned latent variables to form predictions in new environments.We study our approach through simulations and real-world studies of astronomical source identification, microbiome-based disease detection, and ICU sepsis prediction. Across these settings, our method outperforms previous approaches for prediction in new environments.

Missing data imputation in large-scale surveys faces two challenges that are not well handled by current tabular diffusion methods. First, \emph{structural skips}, cells made inapplicable by questionnaire design, should not be imputed but are often conflated with item nonresponse. Second, \emph{ordinal} responses encode ordered categories, yet most pipelines treat them as nominal levels through one-hot or analog-bit encodings. We introduce \textbf{TabSODA} (\textbf{Tab}ular diffusion with \textbf{S}kip pattern detection and \textbf{O}r\textbf{d}inal \textbf{A}wareness), an Expectation-Maximization (EM)-based diffusion imputer built on the Elucidated Diffusion Model (EDM) framework. TabSODA propagates structural skips through the denoising loss and reverse-time sampler, and represents ordinal variables with cumulative-probit scalar latents while retaining analog-bit encodings for nominal variables. When a codebook skip mask is available, TabSODA uses it directly; otherwise, the TabSODA+SKIP variant estimates the mask from raw responses and questionnaire order using a CART-based skip-pattern miner. On Population Assessment of Tobacco and Health (PATH) study and the National Survey on Drug Use and Health (NSDUH), two nationally representative U.S.\ surveys, TabSODA reduces ordinal MACE by up to $23.7\%$ and improves categorical accuracy by up to $9\%$ over the strongest baseline across MCAR, MAR, and MNAR masking. The skip miner achieves near-perfect precision on both datasets, allowing TabSODA+SKIP to closely track the codebook-mask variant.

Inference in probabilistic programs generally requires evaluating many possible program executions to find those of high posterior density. To scale inference to large datasets, it is crucial that expensive intermediate results are shared across these many evaluations, rather than recomputed from scratch. This paper presents a new approach to realizing this sharing, based on \textit{incremental computation}, a technique for efficiently recomputing (deterministic) program outputs when program inputs change. First, we show how expressive probabilistic programs can be compiled to deterministic ones that compute their density functions. Then, building on the incremental $λ$-calculus, we develop a general technique for compositionally incrementalizing expressive functional programs, and apply it to these densities. The resulting incremental densities can be used to accelerate a broad range of Monte Carlo inference algorithms, including for nonparametric models not well supported by existing systems. Furthermore, our decomposition of incremental density computation into separate density and incrementalization steps allows for modular reasoning about correctness -- a key pain point in existing systems, where ad-hoc incrementalization features are a known source of soundness bugs. We develop denotational logical relations arguments for the correctness of each step independently, and implement the approach in a Julia prototype, finding that it leads to asymptotic runtime improvements in the size of the dataset on a range of models and inference algorithms.

Theoretical studies of machine learning models commonly consider different limiting regimes in which the learning dynamics of gradient descent becomes theoretically tractable. It is, however, desirable to have a systematically obtained picture of all qualitatively different extreme learning regimes for a particular type of models. In this paper we propose such a picture for large weight-tied linear autoencoders characterized by input and latent dimensions, initialization magnitude, and training set size. This model is nonlinear in the weights and its gradient flow does not have a general theoretical solution. We show that at the level of the formal loss-expansion hierarchy, its extreme regimes are naturally associated with faces of a triangular prism. In particular, there are five basic extreme regimes associated with the 2-faces of the prism: (1) large-data, (2) small-data, (3) mean-field, (4) narrow-latent, and (5) free. For regimes (1,2,3,4), we derive explicit expressions for both train and population limiting loss evolutions under gradient flow, obtaining very good agreement with experimental results.

Flow matching (FM) has emerged as a powerful framework for learning dynamic transport maps between two empirical distributions. However, less explored is the setting with intermediate observed marginals that can help constrain the flows between the endpoints. This "multimarginal" regime is central to modeling temporal evolution in dynamical systems in many scientific domains that can sample sequential distributions. We tackle this problem with a novel approach that leverages the connection between FM and dynamic optimal transport (OT), softly steering the flow towards the intermediate marginals through potential terms in the dynamic OT action. By extending the conditional FM learning target to incorporate these potentials, we derive an efficient, simulation-free algorithm for multimarginal FM that offers considerable flexibility in the spatiotemporal dynamics of the learned flows. We demonstrate state-of-the-art performance and training efficiency of OT-potential FM (OTP-FM) on diverse single-cell RNA sequencing, oceanographic, and meteorological datasets. Our code is available at https://github.com/Bexorg-Inc/OTP-FM.

Irreversible perturbations accelerate the convergence of Langevin dynamics, breaking detailed balance while preserving the invariant measure. The design of optimal irreversible perturbations has been studied in the continuous-time Gaussian setting, but extensions to non-Gaussian target distributions, and the impact of time discretization on the design of optimal perturbations, have not been well understood. Numerical discretizations of Langevin dynamics introduce bias, which is typically exacerbated by irreversible perturbations; handling this interaction demands a joint treatment of acceleration and accuracy. This paper develops a systematic framework for optimizing position-independent irreversible perturbations of the unadjusted Langevin algorithm (ULA). We formulate a constrained optimization problem that simultaneously accounts for mixing efficiency and discretization bias, where the former is characterized by a spectral gap analogue and the latter is quantified via a weighted expected squared jump distance. Within this framework, we derive an explicit characterization of the optimal position-independent irreversible perturbation. Extensive numerical experiments demonstrate that our design yields faster convergence with controlled bias, and improves mean squared estimation errors compared to other choices of irreversible perturbation.

Motivated by upper-tail quantile-domain summaries, we study the quantile-based effectiveness persistence function defined as the ratio between the tail mean and the quantile function. We derive statistical properties of this measure and consider a rational (Möbius) specification of the quantilebased effectiveness persistence function. Under natural boundary conditions, this specification reduces to a canonical form. The resulting canonical family defines a two-parameter class of nonnegative distributions through its quantile function. Various properties, including descriptive measures, L-moments, and quantile-based reliability concepts, are derived for this class. Estimation of the model parameters using maximum likelihood is also developed. The proposed family is illustrated using a real survival dataset.

With PRECISE, we extended Prediction-Powered Inference to produce bias-corrected estimates of ranking evaluation metrics by combining a small human-labeled set with a large LLM-judged set. PPI is provably unbiased regardless of the LLM judge's error profile. We make it applicable to hierarchical metrics like Precision@K, where annotations are per-document but the metric is per-query, by reducing the output-space computation from O(2^|C|) to O(2^K). On the ESCI benchmark, augmenting 30 human annotations with Claude 3 Sonnet judgments reduces the standard error of Precision@4 estimates from 4.45 to 3.50 (a 21% relative reduction). In a production system, our framework correctly identified the best of three system variants from 100 human labels and 2 hours of domain-expert annotation; A/B testing confirmed this ranking with +407 bps in daily sales.

We establish the first sharp thresholds for low-degree polynomial tests in planted-vs-planted settings, where the goal is to determine with vanishing error which of two structured planted mechanisms generated the observed data. We prove matching low-degree upper and lower bounds for counting communities in the planted submatrix and planted dense subgraph models. The resulting testing threshold coincides, down to the sharp constant, with the known low-degree recovery threshold. In contrast, the task of weak testing, where the goal is to outperform random guessing, does not have a sharp threshold but rather a smooth transition, which we identify. To prove our results, we develop a framework for planted-vs-planted testing that builds on a latent-variable expansion originating in low-degree recovery and employs new methods to identify and prune non-signal contributions.

Transfer learning is a natural strategy when a target population has limited data but multiple related auxiliary sources are available. A central difficulty is source heterogeneity: auxiliary sources may not be equally useful, and their usefulness may vary in a structured, cluster-like fashion. Existing transfer-learning methods often reduce source selection to a binary informative/non-informative decision, overlooking subgroups of sources with differential transferability. Motivated by a suicide-risk study using data from the Connecticut Hospital Information Management Exchange (CHIME), comprising 636,758 patients across 27 hospitals, we propose Trans-GLMC, a cluster-structured transfer-learning procedure for generalized linear models. The CHIME setting illustrates the core challenge: hospital-specific risk models are unstable because suicide attempts are rare at any single facility, whereas indiscriminate pooling across hospitals can obscure facility-level differences in patient mix and risk profiles. Trans-GLMC first constructs a coefficient-based distance among the target and candidate sources to recover latent source clusters. It then combines global fusion, within-cluster refinement, and target debiasing to produce an estimator that adapts to the detected structure. We establish a non-asymptotic error bound that improves over its unclustered counterpart whenever a meaningful target cluster exists and matches the unclustered rate up to constants otherwise. In simulations and in the CHIME study, Trans-GLMC improves facility-specific prediction, identifies interpretable communities of hospitals with mutual transferability, and recovers clinically coherent suicide-risk factors.

Enforcing nonlinear inequality constraints in neural networks remains challenging, especially when the output is subject to many coupled constraints. Existing hard constraint methods often impose structural restrictions on the constraint set or introduce substantial computational overhead for large-scale nonlinear problems. Here, we propose DiffSlack, a differentiable projection layer for nonlinear inequality-constrained neural prediction. DiffSlack reformulates inequalities as equalities with learnable slack variables, which are predicted as part of the augmented network output and provide a data-driven warm start for damped Gauss-Newton projection. The projection layer maps raw predictions onto the augmented feasible manifold while preserving end-to-end differentiability. A two-stage curriculum further stabilizes training and improves constraint satisfaction. We evaluate DiffSlack on vehicle path planning with 200 nonlinear inequality constraints from collision avoidance, curvature limits, and waypoint spacing. Compared with existing learning-based baselines, DiffSlack achieves a higher planning success rate and stronger geometric constraint satisfaction under a comparable inference budget. Ablation studies further show that the hard projection layer reduces sensitivity to supervision quality. Closed-loop tracking in CARLA and real-world vehicle experiments confirms the executability of the generated trajectories. These results demonstrate that DiffSlack provides a practical and scalable approach to embedding hard inequality constraints into neural networks for engineering applications.

Stochastic-gradient Langevin algorithms often use tamed denominators to stabilize non-globally Lipschitz drifts. This paper shows that when the denominator depends on the same stochastic-gradient realization as the numerator, the taming step changes the stochastic oracle itself and can create a stationary bias even if the original stochastic gradient is unbiased. We propose a structure-preserving framework for designing tamed denominators. It fixes the denominator before the oracle noise is sampled and uses localized deterministic envelopes to avoid unnecessary taming in typical regions. These kernels keep the stabilizing effect of taming while avoiding the bias introduced by a gradient-dependent denominator. Our theory explains how the stationary error splits into the bias caused by oracle-dependent taming and the remaining error introduced by deterministic stabilization. Within this deterministic-envelope family, the analysis identifies a far-tail condition that explains the limitation of local soft envelopes and motivates a hybrid member: soft in the typical region, but protected by hard-tail control on rare excursions. Experiments confirm the predicted stationary distortions of random denominators, the bias reduction of deterministic-envelope designs, and the stabilizing effect of the hybrid construction.

Diffusion models have demonstrated strong performance in time series modeling due to their ability to progressively capture complex data distributions through iterative denoising. However, existing approaches struggle with frequency-sensitive denoising, high-frequency reconstruction and balancing global trends with local dynamics. To address these limitations, we propose \textbf{HyFAD}, a \textbf{Hy}brid time-frequency \textbf{D}iffusion model with \textbf{F}requency-\textbf{A}ware embedding for time series imputation. Built upon the DDPM paradigm, HyFAD adopts a coupled time-frequency diffusion framework, in which the reverse denoising proceeds sequentially from the time domain to the frequency domain, enabling coarse-to-fine generation. Specifically, the time-domain diffusion process captures low-frequency global trends, while the frequency-domain diffusion process refines high-frequency spectral components. We further introduce a frequency-aware step embedding that exploits the relationship between diffusion steps and spectral components, providing step-dependent spectral guidance and facilitates more accurate band-wise reconstruction. Extensive experiments on multiple benchmark datasets demonstrate that HyFAD achieves state-of-the-art performance. Our source code is available at https://github.com/hongfangao/HyFAD.

Selecting a clustering algorithm and its hyperparameters without labels is a common difficulty in engineering machine learning pipelines that work with unsupervised analysis of sensor, image, or process data. Clustering validation indices (CVIs) provide internal scores for ranking candidate clusterings, but most popular CVIs are built from Euclidean compactness and separation terms and so tend to favour compact, convex partitions. Their performance is known to degrade on non convex, irregular, or variable density data, where kernel transformations or alternative distance measures are typically used at the cost of additional tuning and computation. This paper introduces the Central Description Length (CDL) clustering validation index. CDL uses the observed within cluster compactness, the estimated cluster centers, and the estimated cluster covariances to compute a probabilistic upper bound on the description length associated with the unobservable true cluster centers. The bound condenses intra cluster compactness and centroid displacement into a single computable quantity and is evaluated on the partition produced by any clustering algorithm. The implementation uses only observable quantities (the data, the partition, the estimated centers, and the estimated covariances) and does not use ground truth labels. On synthetic benchmarks with non convex and arbitrary shape clusters, CDL-CVI selected the reference number of clusters more often and reached higher Adjusted Rand Index (ARI) values than the conventional CVIs we tested, without an additional kernel preprocessing stage. On image benchmarks (MNIST, CIFAR-10, STL-10) clustered from frozen unsupervised embeddings, CDL-CVI returned cluster numbers close to the reference class counts across K-means, DBSCAN, and spectral clustering in the reported trials.

Fragmentation is common in interdisciplinary fields with diverse methods and theoretical commitments. Predictive coding neuroscience is a clear example: its literature spans computational theory, electrophysiology, imaging, behavior, and modeling, creating a synthesis problem that conventional meta-analysis cannot easily resolve. Here, we describe a local multi-LLM pipeline for ontology-constrained literature synthesis. The pipeline reads papers, extracts evidence, incorporates figure descriptions, assembles constrained prompts, and validates outputs against an expert glossary. We manually defined a predictive-coding glossary of thirty-six concepts grouped into three hypotheses: predictive suppression, feedforward error propagation, and ubiquity. A council of ten local language models scored 31 studies according to their agreement or disagreement with each glossary factor across local and global oddball contexts. This enabled pairwise study-agreement analysis, cross-model comparison, and three-dimensional hypothesis-space mapping. Agreement was high for some hypotheses but weaker for others, revealing structured disagreement, particularly across local versus global oddball paradigms. We further define hypothesis-space temperature, a geometric dispersion metric measuring how compactly studies occupy the hypothesis space. Temperature was lower for local oddball contexts and higher for global oddball contexts, indicating greater dispersion in the latter. The scoring geometry also allowed us to estimate vectors of change between experimental contexts. These results demonstrate that local multi-LLM councils can produce auditable disagreement measurements that map heterogeneous literatures into quantitative evidence spaces. This framework may generalize to cross-study hypothesis mapping where conventional meta-analysis lacks a common comparison space.

Sensitivity analysis asks how strong unmeasured confounding needs to be to explain away an observational study's conclusion. The conventional approach in matched studies conducts inference conditional upon the potential outcomes as well as both observed and unobserved confounders, and then finds the worst-case distribution for the conditional treatment assignments across all possible realizations of the unobserved confounder. The resulting worst-case allocation imagines strong, near perfect, correlations between the potential outcomes and hidden bias. We propose a stochastic sensitivity analysis that instead targets inference conditional upon potential outcomes and observed confounders while treating the hidden confounders as random with unknown conditional laws. Rather than finding the worst-case realizations for the hidden confounders, we instead determine the worst-case conditional law over a broad class of distributions. This preserves the adversarial spirit of sensitivity analysis while allowing for imperfect alignment between hidden bias and potential outcomes to a degree controlled by a scalar sensitivity parameter. We consider restrictions to both an interpretable class with no parametric assumptions and a Bernoulli class of conditional laws. Design sensitivity calculations and real-data demonstrations illustrate that allowing for even a small degree of stochasticity can materially increase reported robustness to hidden bias relative to the conventional approach.

A recurring data mining task in complex networks is to determine how individual nodes contribute to system behavior. Existing approaches rely on either static-graph centralities or control-theoretic quantities such as controllability Gramians, which assume linear, time-invariant dynamics. Estimated systems, however, are typically nonlinear and time-varying. We define "emergent contribution (EC)," a finite-horizon measure of a node's dynamical leverage: the metric-weighted energy of its impulse response accumulated along the system trajectory. Computed from the Jacobians of any differentiable model, EC is estimator-agnostic and reduces exactly to average controllability in the linear, time-invariant limit. Our contribution is a characterization of when the two measures agree and diverge. Using a controlled synthetic family with known ground-truth contribution, we construct a phase diagram spanning nonlinearity, regime structure, persistence, and perturbation amplitude. EC and average controllability agree under static or smoothly drifting dynamics and both track ground truth. Divergence emerges under persistent regime switching, is strongest under persistent sign reversal, and disappears when the sign reversal is removed. At extreme perturbation amplitudes, both measures degrade, identifying the limits of local linearization. We place five estimated real systems from several domains within this phase space. Their placement serves as a diagnostic of when EC provides information beyond static controllability and therefore justifies its additional computational cost. On one panel examined in depth, a twenty-seed retraining ensemble reveals a robust variance--leverage dissociation: nodes whose perturbations propagate widely despite low within-system variance, which is not recovered by static centralities nor variance-based summaries.

The ASCCR (Attitude-Structure-Content-Communication-Relationship) framework was recently developed to teach collaboration skills to statisticians and data scientists. However, its effectiveness in real-world settings has not yet been systematically evaluated. To assess this, we evaluated novice undergraduate and graduate students' performances in initial collaboration meetings with real domain experts and compared them to an expert collaborator. Using video recordings, rubric scores, and domain expert feedback surveys, we found that novices performed surprisingly well compared to the expert. Specifically, novices scored nearly as well as the expert on the Attitude, Structure, and Relationship components of the ASCCR framework. Although novices did not initially perform as well on the Content or Communication aspects, they were able to close the gap. By the end of the collaboration projects, the novices had higher overall domain expert feedback scores than the expert. The primary implication of our study is that novices can become effective collaborators in a very short time. We discuss our findings' practical implications and provide recommendations for integrating the ASCCR framework into statistics and data science collaboration, consulting, and capstone courses.

Reliable evaluation of agentic systems requires unbiased estimates with valid uncertainty, but standard practice navigates between costly human annotation and biased LLM-as-judge proxies. Prediction-powered inference (PPI) combines both into debiased estimates with valid confidence intervals, yet its various methods remain scattered across papers under partial implementations. We introduce GLIDE, an open-source Python library that unifies state-of-the-art PPI estimators (PPI++, Stratified PPI, Predict-Then-Debias and its stratified variants, Active Statistical Inference) and samplers (uniform, stratified, active, cost-optimal) under a scipy-style API specialized to mean estimation. GLIDE ships with a reproducible Monte Carlo validation suite, an empirically grounded decision tree for method selection, and an agentic evaluation case study showing substantial annotation savings at equivalent precision. The GLIDE package is available at this URL: https://github.com/EmertonData/glide

Gradient-flow optimization is usually viewed as an algorithmic procedure for minimizing empirical loss, with training duration selected by validation or heuristic early-stopping rules. We develop a statistical inference framework for the gradient-flow training trajectory itself. The central object is fixed-operator squared-error gradient flow: whenever the fitted value evolves through a time-invariant positive semidefinite training operator, the trained model output at each training time is exactly equivalent to the best linear unbiased predictor, or empirical-Bayes posterior mean, under a corresponding random-effects model. Under this representation, training time becomes a variance-component parameter governing how variance is reallocated from residual noise to structured signal. This turns two basic training decisions into inferential problems. First, whether training is needed is formulated as a variance-component test for signal beyond initialization. Second, how long to train is formulated as restricted maximum likelihood (REML) estimation of the training-time variance component. The resulting REML-guided early stopping rule has a spectral interpretation: it selects the training time at which optimized spectral losses become empirically decorrelated from the eigenvalues of the training operator, yielding an effective degrees-of-freedom measure for the evolving trained model. We establish asymptotic prediction optimality for fixed-design in-sample risk and, under additional kernel regularity conditions, random-design out-of-sample risk. Deep learning models in fixed-kernel gradient regimes provide canonical modern-AI instantiations of the theory. Numerical experiments and a UK Biobank proteomics application show that the proposed inferential approach attains competitive prediction accuracy while reducing the reliance on validation splits and repeated checkpoint evaluation.

Privacy auditing aims to empirically assess privacy leakage in machine learning models using membership inference attacks (MIAs), and to derive lower bounds on differential privacy (DP) parameters. Recent one-run auditing methods address the high cost of standard approaches by relying on a single training run with multiple "canary" points whose inclusion or exclusion must be detected by the auditor. In this work, we study the problem of efficiently crafting canaries for one-run privacy auditing. Motivated by recent theoretical insights suggesting that interference between canaries contributes to weaker leakage estimates compared to multi-run methods, we propose to optimize canaries to be both highly detectable and minimally interfering. Our approach combines a greedy initialization based on influence functions with a bilevel optimization procedure that maximizes distinguishability while promoting diversity in embedding space, enabling the use of computationally efficient bilevel algorithms. Experiments show that our method achieves stronger privacy leakage estimates at a lower computational cost than existing canary crafting approaches.

Ensemble forecasts are commonly used to support decision-making and policy planning across various fields because they often offer improved accuracy and stability compared to individual models. As each model has its own unique characteristics, understanding and measuring the value of each constituent model can support the construction of effective ensembles. The R package modelimportance provides tools to quantify how each component model contributes to the accuracy of ensemble performance for both point and probabilistic forecasts. The package supports multiple ensemble methods and multiple model importance metrics. Additionally, the software offers customizable options for handling missing values. These features enable the package to serve as a versatile tool for researchers and practitioners. It helps not only in constructing an effective ensemble model across a wide range of forecasting tasks, but also in understanding the role of each model within the ensemble and gaining insights into individual models themselves. This package follows the 'hubverse' framework, which is a collection of open-source software, tools and data standards developed to promote collaborative modeling hub efforts and simplify their setup and operation. Doing so enables seamless integration and flexibility with other forecasting tools and systems, allowing many analyses to be performed on existing hubs.

We develop dimension-reduction-free tests for the slope function in functional linear regression when the functional regressor may be endogenous or measured with error. The tests are based on a functional moment condition induced by an auxiliary functional variable and do not require estimation of the slope function. This feature is particularly useful in infinite-dimensional settings, where the identification and regularization conditions needed for consistent estimation are often strong and difficult to verify. The proposed procedures remain asymptotically valid under weak or even failed relevance of the auxiliary variable, and they are consistent against fixed alternatives that are detectable through the moment operator. We establish the asymptotic null distribution, consistency against detectable alternatives, and local power under drifting alternatives. We also derive the locally optimal test within a class of weighted test statistics. Feasible critical values for implementation of the tests are obtained from data. Simulations show reliable size control and competitive power, including under weak relevance. We illustrate the method using a functional regression analysis of residential electricity demand and temperature distributions in South Korea.

Starting from the exact Projected Central Limit Theorem on hyperspheres, we rederive the Beta distribution for subsystem occupation probabilities and Lubkin's purity formula from elementary hyperspherical moments, quantifying the finite-size ``platykurtic'' suppression of tails relative to the Gaussian approximation used in standard eigenstate-thermalization and typicality treatments. Our main new result concerns the bipartite quantum mutual information $\langle I(A{:}B)\rangle$ for Haar-random pure states. We show that its full asymptotic expansion in $1/N$ admits a Bernoulli-factorized form in which every order $k \ge 1$ carries the symmetric factor $(d_A^{2k}-1)(d_B^{2k}-1)$ and all higher odd-order corrections vanish identically. Through an exact algebraic reorganization of Page's formula (conjectured in Ref.~\cite{Page1993} and subsequently proven~\cite{Foong1994, SanchezRuiz1995, Sen1996}), we establish that the leading finite-size correction separates into a dominant $\mathfrak{su}(d_A) \otimes \mathfrak{su}(d_B)$ bipartite quantum coherence contribution $(d_A^2 - 1)(d_B^2 - 1)/(2N)$ and a subtracted classical-probability (Cartan $\otimes$ Cartan) contribution $(d_A - 1)(d_B - 1)/(2N)$, and we trace this separation to the difference between diagonal and eigenvalue entropies via Schur's majorisation theorem, with the dimensional counts $(d-1)$ and $(d^2-1)$ acquiring meaning through the Cartan structure of the generalised Bloch decomposition. These results admit a single non-perturbative closed form: the exact typical mutual information factors as $\langle I(A{:}B)\rangle = (d_A^2-1)(d_B^2-1)\,\mathcal{G}(d_A,d_B,d_E)$, with $\mathcal{G}$ given by an explicit Bose--Einstein integral whose asymptotic expansion in $1/N$ reproduces the Bernoulli series.

The average bipartite quantum mutual information $\langle I(A{:}B)\rangle$ of Haar-random pure states can be expressed exactly through Page's formula in terms of digamma functions. We show that this quantity admits a single non-perturbative closed form: $\langle I(A{:}B)\rangle = (d_A^2-1)(d_B^2-1)\,\mathcal{G}(d_A,d_B,d_E)$, where $\mathcal{G}$ is given by an explicit convergent integral over a Bose--Einstein kernel. The overall factor $(d_A^2-1)(d_B^2-1)=\dim[\mathfrak{su}(d_A)]\cdot\dim[\mathfrak{su}(d_B)]$ is exact, not merely asymptotic. The asymptotic expansion of $\mathcal{G}$ in $1/N$ yields a Bernoulli-factorised series whose coefficients involve $ζ(1{-}2k)$; this series diverges, and our integral is its exact Borel sum. The integral representation also makes $\langle I\rangle < (d_A^2{-}1)(d_B^2{-}1)/(2N)$ manifest via a scale-inversion symmetry of the kernel. Our derivation traces the mutual information's structure to an exact decomposition of Page's entropy into a diagonal (Dirichlet) contribution and a Schur-majorisation eigenvalue correction, whose assembly into the mutual information cleanly separates classical from quantum correlations.

Fractional polynomials (FP) are a standard tool for modelling nonlinear dose-response and covariate effects, implemented in the widely used mfp package. The conventional FP fit estimates its coefficients by ordinary least squares (OLS-FP), which is statistically inefficient when the regression errors are skewed or heavy-tailed, a common situation for survival times, concentrations and biomarkers. We present a drop-in replacement that keeps the identical FP model and design but estimates the coefficients with a moment-based score tuned to the residual skewness and kurtosis, giving a closed-form efficiency factor g2 = 1 - gamma3^2/(2+gamma4) relative to OLS-FP. Across skewed error laws the method reduces slope-coefficient variance by 10-20% for mildly skewed errors and up to roughly 60% for heavy-tailed log-normal errors, at realistic sample sizes, while keeping confidence-interval coverage close to nominal, and it reverts exactly to OLS-FP under symmetry, so it is never harmful when no gain is available. On the German Breast Cancer Study Group cohort it narrows the tumour-size confidence interval by 26% (bootstrap variance ratio 0.53 against the predicted 0.56), and a primary-biliary-cirrhosis cohort reproduces the gain. The estimator is closed-form, runs in milliseconds, and is released as a reproducible R package (pmm_fp in EstemPMM) with a one-command replication bundle; its core variance identity is machine-checked in Lean 4.

Conventional wisdom holds that large-batch training is fundamentally incompatible with Reinforcement Learning (RL) - beyond a modest threshold, increasing batch sizes typically yields diminishing returns or performance degradation due to the inherent non-stationarity of the data distribution. We challenge this view by observing that non-stationarity is not a fixed property of RL, but evolves throughout training: early stages exhibit rapid behavioral shifts that demand small batches for plasticity, whereas late stages approach a quasi-stationary regime where large batches enable precise convergence. Motivated by this observation, we propose Adaptive Batch Scaling (ABS), that dynamically adjusts the effective batch size according to the stability of the learning policy. Central to ABS is Behavioral Divergence, a novel metric that quantifies policy non-stationarity by measuring action-level shifts between consecutive updates, which we use to scale batch size inversely to policy volatility. Integrated with the Parallelised Q-Network (PQN) algorithm and evaluated on the ALE benchmark, ABS seamlessly reconciles early-stage plasticity with late-stage stable convergence. Strikingly, contrary to conventional wisdom, our results reveal that the combination of larger networks and larger batch sizes achieves the best performance - a scaling behavior previously thought to be unattainable in RL, now unlocked through adaptive batch control.

Recently a million of biological neurons (BNN) has turned out better from modern RL methods in playing Pong~\cite{RL}, reminding they are still qualitatively superior e.g. in learning, flexibility and robustness - suggesting to try to improve current artificial e.g. MLP/KAN for better agreement with biological. There is proposed extension of KAN approach to neurons containing model of local joint distribution: $ρ(\mathbf{x})=\sum_{\mathbf{j}\in B} a_\mathbf{j} f_\mathbf{j}(\mathbf{x})$ for $\mathbf{x} \in [0,1]^d$, adding interpretation and information flow control to KAN, and allowing to gradually add missing 3 basic properties of biological: 1) biological axons propagate in both directions~\cite{axon}, while current artificial are focused on unidirectional propagation - joint distribution neurons can repair by substituting some variables to get conditional values/distributions for the remaining. 2) Animals show risk avoidance~\cite{risk} requiring to process variance, and generally real world rather needs probabilistic models - the proposed can predict and propagate also distributions as vectors of moments: (expected value, variance) or higher. 3) biological neurons require local training, and beside backpropagation, the proposed allows many additional ways, like direct training, through tensor decomposition, or finally local and promising: information bottleneck. Proposed approach is very general, can be also used as extension of softmax in embeddings of e.g. transformer, JEPA, Mamba, suggesting interpretation that features are mixed moments of joint density of real-world properties.

Preprocessing screening is often the most expensive part of a near-infrared spectroscopy calibration workflow. It works because smoothing, derivatives, detrending and related filters change the spectral directions seen by partial least squares (PLS) or Ridge regression, but a full external search repeatedly refits nearly the same linear model. This paper studies the case where that search can be collapsed into one calibration step. For a strict linear preprocessing operator A acting on row spectra as XA^T, the transformed PLS cross-covariance satisfies (XA^T)^T Y = A X^T Y, and Ridge regression depends on the operator-induced kernel X A^T A X^T. These identities let a finite operator bank be screened inside the model while retaining original-wavelength coefficients, and the same identity extends to cheaply evaluated linear operator chains. Sample-adaptive or fitted corrections such as SNV, MSC, EMSC and ASLS are not strict linear; we prove the boundary and keep them as fold-local branches. The cohort has 61 regression and 17 classification rows, with a strict paired regression denominator of N=32 for the eight paper variants. There, AOM-PLS reaches median RMSEP ratios of 0.991/0.990 (simple) and 0.985/1.002 (best) against PLS-default/PLS-HPO, and AOM-Ridge reaches 0.974/0.984 (simple) and 0.918/0.966 (best) against Ridge-default/Ridge-HPO. The operator-adaptive classifier AOM-PLS-DA improves balanced accuracy by a median 0.159 on N=13 datasets (12/13 wins). The practical result is the runtime gap: PLS-HPO takes a median 710.81 s per run, whereas AOM-PLS takes 1.18-1.63 s -- 436 to 602 times less PLS fitting time. Linear operator-adaptive calibration thus gives prediction quality comparable to exhaustive preprocessing screening, with orders-of-magnitude less fitting time for PLS.

Post-hoc explanation depends on how model queries are organized. We propose CUBE, a design-based framework that explains a trained predictive model through balanced low--high probes. Selected variables define factors, designed feature-level combinations define query conditions, and model predictions are summarized as factorial contrasts. CUBE reports main effects and pairwise interactions as controlled readings of average and conditional response changes over a declared design space. Experiments on synthetic and real tabular tasks show that CUBE recovers dominant learned effect structure, clarifies query-efficient identifiability, and supports screening--follow-up refinement.

Reasoning-trained language models often spend more tokens on harder problems, but longer chains of thought do not show whether a model is merely computing for more steps or following a different internal trajectory. We study this distinction through hidden-state trajectories during chain-of-thought generation across competitive programming, mathematics, and Boolean satisfiability. Raw trajectory geometry is strongly shaped by generation length: longer generations mechanically alter path statistics, so difficulty-dependent comparisons are misleading without adjustment. After residualizing trajectory statistics on length, difficulty remains systematically coupled to corrected trajectory geometry across all domains studied. The clearest reasoning-specific separation appears in the code domain, where harder problems show more direct corrected trajectories and less heterogeneous local curvature in reasoning-trained models than in matched instruction-tuned baselines. Corrected difficulty-geometry coupling is weaker, but still present, in mathematics and Boolean satisfiability. Prompt-stage linear probes do not mirror the code-domain separation, and behavioral annotations show that stronger corrected coupling co-occurs with strategy shifts and uncertainty monitoring. Together, these findings establish length correction as a prerequisite for generation-time trajectory analysis and show that reasoning training can be associated with distinct corrected trajectory geometry, with the strength of the effect depending on the domain.

We propose Coreset-Induced Conditional Velocity Flow Matching (CCVFM), a generative model that augments hierarchical rectified flow with a data-informed source distribution. Hierarchical flow matching models the full conditional velocity law in velocity space, but its inner flow is asked to transport isotropic Gaussian noise to a multimodal target velocity distribution from scratch. Our key observation is that this inner source can be replaced by a closed-form surrogate built from a coreset of the target. CCVFM first compresses the target into weighted atoms using an entropic Sinkhorn coreset and lifts them to a Gaussian mixture. The induced conditional velocity law is then a closed-form Gaussian mixture that can be sampled without a learned neural sampler. A lightweight correction flow, trained from this exact surrogate source, then refines the remaining surrogate-to-target residual rather than learning an entire noise-to-data map. We prove that the surrogate transport cost equals the target--surrogate Wasserstein gap under an explicit compression assumption, whereas the noise-source analogue has a dimension-scale lower bound. We further characterize the conditional second moment of the direct surrogate-source training target and show that its source-dependent excess is small when the surrogate conditional law is close to the true conditional velocity law in mean and covariance. Empirically, on MNIST, CIFAR-10, ImageNet-32, and CelebA-HQ, the proposed method reaches competitive few-step generation under matched architectures.

We revisit the $α$--regression framework for compositional data. We formulate $α$--regression as a non--linear least squares problem, study its asymptotic properties, and provide efficient estimation via the Levenberg--Marquardt algorithm. We then propose a permutation--based hypothesis testing procedure, derive marginal effects for interpretation, and provide a visual inspection of the effect of each predictor. We further discuss robustified versions, the inclusion of natural splines, and the incorporation of compositional predictors, which further facilitate the formulation of a simple time series model. The framework is extended to spatial settings through four models. (a) The $α$--spatially--lagged X regression model, which incorporates spatial spillover effects via spatially--lagged covariates, with decomposition into direct and indirect effects. (b) The $α$--spatial autoregressive model that allows for spatial autocorrelation. (c) The geographically--weighted $α$--regression, which allows coefficients to vary spatially for capturing local relationships. (d) The $α$--eigenvector spatial filtering that is computationally efficient and captures spatial dependence via the eigenvectors of the kernelized distance matrix. Applications to four real datasets illustrate that the models perform on par with or outperform existing models in the literature. The examples showcase that $α$--regression can outperform various competing regression models under different scenarios and its spatial extensions capture the dependence and improve the predictive performance. Overall, the examples provide evidence that the log--ratio methodology does not always lead to the optimal results.

We introduce an R package for Bayesian modeling and uncertainty quantification for problems involving count ratios. The modeling relies on the assumption that the quantity of interest is the ratio of Poisson means rather than the ratio of counts. We provide multiple different options for retrieval of this quantity for problems with and without spatial information included. Some added capability for uncertainty quantification for problems of the form $Z=(mT+z_0)^{p}$, where $Z$ is the intensity ratio and $T$ the quantity of interest, is included.

Researchers use interference models based on exposure mappings to facilitate estimation of causal effects in randomized experiments with interference. To test the veracity of such models, researchers can use specification tests that aim to detect departures from the stipulated model. However, existing tests suffer from poor power and are often unable to detect important model violations. The main result in this paper is to show that the specification testing problem for exposure mapping models is inherently difficult, and the poor power of existing tests is inescapable. In particular, the worst-case Type I and Type II error rates must sum to one for any specification test of such models, ruling out the existence of a uniformly consistent test. This is the worst-case overall error rate achieved by a naive test that discards all data and arbitrarily rejects the null at random; the testing problem is in this sense impossible. This negative result holds true for all exposure mappings, all sample sizes, for uniformly bounded outcomes, and for alternatives that are maximally separated from the null. While some tests can detect some type of departures from the null model, there will always be relevant departures from the null that are undetectable. Informative specification tests must therefore restrict the alternative model against which they seek to attain power for, beyond the restrictions imposed by the exposure mappings alone. We illustrate this by providing a uniformly consistent test for differentiating no-interference from a network-linear-in-means model.

We study the problem of \emph{architecture selection} for deep learning models trained to solve partial differential equations (PDEs), asking when transformer-based architectures with learned attention outperform Fourier-domain neural operators. We introduce the \textbf{Multi-Scale Attention Transformer} (\msat{}), a deep learning architecture that encodes spatiotemporal solution histories as token sequences and trains end-to-end via a composite supervised objective with optional physics-informed regularization terms. We conduct a comprehensive empirical evaluation against nine baselines -- including physics-informed neural networks (PINNs), neural operators (FNO, DeepONet, GNOT), and state-space models (Mamba-NO) -- across five benchmark problems from the PINNacle suite, using identical train/test splits and reference data for all methods. \msat{} achieves state-of-the-art generalization on complex geometry problems ($L^2_\mathrm{rel} = 0.0101$ on Heat2D-CG, a $3.7\times$ improvement over FNO) at $34\,\mathrm{s}$ total inference vs.\ $120{,}812\,\mathrm{s}$ for Mamba-NO. Ablation studies over the physics regularization component reveal a precise inductive bias tradeoff: physics priors reduce test error on diffusion-dominated problems but degrade generalization on chaotic and recirculating-flow regimes, directly characterizing the prior misspecification boundary. Approximation error bounds as a function of domain boundary complexity $κ$ provide a theoretical basis for these empirical findings and a principled rule for architecture selection.

Evaluating a new model on an existing benchmark is often necessary to understand its behavior before deployment. For modern evaluation frameworks, generating and evaluating a response for all queries can be prohibitively expensive. In practice, responses from previously-evaluated models are often cached -- creating a potential opportunity to use this additional information to decrease the number of queries required to accurately evaluate a new model. In this paper, we introduce an approach for predicting benchmark performance that leverages cached model responses based on the Data Kernel Perspective Space (DKPS), a method for quantifying the relationship between models in the black-box setting. Theoretically, we show that DKPS-based methods are query-efficient under certain conditions. Empirically, we demonstrate that DKPS-based methods achieve the same mean absolute error as baselines with a substantially decreased query budget. We conclude by proposing an offline method for selecting a set of queries that maximizes the goodness-of-fit on reference models, improving prediction accuracy over random query selection.

Norway's electricity market is heavily dominated by hydropower, but the 2021-2022 energy crisis and stronger integration with Continental Europe have fundamentally altered price formation, reducing the reliability of forecasting models calibrated on historical data. Despite the critical need for updated models, a unified benchmark evaluating feature contributions across all structurally diverse Norwegian bidding zones remains lacking. Here we present a comprehensive evaluation of one-step-ahead forecasting of the Nord Pool market across all five Norwegian bidding zones. We constructed a multimodal hourly dataset spanning 2019-2025 and evaluated eight forecasting model families, including Light Gradient Boosting Machine (LightGBM), autoregressive models with exogenous variables, and advanced deep learning architectures, using a strictly causal test set. We implemented robust rolling-origin backtesting, leave-one-group-out feature ablation, and conditional regime analysis to dissect model performance and feature utility. Our results show that LightGBM achieves the best performance in every zone, with mean absolute error ranging from 1.60 to 5.58 euros per megawatt-hour, while a ridge-regularized autoregressive model with exogenous variables remains a highly competitive linear benchmark in northern zones. Feature ablation reveals that models relying solely on lagged prices and calendar variables achieve high accuracy and often match or closely approach the performance of the full multimodal model. However, conditional regime analysis demonstrates that external features like reservoir levels and gas prices remain crucial to stratify forecast errors, which consistently increase under stressed market regimes. This highlights the practical value of model interpretability and regime awareness for decision makers facing structural changes in market dynamics.

Design-based inference, also known as randomization-based or finite-population inference, provides a principled framework for trustworthy statistical inference by attributing randomness solely to the design mechanism (e.g., treatment assignment, survey sampling, or missingness), without imposing super-population distributional or modeling assumptions on outcome data. From Fisher's and Neyman's seminal work to the recent resurgence of design-based inference, this perspective has played a central role in causal inference, survey sampling, and missing data analysis. However, a fundamental obstacle has limited its use in many modern applications: existing design-based inference theory typically relies on known propensity scores (i.e., known design probabilities), whereas propensity scores are usually unknown in observational studies, real-world survey settings, and missing data problems. We propose propensity score propagation, a general framework for valid design-based inference with unknown propensity scores. The framework introduces a regeneration-and-union procedure that propagates uncertainty from propensity score estimation into downstream design-based inference without imposing super-population outcome assumptions. It accommodates both parametric and nonparametric propensity score models, integrates seamlessly with existing design-based methods developed under known propensity scores, and applies broadly across design-based inference problems. Theoretical results and simulation studies show that the proposed framework achieves nominal coverage, even when existing approaches exhibit substantial under-coverage.

Compositional time series frequently exhibit structural breaks due to external shocks, policy changes, or market disruptions. Standard methods either ignore such breaks or handle them through fixed effects that cannot extrapolate beyond the sample, or step-function dummies that impose instantaneous adjustment. We develop a Bayesian Dirichlet ARMA model augmented with a directional-shift intervention mechanism that captures structural breaks through three interpretable parameters: a direction vector specifying which components gain or lose share, an amplitude controlling redistribution magnitude, and a logistic gate governing transition timing and speed. The model preserves compositional constraints by construction, maintains DARMA dynamics for short-run dependence, and produces coherent probabilistic forecasts through and after structural breaks. The intervention trajectory corresponds to geodesic motion on the simplex and is invariant to the choice of ILR basis. A simulation study with 400 fits across 8 scenarios shows near-zero amplitude bias and nominal 80\% credible interval coverage when the shift direction is correctly identified (77.5\% of cases); supplementary studies confirm robustness across extreme transition speeds and non-monotone DGPs. Two empirical applications to COVID-era Airbnb data characterize performance relative to simpler alternatives. Where the break is monotone and ongoing, the intervention model achieves near-nominal calibration (79.6\%) while the fixed effect substantially under-covers (66.1\%). Where post-break dynamics are non-monotone, both models are acceptably calibrated and the fixed effect outperforms on point accuracy. The intervention model's advantages are thus specific to settings with roughly monotone structural transitions.

Gaussian graphical models (GGMs) are widely used to recover the conditional independence structure among random variables. Recent work has sought to incorporate auxiliary covariates to improve estimation, particularly in applications such as co-expression quantitative trait locus (eQTL) studies, where both gene expression levels and their conditional dependence structure may be influenced by genetic variants. Existing approaches to covariate-adjusted GGMs either restrict covariate effects to the mean structure or lead to nonconvex formulations when jointly estimating the mean and precision matrix. In this paper, we propose a convex framework that simultaneously estimates the covariate-adjusted mean and precision matrix via a natural parametrization of the multivariate Gaussian likelihood. The resulting formulation enables joint convex optimization and yields improved theoretical guarantees under high-dimensional scaling, where the sparsity and dimension of covariates grow with the sample size. We support our theoretical findings with numerical simulations and demonstrate the practical utility of the proposed method through a reanalysis of an eQTL study of glioblastoma multiforme and an analysis of diet on the human gut microbiome.

Machine-learned interatomic potentials (MLIPs) are increasingly used to replace computationally demanding electronic-structure calculations to model matter at the atomic scale. The most commonly used model architectures are constrained to fulfill a number of physical laws exactly, from geometric symmetries to energy conservation. Evidence is mounting that relaxing some of these constraints can be beneficial to the efficiency and (somewhat surprisingly) accuracy of MLIPs, even though care should be taken to avoid qualitative failures associated with the breaking of physical symmetries. Given the recent trend of scaling up models to larger numbers of parameters and training samples, a very important question is how unconstrained MLIPs behave in this limit. Here we investigate this issue, showing that -- when trained on large datasets -- unconstrained models can be superior in accuracy and speed when compared to physically constrained models. We assess these models both in terms of benchmark accuracy and in terms of usability in practical scenarios, focusing on static simulation workflows such as geometry optimization and lattice dynamics. We conclude that accurate unconstrained models can be applied with confidence, especially since simple inference-time modifications can be used to recover observables that are consistent with the relevant physical symmetries.

We demonstrate how supervised learning can be decomposed into a two-stage procedure, where (1) all model parameters are selected in an unsupervised manner, and (2) the outputs y are added to the model, without changing the parameter values. This is achieved by a new model selection criterion that - in contrast to cross-validation - can be used also without access to y. For linear ridge regression, we bound the asymptotic out-of-sample risk of our method in terms of the optimal asymptotic risk. We also demonstrate that versions of linear and kernel ridge regression, smoothing splines, k-nearest neighbors, random forests, and neural networks, trained without access to y, perform similarly to their standard y-based counterparts. Hence, our results suggest that the difference between supervised and unsupervised learning is less fundamental than it may appear.

Interactive fixed effects are routinely controlled for in linear panel models. While an analogous fixed effects (FE) estimator for nonlinear models has been available in the literature (Chen, Fernandez-Val and Weidner, 2021), it sees much more limited use in applied research because its implementation involves solving a high-dimensional non-convex problem. In this paper, we complement the theoretical analysis of Chen, Fernandez-Val and Weidner (2021) by providing a new computationally efficient estimator that is asymptotically equivalent to their estimator. Unlike the previously proposed FE estimator, our estimator avoids solving a high-dimensional non-convex optimization problem and can be feasibly computed in large nonlinear panels. Our proposed method involves two steps. In the first step, we convexify the optimization problem using nuclear norm regularization (NNR) and obtain preliminary NNR estimators of the parameters, including the fixed effects. Then, we find the global solution of the original optimization problem using a standard gradient descent method initialized at these preliminary estimates. To make our method readily applicable in practice, we also propose specific numerical algorithms for solving the involved optimization problems, establish their convergence, and provide their efficient implementation in our R package NNRPanel.

System outputs such as eigenfrequencies or strain data, often used in structural health monitoring (SHM), not only react to damage but also depend on environmental conditions. When trying to correct for these confounding effects, it is often (at least implicitly) assumed that only the expected, i.e., mean, output values are affected by environmental conditions. However, the evaluation of real-world SHM data indicates that environmental conditions may influence not only the mean output 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. To address these issues, we discuss two approaches for identifying and quantifying multivariate confounding effects on output covariances and correlations: a random forest and a nonparametric, kernel-based approach. We compare the two competing methods on both artificial and real-world SHM data, finding that the kernel-based approach achieves higher accuracy, but the random forest produces estimates that are more robust and sometimes easier to interpret.

Time-varying causal models provide a powerful framework for studying dynamic scientific systems, yet most existing approaches assume that the underlying causal network is known a priori - an assumption rarely satisfied in real-world domains where causal structure is uncertain, evolving, or only indirectly observable. This limits the applicability of dynamic causal inference in many scientific settings. We propose Dynamic Causal Network Autoregression (DCNAR), a two-stage neural causal modeling framework that integrates data-driven causal discovery with time-varying causal inference. In the first stage, a neural autoregressive causal discovery model learns a sparse directed causal network from multivariate time series. In the second stage, this learned structure is used as a structural prior for a time-varying neural network autoregression, enabling dynamic estimation of causal influence without requiring pre-specified network structure. We evaluate the scientific validity of DCNAR using behavioral diagnostics that assess causal necessity, temporal stability, and sensitivity to structural change, rather than predictive accuracy alone. Experiments on multi-country panel time-series data demonstrate that learned causal networks yield more stable and behaviorally meaningful dynamic causal inferences than coefficient-based or structure-free alternatives, even when forecasting performance is comparable. These results position DCNAR as a general framework for using AI as a scientific instrument for dynamic causal reasoning under structural uncertainty.

We consider a variant of sequential testing by betting where, at each time step, the statistician is presented with multiple data sources (arms) and obtains data by choosing one of the arms. We consider the composite global null hypothesis $\mathscr{P}$ that all arms are null in a certain sense (e.g. all dosages of a treatment are ineffective) and we are interested in rejecting $\mathscr{P}$ in favor of a composite alternative $\mathscr{Q}$ where at least one arm is non-null (e.g. there exists an effective treatment dosage). We posit an optimality desideratum that we describe informally as follows: even if several arms are non-null, we seek $e$-processes and sequential tests whose performance are as strong as the ones that have oracle knowledge about which arm generates the most evidence against $\mathscr{P}$. Formally, we generalize notions of log-optimality and expected rejection time optimality to more than one arm, obtaining matching lower and upper bounds for both. A key technical device in this optimality analysis is a modified upper-confidence-bound-like algorithm for unobservable but sufficiently "estimable" rewards. In the design of this algorithm, we derive nonasymptotic concentration inequalities for optimal wealth growth rates in the sense of Kelly [1956]. These may be of independent interest.

Recursive decision trees are widely used to estimate heterogeneous causal treatment effects in experimental and observational studies. These methods are typically implemented using CART-type recursive partitioning, with splitting criteria designed to identify variation in treatment effects across covariate-defined subgroups. We study causal tree estimators based on adaptive recursive partitioning and establish lower bounds on their estimation accuracy. The class we analyze includes versions with and without sample splitting, based on common treatment effect and squared-error splitting criteria. Even in a constant-effect benchmark with randomized treatment assignment, causal trees constructed via standard CART-type splitting rules can have uniform-norm errors that decrease more slowly than any power of the sample size. The underlying mechanism is that greedy recursive partitioning selects highly imbalanced splits with nonvanishing probability, producing terminal nodes containing very few observations and leading to large estimation variance. We further show that sample splitting, often called ``honesty,'' does not remove this limitation. As a consequence, causal tree estimators may converge arbitrarily slowly uniformly over the covariate space. At the same time, these estimators can have small integrated mean squared error, showing that average accuracy can mask local inaccuracy. Our results also clarify the role of balanced partition assumptions in existing theoretical guarantees for causal forests and related ensemble methods.

Elliptically symmetric distributions are a classic example of a semiparametric model where the location vector and the scatter matrix (or a parameterization of them) are the two finite-dimensional parameters of interest, while the density generator represents an \textit{infinite-dimensional nuisance} term. This basic representation of the elliptic model can be made more accurate, rich, and flexible by considering additional \textit{finite-dimensional nuisance} parameters. Our aim is therefore to investigate the deep and counter-intuitive links between statistical efficiency in estimating the parameters of interest in the presence of both finite and infinite-dimensional nuisance parameters. Previous seminal works have addressed this problem by leveraging a general result: if the statistical model has a specific group invariance, then the projection operator onto the semiparametric nuisance tangent space can be asymptotically expressed as a conditional expectation with respect to the maximal invariant sub-$σ$ algebra. In this article, we show that, for the statistical model of elliptical distributions, the projection operator can be explicitly computed without relying on the above-mentioned asymptotic approximation. This allows us to obtain original results also for the case in which the location vector and the scatter matrix are parameterized by a finite-dimensional vector that can be partitioned in two sub-vectors: one containing the parameters of interest and the other containing the nuisance parameters. As an example, we illustrate how the obtained results can be applied to the well-known \virg{low-rank} parameterization. Furthermore, while the theoretical analysis will be developed for Real Elliptically Symmetric (RES) distributions, we show how to extend our results to the case of Circular and Non-Circular Complex Elliptically Symmetric (C-CES and NC-CES) distributions.

Average treatment effects (ATE) and conditional average treatment effects (CATE) are foundational causal estimands, but they target changes in expected outcomes and can miss treatment-induced changes in the shape of outcome distributions. A canonical failure mode occurs when control outcomes are unimodal, treated outcomes become bimodal, and both distributions have the same mean. In such cases mean-based causal estimands are zero even though the geometry and topology of the outcome law change substantially. This paper develops a topological causal framework based on persistent homology. We formalize a persistent-homology ignorability condition, define topological analogues of CATE and ATE, and prove that these estimands are identifiable up to an explicit error bound under approximate topological ignorability. We also clarify a subtle but important point: a marginal persistence-diagram effect is not identified from conditional topological ignorability alone because persistent homology does not in general commute with mixtures over covariates. To preserve the original intuition while ensuring scientific correctness, we retain the marginal effect as a motivating quantity, but place the mathematically sound conditional estimands at the center of the theory. A synthetic experiment with mean-preserving topology change shows that mean-based causal estimands remain near zero while the proposed topological effect increases sharply and remains recoverable after adjustment for confounding.

A common impediment in conducting inference for Bayesian nonparametric models is either the need for complex MCMC algorithms and/or computational run-time for large datasets. We propose solutions here for Enriched Dirichlet process mixtures (EDPM). We derive a variational Bayes estimator based on a previously developed truncation approximation for EDPMs. The variational Bayes estimator can be used in two ways: 1) to develop a more efficient truncation approximation; 2) as good initial values for a blocked Gibbs sampler based on this more efficient truncation approximation or for a polya urn sampler. We derive the accuracy of this more efficient truncation approximation and demonstrate how this allows for simple implementation of a blocked Gibbs Sampler EDPMs in Nimble. We confirm the validity of the approximations by simulations and illustrate on a real data set.

We consider the robustness of score-based generative modeling to errors in the estimate of the score function. In particular, we show that Langevin dynamics is not robust to the $L^2$ errors (more generally $L^p$ errors) in the estimate of the score function. It is well-established that with small $L^2$ errors in the estimate of the score function, diffusion models can sample faithfully from the target distribution under fairly mild regularity assumptions in a polynomial time horizon. In contrast, our work shows that even for simple distributions in high dimensions, Langevin dynamics run for any polynomial time horizon will produce a distribution far from the target distribution in Total Variation (TV) distance, even when the $L^2$ error (more generally $L^p$) of the estimate of the score function is arbitrarily small. Considering such an error in the estimate of the score function is unavoidable in practice when learning the score function from data, our results provide further justification for diffusion models over Langevin dynamics and serve to caution against the use of Langevin dynamics with estimated scores.

We revisit the problem of bounding the expected supremum of a canonical Gaussian process indexed by a convex set $T \subset \mathbf{R}^d$. We develop two decompositions for the Gaussian width, based on the geometry of the index set. The first decomposition involves metric projections of Gaussians onto rescaled copies of $T$. The second involves fixed points arising from a quadratically penalized variant of the local width. Neither decomposition directly invokes generic chaining constructions. Our results make use of recent work in geometric analysis and Gaussian processes. The work of Chatterjee [Ann. Statist., 2014] characterizes the behavior of the metric projection of a Gaussian random vector onto rescaled copies of $T$ with a variational problem involving localized Gaussian widths. We use these bounds to develop decompositions of the Gaussian width using the local metric structure of $T$. Second, we leverage the work of Vitale [Ann. Probab., 1996] to form a connection between the Wills functional (and hence the intrinsic volumes of $T$) and the first terms that appear in our decompositions. Finally, invoking recent work by Mourtada [J. Eur. Math. Soc., 2025] on the logarithm of the Wills functional, we show that the width is controlled by a single, ''peak index'' of the intrinsic volumes. In the worst case, our bound recovers a local form of the classical Dudley integral.

The use of algorithmic predictions in decision-making leads to a feedback loop where the models we deploy actively influence the data distributions we see, and later use to retrain on. This dynamic was formalized by Perdomo et al. 2020 in their work on performative prediction. Our main result is an unconditional reduction showing that any no-regret algorithm deployed in performative settings converges to a (mixed) performatively stable equilibrium: a solution in which models actively shape data distributions in ways that their own predictions look optimal in hindsight. Prior to our work, all positive results in this area imposed strong restrictions on how models influenced distributions. By using a martingale argument and allowing randomization, we avoid any assumption on how populations respond to predictions and sidestep recent hardness results showing that deterministic stable models are in general PPAD-hard to compute. Lastly, on a more conceptual note, our connection sheds light on why common algorithms, like gradient descent, are naturally stabilizing and prevent runaway feedback loops. We hope our work enables future technical transfer of ideas between online optimization and performativity.

Neural scaling laws underlie many of the recent advances in deep learning, yet their theoretical understanding remains largely confined to linear models. In this work, we present a systematic analysis of scaling laws for quadratic and diagonal neural networks in the feature learning regime. Leveraging connections with matrix compressed sensing and LASSO, we derive a detailed phase diagram for the scaling exponents of the excess risk as a function of sample complexity and weight decay. This analysis uncovers crossovers between distinct scaling regimes and plateau behaviors, mirroring phenomena widely reported in the empirical neural scaling literature. Furthermore, we establish a precise link between these regimes and the spectral properties of the trained network weights, which we characterize in detail. As a consequence, we provide a theoretical validation of recent empirical observations connecting the emergence of power-law tails in the weight spectrum with network generalization performance, yielding an interpretation from first principles.

The rapid proliferation of high-quality synthetic data -- generated by advanced AI models or collected as auxiliary data from related tasks -- presents both opportunities and challenges for statistical inference. This paper introduces a GEneral Synthetic-Powered Inference (GESPI) framework that wraps around a broad class of statistical inference procedures to safely enhance sample efficiency by combining synthetic and real data. Our framework leverages high-quality synthetic data to boost statistical power, yet adaptively defaults to the standard method using only real data when synthetic data are of low quality. The error rate of our method remains below a user-specified bound without any distributional assumptions on the synthetic data, and decreases as the quality of the synthetic data improves. This flexibility enables seamless integration with conformal prediction, risk control, hypothesis testing, and multiple testing procedures, all without modifying the base inference method. We demonstrate the benefits of our method on challenging tasks with limited labeled data, including AlphaFold protein structure prediction, and comparing large reasoning models on complex math problems.

Exploring causal relationships in stochastic time series is a challenging yet crucial task with a vast range of applications, including finance, economics, neuroscience, and climate science. Many algorithms for Causal Discovery (CD) have been proposed; however, they often exhibit a high sensitivity to noise, resulting in spurious causal inferences in real data. In this paper, we observe that the frequency spectra of many real-world time series follow a power-law distribution, notably due to an inherent self-organizing behavior. Leveraging this insight, we build a robust CD method based on the extraction of power-law spectral features that amplify genuine causal signals. Our method consistently outperforms state-of-the-art alternatives on both synthetic benchmarks and real-world datasets with known causal structures, demonstrating its robustness and practical relevance.

This paper considers the asymptotic behavior in $β$-Hölder spaces, and under $L^p$ loss, of the non-modified gamma kernel density estimator introduced by Chen [Ann. Inst. Statist. Math. 52 (2000), 471-480] for the analysis of nonnegative data, in the situation where the target may have a finite effective or true upper endpoint but the estimator itself is left untruncated and treats the support as $[0,\infty)$. The finite endpoint is used as an analytical device in the definition of the function class and the risk, not as information supplied to the estimator. The functional classes are chosen so that the target density matches smoothly to zero at the upper endpoint, which isolates the behavior at the origin and avoids an additional upper-endpoint leakage bias. It is shown that this estimator can achieve the minimax rate asymptotically for a suitable choice of bandwidth whenever $(p,β)\in [1,3)\times(0,2]$, or whenever $3 \leq p < 4$ and $(p-3)/(p-2) < β\leq 2$. It is also shown that this estimator cannot be minimax when either $p\in [4,\infty)$ or $β\in (2,\infty)$. The remaining region $\left\{(p,β): 3 < p < 4,\ 0 < β\leq (p-3)/(p-2)\right\}$ is an open case.

Cross-validation (CV) is known to provide asymptotically exact tests and confidence intervals for model improvement but only when the model comparison is relatively stable. Surprisingly, we prove that even simple, individually stable models can generate relatively unstable comparisons, calling into question the validity of CV inference. Specifically, we show that the Lasso and its close cousin, soft-thresholding, generate relatively unstable comparisons and invalid CV inferences, even in the most favorable of learning settings and when both models are individually stable. These findings highlight the importance of verifying relative stability before deploying CV for model comparison.

Multicalibration gradient boosting has recently emerged as a scalable method that empirically produces approximately multicalibrated predictors and has been deployed at web scale. Despite this empirical success, its convergence properties are not well understood. In this paper, we provide computational guarantees for multicalibration gradient boosting algorithms. We show that the magnitude of successive prediction updates decays at $O(1/\sqrt{T})$, which implies the same convergence rate bound for the empirical multicalibration error over rounds. Under additional smoothness assumptions on the weak learners, this rate improves to linear convergence. We further establish convergence for adaptive variants. Experiments on real-world datasets support our theory and clarify the regimes in which the method achieves fast convergence.

Differentially private synthetic data enables the sharing and analysis of sensitive datasets while providing rigorous privacy guarantees for individual contributors. A central challenge is to achieve strong utility guarantees for meaningful downstream analysis. Many existing methods ensure uniform accuracy over broad query classes, such as all Lipschitz functions, but this level of generality often leads to suboptimal rates for statistics of practical interest. Since many common data analysis queries exhibit smoothness beyond what worst-case Lipschitz bounds capture, we ask whether exploiting this additional structure can yield improved utility. We study the problem of generating $(\varepsilon,δ)$-differentially private synthetic data from a dataset of size $n$ supported on the hypercube $[-1,1]^d$, with utility guarantees uniformly for all smooth queries having bounded derivatives up to order $k$. We propose a polynomial-time algorithm that achieves a minimax error rate of $O_{k,d}(n^{-\min \{1, \frac{k}{d}\}})$, up to a $\log(n)$ factor. This characterization uncovers a phase transition at $k=d$. Our results generalize the Chebyshev moment matching framework of (Musco et al., 2025; Wang et al., 2016) and strictly improve the error rates for $k$-smooth queries established in \citep{wang2016differentially}. Moreover, we establish the first minimax lower bound for the utility of $(\varepsilon,δ)$-differentially private synthetic data with respect to $k$-smooth queries, extending the Wasserstein lower bound for $\varepsilon$-differential privacy in (Boedihardjo et al., 2024).

A physics-constrained Gaussian Process regression framework is developed for predicting shocked material states and their associated uncertainties along the Hugoniot curve using data from a small number of shockwave simulations. The proposed Gaussian process is constrained by the Rankine-Hugoniot jump conditions between the various shocked material states to construct a thermodynamically consistent covariance function. This leads to the formulation of an optimization problem over a small number of interpretable hyperparameters and enables the identification of regime transitions, from a leading elastic wave to trailing plastic and phase transformation waves. Shock Hugoniots are an important measure for understanding material behavior under extreme conditions, including for the development of equations of state and determining material properties such as the Hugoniot Elastic Limit, but they are costly to generate through large-scale molecular dynamics simulations or shock experiments. Under these constraints, the proposed methodology establishes Hugoniot curves from a limited number of molecular dynamics simulations. We consider silicon carbide as a representative material and Molecular Dynamics simulations are performed using a reverse ballistic approach. The framework reproduces the Hugoniot curve with satisfactory accuracy while also quantifying the uncertainty in the predictions using the Gaussian Process posterior. These uncertain Hugoniot predictions can then be used to calibrate equation of state models, estimate material properties, or inform future experimental and/or simulation campaigns.

Derivative-free Bayesian inversion arises in science and engineering applications, particularly when forward model is costly or infeasible to differentiate through. Existing derivative-free methods collapse the posterior to a point estimate or return severely over-confident uncertainty on high-dimensional, nonlinear problems. We introduce Blade, which produces accurate and well-calibrated posteriors using an ensemble of interacting particles. Blade leverages diffusion models as data-driven priors, and only queries the forward model through forward evaluations (i.e., derivative-free). Theoretically, we show the convergence and stability of Blade under forward model approximation and prior score estimation error. Empirically, on nonlinear fluid dynamics, Blade produces well-calibrated posterior samples that existing derivative-free methods cannot, as measured by CRPS, the spread-skill ratio, and the rank histogram. Its accuracy and calibration improve consistently with more iterations and particles, backed by our convergence and stability analysis and empirical experiments.

Heterogeneity in efficacy is sometimes observed across baskets in basket trials. In this study, we propose a model-free clustering framework that groups baskets based on transition probabilities derived from the trajectories of treatment response, rather than relying solely on a single efficacy endpoint such as the objective response rate. The number of clusters is not predetermined but is automatically determined in a data-driven manner based on the similarity structure among baskets. After clustering, baskets within the same cluster are analyzed using a hierarchical Bayesian model. This framework aims to improve the estimation precision of efficacy endpoints and enhance statistical power while maintaining the type~I error rate at the nominal level. The performance of the proposed method was evaluated through simulation studies. The results demonstrated that the proposed method can accurately identify cluster structures in heterogeneous settings and, even under such conditions, maintain the type~I error rate at the nominal level while improving statistical power.

Extracting anomaly causality facilitates diagnostics once monitoring systems detect system faults. Identifying anomaly causes in large systems involves investigating a broader set of monitoring variables across multiple subsystems. However, learning graphical causal models (GCMs) comes with a significant computational burden that restrains the applicability of most existing methods in real-time and large-scale deployments. In addition, modern monitoring applications for large systems often generate large amounts of binary alarm flags, and the distinct characteristics of binary anomaly data -- the meaning of state transition and data sparsity -- challenge existing causality learning mechanisms. This study proposes an anomaly causal discovery approach (AnomalyCD), addressing the accuracy and computational challenges of generating GCMs from temporal binary flag datasets. The AnomalyCD presents several strategies, such as anomaly data-aware causality testing, sparse data and prior link compression, and edge pruning adjustment approaches. We validate the performance of the approach on two datasets: monitoring sensor data from the readout-box system of the Compact Muon Solenoid experiment at CERN, and a public dataset from an information technology monitoring system. The results on temporal GCMs demonstrate a considerable reduction of computation overhead and a moderate enhancement of accuracy on the binary anomaly datasets. Code: https://github.com/muleina/AnomalyCD .

Conditional independence (CI) is central to causal inference, feature selection, and graphical modeling, yet it is untestable in many settings without additional assumptions. Existing CI tests often rely on restrictive structural conditions, limiting their validity. Kernel methods using partial covariance operators offer a more principled approach but suffer from limited adaptivity and scalability. In this work, we explore whether representation learning can help address these limitations. Specifically, we focus on representations derived from the singular value decomposition of partial covariance operators and use them to construct a simple test statistic. We also introduce a bi-level contrastive algorithm to learn these representations. Our theory links representation learning error to test performance and establishes asymptotic validity and power guarantees. Experiments on real and synthetic data suggest that this approach offers a principled and statistically grounded path toward scalable CI testing, bridging kernel-based theory with modern representation learning.

Generative models augmented with external tools and update mechanisms (or \textit{agents}) have demonstrated capabilities beyond intelligent prompting of base models. As agent use proliferates, dynamic multi-agent systems have naturally emerged. Recent work has investigated the theoretical and empirical properties of low-dimensional representations of agents based on query responses at a single time point. This paper introduces the Temporal Data Kernel Perspective Space (TDKPS), which jointly embeds agents across time, and proposes several novel hypothesis tests for detecting behavioral change at the agent- and group-level in black-box multi-agent systems. We characterize the empirical properties of our proposed tests, including their sensitivity to key hyperparameters, in simulations motivated by a multi-agent system of evolving digital personas. Finally, we demonstrate via natural experiment that our proposed tests detect changes that correlate sensitively, specifically, and significantly with a real exogenous event. As far as we are aware, TDKPS is the first principled framework for monitoring behavioral dynamics in black-box multi-agent systems -- a critical capability as generative agent deployment continues to scale.

This paper introduces new empirical process tools for analyzing a broad class of statistical learning models under heavy-tailed noise and complex function classes. Our primary contribution is the derivation of two Dudley-type maximal inequalities for expected empirical processes that remove restrictive assumptions such as light tails and uniform boundedness of the function class. These inequalities enlarge the scope of empirical process theory available for statistical learning and nonparametric estimation. Exploiting the new bounds, we establish robustness guarantees for deep ReLU network estimators in Huber and quantile regression. In particular, we prove a unified non-asymptotic sub-Gaussian concentration bound that remains valid even under infinite-variance noise and provide a comprehensive analysis of non-asymptotic robustness for deep Huber estimators across all noise regimes. For deep quantile regression, we provide the first non-asymptotic sub-Gaussian bounds without requiring moment assumptions. As an additional application, our framework yields estimation error bounds for nonparametric least-squares estimators that simultaneously accommodate infinite-variance noise, non-Donsker function classes, and approximation error. Moreover, unlike prior approaches based on specialized multiplier processes, our framework extends to broader empirical risk minimization problems, including the nonparametric generalized linear models and the ``set-structured'' models.

Graph spectral representations are fundamental in graph signal processing, providing a rigorous frameworkforanalyzing graph-structured data. The graph fractional Fourier transform (GFRFT) extends the graph Fourier transform (GFT) through a fractional-order parameter, enabling flexible spectral analysis with mathematical consistency. The angular graph Fourier transform (AGFT) further introduces angular control by rotating GFT eigenvectors; however, existing constructions may fail to reduce exactly to the GFT at zero angle, weakening theoretical consistency and interpretability. To address these complementary limitations, namely the lack of rotation-based basis control in GFRFT and the defective zero-angle degeneracy of AGFT, this paper proposes the rotation-parameterized graph fractional Fourier transform (RP-GFRFT), which unifies fractional order and rotation-parameterized spectral analysis. A degeneracy preserving rotation matrix family is constructed to guarantee exact GFT reduction at zero angle. TwoRP-GFRFTvariants,I-RP-GFRFTandII-RP-GFRFT,arethenformulated, with theoretical analyses confirming their unitarity, invertibility, reduction behavior, and smooth parameter dependence. The fractional order and rotation angle are jointly optimized for adaptive graph spectral filtering. Experiments on real-world signals, images, and point clouds demonstrate that RP-GFRFT improves denoising accuracy, reconstruction quality, and feature preservation over GFRFT, AGFT, and representative filtering baselines.

In this paper, we study the problem of finding a collection of planted cycles in an \ER random graph $G \sim \mathcal{G}(n, λ/n)$, in analogy to the famous Planted Clique Problem. When the cycles are planted on a uniformly random subset of $δn$ vertices, we show that almost-exact recovery (that is, recovering all but a vanishing fraction of planted-cycle edges as $n \to \infty$) is information-theoretically possible if $λ< \frac{1}{(\sqrt{2 δ} + \sqrt{1-δ})^2}$ and impossible if $λ> \frac{1}{(\sqrt{2 δ} + \sqrt{1-δ})^2}$. Moreover, despite the worst-case computational hardness of finding long cycles, we design a polynomial-time algorithm that attains almost exact recovery when $λ< \frac{1}{(\sqrt{2 δ} + \sqrt{1-δ})^2}$. This stands in stark contrast to the Planted Clique Problem, where a significant computational-statistical gap is widely conjectured.

We introduce a general integral framework for computing fractional, complex, absolute, and logarithmic moments from the moment-generating function (MGF) under explicit regularity conditions. By evaluating a complex extension of the MGF along a vertical contour, we obtain exact integral expressions that bypass the need for explicit probability densities and high-order derivatives. We establish conditions for negative fractional moments using the symmetric Cauchy principal value, including the requirement that the distribution have no point mass at the centering point. We demonstrate the theoretical scope and computational practicality of the framework through applications to the normal-inverse Gaussian distribution and a semicontinuous compound Poisson-Gamma distribution. In the latter case, the framework handles point masses at the boundary by evaluating conditional fractional moments.

Universality results for equivariant neural networks remain rare. Those that do exist typically hold only in restrictive settings: either they rely on regular or higher-order tensor representations, leading to impractically high-dimensional hidden spaces, or they target specialized architectures, often confined to the invariant setting. This work develops a more general account. For invariant networks, we establish a universality theorem under separation constraints, showing that the addition of a fully connected readout layer secures approximation within the class of separation-constrained continuous functions. For equivariant networks, where results are even scarcer, we demonstrate that standard separability notions are inadequate and introduce the sharper criterion of $\textit{entry-wise separability}$. We show that with sufficient depth or with the addition of appropriate readout layers, equivariant networks attain universality within the entry-wise separable regime. Together with prior results showing the failure of universality for shallow models, our findings identify depth and readout layers as a decisive mechanism for universality, additionally offering a unified perspective that subsumes and extends earlier specialized results.

This paper investigates the rank aggregation problem through the lens of multi-way comparison data derived from rater scores. Departing from traditional parametric frameworks, such as the Bradley-Terry and Plackett-Luce models, we propose a model-free method that accommodates highly heterogeneous preference distributions across raters and encompasses weak stochastic transitivity in pairwise comparisons as a special case. We establish the theoretical foundations of the proposed estimator by proving its consistency, demonstrating that the proportion of discordant pairs (Kendall tau) converges to zero in probability as the number of raters diverges. Furthermore, we derive upper and lower bounds for a performance metric based on Kendall's tau. In certain asymptotic regimes, these bounds coincide up to logarithmic factors, so the estimator is nearly minimax optimal. These results are obtained by analyzing the convergence behavior of a U-empirical process; the novel technical results developed for this analysis may be of independent theoretical interest. The practical utility of our method is validated through extensive simulations and applications to sports player rankings and survey preference aggregation.

We propose a new approach for the modeling large datasets of nonstationary spatial processes that combines a latent low rank process and a sparse covariance model. The low rank component coefficients are endowed with a flexible graphical Gaussian Markov random field model. The utilization of a low rank and compactly-supported covariance structure combines the full-scale approximation and the basis graphical lasso; we term this new approach the full-scale basis graphical lasso (FSBGL). Estimation employs a graphical lasso-penalized likelihood, which is optimized using a difference-of-convex scheme. We illustrate the proposed approach on synthetic fields as well as with a challenging high-resolution simulation dataset of the thermosphere. In a comparison against state-of-the-art spatial models, the FSBGL performs better at capturing salient features of the thermospheric temperature fields, even with limited available training data.

The integration of external data using Bayesian mixture priors has become a powerful approach in clinical trials, offering significant potential to improve trial efficiency. Despite their strengths in analytical tractability and practical flexibility, existing methods such as the robust meta-analytic-predictive (rMAP) and self-adapting mixture (SAM) often presume borrowing without rigorously assessing whether external information is appropriate to incorporate. When external and concurrent data are discordant, excessive borrowing can bias estimation and lead to misleading conclusions. To address this, we introduce WOW, a Kullback-Leibler-based gating strategy guided by the widely applicable information criterion (WAIC). Within the mixture-prior framework, WAIC-Optimized Weighting (WOW) conducts a preliminary compatibility assessment between external and concurrent trial data to determine eligibility for borrowing. Only if this gating criterion is satisfied does borrowing proceed; a downstream mixture prior procedure, using user-specified fixed or adaptive weights, can then be applied to determine the amount of borrowing. Simulation studies demonstrate that incorporating the WOW strategy before Bayesian mixture prior borrowing methods effectively mitigates excessive borrowing and improves estimation accuracy. A real-data illustration further highlights the feasibility and interpretability of the proposed gate-then-borrow strategy. By providing a practical safeguard against inappropriate borrowing, WOW strengthens the reliability of mixture-prior methods and supports better decision-making in clinical trials.

We propose a contrast-based estimation method for Gaussian processes with time-inhomogeneous drifts, observed under high-frequency sampling. The process is modeled as the sum of a deterministic drift function and a stationary Gaussian component with a parametric kernel. Our method constructs a local contrast function from adjacent increments, which avoids inversion of large covariance matrices and allows for efficient computation. We prove consistency and asymptotic normality of the resulting estimators under general ergodicity conditions. A distinctive feature of our approach is that the drift estimator attains a nonstandard convergence rate, stemming from the direct Riemann integrability of the drift density. This highlights a fundamental difference from standard estimation regimes. Furthermore, when the local contrast fails to identify all parameters in the covariance kernel, moment-based corrections can be incorporated to recover identifiability. The proposed framework is simple, flexible, and particularly well suited for high-frequency inference with time-inhomogeneous structure.

Flow-based generative models can face numerical challenges on scientific data with multiscale Fourier spectra, often producing large errors at fine scales. We approach this problem within the flow matching and stochastic interpolants framework, through the principled design of noise distributions and interpolation schedules. Working in function space ensures that the generative model remains well defined as the resolution is refined; the Lipschitz regularity of the drift is important to both this function-space well-posedness and the integration cost at fixed resolution. The central observation is that the noise should be at least as rough as the target distribution -- measured by Fourier-spectrum decay -- in order to keep the Lipschitz constant finite. For Gaussian and near-Gaussian targets whose fine-scale structure is known, matched-spectrum noise improves numerical efficiency over standard white-noise choices. For more complex non-Gaussian targets, matched-spectrum noise may not be sufficient, and we propose scale-adaptive interpolation schedules to mitigate the terminal-time stiffness that arises when the noise is rougher than the data. Numerical experiments on synthetic Gaussian random fields and on invariant measures of the stochastic Allen--Cahn and Navier--Stokes equations illustrate the approach and demonstrate its ability to generate high-fidelity samples at lower computational cost than traditional approaches.

A novel approach to adding an additional parameter to a family of distributions for better adaptability has been put forth. This approach yields a versatile class of distributions supported on the positive real line. An important advantage of the proposed family is that the additional parameter admits a clear interpretation in terms of tail behavior, providing a simple mechanism for modulating tail heaviness. We proceed to analyze its mathematical characteristics, such as critical points, modality, stochastic representation, identifiability, quantiles, moments, and truncated moments. We present two new regression models for positive continuous data based on submodels of the newly proposed family of distributions, in which the distribution of the response variable is reparameterized in terms of the median. We use the maximum likelihood method to estimate the parameters, which was implemented through the gamlss package in R. The proposed regression models were applied to a real dataset, and their advantages over common alternative regression models were demonstrated through quantile residual analysis and information criteria.

In clustering tasks, it is essential to structure the feature space into clear, well-separated distributions. However, because short text representations have limited expressiveness, conventional methods struggle to identify cluster centers that truly capture each category's underlying semantics, causing the representations to be optimized in suboptimal directions. To address this issue, we propose IOCC, a novel few-shot contrastive learning method that achieves alignment between the cluster centers and the semantic centers. IOCC consists of two key modules: Interaction-enhanced Optimal Transport (IEOT) and Center-aware Contrastive Learning (CACL). Specifically, IEOT incorporates semantic interactions between individual samples into the conventional optimal transport problem, and generate pseudo-labels. Based on these pseudo-labels, we aggregate high-confidence samples to construct pseudo-centers that approximate the semantic centers. Next, CACL optimizes text representations toward their corresponding pseudo-centers. As training progresses, the collaboration between the two modules gradually reduces the gap between cluster centers and semantic centers. Therefore, the model will learn a high-quality distribution, improving clustering performance. Extensive experiments on eight benchmark datasets show that IOCC outperforms previous methods, achieving up to 7.34\% improvement on challenging Biomedical dataset and also excelling in clustering stability and efficiency. The code is available at: https://anonymous.4open.science/r/IOCC-C438.

This paper studies the problem of inferring a $k$-factor, specifically a spanning $k$-regular graph, planted within an Erdos-Renyi random graph $G(n,λ/n)$. We show that as the average degree $λ$ surpasses the critical threshold of $1/k$, the inference problem undergoes a transition from almost exact recovery to partial recovery. Moreover, as $λ$ tends to infinity, the accuracy of recovery diminishes to zero. In addition, we characterize the recovery accuracy of a linear-time iterative pruning algorithm and show that it achieves almost exact recovery when $λ< 1/k$. A key component of our analysis is a two-step cycle construction: we first build trees through local neighborhood exploration and then connect them by sprinkling using reserved edges. Interestingly, for proving impossibility of almost exact recovery, we construct $Θ(n)$ many small trees of size $Θ(1)$, whereas for establishing the algorithmic lower bound, a single large tree of size $Θ(\sqrt{n\log n})$ suffices.

Temporal point processes (TPPs) are stochastic process models used to characterize event sequences occurring in continuous time. Traditional statistical TPPs have a long-standing history, with numerous models proposed and successfully applied across diverse domains. In recent years, advances in deep learning have spurred the development of neural TPPs, enabling greater flexibility and expressiveness in capturing complex temporal dynamics. The emergence of large language models (LLMs) has further sparked excitement, offering new possibilities for modeling and analyzing event sequences by leveraging their rich contextual understanding. This survey presents a comprehensive review of recent research on TPPs from three perspectives: Bayesian, deep learning, and LLM approaches. We begin with a review of the fundamental concepts of TPPs, followed by an in-depth discussion of model design and parameter estimation techniques in these three frameworks. We also revisit classic application areas of TPPs to highlight their practical relevance. Finally, we outline challenges and promising directions for future research.

We introduce a novel and flexible framework for constructing locally adaptive Hamiltonian Monte Carlo (HMC) samplers by Gibbs sampling the algorithm's tuning parameters conditionally based on the position and momentum at each step. For adaptively sampling path lengths, our Gibbs self-tuning (GIST) approach encompasses randomized HMC, multinomial HMC, the No-U-Turn Sampler (NUTS), and the Apogee-to-Apogee Path Sampler as special cases. We exemplify the GIST framework with a novel alternative to NUTS for locally adapting path lengths, evaluated with an exact Hamiltonian for a high-dimensional, ill-conditioned Gaussian measure and with the leapfrog integrator for a suite of diverse models.

This paper studies semiparametric Bayesian inference for the average treatment effect on the treated (ATT) within the difference-in-differences (DiD) research design. We propose two new Bayesian methods with frequentist validity. The first one is the semiparametric Bayesian outcome regression, where we place a Gaussian process prior on the conditional mean function of the control group. The second method is a doubly robust Bayesian procedure that adjusts the prior distribution of the conditional mean function and subsequently corrects the posterior distribution of the resulting ATT. We prove new semiparametric Bernstein-von Mises (BvM) theorems for both proposals. Monte Carlo simulations and an empirical application demonstrate that the proposed Bayesian DiD methods exhibit strong finite-sample performance. We also present extensions of the canonical DiD approach, incorporating clustered data and staggered entry with multiple periods.

Spreadsheet tools are widely accessible to and commonly used by K-12 students and teachers. While spreadsheets are not ideal for many types of statistical analysis, they have an important role in data collection and organization. From a pedagogical standpoint, spreadsheets make data visible and easy to interact with, facilitating student engagement in data exploration, analysis, and computation. Though not suitable for all tasks, spreadsheets can facilitate learning and practicing data and computing skills for K-12 students. This paper 1) demonstrates the potential utility of spreadsheets in K-12; 2) reviews prior frameworks and standards that are relevant for K-12 data tools; and 3) proposes data-driven data skills to help develop data acumen and computational fluency. We provide some example activities, identify challenges and barriers to adoption, suggest pedagogical approaches to ease the learning curve for instructors and students, and discuss the need for professional development to facilitate deeper use of spreadsheets for data science and STEM disciplines.

In this paper, we introduce two flexible extensions of the classical Gini index, referred to as the extended lower and upper Gini indices. The proposed measures are based on the differences between an observation and the minimum and maximum order statistics in samples of size $m\geqslant 2$ and reduce to the classical Gini coefficient when $m=2$. Unlike conventional Gini-type measures, they provide a position-oriented assessment of inequality relative to the lower and upper tails of the distribution. We establish the consistency and asymptotic normality of the proposed estimators under mild regularity conditions. For gamma-distributed populations, we derive exact expressions for their expectations and prove their unbiasedness, thereby extending previous results of [Deltas, G. 2003. The small-sample bias of the gini coefficient: Results and implications for empirical research. Review of Economics and Statistics 85:226-234] and [Baydil, B., de la Peña, V. H., Zou, H., and Yao, H. 2025. Unbiased estimation of the gini coefficient. Statistics & Probability Letters 222:110376]. The finite-sample performance of the estimators is investigated through Monte Carlo simulations, and an application to 2023 GDP per capita data from South American countries illustrates the practical usefulness of the proposed measures. The results show that the extended lower and upper Gini indices provide a richer and more informative characterization of inequality than traditional Gini-type measures.

Early and accurate detection of anomalies in time-series data is critical due to the substantial risks associated with false or missed detections. While MLP-based mixer models have shown promise in time-series analysis, they do not maintain temporal causality during data processing. Moreover, real-world multivariate time series often contain numerous channels with diverse inter-channel correlations. Spurious correlations in the reconstructed time series lead to noisy representations, resulting in inaccurate anomaly detection. In addition, anomaly scoring methods that ignore temporal continuity can mislead sequential detection. To address these challenges, we propose a cluster-aware causal mixer for multivariate time-series anomaly detection. Channels are grouped into clusters based on their correlations, and each cluster is embedded through a dedicated embedding layer. A causal mixer is introduced to integrate information while maintaining temporal causality. We further develop a sequential anomaly-scoring method that accumulates evidence over time and refines anomaly boundaries. Our proposed model operates in an online fashion, making it suitable for real-time time-series anomaly detection. Experimental evaluations across six public benchmark datasets demonstrate that the proposed approach consistently achieves superior performance.

Recent advances in generative artificial intelligence (GenAI) models have enabled the generation of personalized content that adapts to up-to-date user context. While personalized decision systems are often modeled using bandit formulations, the integration of GenAI introduces new structure into otherwise classical sequential learning problems. In GenAI-powered interventions, the agent selects a query, but the environment experiences a stochastic response drawn from the generative model. Standard bandit methods do not explicitly account for this structure, where actions influence rewards only through stochastic, observed treatments. We introduce generator-mediated bandit-Thompson sampling (GAMBITTS), a bandit approach designed for this action/treatment split, using mobile health interventions with large language model-generated text as a motivating case study. GAMBITTS explicitly models both the treatment and reward generation processes, using information in the delivered treatment to accelerate policy learning relative to standard methods. We establish regret bounds for GAMBITTS by decomposing sources of uncertainty in treatment and reward, identifying conditions where it achieves stronger guarantees than standard bandit approaches. In simulation studies, GAMBITTS consistently outperforms conventional algorithms by leveraging observed treatments to more accurately estimate expected rewards.

A dynamic treatment regime is a sequence of medical decisions that adapts to the evolving clinical status of a patient over time. To facilitate personalized care, it is crucial to assess the probability of each available treatment option being optimal for a specific patient, while also identifying the key prognostic factors that determine the optimal sequence of treatments. This task has become increasingly challenging due to the growing number of individual prognostic factors typically available. In response to these challenges, we propose a Bayesian model for optimizing dynamic treatment regimes that addresses the uncertainty in identifying optimal decision sequences and incorporates dimensionality reduction to manage high-dimensional individual covariates. The first task is achieved through a suitable augmentation of the model to handle counterfactual variables. For the second, we introduce a novel class of spike-and-slab priors for the multi-stage selection of significant factors, to favor the sharing of information across stages. The effectiveness of the proposed approach is demonstrated through extensive simulation studies and illustrated using clinical trial data on severe acute arterial hypertension.

The recently proposed scalable ARMA model preserves the parsimony of traditional VARMA models while achieving greater computational tractability. However, existing studies are limited to regularized least squares estimation (LSE) for high-dimensional settings, which is not only statistically less efficient but also requires the sub-Gaussian assumption for its theoretical guarantees. Moreover, it still lacks inference tool for real applications. To fill this gap, we develop a quasi-maximum likelihood estimation (QMLE) framework for scalable ARMA models. Its asymptotic normality is established under a finite fourth order moment condition, and we formally prove its asymptotic efficiency gain over LSE. We also introduce an efficient block coordinate descent algorithm for computation and a consistent Bayesian information criterion for model selection. Simulation studies validate the finite-sample performance of our methodology, and an empirical application to six macroeconomic indicators demonstrates its practical utility.

We introduce exploration via linear loss perturbations (EVILL), a randomised exploration method for structured stochastic bandit problems that works by solving for the minimiser of a linearly perturbed regularised negative log-likelihood function. We show that, for the case of generalised linear bandits, EVILL reduces to perturbed history exploration (PHE), a method where exploration is done by training on randomly perturbed rewards. In doing so, we provide a simple and clean explanation of when and why random reward perturbations give rise to good bandit algorithms. We propose data-dependent perturbations not present in previous PHE-type methods that allow EVILL to match the performance of Thompson-sampling-style parameter-perturbation methods, both in theory and in practice. Moreover, we show an example outside generalised linear bandits where PHE leads to inconsistent estimates, and thus linear regret, while EVILL remains performant. Like PHE, EVILL can be implemented in just a few lines of code.

Only a small fraction of patients with chronic kidney disease (CKD) progress to dialysis, creating severe class imbalance that limits the performance of machine learning models for early dialysis prediction. This challenge is compounded by the binary structure of electronic health record (EHR) data, for which most existing augmentation methods were not designed. We propose Binary Gaussian Copula Synthesis (BGCS), a two-stage data augmentation method tailored to binary clinical data. BGCS first generates synthetic minority-class samples using a Gaussian copula framework that explicitly models pairwise dependencies among binary features, then applies a fine-tuned GPT-2 classifier to filter out clinically implausible samples before training. We evaluated BGCS on a real-world EHR dataset of 15,169 patients with CKD from West Virginia collected between 2008 and 2022, benchmarking it against SMOTE, CTGAN, and standard Gaussian Copula across four machine learning classifiers over 25 independent runs. BGCS consistently outperformed all comparison methods, achieving the highest minority-class recall for 90-day dialysis prediction, with median values ranging from 0.78 to 0.87 across classifiers, and the strongest distributional fidelity to real data, with a mean p-value of 0.68 across features. The best-performing BGCS-augmented model was integrated into an interpretable decision tree-based clinical decision support system for dialysis risk stratification, with electrolyte imbalances, cardiovascular comorbidities, and renal monitoring indicators emerging as the most influential predictive features. These findings suggest that augmentation methods designed for the structural properties of binary EHR data can meaningfully improve early dialysis risk prediction and support the development of interpretable clinical decision-support tools for CKD care.

Let $\mathcal{M}$ denote the class of randomised monotone functions on $\mathbb{R}$ with values in $[0,1]$, and let $U_{\mathcal{M}}\colon \mathbb{R}_+\to \mathbb{R}_+$ be the minimal function for which \[ \mathbb{P}\left\{ \sqrt{η_f}\, \sup_{t\in\mathbb{R}} \left| f_Z(t) - \Exf{f_Z(t)} \right| \ge \varepsilon\sqrt{U_{\mathcal{M}}(η_f)} \right\} \le 2\mathrm{e}^{-2\varepsilon^2} \] holds for every member $f_Z$ of $\mathcal{M}$ of finite effective sample size $η_f$ and every positive $\varepsilon$. We prove that for every $x> 1$, \[ \left| \sqrt{U_{\mathcal{M}}(x)} - \sqrt{\log_4 x} \right| \le 2 \min\!\left\{ 1,\, \frac{2 \ln(\mathrm{e} + \ln x)}{\sqrt{\ln x}} \right\}\,. \] The optimal scale $\sqrt{U_{\mathcal{M}}(x)}$ is sharply tied, uniformly at finite sample sizes, to $\frac{1}{\sqrt{2\ln 2}}\sqrt{\ln x}$.

Liesel is a Python framework for Bayesian model building and posterior computation with dedicated support for generalized additive regression models that is designed to reduce friction in methodological work. The framework consists of three components. The first component, Liesel-Model, represents models as directed acyclic graphs and supports interactive model construction, modification, visualization, prediction, and prior or posterior predictive simulation. The second component, Liesel-Goose, provides a modular MCMC framework based on reusable kernels and supports blocked componentwise sampling as well as user-defined Gibbs and Metropolis--Hastings updates, while leveraging JAX for automatic differentiation, just-in-time compilation, and hardware acceleration. The third component, Liesel-GAM, supplies high-level building blocks for generalized additive regression models and provides functionality for formula-based model specification, summaries, diagnostics, and effect visualization. Together, these parts make Liesel an effective tool for the rapid development, testing, and application of Bayesian models and MCMC algorithms. Liesel's modular architecture allows users to extend the software to models and inference algorithms beyond generalized additive models and MCMC, offering considerable flexibility for a wide spectrum of statistical research.

The success of many healthcare programs depends on participants' adherence. We consider the problem of scheduling interventions in low resource settings (e.g., placing timely support calls from health workers) to increase adherence and/or engagement. Past works have successfully developed several classes of Restless Multi-armed Bandit (RMAB) based solutions for this problem. Nevertheless, all past RMAB approaches assume that the participants' behaviour follows the Markov property. We demonstrate significant deviations from the Markov assumption on real-world data on a maternal health awareness program from our partner NGO, ARMMAN. Moreover, we extend RMABs to continuous state spaces, a previously understudied area. To tackle the generalised non-Markovian RMAB setting we (i) model each participant's trajectory as a time-series, (ii) leverage the power of time-series forecasting models to learn complex patterns and dynamics to predict future states, and (iii) propose the Time-series Arm Ranking Index (TARI) policy, a novel algorithm that selects the RMAB arms that will benefit the most from an intervention, given our future state predictions. We evaluate our approach on both synthetic data, and a secondary analysis on real data from ARMMAN, and demonstrate significant increase in engagement compared to the SOTA, deployed Whittle index solution. This translates to 16.3 hours of additional content listened, 90.8% more engagement drops prevented, and reaching more than twice as many high dropout-risk beneficiaries.

Current methods for determining whether a time series exhibits fractal structure (FS) rely on subjective assessments on estimators of the Hurst exponent (H). Here, I introduce the Bayesian Assessment of Scaling, an analytical framework for drawing objective and accurate inferences on the FS of time series. The technique exploits the scaling property of the diffusion associated to a time series. The resulting criterion is simple to compute and represents an accurate characterization of the evidence supporting different hypotheses on the scaling regime of a time series. Additionally, a closed-form Maximum Likelihood estimator of H is derived from the criterion, and this estimator outperforms the best available estimators.