This paper studies indoor tracking from wall-mounted backscatter fiducials in corridor segments outside direct transmitter illumination. In the measured setup, the transmitter-to-fiducial links are NLOS, whereas the fiducial-to-receiver links along the corridor are largely LOS. The main challenge is that the effective fiducial response is deployment-dependent, so a fixed calibrated link budget is not reliable. We therefore use a grid-based penalized-likelihood tracker that profiles the receiver path, a fitted log-distance slope parameter, and fiducial-specific offsets directly from received powers. The resulting paths can then be reused as surrogate calibration coordinates for residual-map correction, while the same correction with measured calibration coordinates is reported only as a reference. On a short four-fiducial corridor segment, the profiled dual-band tracker gives a 0.52 m median error without measured calibration coordinates, and surrogate residual correction improves this to 0.46 m. With measured calibration coordinates, the same correction and a RADAR-style fingerprint reference both reach 0.31 m. The main remaining limitation is therefore the quality of the surrogate calibration paths rather than the structured observation model itself.

Passive backscatter devices (BDs) can enable indoor non-line-of-sight (NLOS) positioning by serving as virtual anchors whose Doppler-separated signatures are observable in standard channel estimates. This paper studies continuous user-equipment (UE) tracking in corridor environments using a noncoherent power-domain formulation that avoids BD phase synchronization and remains robust to residual carrier offsets and strong multipath. The BD-dependent measurements are modeled by a log-distance law with unknown BD-specific offsets, which allows passive asynchronous devices to be used as anchors without transmit-power calibration. Based on this model, we develop a corridor-constrained maximum a posteriori (MAP) tracker with motion regularization and Huber-robust estimation. In ray-tracing-inspired simulations, the method achieves median positioning errors of 0.23--0.27 m with 90th-percentile errors below 0.45 m. In office-corridor measurements with four passive BDs at 866 MHz, it attains an aggregated median error of 0.505 m and outperforms a simple weighted-average baseline. The results show that passive asynchronous BDs can provide practical sub-meter indoor NLOS tracking while remaining compatible with existing channel-estimation pipelines and energy-autonomous BD deployments.

This paper presents a pilot-aided study of multiple-input multiple-output (MIMO) channel identification and linear deconvolution under spatially correlated Gaussian noise. A real-valued $4\times4$ baseband model is analyzed for both memoryless and finite-impulse-response channels. The noise process is generated from a Toeplitz covariance matrix, the channel is estimated from pilot symbols through maximum-likelihood/least-squares formulations, and the empirical mean-square error is compared with the Cramer--Rao bound. The estimated channel is then used for data-symbol recovery through maximum-likelihood zero-forcing and linear minimum-mean-square-error deconvolution. The results show that sufficiently long and well-conditioned pilot blocks allow the channel estimator to approach the theoretical lower bound, whereas short training intervals cause rank and conditioning limitations, especially for the four-tap model. The deconvolution experiments further show that MMSE regularization provides a more stable inverse than unregularized zero forcing at low signal-to-noise ratios and for inaccurate channel estimates.

Integrated sensing and communication is an important technology for sixth-generation (6G) mobile networks, enabling the joint use of communication and radar sensing within a unified system. While offering significant benefits in terms of spectral efficiency, ISAC introduces new security challenges. In particular, the joint use of resources for sensing and communication can increase vulnerability to eavesdropping and information leakage. In this paper, we study an uplink Non-Orthogonal Multiple Access (NOMA) system where the base station (BS) simultaneously receives user data and senses a potential eavesdropper (Eve) with uncertain location. To enhance the physical-layer security, a robust sensing signal is designed to both sense and jam Eve. We formulate a joint optimization problem that aims to maximize the users' sum rate and the BS sensing performance while maintaining security against Eve. Since the resulting optimization problem is non-convex, we develop an iterative alternating optimization (AO) algorithm that decomposes it into two tractable subproblems. In the first subproblem, the receive combining vectors are optimized in closed form using generalized eigenvalue decomposition. In the second subproblem, the transmit beamforming matrices and sensing power are jointly optimized via semidefinite relaxation (SDR) and successive convex approximation (SCA). Simulation results demonstrate the effectiveness of our solution in terms of fast convergence and resource allocation.

In distant microphones, broadband (BB) methods for direction-of-arrival (DoA) estimation are more suitable than narrowband (NB) methods. Due to the aggregation of their optimization function across all frequency bands, BB estimators are robust to spatial aliasing, a known problem in processing distant microphone data. In NB methods, DoA estimation is performed by utilizing \textit{local} information in each frequency band and hence the estimation is affected by spatial aliasing. However, unlike BB methods, NB methods exploit frequency sparsity to estimate the DoAs of \textit{multiple speakers} in a \textit{single time frame}. In this article, a method to improve the robustness of a NB DoA estimator to spatial aliasing is developed. The proposed method is based on cross-correlation of speech-present time-frequency regions obtained by single frequency filtering (SFF) of the microphone signals. The SFF spectrum is chosen because SFF components have regions of high signal-to-noise ratio both in time and frequency and because speech and non-speech discrimination is robust to degradations in the SFF domain. The proposed NB estimator is compared to four state-of-the-art estimators (one NB and three BB) using detection and accuracy metrics on simulated and real-world data in different reverberation and noise conditions. The results show that in all the environments, the SFF-based NB approach outperforms the state-of-the-art NB approach. Furthermore, the performance of the SFF-based approach is better than some of the BB estimators.

Robust direction-of-arrival (DoA) estimation from noisy and reverberant microphone signals remains challenging. Conventional estimators such as generalized cross-correlation (GCC) and its variants operate in the short-time Fourier transform (STFT) domain, where spectral features primarily reflect vocal-tract characteristics. Recent single frequency filtering (SFF)-based estimators instead use a time-frequency representation that provides high spectral resolution of harmonics along with high temporal resolution of excitation-source events, such as epoch-like impulses. Since excitation-source features have been shown to be more robust to noise and reverberation than spectral features, this work proposes an improved SFF-based DoA estimator that correlates the envelopes of SFF outputs across microphone channels using PHAT-weighted GCC. We further provide a comprehensive evaluation of SFF-based and state-of-the-art GCC-based estimators using publicly available real-room recordings under challenging reverberant, multi-speaker, and noise-corrupted conditions. Experimental results show that the proposed method and an existing SFF-based estimator achieve detection and accuracy performance that is superior or comparable to the best GCC-based estimator across all test cases. We also demonstrate that using speech-dominant bins improves GCC-PHAT robustness, motivating future incorporation of such weighting strategies into SFF-based DoA estimation.

In this work, we study zero-shot cross-lingual speech-based Alzheimer's disease detection (SADD). We hypothesize that learning language-invariant multimodal representations by fusing multilingual speech and text pretrained models is essential for reliable transfer to unseen languages, as the two modalities capture complementary acoustic and linguistic markers of cognitive impairment while adversarial learning suppresses language-specific confounds. Empirical results in zero-shot cross-lingual evaluation substantiate the hypothesis, showing that multimodal fusion consistently outperforms unimodal baselines. To this end, we propose ORBIT, a novel framework that combines cross-attentive fusion, multi-tap language adversaries, and complementary spherical--hyperbolic geometric learning with consensus clustering. Across settings, ORBIT achieves the strongest performance compared to unimodal models and simple concatenation-based fusion baselines.

Numerical integration plays a central role in inertial navigation systems, where sensor measurements are propagated through time to obtain orientation, velocity, and position states. The accuracy of this propagation depends on the numerical integrator type, order and step-size. Prior work showed that for second-order systems with known forcing functions, the gauge freedom in the variation of parameters technique can be exploited to reduce truncation error without modifying the integrator. However, this approach requires analytical knowledge of the forcing function, limiting its applicability in real-world systems. To address this limitation we propose the u-space methodology, a novel state mapping that generalizes the gauge freedom to systems with unknown forcing functions. The optimal gauge is derived in closed form for second-order systems and in both closed and empirical form for first-order systems. The proposed approach was evaluated through Monte Carlo simulations across four forcing functions, five sensor grades, and four Adams-Bashforth orders, as well as on a real-world inertial navigation dataset. Results show consistent error reduction across all tested conditions, with the largest gains observed in the full inertial mechanization pipeline, making the approach applicable to high-grade inertial systems, where truncation error constitutes a larger share of the error budget, and to aided low-cost systems with high-rate updates, where propagation spans only short inter-update intervals.

The presence of interfering scatterers fundamentally changes the design principle for MIMO sensing. Unlike the target-only case, where MIMO sensing sequence design reduces to optimizing the transmit sample covariance, this paper shows that scatterer-induced signal-dependent interference makes the Bayesian Fisher information depend on the full temporal precoding sequence. Consequently, for the MIMO sensing problem with scatterers using the Bayesian Cramér-Rao lower bound (BCRLB) as the objective, the entire sensing sequence must be designed explicitly, instead of just the precoding matrix. This paper considers such a precoding sequence design problem under hardware constraint for MIMO sensing for estimating the azimuth angles of multiple targets based on the prior information of both the targets and the scatterers. We formulate a worst-case BCRLB minimization across multiple target angles, yielding a max-min fractional program under constant-modulus or constant-norm hardware constraints. We further develop a constant-norm linear transform that converts the ratio objectives into linear forms, leading to an iterative algorithm with closed-form precoder updates. The framework extends to joint precoder-combiner design and multi-stage sensing with adaptive prior refinement. Numerical results demonstrate the effectiveness and the efficiency of the proposed algorithm, revealing sweeping-like beampatterns that illuminate target angular regions while suppressing interference from the scatterers.

Whether connected units are similar because influence spreads across ties or because similar units form ties, is a long-standing problem. Contagion or influence is generically unidentified from observational network data. We consider the minimal and common setting of a single network, fixed over time, with two waves of a binary nodal outcome. Rather than positing a parametric model for network formation, we reframe identification of contagion as a selection-bias problem and develop a sensitivity framework. We define a controlled direct effect (CDE) holding a tie present while intervening on an alter's outcome. We show that the gap between the CDE and the observed connected-dyad risk ratio is governed by how strongly a latent homophily variable shifts the composition of connected dyads. Inspired by Smith-style selection-bias sensitivity analysis and the risk-ratio bounding function of Ding and VanderWeele we develop interpretable nonparametric bounds. This translates the question "is there contagion?" into the question "how strong would latent homophily have to be to explain away the observed contagion?" A simulation study characterizes the bounds' error control and power. We apply the framework to the 2008 U.S. House votes on the Troubled Asset Relief Program, identifying under which assumptions contagion is plausible.

We introduce an amortized Bayesian framework for spatial boundary detection that generalizes posterior inference across areal graphs with varying numbers of regions and diverse adjacency structures. The underlying model couples a Poisson count likelihood with a covariate-driven rule to interrupt smoothing across dissimilar neighboring areas, utilizing a directed acyclic graph autoregressive (DAGAR) prior to capture residual spatial dependence. To approximate the target posterior distribution, a neural engine is trained on simulated maps: a permutation-invariant summary network encodes graph-aware representations of the observed counts, offsets, covariates, and adjacency matrices, while a conditional normalizing flow generates the approximate posterior draws. Simulation studies demonstrate accurate parameter recovery, near-nominal interval coverage, well-calibrated posterior predictive behavior, and informative posterior boundary probabilities. Benchmarking against Markov chain Monte Carlo (MCMC) confirms close agreement regarding primary boundary evidence, and an ablation study validates the inclusion of model-guided graph summaries. Finally, applications to Glasgow respiratory disease and California lung cancer data demonstrate that a single trained neural engine can be seamlessly deployed across real-world maps with distinct graph structures, yielding boundary conclusions consistent with established localized smoothing analyses.

Alzheimer's disease is characterized by the progressive accumulation of amyloid-$β$ and tau followed years later by cognitive impairment. Despite this established motif, substantial subject-level variability exists in the age of pathological progression and the onset of cognitive symptoms. To understand the source of this variation, subjects must be aligned across heterogeneous disease timelines via frameworks that jointly model disease progression and time to cognitive impairment with reference to landmark positivity thresholds. Existing neurodegenerative disease progression models rely on restrictive parametric forms, fail to anchor disease timelines to positivity thresholds, and decouple biomarker trajectories from cognitive survival endpoints. To address these limitations, we introduce the Bayesian Threshold-Aligned Joint Disease Progression Model (B-TAJ DPM). This generative, semi-parametric framework models multivariate disease progression trajectories over latent disease timelines anchored at landmark positivity thresholds. Crucially, the framework integrates a survival model to link pathological progression to cognitive impairment. Posterior inference and posterior predictions for unseen subjects are carried out in open-source software. Simulation studies demonstrate excellent estimation accuracy and interval coverage. When applied to Alzheimer's Disease Neuroimaging Initiative data, B-TAJ DPM characterizes non-linear progression patterns, quantifies subject-level variation in positivity age, and reveals links between age of tau positivity and acceleration of cognitive impairment.

Prior to the version 1.3.1 update on CRAN in December 2025, gsynth, a popular R package for estimating Interactive Fixed Effects (IFE) models, could drastically and systematically underestimate standard errors. This underestimation would occur when two estimation options (inference = "parametric", and EM = TRUE) were used together, in which case the package would apply a parametric bootstrap procedure to Gobillon and Magnac (2016)'s IFE-EM estimator. The package ceased supporting this combination in December 2025, and the latest documentation now describes the parametric bootstrap as not suitable for use with the IFE-EM estimator due to a theoretical incompatibility. Our focus is an implementation error we identified in the pre-1.3.1 versions of gsynth: the parametric bootstrap used when EM = TRUE did not match the algorithm proposed in Xu (2017), using in-sample residuals instead of out-of-sample errors. We show that this implementation error alone can cause underestimation by orders of magnitude. We conduct an empirical Monte Carlo study using randomly assigned placebo treatments on a series of state-level panel datasets, and show that gsynth could yield high false positive rates in realistic settings. We identify three papers published in the American Political Science Review that are affected by this behavior. Reanalyzing the relevant sections of these papers, we show that (i) correcting the implementation error renders most findings insignificant, and (ii) using Xu (2017)'s Generalized Synthetic Control method in place of IFE-EM renders every finding insignificant.

Geostatistical spatial prediction for environmental processes is typically undertaken using Gaussian process models via Kriging, while machine learning (ML) algorithms are state-of-the-art for non-spatial prediction. An exciting recent fusion of these ideas imbibes traditional ML algorithms with the capacity to deal with spatial autocorrelation, leading to improved predictive performance. A range of approaches have been proposed, including fusion with Gaussian processes, observation-driven correlation structures, spatial basis functions and local geographical fitting. However, there has been no numerical comparison of their relative predictive performances, which is needed to advise environmental scientists on the optimal approach to use. This paper fills this knowledge gap, and focuses on random forests as the ML algorithm because they are more computationally and conceptually straightforward to implement than deep learning algorithms. The results from two studies are presented, the first being a controlled simulation experiment investigating whether any single approach is consistently superior across different spatial autocorrelation types. The second study focuses on the prediction of air pollution concentrations within a tuberculosis prevalence study in Blantyre, Malawi. The results show that whilst no single approach is universally superior, utilising spatial basis functions appears to perform consistently well across both the simulation and real data studies.

Understanding urban mobility patterns is crucial for designing efficient and sustainable transportation systems. Motivated by an application to the municipality of Padova and its surroundings, we propose a novel statistical framework for the analysis and clustering of mobility trajectories derived from telephonic data. We introduce a compositional representation of individual movements that integrates the uncertain device location with information on the surrounding road network, encoding at each time point the proportions of different road types compatible with the observed position. This formulation naturally accounts for measurement uncertainty and yields trajectories evolving in the simplex. To model these data, we develop a state-space framework for compositional time series that captures both the telephonic measurement error and the temporal dynamics of the latent mobility process. Building on this representation, we propose a model-based clustering approach based on mixtures of state-space models to identify groups of trajectories with similar evolution. This allows us to aggregate individual movements into interpretable mobility patterns at the population level. The results of the case study demonstrate the ability of the approach to uncover meaningful mobility behaviors, providing insights that are potentially relevant to policy makers.

Understanding how individual metro usage evolves over multi-year horizons is essential for transit planning and passenger retention. However, existing approaches typically characterize mobility patterns as static clusters or short-term variability, leaving the lifecycle dynamics of transit participation underexplored. This study proposes a state-based lifecycle modeling framework that integrates Hidden Semi-Markov Models (HSMM) with discrete-time survival analysis to characterize the evolution of individual metro mobility. The HSMM infers latent mobility states with explicit duration distributions and a transition matrix governing regime changes, while the survival component models exit and re-entry events via state-dependent hazard functions conditioned on mobility-state trajectories and behavioral history. Applied to four years of smart card data from the Shanghai metro system (2021-2024), the framework enables the identification of interpretable mobility states, the characterization of transition dynamics, and the quantification of state-dependent exit and re-entry processes. The analysis reveals five robust mobility states with a directional transition hierarchy centered on an occasional-usage gateway state, and fundamentally different temporal mechanisms governing disengagement and return: exit hazard is state-dependent but duration-independent, whereas re-entry hazard decays sharply with inactivity length. These findings provide a methodological foundation for lifecycle-oriented mobility analysis and practical guidance for transit operators to identify at-risk users and time retention interventions.

The influence of environmental exposures, such as air pollution, on human health has become increasingly recognized. A growing body of evidence suggests that the microbiome may mediate these effects, explaining the relationship between the environment and host biology. However, the impact of environmental exposures on the microbiome is not yet fully understood, and statistical modeling in this context is challenged by complex dependency structures. In particular, microbiome data exhibit spatial dependencies across sampling regions as well as ecological correlations among microbial taxa, which, if ignored, can substantially reduce detection power, leading to missed true signals. We introduce a novel spatial mixed modeling framework for microbiome data that accounts for both region-level spatial dependency and taxon-level ecological dependency using conditional autoregressive priors. Through simulations, we demonstrate that this framework outperforms existing methods that ignore such dependencies, by achieving high detection power in feature selection while maintaining low false positive rates and reduced mean squared error in estimation. Applied to two real studies-data from Food and Microbiome Longitudinal Investigation study and lung microbiome dataset-with fine particulate matter (PM_2.5) exposures, our model identified genera, which are known to be involved in pollution-related health outcomes, as well as novel taxa that may mediate host responses to air pollution. This novel approach offers a powerful and flexible tool for uncovering biologically meaningful associations in complex environmental data.

Subgroup analysis is routinely used in randomized controlled trials to examine whether treatment effects are homogeneous across patient subgroups or differ because of treatment-effect heterogeneity. In this paper, we investigate the properties of the odds ratio and the relative response in subgroup analyses with binary outcomes, extending previous work with new theoretical insights and methodological developments. We establish several new theorems that characterize how the odds ratio for the overall population changes in both magnitude and direction when two subgroups are combined. These results further confirm that the odds ratio is inappropriate as an efficacy measure in this subgroup setting, whereas the relative response is appropriate. We also present the formal relationship between the odds ratio and the relative response, and clarify their differences in terms of the logic-respecting property, that is, whether the overall efficacy lies between the subgroup efficacies, and the dilution property, that is, whether mixing subgroups moves the overall odds ratio toward 1. Although the odds ratio is generally not logic-respecting, it may behave approximately like a logic-respecting efficacy measure under certain conditions. To illustrate our findings, we present an illustrative example based on clinical trial data and discuss its implications for subgroup analysis in randomized controlled trials.

Understanding how extreme price movements propagate across financial and energy markets is critical for risk management and regulatory design in the EU Emissions Trading System (EU ETS). We apply Hüsler-Reiss graphical models of extremes to a system of 20 daily variables centred on EU allowances futures across Phases 3 and 4 of the EU ETS (2013--2025), with a Gaussian graphical model as the average-dependence baseline. The tail networks are structurally distinct from the average dependence network: substantially denser, organized around different central nodes, and governed by within-sector homophily that binds sector boundaries more tightly than at the average-dependence level. EU allowances futures are peripheral in the standard graphical model but achieve the highest centrality in the tail networks, while equity indices and major FX pairs follow the opposite trajectory. Exponential random graph models confirm equity and FX peripherality in tail networks across all sample periods and identify triadic closure during market downturns as a Phase~3 phenomenon that vanishes in Phase~4. The phase transition restructures the tail network without thinning it: average dependence contracts sharply while tail dependence persists, and crash contagion shifts from clustered to diffuse propagation. These findings have direct implications for hedge construction by compliance entities, stress-test calibration by regulators, and the design of systemic-risk monitoring tools for EU ETS markets.

Explaining precipitation behavior at daily scale is important for fine scale understanding of the mechanisms driving precipitation. However, this effort is challenging because of the frequent incidence of zeros. The challenge is amplified by the acknowledged incidence of two types of zeros -- absence of precipitation as a dry event and absence of measured precipitation due to detection limits. In this work, we propose a multilevel spatio-temporal model which allows us to distinguish and explain the two types of zeros, as well as to model positive precipitation above the detection limit. The methodology combines a point mass at zero with probability modeled through a probit regression, a Gamma regression for latent positive precipitation amounts, and an observation mechanism subject to threshold-induced censoring. To capture spatial dependencies, Gaussian processes are employed in each regression model. Working within a Bayesian framework, we can obtain a rich range of inference with exact uncertainty. In particular, we provide model-based inference tools to compare and quantify differences between the true precipitation process and its observed counterpart across relevant characteristics. We apply our model to the analysis of daily spring observations at 70 sites over 15 years from the Ebro River Basin in northeastern Spain. Our findings indicate that the threshold strongly affects the occurrence of observed precipitation, especially in humid regions. While its impact on total accumulated amounts is small, it can exert a relevant effect on upper quantiles.

We develop an anytime-valid framework for optimal policy identification from logged contextual bandit data. In many applied settings, the analyst wants to select the optimal policy from a candidate policy class $Π$, but data are generated by an externally determined logging policy that they do not control. The analyst may also wish to monitor evidence continuously, stopping once the optimal policy is clear rather than committing to a fixed sample size in advance. This paper addresses these challenges by constructing a time-indexed set $S_t$ that retains the true optimal policy set uniformly over time with high probability. The resulting procedure allows the analyst to monitor policy values, eliminate clearly suboptimal policies, and stop at data-dependent times without invalidating inference. When the optimal policy is unique, we define a stopping time for its identification and derive a sample-complexity bound scaling as $O\!\left(\frac{\log |Π|+\log\log(1/Δ_{\min})}{Δ_{\min}^2}\right)$, where $Δ_{\min}$ is the gap between the best and second-best policy values. Simulations demonstrate that the anytime-valid approach can yield substantial sample savings relative to fixed-$N$ designs. An application to a large adaptive experiment on reducing misinformation online illustrates how the method provides a dynamic view as evidence on the optimal policy accumulates.

Small sample sizes pose significant challenges in regression analysis, often leading to violations of classical assumptions such as normality, homoscedasticity, and independence of residuals. These violations compromise parameter estimation accuracy, reduce statistical power, and limit the generalizability of findings. This study introduces the Gaussian Process-based Modified Extreme Value Theorem (GP-MEVT) method, a novel hybrid data augmentation approach that combines Gaussian Process with Extreme Value Theory to address these limitations. The GP-MEVT method generates augmented observations that extend the predictor space beyond the observed range while preserving the underlying linear structure and introducing controlled variability based on residual variation, through comprehensive simulation studies across three variance scenarios (sigma = 2, 5, 8) and sample sizes (n = 10, 15, 20). Here, we demonstrate that GP-MEVT achieves a higher rate of assumption satisfaction, substantially outperforming standard bootstrap and bootstrap with noise methods. The proposed method also exhibits reasonable parameter estimation accuracy, with intercept and slope estimates consistently closer to true parameter values, and maintains competitive or superior model fitting performance as measured by root mean square error. Application to a real-world dataset confirms these advantages, with GP-MEVT achieving a 67.1% assumption satisfaction rate compared to 17.3% and 21.2% for bootstrap alternatives. These findings establish GP-MEVT as a robust and reliable framework for fitting linear regression models to small datasets, offering practitioners a principled approach to statistical inference when sample size limitations are unavoidable.

In recent years, there has been much progress toward the development of methods for converting three- and five-number summary statistics (i.e. minimum, maximum, median, and quartiles) to means and standard deviations (SDs). This is commonly done in the meta-analysis setting, where some studies report means and SDs, while other report quantile summaries. However, we show that three-number summaries, which are the most common, do not contain enough information to reliably estimate SDs. We show that very poor estimates can result, which may invalidate any inference and provide details of a sensitivity analysis that can allow researchers to have greater confidence in their results, or highlight potential sources of bias. We further explore whether nominating additional information can provide enough information regarding the unknown data shape to improve SD estimations, and in doing so introduce a new estimator using the scaled Beta distribution. Simulations and a real data example are used to highlight the advantages and disadvantages of this approach. A Web application is also provided to help researchers perform sensitivity analyses.

We study causal effect estimation with compositional treatments, where the exposure lies on a simplex and the estimand is defined over compositions rather than scalar or binary values. By considering a projection of the average potential outcome onto the treatment space, a kernel-based covariate functional balancing approach is adopted for weight construction. The weights are obtained by directly minimizing a worst-case balancing error over a reproducing kernel Hilbert space (RKHS) defined on the joint space of treatments and covariates, instead of being estimated under a treatment assignment model. Building on these weights, an augmented weighted estimator (AWE) is proposed, where the outcome function is estimated via kernel ridge regression and combined with a marginal augmentation over the covariate distribution. Despite the complex structure of the resulting objective, a finite-dimensional convex optimization problem is formulated via a representer theorem and a low-rank approximation. The proposed estimator achieves $\sqrt{n}$-consistency without requiring consistent estimation or smoothness of the weights. An asymptotic normality result is established around a sample-specific target. Empirical performance is demonstrated through simulation studies and a real data application.

Mediation analysis is widely used to disentangle causal pathways, yet in many real-world studies the mediator M and outcome Y are never jointly observed. This incompleteness breaks the standard identification strategy for natural direct and indirect effects. We introduce a novel data fusion framework that restores the identification by combining two incomplete data sources, one measuring $M$ and the other measuring Y. Our approach leverages shared instrumental variables (IVs) to circumvent the need to observe (M,Y) jointly, remains valid under unmeasured confounding via a no-interaction condition, and accommodates covariate and exposure shifts across data sources under a latent alignment condition. We establish two identification strategies, one for settings with a known set of valid IVs, and another for settings where valid IVs must be learned. We further develop semiparametric, influence-function-based estimators with multiple robustness properties, and propose an estimator that attains the semiparametric efficiency bound under appropriate conditions. We apply our framework to quantify the extent to which the effect of SNP rs610932 on dementia risk is mediated through immune-related gene-expression pathways.

Hidden Markov models are widely used to infer latent state sequences from sequential data, but Viterbi decoding reports only one most likely complete path. When decoded states carry scientific meaning, this single maximizer can conceal pathwise uncertainty created by multiple near-optimal trajectories. Conditional on a fitted HMM, we introduce the tropical Viterbi tube: the set of hidden trajectories whose complete-data log-score lies within a tolerance of the Viterbi optimum. State, transition, and change-status projections show which local features remain compatible with globally near-optimal complete paths, giving a pathwise uncertainty layer for HMMs in sequence analysis, ecology, finance, biomedical monitoring, and related domains. The tube is a posterior superlevel set on complete hidden-path space, with tolerance interpreted as a log posterior-odds loss relative to a Viterbi path. Calibrating the tolerance to a target posterior mass gives an HPD-threshold credible region for the complete latent path and conservative simultaneous projected bands. We prove monotonicity, step-function behavior, and deterministic stability guarantees, and compute projected tubes exactly by max-plus forward-backward recursions in O(TK^2) time for dense transitions. Posterior tube mass and HPD calibration are separate pathwise calculations approximated by FFBS. In a public bat-tracking application, robust foraging tube segments are enriched for feeding buzzes, whereas robust commuting segments are depleted: at eta = 0.005, enrichment is 2.25 with 95% bootstrap interval (1.73, 2.85) for robust foraging and 0.27 with interval (0.16, 0.44) for robust commuting.

This paper studies how long-run earthquake risk shapes national identity, separating a distributive margin (national membership as a rule for allocating scarce resources) from an expressive margin (pride, willingness to fight, and affective attachment). Linking World Values Survey respondents (1981-2022; 63 countries, 494 subnational regions) to subnational seismic-risk geography, I find that people living closer to high-risk zones express stronger national in-group orientation: more pride, more willingness to fight, and more priority for nationals when jobs are scarce. Family attachment and out-group hostility do not rise, while religiosity increases in parallel. The expressive margin is conditional: the pride response is pronounced where state-religion alignment and a cohesive religious field lend the symbolic infrastructure to cast disaster as a shared national ordeal, and indistinguishable from zero where they do not. A complementary design exploiting earthquakes between adjacent survey waves finds no average short-run response, yet the response it does detect concentrates among older, place-attached residents who cannot leave -- consistent with attitudes tracking a chronic, inescapable risk rather than single events. Together, the results point to a demand-side origin of national attachment: where a covariate shock would overwhelm local and family insurance, people turn to larger communities of protection and meaning -- the nation and religion -- a logic I formalize in a simple social-interaction model.

Despite near-universal electrification in many countries, electricity supply shortages continue to shape household energy use. This paper examines how households adapt to chronic grid failure in high-electrification, high-dependence contexts, using Lebanon as a case study. Drawing on original survey data from 1,000 households, we analyze both supply-side coping mechanisms such as diesel generators and solar photovoltaic (PV)-battery systems, and demand-side adaptations, including load shifting and demand suppression. The results reveal a landscape of household responses, where socioeconomic status plays a central role in determining access to backup solutions and the extent of met demand. While diesel generators remain widespread, a transition toward PV-battery systems is observed, especially among financially capable households. However, decentralized self-generation is associated with inefficiencies, including substantial levels of curtailed solar generation. On the demand side, households exhibit reductions in electricity use, leading to distinct consumption profiles depending on the type of backup system employed. These findings highlight the importance of distinguishing between met and unmet demand when assessing energy needs under unreliable supply. The paper contributes to the literature by providing a quantitative characterization of the interaction between self-generation and demand adaptation in a supply-constrained high-electrification context. It also offers empirical demand profiles that incorporate suppressed consumption, addressing a key gap in electricity system planning. From a policy perspective, the results underscore the need to account for unmet demand, address inequities in access to coping technologies, and reduce inefficiencies in decentralized systems.

Prediction markets are usually evaluated after their contracts exist, by asking how well prices forecast outcomes. We study the prior institutional margin of market formation, asking which uncertainties become tradable contracts at all. Using an audited dataset of 6,047 Africa-topic and Latin America-topic contracts listed on Polymarket and Kalshi, we construct a coded measure of settlement legibility, the degree to which an uncertainty can be worded, sourced, and credibly resolved by third parties, and validate it on 451 units under a frozen codebook, where independent double scoring reaches ordinal reliabilities of 0.92 and 0.96 on the primary dimensions and blind human benchmarks reach 0.97 and 0.92. Using this measure, we find that formation is selective in ways that public importance does not explain, with African inventory concentrated overwhelmingly in football while salient civic events produce little or no inventory, and Latin American inventory deeper but dominated by Venezuela, where attention to prospective United States military action sustains the largest civic cluster in the data. Legibility orders the inventory steeply, with sports and elections near the top of the scale and conflict at the bottom. In a formation test against an externally assembled frame of 131 civic events, legibility predicts listing in the expected direction but falls short of pre-specified acceptance criteria, while among listed contracts the relation between legibility and trading value is negative, as a model of selective listing implies and as we predicted before estimation. Prediction-market inventories therefore measure what platforms can settle as much as what traders believe, and reading them as maps of public interest conflates the two.

We introduce Martingale Doppelgänger-Eval, a public shadow-market benchmark for auditing whether vision-language models (VLMs) use candlestick evidence rather than extrapolate past trends. The central difficulty is identification: on real market histories, chart evidence and trend are strongly coupled, so an observational score cannot determine whether a fluent technical-analysis narrative is grounded in local visual evidence. We prove this limitation formally: no evaluation functional computed from observational chart--label data can distinguish a grounded responder from a trend-shortcut responder under strong coupling, whereas matched evidence interventions separate the same responders at an exponential rate and trend--label swaps provide an independent shortcut stress test. The benchmark therefore evaluates frozen VLMs on rendered OHLCV charts under four controlled mechanisms: a martingale-null market, injected-alpha counterfactual pairs, trend-confounder swaps, and regime shifts. A structural behavioral model identifies null-market bias, trend sensitivity, evidence sensitivity, prompt/renderer fragility, and evidence faithfulness; the accompanying statistical toolkit provides minimum detectable effects, block-aware sequential testing for metered APIs, and an overlap-weighted artifact check. Across frozen commercial and open VLMs, the identified regression assigns large positive coefficients to past trend but evidence coefficients that are zero or opposite to the rule-implied sign. Matched-pair analyses show that models either ignore injected candlestick semantics or move opposite to the rule-implied direction conditional on responding. The benchmark isolates a failure mode that standard observational chart benchmarks cannot detect and gives a reusable audit template for time-series imagery with controllable label mechanisms.