Reconstructing precise clinical timelines is essential for modeling patient trajectories and forecasting risk in complex, heterogeneous conditions like sepsis. While unstructured clinical narratives offer semantically rich and contextually complete descriptions of a patient's course, they often lack temporal precision and contain ambiguous event timing. Conversely, structured electronic health record (EHR) data provides precise temporal anchors but misses a substantial portion of clinically meaningful events. We introduce a retrieval-augmented multimodal alignment framework that bridges this gap to improve the temporal precision of absolute clinical timelines extracted from text. Our approach formulates timeline reconstruction as a graph-based multistep process: it first extracts central anchor events from narratives to build an initial temporal scaffold, places non-central events relative to this backbone, and then calibrates the timeline using retrieved structured EHR rows as external temporal evidence. Evaluated using instruction-tuned large language models on the i2m4 benchmark spanning MIMIC-III and MIMIC-IV, our multimodal pipeline consistently improves absolute timestamp accuracy (AULTC) and improves temporal concordance across nearly all evaluated models over unimodal text-only reconstruction, without compromising event match rates. Furthermore, our empirical gap analysis reveals that 34.8% of text-derived events are entirely absent from tabular records, demonstrating that aligning these modalities can produce a more temporally faithful and clinically informative reconstruction of patient trajectories than either source alone.

Feature attribution analysis is critical for interpreting machine learning models and supporting reliable data-driven decisions. However, feature attribution measures often exhibit stochastic variation: different train--test splits, random seeds, or model-fitting procedures can produce substantially different attribution values and feature rankings. This paper proposes a framework for incorporating stochastic nature of feature attribution and a robust attribution metric, RoSHAP, for stable feature ranking based on the SHAP metric. The proposed framework models the distribution of feature attribution scores and estimates it through bootstrap resampling and kernel density estimation. We show that, under mild regularity conditions, the aggregated feature attribution score is asymptotically Gaussian, which greatly reduces the computational cost of distribution estimation. The RoSHAP summarizes the distribution of SHAP into a robust feature-ranking criterion that simultaneously rewards features that are active, strong, and stable. Through simulations and real-data experiments, the proposed framework and RoSHAP outperform standard single-run attribution measures in identifying signal features. In addition, models built using RoSHAP-selected features achieve predictive performance comparable to full-feature models while using substantially fewer predictors. The proposed RoSHAP approach improves the stability and interpretability of machine learning models, enabling reliable and consistent insights for analysis.

Component network meta-analysis (CNMA) is a statistical methodology that enables estimation of relative effects for multi-component treatments, such as combinations of antidepressants, and individual components, such as single antidepressants, by synthesizing data from multiple studies. A commonly desired output of a systematic review and meta-analysis is a hierarchy of the treatments in terms of a certain performance metric. Methods have been established for standard network meta-analysis (NMA), but have not yet been extended to CNMA. In particular, CNMA presents unique challenges because the set of relative effects that can be uniquely estimated is more complex to determine compared to standard NMA, and a hierarchy involving relative effects that are not uniquely estimable is misleading. We present a step-by-step workflow for answering treatment hierarchy questions in both frequentist and Bayesian CNMA, including explicitly identifying the uniquely estimable relative effects. We illustrate the workflow by posing multiple treatment hierarchy questions in two distinct networks, one concerning primary care of depression and one disconnected network investigating treatment for chronic lymphocytic leukemia.

Instrumental variables (IV) methods are central to applied microeconomics. While classical approaches assume linear models with constant effects, recent literature has shifted toward the local average treatment effect (LATE) framework to accommodate heterogeneous treatment effects. This paper provides a practical guide to aligning empirical practice with recent theory. We first examine how different specifications with covariates lead to distinct weighted averages of covariate-specific LATEs. We then discuss how parametric misspecification can undermine the causal interpretation of these estimands and suggest flexible specifications as essential robustness checks. Finally, we review formal tests for LATE assumptions and methods robust to monotonicity violations. We provide a guide to software implementations to help researchers apply the methods in practice.

Nowadays refinery optimization utilizes sheer amounts of data, which can be handled with modern Linear Programming (LP) software, but the interpreting and applying the results remains challenging. Large petrochemical companies use massive models, with hundreds of thousands of input matrix elements. The LP solution is mathematically correct, but simplifications are made in the model, and data supply errors may occur. Therefore, further insight is needed to trust the results. The LP solver does not have a memory, so additional understanding could be gained by analyzing historical data and comparing it to the current plan. As such, machine learning approaches were suggested to support decision making based on the LP solution. Among these, Anomaly Detection tools are proposed to be used in tandem with the LP output. A transformed version of the popular ECOD methodology is applied. New methods are proposed to handle high-dimensional data: choosing the most informative pairs. Then, this is used alongside two 2D Anomaly Detection algorithms, revealing several business opportunities and data supply errors in the MOL refinery scheduling and planning architecture.

We study a prototypical situation when a learned predictor can discover useful low-dimensional structure in data, while using fewer samples than are needed for accurate prediction. Specifically, we consider the problem of recovering a multi-index polynomial $f^*(x)=h(Ux)$, with $U\in\mathbb{R}^{r\times d}$ and $r\ll d$, from finitely many data/label pairs. Importantly, the target function depends on input $x$ only through the projection onto an unknown $r$-dimensional central subspace. The algorithm we analyze is appealingly simple: fit kernel ridge regression (KRR) to the data and compute the Average Gradient Outer Product (AGOP) from the fitted predictor. Our main results show that under reasonable assumptions the top $r$-dimensional eigenspace of AGOP provably recovers the central subspace, even in regimes when the prediction error remains large. Specifically, if the target function $f^*$ has degree $p^*$, it is known that $n\asymp d^{p^*}$ samples are necessary for KRR to achieve accurate prediction. In contrast, we show that if a low degree $p$ component of $f^*$ already carries all relevant directions for prediction, subspace recovery occurs in the much lower sample regime $n\asymp d^{p+δ}$ for any $δ\in(0,1)$. Our results thus demonstrate a separation between prediction and representation, and provide an explanation for why iterative kernel methods such as Recursive Feature Machines (RFM) can be sample-efficient in practice.

This paper studies Markov-switching (MS) models with time-varying transition probabilities (TVTP) under various specifications of the transition probability matrix. Especially, we extend the two-regime common-variance setting of the Generalized Autoregressive Score (GAS) model from (Bazzi et al., 2017) to the general $K$-regime case with regime-specific means and variances. Our study contains comprehensive Monte Carlo simulations and we developed an open-source R package, \texttt{multiregimeTVTP}, for data simulation and parameter estimation. We find that the regime means, variances, and transition probabilities are reliably recovered, whereas the TVTP driving coefficients are harder to identify. Another finding from our paper is that the GAS score coefficient appears to be statistically non-identifiable, due to a ridge in the joint likelihood surface $(σ^2,A)$. In addition, we find that one-step point forecasts are remarkably robust to TVTP misspecification, but filtered regime probabilities are not, so correct specification matters most for characterizing regime dynamics rather than short-horizon forecasting. An empirical application to U.S. Treasury zero-coupon yield changes at four maturities (1961-2024) shows that an exogenous specification driven by the lagged yield level dominates the constant and lagged-change models in fit, while the GAS specification fails to converge, with $\hat{A}$ collapsing to zero, reflecting the same identifiability issue observed in simulation.

Flow matching (FM) constructs continuous-time ODE samplers by prescribing probability paths between a base distribution and a target distribution. In this note, we study FM through the lens of finite-sample plug-in estimation. In addition to replacing population expectations by sample averages, one may replace the target distribution itself by a finite-sample surrogate, ranging from the empirical measure to a smoothed estimator. This viewpoint yields a natural hierarchy of empirical FM models. For affine conditional flows, we derive the exact empirical minimizer and identify a smoothed plug-in regime in which the terminal law is exactly a kernel-mixture estimator. This plug-in perspective clarifies several coupled finite-sample biases of empirical FM. First, replacing the target law by a finite-sample surrogate changes the statistical target. Second, the empirical minimizer is generally not a gradient field, even when each conditional flow is. Third, a fixed empirical marginal path does not determine a unique particle dynamics: one may add extra vector fields whose probability flux has zero divergence without changing the marginal path. For Gaussian affine conditional paths, we give explicit families of such flux-null corrections. Finally, the source distribution provides a primary mechanism controlling upper tails of kinetic energy. In particular, Gaussian bases yield exponential upper-tail bounds for instantaneous and integrated kinetic energies, whereas polynomially tailed bases yield corresponding polynomial upper-tail bounds.

High-dimensional planted problems, such as finding a hidden dense subgraph within a random graph, often exhibit a gap between statistical and computational feasibility. While recovering the hidden structure may be statistically possible, it is conjectured to be computationally intractable in certain parameter regimes. A powerful approach to understanding this hardness involves proving lower bounds on the efficacy of low-degree polynomial algorithms. We introduce new techniques for establishing such lower bounds, leading to novel results across diverse settings: planted submatrix, planted dense subgraph, the spiked Wigner model, and the stochastic block model. Notably, our results address the estimation task -- whereas most prior work is limited to hypothesis testing -- and capture sharp phase transitions such as the "BBP" transition in the spiked Wigner model (named for Baik, Ben Arous, and Péché) and the Kesten-Stigum threshold in the stochastic block model. Existing work on estimation either falls short of achieving these sharp thresholds or is limited to polynomials of very low (constant or logarithmic) degree. In contrast, our results rule out estimation with polynomials of degree $n^δ$ where $n$ is the dimension and $δ> 0$ is a constant, and in some cases we pin down the optimal constant $δ$. Our work resolves open problems posed by Hopkins & Steurer (2017) and Schramm & Wein (2022), and provides rigorous support within the low-degree framework for conjectures by Abbe & Sandon (2018) and Lelarge & Miolane (2019).

We present a novel class of projected gradient (PG) methods for minimizing a smooth but not necessarily convex function over a convex compact set. We first provide a novel analysis of the constant-stepsize PG method, achieving the best-known iteration complexity for finding an approximate stationary point of the problem. We then develop an "auto-conditioned" projected gradient (AC-PG) variant that achieves the same iteration complexity without requiring the input of the Lipschitz constant of the gradient or any line search procedure. The key idea is to estimate the Lipschitz constant using first-order information gathered from the previous iterations, and to show that the error caused by underestimating the Lipschitz constant can be properly controlled. We then generalize the PG methods to the stochastic setting, by proposing a stochastic projected gradient (SPG) method and a variance-reduced stochastic gradient (VR-SPG) method, achieving new complexity bounds in different oracle settings. We also present auto-conditioned stepsize policies for both stochastic PG methods and establish comparable convergence guarantees.

The test-negative design has become popular for evaluating the effectiveness of post-licensure vaccines using observational data. In addition to its logistical convenience on data collection, the design is also believed to control for the differential health-care-seeking behavior between vaccinated and unvaccinated individuals, an important while often unmeasured confounder between the vaccination and infection. Hence, the design has been employed routinely to monitor seasonal flu vaccines and more recently to measure the COVID-19 vaccine effectiveness. Despite its popularity, the design has been questioned, in particular about its ability to fully control for the unmeasured confounding. In this paper, we explore deviations from a perfect test-negative design, and propose various sensitivity analysis methods for estimating the effect of vaccination measured by the causal odds ratio on the subpopulation of individuals with good health-care-seeking behavior. We start with point identification of the causal odds ratio under a test-negative design, comparing different forms of identification assumptions and their corresponding estimands. We then propose two approaches for conducting sensitivity analysis, addressing the influence of the unmeasured confounding in two different ways. Specifically, one approach investigates partial control for unmeasured confounding in the test-negative design, while the other examines the impact of unmeasured confounding on both vaccination and infection. Furthermore, we combine these approaches to provide narrower bounds on the true causal odds ratio, and further sharpen the bounds by restricting the treatment effect heterogeneity. Finally, we apply the proposed methods to evaluate the effectiveness of COVID-19 vaccines using observational data from test-negative designs.

Supervised fine-tuning (SFT) provides the standard approach for teaching LLMs new behaviors from offline expert demonstrations. However, standard SFT uniformly fits all samples -- including those with low likelihood under the base model -- which can disproportionately drive training updates toward overfitting specific samples rather than learning the target behavior. Moreover, adapting to these unlikely samples induces substantial policy shifts that degrade prior capabilities. Existing methods mitigate this by filtering, regenerating, or down-weighting low-likelihood data. In doing so, they often suppress precisely the novel behaviors the base model has yet to learn. We propose InfoSFT, a principled weighting scheme for the SFT objective that concentrates learning signals on maximally informative, medium-confidence tokens -- those neither overly familiar to the base model nor too unlikely to cause instability. Requiring only a one-line modification to the standard token-wise loss, InfoSFT demonstrably improves generalization over vanilla SFT and likelihood-weighted baselines across math, code, and chain-of-thought tasks with diverse model families, while better preserving pre-existing capabilities.

Randomized controlled trials often enroll participants whose characteristics differ from those of a target population, which can limit the generalizability of the estimated treatment effects when effect modifiers differ across populations. While existing generalizability methods primarily focus on estimating the average treatment effect (ATE) in the target population, such summaries may obscure important heterogeneity that is relevant for clinical and policy decision-making. In this work, we illustrate an approach for estimating the conditional average treatment effect (CATE) in a target population of trial-eligible individuals as a function of prespecified effect modifiers within a nested trial setting. Our approach combines semiparametric theory with flexible estimation: we first estimate nuisance functions using data-adaptive methods and construct pseudo-outcomes from conditional influence functions, then estimate the CATE function via local linear (kernel) regression. Sample splitting and cross-fitting are used to reduce overfitting bias and ensure asymptotic valid inference. Finite-sample performance is assessed via simulations and illustrated in the Coronary Artery Surgery Study (CASS).

Projected priors were originally introduced to accommodate parameter constraints, but have recently regained popularity due to their ability to assign probability mass to low-dimensional parameter sets, such as the spaces of sparse vectors, directed acyclic graphs, or transport plans. When employed as a transformation of random variables, projection is especially useful, since its contraction property not only preserves probability concentration, but also often preserves differentiability for gradient-based posterior computation. On the other hand, unless the projection can be obtained by some non-iterative algorithm, posterior computation can be expensive because it requires nesting an iterative optimization routine within each Markov chain Monte Carlo iteration. In this article, inspired by the success of continuous shrinkage models as replacements for discrete spike-and-slab priors, we propose a continuous relaxation of projected priors. The key idea is to quantify the duality gap between the primal projection loss and the dual objective, and impose a probabilistic prior that shrinks this gap toward zero. The resulting gap-shrinkage prior has a tractable form, does not require running an optimization subroutine inside each posterior update, and puts probability mass near the exact projection. We demonstrate useful properties of gap-shrinkage priors, including connections to global-local shrinkage priors, broad applicability to generalized projection functions, and competitive performance in posterior contraction. We apply the gap-shrinkage model to a marketing data analysis aimed at identifying important predictor effects on multivariate grocery-shopping decisions.

Active learning for continuous regression has lacked an acquisition function that targets epistemic uncertainty when the predictive distribution is multimodal: variance misses modal disagreement, and information-theoretic targets like BALD are designed for discrete outputs. We introduce a Two-Index framework that makes this separation explicit: one stochastic index selects among competing model hypotheses (epistemic source), while a second governs within-hypothesis randomness (aleatoric source). An entropy decomposition within the framework identifies the mutual information between the output and the epistemic index as a principled acquisition objective, and we prove this quantity vanishes as the model is trained on growing datasets, confirming that it captures exactly the uncertainty data can resolve. Because this mutual information is intractable for continuous outputs, we derive the Mutual Information Lower Bound (MI-LB) acquisition function, a closed-form approximation for Mixture Density Network ensembles. On benchmarks featuring multimodal systems, MI-LB matches or beats every baseline evaluated and is the only method to do so consistently -- geometric and Fisher-based baselines compete only when the input space already encodes the multimodality, and collapse otherwise.

We study inventory control with decision-dependent censoring, focusing on the censored or repeated newsvendor (R-NV), where each order quantity determines whether demand is fully observed or censored by sales. Existing approaches based on parametric Thompson sampling (TS) can be brittle under prior mismatch, while offline imputation methods need not transfer to online learning. Motivated by the predictive view of decision making, we combine these ideas by taking oracle actions on learned completions of latent demand. We propose in-context generative posterior sampling (ICGPS), which uses modern generative models that are meta-trained offline and deployed online by in-context autoregressive generation. Theoretically, we show that the Bayesian regret of ICGPS with a learned completion kernel is bounded by the Bayesian regret of a TS benchmark with the ideal completion kernel plus a deployment penalty scaling as $\sqrt{T}$ times the square root of the completion mismatch. This yields a plug-in template for operational problems with known TS regret bounds. For R-NV, we derive sublinear Bayesian regret by reducing censored feedback to bandit convex optimization feedback. We also show that, under reasonable coverage and stability assumptions, the online completion mismatch is controlled by the offline censored predictive mismatch, so offline predictive quality transfers to online performance. Practically, we instantiate ICGPS with ChronosFlow, which combines a frozen time-series transformer backbone with a trainable conditional normalizing-flow head for fast censoring-consistent sampling. In benchmark experiments, ChronosFlow-ICGPS matches correctly specified TS, outperforms myopic and UCB-style baselines, and is robust to prior mismatch and distribution shift. ChronosFlow-ICGPS also performs well for the real-world SuperStore dataset, especially under heavy censoring.

Existing clustering methods for functional data often prioritize partitioning accuracy over interpretability, making it challenging to extract meaningful insights when the data-generating process follows a specific underlying structure and an ordinal relationship among clusters is suspected. This work introduces K-Models, a novel framework that integrates ordinal constraints and estimates key underlying elements of the random process generating the observed functional profiles, improving both interpretability and structure identification. The proposed method is evaluated through simulations and real-world applications. In particular, it is tested on Region of Interest (ROI) curves, which represent reaction profiles from a reflectometric sensor monitoring biomolecular interactions, such as antigen-antibody binding. These curves represent changes in reflected light intensity over time at multiple measurement spots with immobilized antigens during analyte exposure, capturing the binding dynamics of the system. The goal is to identify intrinsic signal patterns solely from the observed dynamics, making this dataset an ideal benchmark for assessing the added interpretability of the proposed approach. By incorporating structural assumptions into the clustering process, K-Models enhances interpretability while maintaining performance comparable to state-of-the-art techniques, providing a valuable tool for analyzing functional data with an underlying ordinal structure.

Existing integer-valued autoregressive (INAR) models for count random fields suffer from difficulties in characterizing the stationary marginal distribution and in computing conditional probabilities (as required for likelihood inference). To overcome these drawbacks, the novel class of combined INAR (CINAR) models is proposed, which both exhibits the classical autoregressive dependence structure and allows to specify the marginal distribution within the wide class of discrete self-decomposable distributions. In particular, CINAR random fields can be equipped with a Poisson or negative-binomial marginal distribution. The CINAR's key stochastic properties are derived (including a simple expression for conditional probabilities), and special cases as well as possible extensions are discussed. Approaches for parameter estimation are developed and investigated, and the practical relevance of the novel CINAR family is demonstrated by an agricultural data application.

We propose a novel and systematic differentially private (DP) inference framework for non-Euclidean data. First, we design two types of DP mechanisms for the Fréchet mean and variance with i.i.d. Riemannian manifold-valued data, tailored to different geometric structures and accompanied by analytic privacy budgets calibrated to the geometry of the underlying manifold. Second, we establish the consistency and central limit theorems (CLTs) of the proposed DP estimators, enabling a suite of statistical inference procedures under privacy protection. Furthermore, we provide comprehensive implementation guidelines and feasible procedures, including consistent DP estimators of the asymptotic variance in the CLTs. Extensive numerical experiments support the proposed methodologies. Finally, we demonstrate the effectiveness of our approach on real-world medical image and sociological datasets lying on two representative manifolds.

Stochastic gradient descent (SGD) has been studied extensively over the past decades due to its simplicity and broad applicability in machine learning. In this work, we analyze the local behavior of gradient descent and stochastic gradient descent for minimizing $C^2$-functions that satisfy the Polyak-Lojasiewicz (PL) inequality and under a multiplicative gradient noise model motivated by overparameterized neural networks. Using a geometric interpretation of the PL-condition, we prove a simple yet surprising fact: in this possibly non-convex setting, the asymptotic convergence rate of (S)GD matches the rate obtained for strongly convex quadratics.

The statistical analysis of marked point processes requires disentangling complex spatial arrangements from attribute-dependent interactions. While classical summary statistics are effective for second-order dependencies, they frequently fail to capture higher-order topological structures and non-linear interactions between marks and space. In this work, we propose a novel multiscale topological inference framework for marked point processes by integrating mark-weighted filtrations with Euler Characteristic envelopes. We redefine the underlying metric space using an exponential mark-weighted distance, which modulates connectivity based on attribute similarity, effectively accelerating the merger of connected components among homophilic neighbors. To ensure rigorous statistical inference, we apply non-parametric global envelope tests to the resulting Euler Characteristic Curves, allowing for formal hypothesis testing against the null model of random labeling. Furthermore, we introduce a local decomposition of the topological signal via Z-scores at the critical filtration scale to identify and localize structural hubs and topological barriers. Systematic simulations across various scenarios demonstrate the framework's high specificity and sensitivity to attribute-space dependencies while remaining robust against purely geometric effects. This methodology provides a comprehensive and interpretable toolkit for identifying, quantifying, and localizing complex structural dependencies in marked spatial data, bridging the gap between topological data analysis and classical point process statistics.

Forecasting multivariate hidden Markov processes is challenging due to nonlinear and nonstationary observations, latent state transitions, and cross-sequence dependencies. While deep learning methods achieve strong predictive accuracy, they typically lack explicit state modeling, whereas Hidden Markov Models (HMMs) provide interpretable latent states but struggle with complex nonlinear emissions and scalability. To address these limitations, we propose DRL-STAF, a Deep Reinforcement Learning based STate-Aware Forecasting framework that jointly predicts next-step observations and estimates the corresponding hidden states for complex multivariate hidden Markov processes. Specifically, DRL-STAF models complex nonlinear emissions using deep neural networks and estimates discrete hidden states using reinforcement learning, reducing the reliance on predefined transition structures and enabling flexible adaptation to diverse temporal dynamics. In particular, DRL-STAF mitigates the state-space explosion encountered by typical multivariate HMM-based methods. Extensive experiments demonstrate that DRL-STAF outperforms HMM variants, standalone deep learning models, and existing DL-HMM hybrids in most cases, while also providing reliable hidden-state estimates.

We establish novel structural and statistical results for entropy-regularized min-max inverse reinforcement learning (Min-Max-IRL) with linear reward classes in finite-horizon MDPs with Borel state and action spaces. On the structural side, we show that maximum likelihood estimation (MLE) and Min-Max-IRL are equivalent at the population level, and at the empirical level under deterministic dynamics. On the statistical side, exploiting pseudo-self-concordance of the Min-Max-IRL loss, we prove that both the trajectory-level KL divergence and the squared parameter error in the Hessian norm decay at the fast rate $\mathcal{O}(n^{-1})$, where $n$ is the number of expert trajectories. Our guarantees apply under misspecification and require no exploration assumptions. We further extend reward-identifiability results to general Borel spaces and derive novel results on the derivatives of the soft-optimal value function with respect to reward parameters.

The aim of this study is to empirically investigate the existence of a sectoral asset price channel of monetary policy in the region of the six republics of former Yugoslavia. The study constructs sectoral indices for the entire region, building on the idea that one regional stock exchange may provide more efficiency for the listed companies in the region, while monetary policy relevance for it may be sector-specific. We employ panel vector autoregressive model to observe impulse responses of sectoral indices to innovations in monetary policy, while then disentangle the long- from the short-run relationships per index through a Pooled Mean Group estimation. Overall, we document presence of the asset price channel in the finance and telecom sectors, likely driven by the established multinational corporate networks fostering sub-market regionalization. Yet, this is not the case for the manufacturing and electricity sectors, which may imply that local stock markets are yet too fragmented and space for a more efficient regional stock market, either in the true sense of the word or, more realistically, though enhanced regional cooperation of the stock exchanges certainly exists.

We propose a simple mechanism by which scaling laws emerge from feature learning in multi-layer networks. We study a high-dimensional hierarchical target that is a globally high-degree function, but that can be represented by a combination of latent compositional features whose weights decrease as a power law. We show that a layer-wise spectral algorithm adapted to this compositional structure achieves improved scaling relative to shallow, non-adaptive methods, and recovers the latent directions sequentially: strong features become detectable at small sample sizes, while weaker features require more data. We prove sharp feature-wise recovery thresholds and show that aggregating these transitions yields an explicit power-law decay of the prediction error. Technically, the analysis relies on random matrix methods and a resolvent-based perturbation argument, which gives matching upper and lower bounds for individual eigenvector recovery beyond what standard gap-based perturbation bounds provide. Numerical experiments confirm the predicted sequential recovery, finite-size smoothing of the thresholds, and separation from non-hierarchical kernel baselines. Together, these results show how smooth scaling laws can emerge from a cascade of sharp feature-learning transitions.

Recent studies have reported $\textit{saturation effects}$ and $\textit{multiple descent behavior}$ in large dimensional kernel ridge regression (KRR). However, these findings are predominantly derived under restrictive settings, such as inner product kernels on sphere or strong eigenfunction assumptions like hypercontractivity. Whether such behaviors hold for other kernels remains an open question. In this paper, we establish a broad, new family of large dimensional kernels and derive the corresponding convergence rates of the generalization error. As a result, we recover key phenomena previously associated with inner product kernels on sphere, including: $i)$ the $\textit{minimax optimality}$ when the source condition $s\le 1$; $ii)$ the $\textit{saturation effect}$ when $s>1$; $iii)$ a $\textit{periodic plateau phenomenon}$ in the convergence rate and a $\textit {multiple-descent behavior}$ with respect to the sample size $n$.

Estimating a sparse covariance matrix is a fundamental problem in high-dimensional statistics. However, thresholding methods developed for independent data are generally not directly applicable to high-dimensional time series, where temporal dependence alters the stochastic behavior of sample covariance estimators. This paper studies sparse covariance matrix estimation for high-dimensional time series under weak dependence. We propose a thresholding procedure that incorporates long-run variance into the construction of entry-specific thresholds, thereby adapting to temporal dependence. Under suitable regularity conditions, we show that the proposed estimator is consistent under the spectral norm and attains the optimal convergence rate over a class of sparse covariance matrices. We further establish support recovery consistency for identifying the nonzero entries of the covariance matrix. In addition, we show that universal and adaptive thresholding methods developed for independent data may fail to recover the support consistently in the presence of autocorrelation. Simulation studies demonstrate that the proposed method compares favorably with existing thresholding estimators in terms of both estimation accuracy and support recovery. Applications to gene expression data and stock return data further illustrate its practical usefulness.

Change-point detection in dynamic networks has received much attention due to its broad applications in social networks and biological systems. Kernel-based methods have shown strong potential for this problem. However, their performance can depend sensitively on the choice of kernel, and selecting an appropriate kernel is challenging when the underlying change pattern is unknown. Motivated by this challenge, we propose KAP-CPD, a new kernel-based testing framework for change-point detection in dynamic networks. KAP-CPD aggregates information from multiple kernels, allowing it to adapt to diverse change patterns. The proposed method does not assume specific underlying network distribution, and achieves strong empirical power across a wide range of network change scenarios. To improve scalability, we further develop a fast analytic testing procedure, KAPf-CPD, that substantially reduces computation time for long network sequences compared with permutation-based alternatives and current state-of-the-art methods. We evaluate our proposed framework through extensive simulations and real-world data on email communication networks and brain functional connectivity networks.

In the field of statistical learning and data analysis, estimating precision matrices (i.e., the inverse of covariance matrices) is a critical task, particularly for understanding dependency structures among variables. However, traditional methods often fall short when dealing with high-dimensional interval-valued data, where each observation is represented as an interval rather than a single point. This paper proposes a novel framework for estimating precision matrices in such contexts, addressing the unique challenges posed by the interval nature of the data. Specifically, we assume that the upper and lower bounds of the intervals share the same conditional dependency structure, and then formulate the interval graphical lasso optimization objective to estimate the precision matrix. At the optimization level, we provide an efficient computational approach, while at the theoretical level, we prove the sparsity and consistency of the estimator. Experimental results on simulated studies and real data applications demonstrate the superiority of the proposed method in terms of estimation precision and interpretability.

Robust point-set registration in the presence of noise and outliers is challenging because the matched points (inliers) must be identified before reliable alignment can be performed. Existing robust registration methods typically optimize over the transformation space and are often designed for regimes with a nonvanishing fraction of inliers. In this paper, we study the inlier recovery problem arising in robust registration by comparing two datasets through the Hadamard product of their Gram matrices. This formulation converts the inlier identification into a structured recovery problem and avoids direct optimization over the rotation group. Based on this idea, we develop two methods: an eigenvector matching method based on the leading eigenvector of the Gram-matrix overlap, and a row-sum matching method based on aggregated entrywise comparison. We show that the eigenvector method achieves weak recovery when the dimension and sample size are of the same order, while the row-sum method achieves exact recovery under a broader range of dimensional scalings. In particular, when the dimension is comparable to the sample size, exact recovery is possible even when the inlier fraction vanishes, with the number of inliers as small as order $\sqrt{n}$, up to logarithmic factors. We also discuss a parallel implementation for large-scale settings. Numerical experiments on brain imaging data and image examples demonstrate that the proposed methods effectively identify matched structure under substantial corruption.

Nearest-neighbor methods are fundamental to classical and modern machine learning, yet their geometric properties are typically analyzed under independent sampling. In this paper, we study the nearest-neighbor radii under dependent sampling. We consider strong mixing dependent observations and ask whether dependence changes the scale of nearest-neighbor neighborhoods. We establish distribution-free almost sure convergence under polynomial mixing and sharp non-asymptotic moment bounds under geometric mixing. The moment bounds depend on the local intrinsic dimension rather than the ambient dimension, making the results applicable to high-dimensional data concentrated near lower-dimensional manifolds. Synthetic experiments and real-world time-series benchmarks support the theory, showing that nearest-neighbor geometry remains informative under dependence sampling.

Domain adaptation faces a fundamental paradox in the cold-start regime. When target data is scarce, statistical methods fail to distinguish relevant source domains from irrelevant ones, which often leads to negative transfer. In this paper, we address this challenge by leveraging expert textual descriptions of the target domain, a resource that is often available but overlooked. We propose a probabilistic framework that translates these semantic descriptions into a choice model, namely a Language-Induced Prior (LIP), that learns the preferences from a pretrained Large Language Model (LLM). The LIP is then integrated into an Expectation-Maximization algorithm to identify source relevance. Methodologically, this framework is compatible with any parametric model where a likelihood is available. It allows the LIP to guide the selection of sources when target signals are weak, while gradually refining these choices as samples accumulate. Theoretically, we prove that the estimator roughly matches an oracle cold-start MSE under a correct prior, while remaining asymptotically consistent regardless of the quality of the LIP. Empirically, we validated the framework on a descriptive (Gaussian estimation), a predictive (C-MAPSS dataset), and a prescriptive task (MuJoCo hopper).

We study reinforcement learning in hybrid discrete-continuous action spaces, such as settings where the discrete component selects a regime (or index) and the continuous component optimizes within it -- a structure common in robotics, control, and operations problems. Standard model-free policy gradient methods rely on score-function (SF) estimators and suffer from severe credit-assignment issues in high-dimensional settings, leading to poor gradient quality. On the other hand, differentiable simulation largely sidesteps these issues by backpropagating through a simulator, but the presence of discrete actions or non-smooth dynamics yields biased or uninformative gradients. To address this, we propose Hybrid Policy Optimization (HPO), which backpropagates through the simulator wherever smoothness permits, using a mixed gradient estimator that combines pathwise and SF gradients while maintaining unbiasedness. We also show how problems with action discontinuities can be reformulated in hybrid form, further broadening its applicability. Empirically, HPO substantially outperforms PPO on inventory control and switched linear-quadratic regulator problems, with performance gaps increasing as the continuous action dimension grows. Finally, we characterize the structure of the mixed gradient, showing that its cross term -- which captures how continuous actions influence future discrete decisions -- becomes negligible near a discrete best response, thereby enabling approximate decentralized updates of the continuous and discrete components and reducing variance near optimality. All resources are available at github.com/MatiasAlvo/hybrid-rl.

We introduce and analyze Target-Induced Loss Tilting (TILT) for unsupervised domain adaptation under covariate shift. It is based on a novel objective function that decomposes the source predictor as $f+b$, fits $f+b$ on labeled source data while simultaneously penalizing the auxiliary component $b$ on unlabeled target inputs. The resulting fit $f$ is deployed as the final target predictor. At the population level, we show that this target-side penalty implicitly induces relative importance weighting at the population level, but in terms of an estimand $b^*_f$ that is self-localized to the current error, and remains uniformly bounded for any source-target pair (even those with disjoint supports). We prove a general finite-sample oracle inequality on the excess risk, and use it to give an end-to-end guarantee for training with sparse ReLU networks. Experiments on controlled regression problems and shifted CIFAR-100 distillation show that TILT improves target-domain performance over source-only training, exact importance weighting, and relative density-ratio baselines, with a stable dependence on the regularization parameter.

Diffusion models generate samples by denoising along the score of a perturbed target distribution. In practice, one trains a neural diffusion model, which is computationally expensive. Recent work suggests that score matching implicitly smooths the empirical score, and that this smoothing bias promotes generalization by capturing low-dimensional data geometry. We propose moment-matched score-smoothed overdamped Langevin dynamics (MM-SOLD), a training-free interacting particle sampler that enforces the target moments throughout the sampling trajectory. We prove that, in the large-particle limit, the empirical particle density converges to a deterministic limit whose one-particle stationary marginal is a Gibbs--Boltzmann density obtained by exponentially tilting a naive score-smoothed diffusion target. The mean and covariance of this distribution agree with the empirical moments of the training data. Experiments on 2D distributions and latent-space image generation show that MM-SOLD enables fast, robust, training-free sampling on CPUs, with sample fidelity and diversity competitive with neural diffusion baselines.

Long-term outcomes are often unavailable in randomized clinical trials, although short-term surrogate outcomes are commonly observed. External observational data may contain the long-term outcome, but causal comparisons based on such data alone are vulnerable to confounding. Existing surrogate-based data integration methods for long-term outcomes have focused primarily on average treatment effects. We study estimation of quantile treatment effects for long-term outcomes in the trial population by combining randomized trial data with external observational data. Under treatment randomization, positivity, and a surrogate-based transportability assumption, we establish identification and develop a doubly robust estimator for inference. The estimator accommodates flexible machine learning methods for nuisance estimation, remains consistent if either the score-related or outcome regression-related nuisance functions are consistently estimated, and is asymptotically normal under regularity conditions. Simulation and real-data results demonstrate that the proposed method performs well in finite samples and can reveal heterogeneous long-term treatment effects across quantiles.

A platform trial is an innovative clinical trial design that enables simultaneous and continuous evaluation of multiple treatments within a single master protocol. Existing robust methods restrict analyses to concurrently randomized participants due to concerns that including nonconcurrent data may introduce bias from temporal trends. However, this exclusion represents a missed opportunity to improve efficiency. We propose a Gaussian process framework for incorporating nonconcurrent data that exploits temporal smoothness, a key feature of platform trials. The framework includes single-task and multi-task formulations and provides data-adaptive integration of nonconcurrent data with uncertainty quantification. The connection to kernel ridge regression yields a transparent frequentist interpretation of how nonconcurrent data are integrated. We establish two theoretical guarantees: incorporating nonconcurrent controls reduces the posterior variance of the treatment effect, and the resulting bias is controlled by a non-increasing bound. We extend the framework to discrete outcomes and to covariate adjustment, illustrate it on a hypothetical platform trial constructed from SURMOUNT-1, and provide an implementation in the R package RobinCID.

Recent frontier large language models predominantly rely on Mixture-of-Experts (MoE) architectures. Despite empirical progress, there is still no principled understanding of how hyperparameters should scale with network width $N$, expert width $N_e$, number of experts $M$, sparsity $K$, and depth $L$ to ensure both stability and optimal performance at scale. We take a principled step toward resolving this gap by analyzing three different scaling regimes: (I) co-scaling $N\asymp N_e$, (II) co-scaling $N\asymp M\asymp K$, and (III) full proportional scaling of $N, N_e, M$, and $K$. For each regime, we develop a novel Dynamical Mean Field Theory (DMFT) description of the limiting training dynamics of MoEs that provides a formal foundation for our analysis. Within this framework, we derive the unique parameterization for SGD and Adam satisfying all maximal-update ($μ$) desiderata. We then show that the resulting $μ$P prescription does not reliably induce monotonic improvement with scale or robust learning-rate transfer. We trace these pathologies to scale-dependent observables in the aggregation dynamics, which motivates a refined set of desiderata that we term maximal scale stability. Guided by this principle, we derive a Maximally Scale-Stable Parameterization (MSSP) for both SGD and Adam in all three scaling regimes, and characterize the corresponding limiting dynamics - qualitatively distinct from the $μ$P limit - through a separate DMFT analysis. Experiments verify that MSSP robustly recovers learning rate transfer and monotonic improvement with scale across regimes. Combined with existing depth-scaling theory, these results provide a complete scaling prescription for MoE architectures as a function of width, depth, expert width, and number of experts.

We study optimal monopoly pricing over consumer networks governed by general nonlinear utilities. In our framework, a consumer's utility is jointly determined by an individualized price and the consumption choices of their peers, propagated through a directed and signed social graph. This formulation encapsulates a broad class of utility functions; it strictly generalizes the traditional linear-quadratic framework to include logit-type discrete choice, isoelastic, and Stone-Geary utilities under a single theoretical umbrella. We first establish the existence and uniqueness of the consumer-side equilibrium under general contraction and variational conditions, explicitly accommodating asymmetric and signed network externalities. Leveraging this equilibrium characterization, we analyze targeted price discrimination within community-structured and influencer-driven markets. To this end, we introduce a generalized measure of network influence that extends classical Katz-Bonacich centrality beyond the Euclidean domain. Finally, addressing the challenge of unknown consumer utility functions, we develop a shape-constrained, tuning-parameter-free learning approach utilizing isotonic regression, for which we establish strict no-regret convergence guarantees. Supported by extensive simulations, our results seamlessly integrate equilibrium analysis and nonparametric learning into a cohesive monopoly pricing framework.

Bell's theorem states that no description of a Bell experiment can be simultaneously local, realistic in the sense of counterfactual definiteness, and free of conspiracy between settings and hidden state. The recent generation of experiments has confirmed the predicted violation of the CHSH inequality, so one of the assumptions must be abandoned. Which one, and how one reconstructs a coherent worldview after doing so, is a question on which many authors disagree. This paper is written by three such authors. All three reject both counterfactual definiteness and conspiratorial violation of statistical independence of setting choices and state. After a joint exposition of the classical half of Bell's theorem in the language of Pearl-style causal graphs, a joint summary of the loophole-free experiments, and a joint survey of the recent literature, each author states where they have presently arrived. Gill accepts irreducible and non-local quantum randomness and finds the choice between locality and realism a false dichotomy. In his later works, Bell derives counterfactual definiteness from classical local causality, and that is what has to go. The metaphysical concepts "realism", "locality", "causality" need to be reconsidered. Helland reconstructs the Hilbert-space formalism from a theory of accessible variables, and from this theory he concludes that every observer must be limited in a specific sense. Jongejan proposes a geometric hidden-variable construction in which the degree of violation of the CHSH inequality depends on the number of dimensions of space, Tsirelson's bound corresponding to three dimensions. The authors conclude with a discussion.

Offline-to-online learning aims to improve online decision-making by leveraging offline logged data. A central challenge in this setting is the distribution shift between offline and online environments. While some existing works attempt to leverage shifted offline data, they largely rely on UCB-type algorithms. Thompson sampling (TS) represents another canonical class of bandit algorithms, well known for its strong empirical performance and naturally suited to offline-to-online learning through its Bayesian formulation. However, unlike UCB indices, posterior samples in TS are not guaranteed to be optimistic with respect to the true arm means. This makes indices constructed from purely online and hybrid data difficult to compare and complicates their use. To address this issue, we propose sample-mean anchored TS (Anchor-TS), which introduces a novel median-based anchoring rule that defines the arm index as the median of an online posterior sample, a hybrid posterior sample, and the online sample mean. The median anchoring systematically corrects bias induced by distribution shift by mitigating over-estimation for suboptimal arms and under-estimation for optimal arms, while exploiting offline information to obtain more accurate estimates when the shift is small. We establish theoretical guarantees showing that the proposed algorithm safely leverages offline data to accelerate online learning, and quantifying how the degree of distribution shift and the size of offline data affect the resulting regret reduction. Extensive experiments demonstrate consistent improvements of our algorithm over baselines.

Physics-informed neural networks (PINNs) provide a mesh-free framework for solving PDE-constrained inverse problems, but their extension to Bayesian inversion still faces a fundamental difficulty: prior distributions are typically defined in the weight space of neural networks, whereas physically meaningful prior assumptions are more naturally expressed in function space. In this study, we introduce a unified framework, termed functional-prior-based approaches to Bayesian PDE-constrained inversion using physics-informed neural networks (fpBPINN), to incorporate functional priors into Bayesian PINN-based inversion. We consider two complementary approaches. The first is a functional-prior-informed Bayesian PINN (FPI-BPINN), in which a neural network weight prior is learned to be consistent with a prescribed functional prior, and Bayesian inference is subsequently performed in weight space. The second is function-space particle-based variational inference for PINNs (fParVI-PINN), which performs Bayesian estimation using ParVI directly in function space. We also show that random Fourier features (RFF) play an important role in representing Gaussian functional priors with neural networks and in improving posterior approximation. We applied the proposed approaches to one-dimensional seismic traveltime tomography and two-dimensional Darcy-flow permeability inversion. These numerical experiments showed that both approaches accurately estimated posterior distributions, highlighting the significance of introducing physically interpretable functional priors into Bayesian PINN-based inverse problems. We also identified the contrasting advantages of FPI-BPINN and fParVI-PINN, namely flexibility and accuracy, respectively.

We study strong universal Bayes-consistency in the realizable setting for learning with general metric losses, extending classical characterizations beyond $0$-$1$ classification (Bousquet et al., 2020; Hanneke et al., 2021) and real-valued regression (Attias et al., 2024). Given an instance space $(X,ρ)$, a label space $(Y,\ell)$ with possibly unbounded loss, and a hypothesis class $H \subseteq Y^{X}$, we resolve the realizable case of an open problem presented in Tsir Cohen and Kontorovich (2022). Specifically, we find the necessary and sufficient conditions on the hypothesis class $H$ under which there exists a distribution-free learning rule whose risk converges almost surely to the best-in-class risk (which is zero) for every realizable data-generating distribution. Our main contribution is this sharp characterization in terms of a combinatorial obstruction: Similarly to Attias et al. (2024), we introduce the notion of an infinite non-decreasing $(γ_k)$-Littlestone tree, where $γ_k \to \infty$. This extends the Littlestone tree structure used in Bousquet et al. (2020) to the metric loss setting.

Diffusion-based generative models have reformed generative AI, and also enabled new capabilities in the science domain, e.g., fast generation of 3D structures of molecules. In such tasks, there is often a symmetry in the system, identifying elements that can be converted by certain transformations as equivalent. Equivariant diffusion models guarantee a symmetric distribution, but miss the opportunity to make learning easier, while alignment-based simplification attempts fail to preserve the target distribution. In this work, we develop quotient-space diffusion models, a principled generative framework to fully handle and leverage symmetry. By viewing the intrinsic generation process on the quotient space, the exact construction that removes symmetry redundancy, the framework simplifies learning by allowing model output to have an arbitrary intra-equivalence-class movement, while generating the correct symmetric target distribution with guarantee. We instantiate the framework for molecular structure generation which follows $\mathrm{SE}(3)$ (rigid-body movement) symmetry. It improves the performance over equivariant diffusion models and outperforms alignment-based methods universally for small molecules and proteins, representing a new framework that surpasses previous symmetry treatments in generative models.

Persistent homology (PH) encodes global information, such as cycles, and is thus increasingly integrated into graph neural networks (GNNs). PH methods in GNNs typically traverse an increasing sequence of subgraphs. In this work, we first expose limitations of this inclusion procedure. To remedy these shortcomings, we analyze contractions as a principled topological operation, in particular, for graph representation learning. We study the persistence of contraction sequences, which we call Contraction Homology (CH). We establish that forward PH and CH differ in expressivity. We then introduce Hourglass Persistence, a class of topological descriptors that interleave a sequence of inclusions and contractions to boost expressivity, learnability, and stability. We also study related families parametrized by two paradigms. We also discuss how our framework extends to simplicial and cellular networks. We further design efficient algorithms that are pluggable into end-to-end differentiable GNN pipelines, enabling consistent empirical improvements over many PH methods across standard real-world graph datasets. Code is available at \href{https://github.com/Aalto-QuML/Hourglass}{this https URL}.

StreamSampling$.$jl is a Julia library designed to provide general and efficient methods for sampling from data streams in a single pass, even when the total number of items is unknown. In this paper, we describe the capabilities of the library and its advantages over traditional sampling procedures, such as maintaining a small, constant memory footprint and avoiding the need to fully materialize the stream in memory. Furthermore, we provide empirical benchmarks comparing online sampling methods against standard approaches, demonstrating performance and memory improvements.

Score-based generative models (SGMs) have achieved remarkable empirical success, motivating their application to a broad range of data distributions. However, extending them to heavy-tailed targets remains a largely open problem. Although dedicated models for heavy-tailed distributions have been proposed, their generative fidelity remains unclear and they lack solid theoretical foundations, leaving important questions open in this regime. In this paper, we address this gap through two theoretical contributions. First, we show that combining early stopping with a suitable initialization is sufficient to extend the diffusion framework to any target distribution; in particular, we establish the well-posedness of the backward process and prove convergence of the approximated diffusion in KL divergence. Second, we derive novel theoretical guarantees for generation with normalizing flows, obtaining convergence results that hold under mild conditions on the flow family and without any assumption on the tail behavior of the target distribution. Building on these results, we propose a unified generative framework for heavy-tailed distributions: a normalizing flow is first trained to capture the tail behavior and is then used as an initialization prior for an SGM, which refines the samples by recovering fine-grained structural details. This design leverages the complementary strengths of the two model classes within a theoretically principled pipeline, overcoming the limitations of existing approaches.

We study a canonical multi-task demand-learning problem motivated by retail pricing, where a firm seeks to estimate heterogeneous linear price-response functions across multiple decision contexts. Each context is described by rich covariates but exhibits limited price variation, motivating transfer learning across tasks. A central challenge in leveraging cross-task transfer is endogeneity: prices may be arbitrarily correlated with unobserved task-level demand determinants across tasks. We propose a new meta-learning framework that identifies the conditional mean of task-specific causal demand parameters given a subset of task-specific observables despite such confounding, assuming that each task contains at least two distinct locally exogenous price points. This subset is carefully designed to include all of the prices to address cross-task confounding, while masking two demand outcomes that provide randomized supervision to address identifiability issues arising from the inclusion of all prices. We show that this information design is maximally uniformly valid, in that any refinement of the conditioning set that reveals withheld-outcome information is not guaranteed to identify the conditional mean causal target. We validate our method on real and synthetic data, demonstrating improved recovery of demand responses relative to standard transfer-learning baselines.

We study a large-scale one-sided multiple testing problem in which test statistics follow normal distributions with unit variance, and the goal is to identify signals with positive mean effects. A conventional approach is to compute $p$-values under the assumption that all null means are exactly zero and then apply standard multiple testing procedures such as the Benjamini-Hochberg (BH) or Storey-BH method. However, because the null hypothesis is composite, some null means may be strictly negative. In this case, the resulting $p$-values are conservative, leading to a substantial loss of power. Existing methods address this issue by modifying the multiple testing procedure itself, for example through conditioning strategies or discarding rules. In contrast, we focus on correcting the $p$-values so that they are exact under the null. Specifically, we estimate the marginal null distribution of the test statistics within an empirical Bayes framework and construct refined $p$-values based on this estimated distribution. These refined $p$-values can then be directly used in standard multiple testing procedures without modification. Extensive simulation studies show that the proposed method substantially improves power when conventional $p$-values are conservative, while achieving comparable performance to existing methods when conventional $p$-values are exact. An application to phosphorylation data further demonstrates the practical effectiveness of our approach.

Transformer-based audio self-supervised learning (SSL) models commonly use spectrograms, vision-style Transformers, and masked modeling objectives. However, convolutional patchification with temporal downsampling lowers the effective Nyquist frequency and introduces aliasing, while naïve low-pass filtering may remove task-relevant high-frequency cues. We present AaSP, an aliasing-aware self-supervised pre-training framework for audio spectrogram transformers. AaSP combines an aliasing-aware patch representation, teacher-student masked modeling, a cross-attention predictor, and multi-mask contrastive regularization to learn representations that integrate features from alias-prone modulation bands while remaining stable across masked views. Its patch-embedding module, Aliasing-aware Patch Embedding (AaPE), augments standard patch tokens with features from alias-prone modulation bands using a band-limited complex sinusoidal kernel with a two-sided exponential window. The kernel's frequency and decay parameters are estimated from the input, enabling adaptive subband analysis whose outputs are fused with standard patch tokens. We pre-train on AudioSet and evaluate the learned representations by fine-tuning and linear evaluation on acoustic/environmental, speech, and music recognition benchmarks. Under fine-tuning, the full AaSP framework achieves state-of-the-art results on AS-20K, ESC-50, and NSynth among compared self-supervised baselines, while remaining competitive elsewhere. Linear evaluation shows a similar trend, including gains on US8K and NSynth. Overall, AaSP learns representations that are more stable under aliasing-sensitive temporal perturbations and competitive for downstream transfer.

Time series anomaly detection is widely used in IoT and cyber-physical systems, yet its evaluation remains challenging due to diverse application objectives and heterogeneous metric assumptions. This study introduces a problem-oriented framework that reinterprets existing metrics based on the specific evaluation challenges they are designed to address, rather than their mathematical forms or output structures. We categorize over twenty commonly used metrics into six dimensions: 1) basic accuracy-driven evaluation; 2) timeliness-aware reward mechanisms; 3) tolerance to labeling imprecision; 4) penalties reflecting human-audit cost; 5) robustness against random or inflated scores; and 6) parameter-free comparability for cross-dataset benchmarking. Comprehensive experiments are conducted to examine metric behavior under genuine, random, and oracle detection scenarios. By comparing their resulting score distributions, we quantify each metric's discriminative ability -- its capability to distinguish meaningful detections from random noise. The results show that while most event-level metrics exhibit strong separability, several widely used metrics (e.g., NAB, Point-Adjust) demonstrate limited resistance to random-score inflation. These findings reveal that metric suitability must be inherently task-dependent and aligned with the operational objectives of IoT applications. The proposed framework offers a unified analytical perspective for understanding existing metrics and provides practical guidance for selecting or developing more context-aware, robust, and fair evaluation methodologies for time series anomaly detection.

Convex clustering is a well-regarded clustering method, resembling the similar centroid-based approach of Lloyd's $k$-means, without requiring a predefined cluster count. It starts with each data point as its centroid and iteratively merges them. Despite its advantages, this method can fail when dealing with data exhibiting linearly non-separable or non-convex structures. To mitigate the limitations, we propose a kernelized extension of the convex clustering method. This approach projects the data points into a Reproducing Kernel Hilbert Space (RKHS) using a feature map, enabling convex clustering in this transformed space. This kernelization not only allows for better handling of complex data distributions but also produces an embedding in a finite-dimensional vector space. We provide a comprehensive theoretical underpinning for our kernelized approach, proving algorithmic convergence and establishing finite sample bounds for our estimates. The effectiveness of our method is demonstrated through extensive experiments on both synthetic and real-world datasets, showing superior performance compared to state-of-the-art clustering techniques. This work marks a significant advancement in the field, offering an effective solution for clustering in non-linear and non-convex data scenarios.

We present a general strategy for turning generative models into candidate solution samplers for batch Bayesian optimization (BO). The use of generative models for BO enables large batch scaling as generative sampling, optimization of non-continuous design spaces, and high-dimensional and combinatorial design. Inspired by the success of direct preference optimization (DPO), we show that one can train a generative model with noisy, simple utility values directly computed from observations to then form proposal distributions whose densities are proportional to the expected utility, i.e., BO's acquisition function values. Furthermore, this approach is generalizable beyond preference-based feedback to general types of reward signals and loss functions. This perspective avoids the construction of surrogate (regression or classification) models, common in previous methods that have used generative models for black-box optimization. Theoretically, we show that the generative models within the BO process follow a sequence of distributions which asymptotically approximate an optimal target under certain conditions. We also evaluate the performance through experiments on challenging optimization problems involving large batches in high dimensions.

Most existing manifold dimension estimators rely on the assumption that the underlying manifold is locally flat within the neighborhoods under consideration. More recently, curvature-adjusted principal component analysis (CA-PCA) has emerged as a powerful alternative by explicitly accounting for the manifold's curvature. Motivated by these ideas, we propose a manifold dimension estimation framework that captures the local graph structure of the manifold through regression on local PCA coordinates. Within this framework, we introduce two representative estimators: quadratic embedding (QE) and total least squares (TLS). Experiments on both synthetic and real-world datasets demonstrate that these methods perform competitively with, and often outperform, state-of-the-art approaches.

Causal discovery from i.i.d. observational data is known to be generally ill-posed. We demonstrate that if we have access to the distribution {induced} by a structural causal model, and additional data from (in the best case) \textit{only two} environments that sufficiently differ in the noise statistics, the unique causal graph is identifiable. Notably, this is the first result in the literature that guarantees the entire causal graph recovery with a constant number of environments and arbitrary nonlinear mechanisms. Our only constraint is the Gaussianity of the noise terms; however, we propose potential ways to relax this requirement. Of interest on its own, we expand on the well-known duality between independent component analysis (ICA) and causal discovery; recent advancements have shown that nonlinear ICA can be solved from multiple environments, at least as many as the number of sources: we show that the same can be achieved for causal discovery while having access to much less auxiliary information.

Climate policy modelling is a key tool for assessing mitigation strategies in complex systems, where uncertainty is inherent and unavoidable. We present a general methodology for extensive uncertainty analysis in this field. While other studies have performed uncertainty analyses, few apply methods from the field of Uncertainty Quantification, which are commonly used in other modelling disciplines. We show how emulators can identify key uncertainties in modelling frameworks and demonstrate a novel policy analysis previously restricted by computational cost and limited representation of uncertainty. We apply this methodology to FTT:Power to explore uncertainties in the electricity system transition both globally and in India to assess the robustness of mitigation strategies to a wide range of policy and techno-economic scenarios. This approach results in much larger uncertainties in transition outcomes than commonly represented, but policy design can be shaped to mitigate this. Globally, our results indicate transition uncertainty is dominated by average rates of renewables cannibalisation, construction times and grid connection lead times, outweighing regional price policies, including policy reversals in the US. Solar PV appears most resilient due to low costs, though still sensitive to infrastructure constraints and cannibalisation. Onshore wind is more exposed to a range of uncertainties. In India, we find evidence that policy packages including partial phase-out instruments have greater robustness to key uncertainties, although longer lead times still hinder policy goals. Our results suggest that enabling policy and regulating fossil fuels are critical for robust power sector transitions.

This work advances the theoretical foundations of reservoir computing (RC) by providing a unified treatment of fading memory and the echo state property (ESP) in both deterministic and stochastic settings. We investigate state-space systems, a central model class in time series learning, and establish that fading memory and solution stability hold generically -- even in the absence of the ESP -- offering a robust explanation for the empirical success of RC models without strict contractivity conditions. In the stochastic case, we critically assess stochastic echo states, proposing a novel distributional perspective rooted in attractor dynamics on the space of probability distributions, which leads to a rich and coherent theory. Our results extend and generalize previous work on non-autonomous dynamical systems, offering new insights into causality, stability, and memory in RC models. This lays the groundwork for reliable generative modeling of temporal data in both deterministic and stochastic regimes.

Accurately estimating the proportion of true signals among a large number of variables is crucial for enhancing the precision and reliability of scientific research. Traditional signal proportion estimators often assume independence among variables and specific signal sparsity conditions, limiting their applicability in real-world scenarios where such assumptions may not hold. This paper introduces a novel signal proportion estimator that leverages arbitrary covariance dependence information among variables, thereby improving performance across a wide range of sparsity levels and dependence structures. Building on previous work that provides lower confidence bounds for signal proportions, we extend this approach by incorporating the principal factor approximation procedure to account for variable dependence. Our theoretical insights offer a deeper understanding of how signal sparsity, signal intensity, and covariance dependence interact. By comparing the conditions for estimation consistency before and after dependence adjustment, we highlight the advantages of integrating dependence information across different contexts. This theoretical foundation not only validates the effectiveness of the new estimator but also guides its practical application, ensuring reliable use in diverse scenarios. Through extensive simulations, we demonstrate that our method outperforms state-of-the-art estimators in both estimation accuracy and the detection of weaker signals that might otherwise go undetected.

Linear mixed models (LMMs), which incorporate fixed and random effects, are key tools for analyzing heterogeneous data, such as in personalized medicine. Nowadays, this type of data is increasingly wide, sometimes containing thousands of candidate predictors, necessitating sparsity for prediction and interpretation. However, existing sparse learning methods for LMMs do not scale well beyond tens or hundreds of predictors, leaving a large gap compared with sparse methods for linear models, which ignore random effects. This paper closes the gap with a new $\ell_0$ regularized method for LMM subset selection that can run on datasets containing thousands of predictors in seconds to minutes. On the computational front, we develop a coordinate descent algorithm as our main workhorse and provide a guarantee of its convergence. We also develop a local search algorithm to help traverse the nonconvex optimization surface. Both algorithms readily extend to subset selection in generalized LMMs via a penalized quasi-likelihood approximation. On the statistical front, we provide a finite-sample bound on the Kullback-Leibler divergence of the new method. We then demonstrate its excellent performance in experiments involving synthetic and real datasets.

Estimating conditional average treatment effects (CATE) from randomized controlled trials (RCTs) and generalizing them to broader populations is essential for personalizing treatment rules but is complicated by selection bias due to trial participation and potentially high dimensional covariates. We evaluated finite sample bias variance tradeoff for Causal Forest based CATE estimation strategies to address the selection bias. Identification theory suggests unbiased CATE estimation is possible when covariates related to trial participation are included in CATE estimating models. However, simulation studies demonstrated that, under realistic RCT sample sizes, variance inflation from high dimensional covariates often outweighed modest bias reduction. In our data generating process that define individual treatment effect (ITE) in source population and selected trial samples, including more than 3 covariates related to participation in causal forest substantially degraded precision unless sample sizes were large. In contrast, inverse probability weighting (IPW) based methods consistently improved performance across scenarios. Application to a RCT of omega 3 fatty acids and coronary heart disease illustrated how IPW shifts CATE estimates toward source population effects and refines heterogeneity assessments. Our findings highlight that including trial-selection variables for CATE estimating models may inflate estimator variance and reduce ITE prediction performance in applications using medical RCTs. Addressing selection bias separately (e.g. through IPW) would be a reasonable strategy.

Mixed-effects models are widely used to model data with hierarchical grouping structures and high-cardinality categorical predictor variables. However, for high-dimensional crossed random effects, current standard computations relying on Cholesky decompositions can become prohibitively slow. In this work, we present Krylov subspace-based methods that address existing computational bottlenecks, and we analyze them both theoretically and empirically. In particular, we derive new results on the convergence and accuracy of the preconditioned stochastic Lanczos quadrature and conjugate gradient methods for mixed-effects models, and we develop scalable methods for calculating predictive variances. In experiments with simulated and real-world data, the proposed methods yield speedups by factors of up to about 10,000 and are numerically more stable than Cholesky-based computations.

Boundary discontinuity designs are used to learn about causal treatment effects along a continuous assignment boundary that splits units into control and treatment groups according to a bivariate location score. We analyze location-based local polynomial treatment effect estimators that directly employ the bivariate score of each unit. We develop pointwise and uniform estimation and inference methods for the \textit{Boundary Average Treatment Effect Curve} (BATEC), as well as for two aggregated causal parameters: the \textit{Weighted Boundary Average Treatment Effect} (WBATE) and the \textit{Largest Boundary Average Treatment Effect} (LBATE). Our results cover both sharp and fuzzy (imperfect compliance) designs. We illustrate the methods with an empirical application, and provide companion general-purpose software. The supplemental appendix includes additional substantive theoretical results, methodological details, and simulation evidence.

Bayesian optimization is a widely used method for optimizing expensive black-box functions, with Expected Improvement being one of the most commonly used acquisition functions. In contrast, information-theoretic acquisition functions aim to reduce uncertainty about the function's optimum and are often considered fundamentally distinct from EI. In this work, we challenge this prevailing perspective by introducing a unified theoretical framework, Variational Entropy Search, which reveals that EI and information-theoretic acquisition functions are more closely related than previously recognized. We demonstrate that EI can be interpreted as a variational inference approximation of the popular information-theoretic acquisition function, named Max-value Entropy Search. Building on this insight, we propose VES-Gamma, a novel acquisition function that balances the strengths of EI and MES. Extensive empirical evaluations across both low- and high-dimensional synthetic and real-world benchmarks demonstrate that VES-Gamma is competitive with state-of-the-art acquisition functions and in many cases outperforms EI and MES.

We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime-switching models. We also propose statistics for testing independence between the generalized errors of these models, extending previous results of Duchesne, Ghoudi and Remillard (2012) obtained for stochastic volatility models. We define families of empirical processes constructed from lagged generalized errors, and we show that their joint asymptotic distributions are Gaussian and independent of the estimated parameters of the individual time series. Moebius transformations of the empirical processes are used to obtain tractable covariances. Several tests statistics are then proposed, based on Cramer-von Mises statistics and dependence measures, as well as graphical methods to visualize the dependence. In addition, numerical experiments are performed to assess the power of the proposed tests. Finally, to show the usefulness of our methodologies, examples of applications for financial data and crime data are given to cover both discrete and continuous cases. ll developed methodologies are implemented in the CRAN package IndGenErrors.

Building artificially intelligent geospatial systems requires rapid delivery of spatial data analysis on massive scales with minimal human intervention. Depending upon their intended use, data analysis can also involve model assessment and uncertainty quantification. This article devises transfer learning frameworks for deployment in artificially intelligent systems, where a massive data set is split into smaller data sets that stream into the analytical framework to propagate learning and assimilate inference for the entire data set. Specifically, we introduce Bayesian predictive stacking for multivariate spatial data and demonstrate rapid and automated analysis of massive data sets. Furthermore, inference is delivered without human intervention without excessively demanding hardware settings. We illustrate the effectiveness of our approach through extensive simulation experiments and in producing inference from massive dataset on vegetation index that are indistinguishable from traditional (and more expensive) statistical approaches.

Approximate Bayesian Computation (ABC) is a popular inference method when likelihoods are hard to come by. Practical bottlenecks of ABC applications include selecting statistics that summarize the data without losing too much information or introducing uncertainty, and choosing distance functions and tolerance thresholds that balance accuracy and computational efficiency. Recent studies have shown that ABC methods using random forest (RF) methodology perform well while circumventing many of ABC's drawbacks. However, RF construction is computationally expensive for large numbers of trees and model simulations, and there can be high uncertainty in the posterior if the prior distribution is uninformative. Here we further adapt random forests to the ABC setting in two ways. The first exploits distributional random forests to provide a direct method for inferring the joint posterior distribution of parameters of interest, while the second describes a sequential Monte Carlo approach which updates the prior distribution iteratively to focus on the most likely regions in the parameter space. We show that the new methods can accurately infer posterior distributions for a wide range of deterministic and stochastic models in different scientific areas.

Dimension reduction techniques usually lose information in the sense that reconstructed data are not identical to the original data. However, we argue that it is possible to have reconstructed data identically distributed as the original data, irrespective of the retained dimension or the specific mapping. This can be achieved by learning a distributional model that matches the conditional distribution of data given its low-dimensional latent variables. Motivated by this, we propose Distributional Principal Autoencoder (DPA) that consists of an encoder that maps high-dimensional data to low-dimensional latent variables and a decoder that maps the latent variables back to the data space. For reducing the dimension, the DPA encoder aims to minimise the unexplained variability of the data with an adaptive choice of the latent dimension. For reconstructing data, the DPA decoder aims to match the conditional distribution of all data that are mapped to a certain latent value, thus ensuring that the reconstructed data retains the original data distribution. Our numerical results on climate data, single-cell data, and image benchmarks demonstrate the practical feasibility and success of the approach in reconstructing the original distribution of the data. DPA embeddings are shown to preserve meaningful structures of data such as the seasonal cycle for precipitations and cell types for gene expression.

The maximum likelihood threshold of a statistical model is the minimum number of datapoints required to fit the model via maximum likelihood estimation. In this paper we determine the maximum likelihood thresholds of generic linear concentration models. This turns out to be the number that one might expect from a naive dimension count, which is nontrivial to prove given that the maximum likelihood threshold is a semi-algebraic concept. We also describe geometrically how a linear concentration model can fail to exhibit this generic behavior.

High-dimensional clustering often relies on geometric or local-similarity structure, but the dominant separation between groups may not always be location-based. Differences in dispersion can create asymmetric local-neighborhood patterns: points from a more dispersed component may be closer to points in a more concentrated component than to points from their own component. We turn this high-dimensional phenomenon into a clustering principle. The proposed method, NAC (Nearest-neighbor Asymmetry Clustering), constructs a directed $k$-nearest-neighbor graph and evaluates candidate partitions using two permutation-standardized statistics: a weighted within-edge statistic that captures overall within-cluster enrichment and a contrast statistic that captures asymmetric separation. The resulting objective combines these two standardized signals, allowing the method to adapt to different separation regimes without specifying a mixture model or a low-dimensional representation. We provide a population-level analysis showing how the two statistics target complementary nearest-neighbor patterns. Simulation studies across mean, scale, and combined location-scale differences show that NAC is competitive under location separation and especially effective when nearest-neighbor asymmetry is present; gene-expression applications further illustrate its usefulness in small-sample, high-dimensional clustering.

Recent advances have extended the scope of Bayesian optimization (BO) to expensive-to-evaluate black-box functions with dozens of dimensions, aspiring to unlock impactful applications, for example, in the life sciences, neural architecture search, and robotics. However, a closer examination reveals that the state-of-the-art methods for high-dimensional Bayesian optimization (HDBO) suffer from degrading performance as the number of dimensions increases or even risk failure if certain unverifiable assumptions are not met. This paper proposes BAxUS that leverages a novel family of nested random subspaces to adapt the space it optimizes over to the problem. This ensures high performance while removing the risk of failure, which we assert via theoretical guarantees. A comprehensive evaluation demonstrates that BAxUS achieves better results than the state-of-the-art methods for a broad set of applications.

PAC-Bayes generalisation bounds are derived via change-of-measure inequalities that transfer concentration properties from a reference measure to all posterior measures. The specific choice of change of measure determines the assumptions required on the empirical risk; in particular, the classical Donsker--Varadhan theorem leads to bounds relying on bounded exponential moments. We study change-of-measure inequalities based on \(f\)-divergences, obtained by combining the Legendre transform of \(f\) with the Fenchel--Young inequality. Beyond their intrinsic interest in probability theory, we show how these inequalities are helpful in learning theory and yield PAC-Bayes bounds under tailored assumptions on the empirical risk, thereby extending the range of conditions under which PAC-Bayesian guarantees can be established.

The group testing problem concerns discovering a small number of defective items within a large population by performing tests on pools of items. A test is positive if the pool contains at least one defective, and negative if it contains no defectives. This is a sparse inference problem with a combinatorial flavour, with applications in medical testing, biology, telecommunications, information technology, data science, and more. In this monograph, we survey recent developments in the group testing problem from an information-theoretic perspective. We cover several related developments: efficient algorithms with practical storage and computation requirements, achievability bounds for optimal decoding methods, and algorithm-independent converse bounds. We assess the theoretical guarantees not only in terms of scaling laws, but also in terms of the constant factors, leading to the notion of the {\em rate} of group testing, indicating the amount of information learned per test. For the noiseless setting, we present a series of results leading to optimal rates, which in turn imply optimality and suboptimality results of various algorithms depending on the sparsity regime. We also survey analogous developments in noisy settings. In addition, we survey results concerning a number of variations on the standard group testing problem, including approximate recovery criteria, adaptive algorithms with a limited number of stages, sublinear-time algorithms, and settings with additional prior information, among others.

The $γ$-divergence is well-known for having strong robustness against heavy contamination. By virtue of this property, many applications via the $γ$-divergence have been proposed. There are two types of \gd\ for regression problem, in which the treatments of base measure are different. In this paper, we compare them and pointed out a distinct difference between these two divergences under heterogeneous contamination where the outlier ratio depends on the explanatory variable. One divergence has the strong robustness under heterogeneous contamination. The other does not have in general, but has when the parametric model of the response variable belongs to a location-scale family in which the scale does not depend on the explanatory variables or under homogeneous contamination where the outlier ratio does not depend on the explanatory variable. \citet{hung.etal.2017} discussed the strong robustness in a logistic regression model with an additional assumption that the tuning parameter $γ$ is sufficiently large. The results obtained in this paper hold for any parametric model without such an additional assumption.

The generalized linear model (GLM) plays a key role in regression analyses. In high-dimensional data, the sparse GLM has been used but it is not robust against outliers. Recently, the robust methods have been proposed for the specific example of the sparse GLM. Among them, we focus on the robust and sparse linear regression based on the $γ$-divergence. The estimator of the $γ$-divergence has strong robustness under heavy contamination. In this paper, we extend the robust and sparse linear regression based on the $γ$-divergence to the robust and sparse GLM based on the $γ$-divergence with a stochastic optimization approach in order to obtain the estimate. We adopt the randomized stochastic projected gradient descent as a stochastic optimization approach and extend the established convergence property to the classical first-order necessary condition. By virtue of the stochastic optimization approach, we can efficiently estimate parameters for very large problems. Particularly, we show the linear regression, logistic regression and Poisson regression with $L_1$ regularization in detail as specific examples of robust and sparse GLM. In numerical experiments and real data analysis, the proposed method outperformed comparative methods.

Learning of continuous exponential family distributions with unbounded support remains an important area of research for both theory and applications in high-dimensional statistics. In recent years, score matching has become a widely used method for learning exponential families with continuous variables due to its computational ease when compared against maximum likelihood estimation. However, theoretical understanding of the statistical properties of score matching is still lacking. In this work, we provide a non-asymptotic sample complexity analysis for learning the structure of exponential families of polynomials with score matching. The derived sample bounds show a polynomial dependence on the model dimension. These bounds are the first of its kind, as all prior work has shown only asymptotic bounds on the sample complexity.

Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples -- i.e., a quadrature rule -- constructed via an interacting particle system that minimizes maximum mean discrepancy (MMD) to the target distribution. These methods extend the classical mean shift algorithm, as well as recent algorithms for optimal quantization of empirical distributions, to the case of continuous distributions. Crucially, our approach creates dynamics for MMD minimization that are invariant to the unknown normalizing constant; they also admit both gradient-free and gradient-informed implementations. The resulting mean shift interacting particle systems converge quickly, capture anisotropy and multi-modality, avoid mode collapse, and scale to high dimensions. We demonstrate their performance on a wide range of benchmark sampling problems, including multi-modal mixtures, Bayesian hierarchical models, PDE-constrained inverse problems, and beyond.

Chain-of-thought (CoT) reasoning with self-consistency improves performance by aggregating multiple sampled reasoning paths. In this setting, correctness is no longer tied to a single reasoning trace but to the aggregation rule over a pool of candidate paths, making aggregation uncertainty the central challenge. This issue is critical where confidently incorrect answers are far more costly than abstentions. We introduce a conformal procedure for CoT reasoning that directly addresses aggregation uncertainty. Our approach replaces majority voting with weighted score aggregation over reasoning paths and calibrates an abstention rule using conformal risk control. This approach leads to finite-sample guarantees on the confident-error rate--the probability that the system answers and is wrong. We further identify score separability as the key condition under which abstention provably improves selective accuracy, and derive closed-form expressions that predict accuracy gains from calibration data alone. The method is fully inference-time, and requires no retraining. Across four benchmarks, four open-source models, and three score classes, realized confident-error rates are consistent with the prescribed targets up to calibration-split and test-set variability. Our method achieves $90.1\%$ selective accuracy on GSM8K by abstaining on less than $5\%$ of problems, compared with $82\%$ accuracy under majority-voting baseline.

Real-world physical signals are continuous and high-dimensional, yet the statistical-mechanics machinery of associative memory operates on discrete Ising spins. We bridge this divide through a multilayer Ising framework that couples a geometry-preserving continuous-to-Ising encoder (PCA whitening composed with SimHash random-hyperplane projection) to Kanter-Sompolinsky pseudo-inverse memory couplings, embedded directly into the local-field equations of a tri-layer hetero-associative system. The pseudo-inverse correction renders the equal-weight mixture state thermodynamically unstable, so that thermal fluctuations break the cross-modal symmetry and select a single global winner. We further establish a dynamical duality: parallel (Little) updates are structurally required to ignite the cross-modal signal avalanche from a single cued layer, whereas sequential (Glauber) sweeps resolve symmetric superpositions. The operational storage capacity obeys the Amit-Gutfreund-Sompolinsky finite-size correction $α_c(N)=α_c(\infty)-c\,N^{-1/2}$, extrapolating to an asymptotic operational limit $α_c(\infty)\approx 0.50$ under macroscopic-basin retrieval. Applied to multi-channel sleep polysomnography (PhysioNet Sleep-EDF), the architecture reconstructs the macroscopic sleep state on parietal EEG and EOG axes from a single noisy frontal-EEG cue, demonstrating cross-modal recall in the presence of quenched biological disorder.

Effective connectivity analysis in functional magnetic resonance imaging (fMRI) studies directional interactions among brain regions and experimental stimuli. Dynamic causal modeling (DCM) is a widely used method to estimate effective connectivity, based on a state-space representation consisting of a latent neural signal model and an observation model transforming the neural signal into the observed blood-oxygen-level-dependent (BOLD) response. A standard DCM combines ordinary differential equation (ODE) dynamics for the latent signal with a complex neural-hemodynamic system for the observation model, and typically uses variational Bayes for parameter estimation. While physically well-motivated, this approach can lead to practical challenges such as inexact solutions and underestimated uncertainty. We introduce Canonical DCM (CDCM), a Markov chain Monte Carlo (MCMC)-based method that adopts a simpler observation model and the No-U-Turn Sampler for posterior sampling. The simpler observation model admits a piecewise analytic solution to the neural ODE, increasing computational efficiency and enabling explicit derivation of sufficient conditions for parameter identifiability. The results indicate that CDCM provides reliable uncertainty quantification and consistent estimation of parameters related to experimental inputs for simulated and real data. We use publicly available data from the Wellcome Centre for Human Neuroimaging and the Human Connectome Project (HCP) to benchmark CDCM against standard DCM methods and examine replicability of estimated connectivity patterns in small- and large-scale neuroimaging settings.

Deep learning excels at prediction but often lacks finite-sample guarantees and calibrated uncertainty; RKHS (Reproducing Kernel Hilbert Space)-based methods provide those guarantees but struggle to adapt in high dimensions. We propose Wahkon, a deep RKHS superposition network that unifies Kolmogorov's superposition principle with RKHS regularization in the smoothing-spline tradition of Wahba. This yields a finite-dimensional deep representer theorem that makes training tractable and provides explicit layerwise complexity control. We show the penalized estimator is exactly the MAP (maximum a posteriori) estimate under a hierarchical Gaussian-process prior, extending the spline/GP duality to deep compositions. Using metric-entropy arguments, we establish minimax-optimal convergence rates under mild smoothness and clarify how depth and width trade off with regularity. Empirically, Wahkon outperforms multilayer perceptrons, Neural Tangent Kernels, and Kolmogorov--Arnold Networks across simulation benchmarks and a single-cell CITE-seq study. By unifying Kolmogorov's superposition principle with RKHS regularization, Wahkon delivers accuracy, interpretability, and statistical rigor in a single framework.

Regret is the cost of uncertainty in algorithmic decision-making. Quantifying regret typically requires computationally expensive simulation via Sample Average Approximation (SAA), with complexity $\mathcal{O}(Bn^{2}d^{3})$ in the number of scenarios $B$, variables $n$, and constraints $d$. % This paper proves that expected regret in any stochastic optimization problem admits the exact decomposition % \begin{equation*} \mathrm{Regret}(c) = \mathrm{Cov}(c,\,π^{*}(c)) + R(c), \end{equation*} % where $c$ is the vector of uncertain parameters, $π^{*}(c)$ is the optimal decision, and $R(c)$ is a residual whose magnitude we bound explicitly under Lipschitz, smooth, and strongly convex conditions. % For linear programs and unconstrained quadratic programs, including the classical Markowitz portfolio problem, we prove $R(c)=0$ exactly, so that $\mathrm{Regret}(c) = \mathrm{Cov}(c,π^{*}(c))$ holds without approximation. % When historical cost-decision pairs $\{(c_i, π^*(c_i))\}$ are available, the covariance can be estimated in $\mathcal{O}(nd^{2})$ time, which is orders of magnitude faster than SAA. The estimation is performed by a single pass through the data. % We derive concentration bounds, a central limit theorem, and an asymptotically unbiased residual estimator, and we validate all results on synthetic LP, QP, and integer programming instances and on a rolling-window portfolio experiment using ten years of CRSP equity data.

The inflated beta regression model is widely used for modeling continuous proportions with values at the boundaries. Maximum likelihood estimation for these models is well-known for its sensitivity to outliers, which can severely distort inference and lead to misleading conclusions. We propose robust estimators that mitigate the lack of robustness in maximum likelihood-based inference while preserving the simplicity and interpretability of the inflated beta framework. Additionally, an algorithm is introduced to select tuning constants based on the data's robustness requirements. The proposed estimators' asymptotic and robustness properties are studied, and robust Wald-type tests are developed. Simulation studies and a real data application highlight the advantages and practical effectiveness of the proposed robust estimators.

Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the next data point given all observed data such that the resulting predictive distributions converge weakly almost surely. We study two kernel based prediction rules: the classic kernel density estimator, and a recursive version previously introduced for online problems. We show that both processes converge weakly almost surely, which opens the door for new Bayesian interpretations of kernel density estimation. Surprisingly, the process based on the classic kernel density estimates converges to a compactly supported measure, while the recursive version converges to a non-compactly supported measure.

Certain recent advances in statistical methodology have promising potential for fruitful use in general biology and the fisheries sciences. This paper reviews and discusses some of the relevant themes, including accurate modelling via focused model selection techniques, dynamic goodness-of-fit testing of processes evolving over time, finding break points for phenomena experiencing changes, prediction uncertainty, and optimal combination of information across diverse sources via confidence distributions. The methods are illustrated for the Hjort liver quality index time series. Its roots lie in the classic Hjort (`Fluctuations in the Great Fisheries of Northern Europe, Viewed in the Light of Biological Research', 1914), where liver quality of the Atlantic cod {\it (Gadus morhua)} for 1880--1912 is reported on and studied, along with related factors, making it one of the first teleost time series ever published. Diligent work by Kjesbu et al. (`Making use of Johan Hjort's `unknown' legacy: reconstruction of a 150-year coastal time-series on northeast Arctic cod (Gadus morhua) liver data reveals long-term trends in energy allocation patterns', 2014), involving both archival and calibration efforts, have extended the series both backwards and forwards in time, to 1859--2012, yielding one of the longest time series of marine science. Our study offers a detailed examination of this series and how it relates to and interacts with associated factors, including Kola winter temperatures, length distribution parameters, cod mortality, and a certain index related to availability of food.

Quantum machine learning (QML) aims to accelerate machine learning tasks by exploiting quantum computation. Previous work studied a QML algorithm for selecting sparse subnetworks from large shallow neural networks. Instead of directly solving an optimization problem over a large-scale network, this algorithm constructs a sparse subnetwork by sampling hidden nodes from an optimized probability distribution defined using the ridgelet transform. The quantum algorithm performs this sampling in time $O(D)$ in the data dimension $D$, whereas a naive classical implementation relies on handling exponentially many candidate nodes and hence takes $\exp[O(D)]$ time. In this work, we construct and analyze a quantum-inspired fully classical algorithm for the same sampling task. We show that our algorithm runs in time $O(\operatorname{poly}(D))$, thereby removing the exponential dependence on $D$ from the previous classical approach. Numerical simulations show that the proposed sampler achieves empirical risk comparable to exact sampling from the optimized distribution and substantially lower than sampling from the non-optimized uniform distribution, while also exhibiting exponentially improved runtime scaling compared with the conventional classical implementation. These successful dequantization results show that sparse subnetwork selection via optimized sampling can be achieved classically with polynomial data-dimension scaling on conventional computers without quantum hardware, providing an alternative to the existing quantum algorithm.

Acquisition differences across sites, scanners, and protocols in dMRI introduce variability that complicates structural connectome analysis. This motivates deep learning models that can represent high-dimensional connectomes in a low-dimensional space while explicitly separating acquisition-related effects from biological variation. Conventional dimensionality reduction methods model all variance as continuous, so acquisition effects often get absorbed into a continuous latent space. Recent hybrid latent-space models combine discrete and continuous components to address this, but typically require manual capacity tuning to ensure the discrete component captures the intended variability. We introduce an unsupervised framework that removes this manual tuning by architecturally annealing encoder outputs before decoding, allowing the model to adaptively balance discrete and continuous latent variables during training. To evaluate it, we curated a dataset of N=7,416 structural connectomes derived from dMRI, spanning ages 2 to 102 and 13 studies with 25 unique acquisition-parameter combinations. Of these, 5,900 are cognitively unimpaired, 877 have mild cognitive impairment (MCI), and 639 have Alzheimer's disease (AD). We compare against a standard VAE, PCA with k-means clustering, and hybrid models that anneal only through the loss function. Our architectural annealing produces stronger site learning (ARI=0.53, p<0.05) than these baselines. Results show that a hybrid continuous-discrete latent space, with architectural rather than loss-based annealing, provides a useful unsupervised mechanism for capturing acquisition variability in dMRI: by jointly modeling smooth and categorical structure, the Joint-VAE recovers clusters aligned with scanner and protocol differences.

NVIDIA GPUs have recently started to be used in computational biology, yet R users lack integrated GPU monitoring tools, forcing reliance on external utilities like nvidia-smi. We introduce CudaMon, an R package providing real-time monitoring of GPU utilization, memory, temperature, and power draw via NVML, along with data export and visualization utilities. Monitoring a GPU-accelerated single-cell RNA-seq pipeline (1M brain cells, RAPIDS workflow) shows that compute-intensive steps (PCA, UMAP, t-SNE) exceed 90% GPU utilization, while data management phases reveal bottlenecks. CudaMon facilitates resource optimization, performance debugging, and reproducibility for GPU-accelerated R workflows.

The football transfer market is a complex, dynamic environment in which clubs compete to acquire players who strengthen their squads. While several frameworks estimate a player's worth, a comprehensive approach that captures both squad optimisation and transfer market dynamics remains limited. In this paper, we propose a quantitative framework for optimising football transfer strategy under budget constraints, integrated with a competitive bidding paradigm. Using data from professional football leagues, we construct player performance and transfer price models using linear mixed-effects frameworks that incorporate player characteristics, recent performance, team context, and league effects. The predicted ratings and estimated transfer prices are then integrated into a weighted multi-criteria constrained optimisation framework that determines a club's transfer activities at the end of the season. Finally, these optimal transfer decisions are embedded within an independent private-value auction model with a random reserve price to analyse market behaviour when multiple teams compete for the same player. We illustrate our approach using the 2018-19 season of the English Premier League to demonstrate its ability to capture transfer-market dynamics.

During the last few years, the term Mechanistic Interpretability, a specific area, under the umbrella of explainable artificial intelligence (XAI), has been introduced, to explain the decisions made by complex machine learning (ML) models in critical systems like UAV intrusion detection systems (UAVIDS). In this paper, we apply best-practices for data pre-processing and examine a wide range of tree-ensembles, deep neural networks, hybrid stacking models and the latest ensemble neural networks to detect intrusions in UAV, with stratified 10-fold cross validation. With our top-performing model, XGBoost, we proceed to Shapley Additive explanations (SHAP), to analyze the global and local feature importances and understand which features, each attack targets, to mimic normal traffic and where the misclassifications occur. Furthermore a distribution analysis follows, by visually comparing violin plots and the curves of kernel density estimations. With the Westfall-Young permutation test for multiple comparisons, the Bandwidth optimization of the KDEs and the selection of Jensen-Shannon Distance for the test, we discover the true causes of false predictions, observed in Wormhole and Blackhole attacks in UAVIDS-2025. The findings provide robust, reliable and explainable models for UAV intrusion detection, along with statistical insights, which capture and clarify the masked nature of the attacks, regarding the challenge of Density Support Intersection, between these attacks, in this dataset.

Online Multiple Testing (OMT), a fundamental pillar of sequential statistical inference, traditionally evaluates the False Discovery Rate (FDR) and statistical power in isolation, obscuring the highly asymmetric costs of false positives and false negatives in modern automated pipelines. To unify this evaluation, we introduce $\textit{Weighted Regret}$. Under this metric, we prove the $\textit{Duality of Regret Conservation}$: purely deterministic procedures ensuring strict FDR control inevitably incur an $Ω(T)$ linear regret penalty, as threshold depletion during signal-sparse cold starts forces massive false negatives. Tailored for exogenous testing streams, we propose Decoupled-OMT (DOMT) as a baseline-agnostic meta-wrapper. By incorporating a history-decoupled, strictly non-negative random perturbation, DOMT rescues purely deterministic baselines from severe threshold depletion. Crucially, it preserves exact asymptotic safety in stationary environments and rigorously bounds finite-sample error inflation during cold-starts. Guaranteeing zero additional false negatives, it yields an order-optimal $Ω(\sqrt{T})$ regret reduction in bursty environments, with a derived ``Cold-Start Tax'' characterizing the exact phase transition of algorithmic superiority. Experiments validate that DOMT consistently curtails empirical weighted regret, achieving an order-optimal sublinear mitigation of threshold depletion to navigate the non-stationary Pareto frontier.

Quantization is essential for efficient large language model (LLM) inference, yet the dequantization step-converting low-bit weights back to high-precision for matrix multiplication has become a critical bottleneck on modern AI accelerators. On architectures with decoupled compute units (e.g., Ascend NPUs), dequantization operations can consume more cycles than the matrix multiplication itself, leaving the high-throughput tensor cores underutilized. This paper presents Multi-Scale Dequant (MSD), a quantization framework that removes weight/KV dequantization from the GEMM critical path. Instead of lifting low-bit weights to BF16 precision, MSD decomposes high-precision BF16 activations into multiple low-precision components, each of which can be multiplied directly with quantized weights via native hardware-accelerated GEMM. This approach shifts the computational paradigm from precision conversion to multi-scale approximation, avoiding INT8-to-BF16 weight conversion before GEMM. We instantiate MSD for two weight formats and derive tight error bounds for each. For INT8 weights (W4A16), two-pass INT8 decomposition achieves near 16 effective bits. For MXFP4 weights (W4A16), two-pass MXFP4 decomposition yields near 6.6 effective bits with error bound 1/64 per block surpassing single-pass MXFP8(5.24 bits) while maintaining the same effective GEMM compute time. We further derive closed-form latency and HBM traffic models showing that MSD avoids the Vector-Cube pipeline stall caused by dequantization and reduces KV cache HBM traffic by up to 2.5 times in attention. Numerical simulations on matrix multiplication and Flash Attention kernels confirm that MSD does not degrade accuracy compared to dequantization baselines, and in many settings achieves lower L2 error.

Deep neural networks generalize well despite being heavily overparameterized, in apparent contradiction with classical learning theory based on uniform convergence over fixed hypothesis spaces. Uniform bounds over the entire parameter space are vacuous in this regime, and recent work has shown that non-vacuous guarantees can be recovered by restricting attention to the part of parameter space that the algorithm actually visits. This survey paper organizes this line of work around three steps: extending PAC-Bayesian theory to random, data-dependent hypothesis sets (arXiv:2404.17442); refining the complexity term with geometric and topological descriptors of the optimization trajectory, including fractal dimensions, alpha-weighted lifetime sums, and positive magnitude (arXiv:2006.09313, arXiv:2302.02766, arXiv:2407.08723); and replacing the resulting information-theoretic terms by stability assumptions (arXiv:2507.06775). We unify these contributions around a single template inequality and a head-to-head comparison of the resulting bounds.

We present a covariance-aware sampler that improves the quality of pixel-space Diffusion Model (DM) sampling in the few-step regime. We hypothesize that in the few-step regime samplers fail because they rely solely on the predicted mean of the reverse distribution, while our solution explicitly models the reverse-process covariance. Our method combines Tweedie's formula to estimate the covariance with an efficient, structured Fourier-space decomposition of the covariance matrix. Implemented as an extension of DDIM, our method requires only a minimal overhead: one extra Jacobian-Vector Product (JVP) per step. We demonstrate that for pixel-based DMs, our method consistently produces superior samples compared to state-of-the-art second order samplers (Heun, DPM-Solver++) and the recent aDDIM sampler, at an identical number of function evaluations (NFE).

Reinforcement learning (RL) for large language models (LLMs) is dominated by the cost of rollout generation, which has motivated the use of low-precision rollouts (e.g., FP8) paired with a BF16 trainer to improve throughput and reduce memory pressure. This introduces a rollout-training mismatch that biases the policy gradient and can cause training to collapse outright on reasoning benchmarks. We show that the mismatch is non-stationary and acts as a double-edged sword: early in training it provides a stochastic exploration bonus, exposing the gradient to trajectories the trainer would otherwise under-sample, but the same perturbation transitions into a destabilizing source of bias as the policy concentrates. To solve this, we propose Adaptive Importance Sampling (AIS), a correction framework that adjusts the strength of its intervention on a per-batch basis. AIS combines three real-time diagnostics, namely weight reliability, divergence severity, and variance amplification, into a single mixing coefficient that interpolates between the uncorrected and fully importance-weighted gradients, suppressing the destabilizing component of the mismatch while preserving its exploratory benefit. We integrate AIS into GRPO and evaluate it on the diffusion-based LLaDA-8B-Instruct and the autoregressive Qwen3-8B and Qwen3.5-9B across mathematical reasoning and planning benchmarks. AIS matches the BF16 baseline on most tasks while retaining the 1.5 to 2.76x rollout speedup of FP8.

The Perturbed Utility Model (PUM) framework provides a generalization of discrete choice analysis, unifying models like Multinomial Logit (MNL) and Sparsemax through convex optimization. However, standard Maximum Likelihood Estimation (MLE) encounters theoretical and computational limitations when applied to this broader class, particularly regarding non-convexity and instability in sparse regimes. To address these issues, this paper introduces a unified estimation framework for PUMs based on the Fenchel-Young loss. By leveraging the intrinsic convex conjugate structure of the choice probabilities, we demonstrate that the Fenchel-Young estimator guarantees global convexity, providing a stable alternative to MLE that accommodates both dense and sparse choice kernels. Furthermore, we establish the framework's asymptotic consistency and normality under standard regularity conditions. Leveraging the tractability of the Fenchel-Young estimator, we further develop a Parametric Basis Estimation (PBE) procedure that estimate utility parameters jointly with a tree-structured perturbation function within a pre-specified basis family. PBE employs a bi-level optimization architecture that parameterizes the unknown perturbation as a learnable convex combination of basis functions. For any fixed perturbation structure, the inner Fenchel--Young estimation problem is globally convex in the utility parameters, yielding a well-defined solution mapping that can be differentiated under regularity conditions. Empirical validation on the Swissmetro dataset demonstrates that the proposed framework improves predictive performance, as measured by the Brier score and Brier Skill Score, compared to the standard MNL baseline.

Estimating individualized treatment rules (ITRs) is fundamental to precision medicine, where the goal is to tailor treatment decisions to individual patient characteristics. While numerous methods have been developed for ITR estimation, there is limited research on model updating that accounts for shifted treatment-covariate relationships in the ITR setting. In practice, models trained on source data must be updated for new (target) datasets that exhibit shifts in treatment effects. To address this challenge, we propose a Reluctant Transfer Learning (RTL) framework that enables efficient model adaptation by selectively transferring essential model components (e.g., regression coefficients) from source to target data, without requiring access to individual-level source data. Leveraging the principle of reluctant modeling, the RTL approach incorporates model adjustments only when they improve performance on the target dataset, thereby controlling complexity and enhancing generalizability. Our method supports multi-armed treatment settings, performs variable selection for interpretability, and provides a regret bound for the difference in value of the optimal ITR and that of the estimated ITR. Through simulation studies and an application to a real data example from the Best Apnea Interventions for Research (BestAIR) trial, we demonstrate that RTL outperforms existing alternatives. The proposed framework offers an efficient, practically feasible approach to adaptive treatment decision-making under evolving treatment effect conditions.

The performance of an LLM depends heavily on the relevance of its training data to the downstream evaluation task. However, in practice, the data involved in an unseen evaluation task is often unknown (e.g., conversations between an LLM and a user are end-to-end encrypted). Hence, it is unclear what data are relevant for fine-tuning the LLM to maximize its performance on the specific unseen evaluation task. Instead, one can only deploy the LLM on the unseen task to gather multiple rounds of feedback on how well the model performs (e.g., user ratings). This novel setting offers a refreshing perspective towards optimizing training data mixtures via feedback from an unseen evaluation task, which prior data mixing and selection works do not consider. Our paper presents DUET, a novel global-to-local algorithm that interleaves influence function as a data selection method with Bayesian optimization to optimize data mixture via feedback from a specific unseen evaluation task. By analyzing DUET's cumulative regret, we theoretically show that DUET converges to the optimal training data mixture for an unseen task even without any data knowledge of the task. Finally, our experiments across a variety of language tasks demonstrate that DUET outperforms existing data selection and mixing methods in the unseen-task setting.

Under a set of assumptions on a family of submanifolds $\subset {\mathbb R}^D$, we derive a series of geometric properties that remain valid after finite-dimensional and almost isometric Diffusion Maps (DM), including almost uniform density, finite polynomial approximation and reach. Leveraging these properties, we establish rigorous bounds on the embedding errors introduced by the DM algorithm is $O\left((\frac{\log n}{n})^{\frac{1}{8d+16}}\right)$. Furthermore, we quantify the error between the estimated tangent spaces and the true tangent spaces over the submanifolds after the DM embedding, $\sup_{P\in \mathcal{P}}\mathbb{E}_{P^{\otimes \tilde{n}}} \max_{1\leq j \angle (T_{Y_{φ(M),j}}φ(M),\hat{T}_j)\leq \tilde{n}} \leq C \left(\frac{\log n }{n}\right)^\frac{k-1}{(8d+16)k}$, which providing a precise characterization of the geometric accuracy of the embeddings. These results offer a solid theoretical foundation for understanding the performance and reliability of DM in practical applications.

Mixture model-based frameworks are very popular for statistical inference in clustering. While convenient for producing probabilistic estimates of cluster assignments and uncertainty, they are prone to misspecification, which can lead to inconsistent clustering results. Graphical model-based clustering adopts a different strategy, specifying the likelihood by treating data as dependently generated from a disjoint union of component graphs. Recent work on Bayesian spanning forests addresses graph uncertainty by using the integrated posterior of the node partition, marginalized over the latent edge distribution, to produce probabilistic clustering estimates. Despite strong empirical performance, theoretical guarantees such as consistency remain unclear, particularly when the true data-generating process deviates from the assumed graphical model. This article establishes a positive asymptotic result: when data are generated from an unknown collection of component distributions and a mild asymptotic separation condition holds with probability tending to one (without requiring complete support separation), the posterior concentrates on the true partition, thereby yielding consistent clustering estimates, including the number of clusters. Our results hold whether the number of clusters is fixed or increases with sample size. Additionally, we derive an upper bound on the expected misclassification rate. These results highlight graphical models as a robust alternative to mixture models in clustering.

Beta regression models are employed to model continuous response variables in the unit interval, like rates, percentages, or proportions. Their applications rise in several areas, such as medicine, environment research, finance, and natural sciences. The maximum likelihood estimation is widely used to make inferences for the parameters. Nonetheless, it is well-known that the maximum likelihood-based inference suffers from the lack of robustness in the presence of outliers. Such a case can bring severe bias and misleading conclusions. Recently, robust estimators for beta regression models were presented in the literature. However, these estimators require non-trivial restrictions in the parameter space, which limit their application. This paper develops new robust estimators that overcome this drawback. Their asymptotic and robustness properties are studied, and robust Wald-type tests are introduced. Simulation results evidence the merits of the new robust estimators. Inference and diagnostics using the new estimators are illustrated in an application to health insurance coverage data.

The main purpose of this paper is to introduce a new class of regression models for bounded continuous data, commonly encountered in applied research. The models, named the power logit regression models, assume that the response variable follows a distribution in a wide, flexible class of distributions with three parameters, namely the median, a dispersion parameter and a skewness parameter. The paper offers a comprehensive set of tools for likelihood inference and diagnostic analysis, and introduces the new R package PLreg. Applications with real and simulated data show the merits of the proposed models, the statistical tools, and the computational package.