Papers

We develop a new uniform drift condition and local minorization that implies a stronger weighted form of uniform ergodicity for Markov chains we call hyper-V uniform ergodicity. The convergence guarantees geometric decay of the bias towards the invariant measure independently of the initialization for all functions controlled by a dominating function V. A key advantage of the approach is that it bypasses the need to establish a global minorization condition, which is often substantially more difficult to verify in practice, while yielding stronger convergence guarantees than global minorization. Optimal convergence bounds in a minimax sense of the framework are established. The utility of the framework is demonstrated through applications to the P'olya-Gamma and Kolmogorov-Gamma Gibbs samplers. We also show qualitative hyper-V uniform ergodicity convergence for two-variable Gibbs samplers can be inferred by the form of the invariant measure, bypassing convergence analysis entirely.

We consider a mixture of at most $k$ unit-covariance Gaussians in $\mathbb{R}^d$ whose means belong to a fixed-radius ball, with no separation or minimum-weight condition. Doss, Wu, Yang and Zhou (2023) proved that the minimax Hellinger risk is of order $\sqrt{d/n}\wedge 1$ and constructed a proper polynomial-time estimator with the slower general bound $(d/n)^{1/4}$; obtaining the sharp rate in polynomial time for fixed $k\geq 3$ was left open. We resolve this question. The key device is a moment-fiber range finder. A second-moment subspace controls the energy missed by projection. We then estimate finitely many one-free-index Hermite contractions. These vector-valued contractions recover every tensor component containing exactly one missed direction at the sharp $\sqrt{d/n}$ scale. Every remaining term contains at least two missed factors and is therefore controlled by the residual second-moment energy. The resulting subspace has dimension depending only on $k$. Exhaustive moment fitting in this constant-dimensional space produces a proper mixture and, together with the dimension-free moment characterization of Gaussian mixtures, achieves the optimal Hellinger rate in polynomial arithmetic time for every fixed $k$.

Khaleghi and Lugosi asked whether the sum of the $\phi$-mixing (uniform-mixing) coefficients of a real-valued discrete-time stationary ergodic process can be consistently estimated from a single sample path. We construct a deterministic sequence of Borel statistics that, for every such process, converges almost surely to the extended sum $\sum_{m\geq1}\phi(m)$, including divergence to $+\infty$ when the sum is infinite. The estimator combines finite dyadic cylinders with a vanishing empirical cutoff on conditioning-event frequencies. When the target is finite, $\alpha(m)\leq\phi(m)$ supplies summable covariance control for the growing finite classes, and a stable-division estimate yields the upper bound. Fixed positive-probability witnesses and Birkhoff's theorem give the lower bound, including the infinite-target case. No mixing rate or known positive lower bound on conditioning-event probabilities is required.

An e-detector for a pre-change class $\mathcal P$ is a nonnegative process $M$ such that $\mathbb E_P[M_\tau] \leq \mathbb E_P[\tau]$ for all stopping times $\tau$ and all $P \in \mathcal P$. Thresholding e-detectors controls the average run length (ARL): declaring a change at the first time $T_b$ when $M$ crosses $b$ ensures that $\inf_{P \in \mathcal P}\mathbb E_P[T] \geq b$. But e-detectors do substantially more than control the ARL; they also satisfy a optional-horizon inequality: \[ P(T_b\leq\sigma)\leq \mathbb E_P[\sigma]/b \] for every data-dependent stopping time (monitoring horizon) \(\sigma\) and $P\in \mathcal P$. In particular, every e-detector-based procedure obeys $P(T\leq t)\leq t/b$ at each fixed $t$, thus avoiding early false alarms. Remarkably, the converse also holds: every stopping time $T$ that satisfies the optional-horizon inequality must in fact arise from thresholding an e-detector. We also derive a universal representation of stopping times that satisfy (only) ARL control. These are represented by weak e-detectors, that only require $\mathbb E_P[M_\tau] \leq \mathbb E_P[\tau]$ to hold at all threshold stopping times $T_b$. Appendices present universal representations for other (less common) change detection metrics.

We introduce an intrinsic spectral sparsity model for nonparametric density estimation on compact connected Riemannian manifolds. Instead of penalizing coefficients in an arbitrarily chosen Laplace–Beltrami eigenbasis, we group each complete eigenspace and measure the Hilbert norm of its spectral component. The resulting block-variation space is basis independent and isometry invariant. We establish its structural, atomic, and nonlinear approximation properties and clarify its relation to Sobolev, Besov, and coefficientwise spectral $\ell^1$ classes. We then construct a coordinate-free block-shrinkage estimator and prove a nonasymptotic signal-dependent $L^2$-oracle inequality that adapts to the unknown set of detectable eigenspaces. Under polynomial spectral growth, the risk theory separates the number of spectral blocks from their multiplicities and exhibits two regimes: one driven by a single high-dimensional eigenspace and the other by cumulative spectral complexity. Under matching spectral-growth and nondegeneracy assumptions, corresponding minimax lower bounds show that this multiplicity dependence is intrinsic, with sharp consequences for spheres and the rotation group $SO(3)$. Finally, we develop a positive, normalized, block-penalized exponential spectral sieve for log-densities and derive likelihood oracle inequalities together with expected Kullback–Leibler, Hellinger, and $L^2$ risk bounds. The resulting framework provides a geometry-respecting theory of sparse density estimation that remains invariant under changes of eigenbasis.

We develop a probabilistic cavity-contiguity framework for proving replica-symmetric convergence of local marginals in mean-field Gibbs systems. The approach is based on cavity decompositions of the Hamiltonian together with direct comparison of probability measures through Radon-Nikodym derivatives and Hellinger-type estimates. At a conceptual level, the method separates the concentration of the relevant order parameters from the identification of the asymptotic cavity model and the comparison of the associated Gibbs measures. In contrast with interpolation-based approaches, the argument relies only weakly on the Gaussianity of the disorder and naturally accommodates concentration tools such as Poincaré and log-Sobolev inequalities. Rather than pursuing maximal generality, with the aim of making the method transparent, we implement the framework in a canonical example: the high-temperature Sherrington-Kirkpatrick model. In this setting, we prove that the marginal law of a fixed spin converges in total variation toward the effective one-dimensional cavity measure predicted by the replica method. Beyond the specific result for the Sherrington-Kirkpatrick model, the paper illustrates a broader cavity-contiguity methodology which is expected to extend naturally to other mean-field Gibbs systems, particularly Bayesian inference models with or without mismatch.

Let $\widehat R$ be the Pearson sample correlation matrix formed from $n$ independent Gaussian observations in $p$ dimensions, and write $m=n-1\ge p$. Under the null correlation $R=I_p$, the classical independent beta product, exact cumulants, and full Fourier inversion yield, along every sequence $p\to\infty$ with $m\ge p$, a uniform first Edgeworth expansion for $\log\det\widehat R$, centered by its exact mean and scaled by its exact standard deviation. The expansion identifies the exact finite dimensional skewness correction and gives the sharp Kolmogorov equivalent $A_{m,p}/\{6\sqrt{2\pi}V_{m,p}^{3/2}\}$, where $V_{m,p}$ is the exact variance and $A_{m,p}$ is the absolute third cumulant. This equivalent unifies the square, fixed gap, growing gap, proportional, and dilute regimes; in the square regime the error has order $(\log p)^{-3/2}$ with an exact constant. For every positive definite population correlation matrix $R$, we prove a uniform finite sample Berry-Esseen bound that explicitly tracks population dependence. All theoretical results have exact or proved equivalent Lean 4 formulations whose declarations and dependencies are kernel checked.

Recovering a low-dimensional latent subspace from nonlinear observations of Gaussian covariates in high dimensions is a fundamental problem in feature learning. Here, we consider Gaussian multi-index models in which the covariates $\boldsymbol{x}_i \stackrel{\mathrm{i.i.d.}}{\sim} \mathcal{N}(0,\boldsymbol{I}_d)$ and the responses $\boldsymbol{y}_i$ depend on $\boldsymbol{x}_i$ only through its projection onto an unknown $r$-dimensional subspace. Earlier work based on approximate message passing (AMP) identified a sharp threshold for weak recovery [Troiani et al., 2025], raising the question of whether it can be attained, without side information, by a spectral method. We answer this affirmatively and develop a general random matrix theory for matrix-valued spectral estimators of the form \[\boldsymbol{D}_n=\frac{1}{n}\sum_{i=1}^n\boldsymbol{T}(\boldsymbol{y}_i)\otimes\boldsymbol{x}_i\boldsymbol{x}_i^\top,\] where $\boldsymbol{T}$ is an arbitrary bounded symmetric matrix-valued preprocessing map of fixed dimension. As $n,d \to \infty$ with $n/d\to\alpha$, we prove that the empirical spectral measure of $\boldsymbol{D}_n$ converges almost surely to a deterministic compactly supported distribution characterized by a matrix-valued self-consistent equation. We then establish a spectral phase transition for the largest eigenvalue: below threshold it sticks to the bulk edge, while above threshold an outlier emerges. We characterize the outlier location through a finite-dimensional deterministic equation and show that the associated spectral estimator achieves weak recovery of the latent subspace. Finally, we prove that the AMP-derived preprocessing of [Defilippis et al., 2025] is optimal among all bounded matrix-valued preprocessing maps of any fixed dimension. Its transition coincides with the AMP weak-recovery threshold, proving the general spectral conjecture of [Defilippis et al., 2025].

Let $\boldsymbol{X}_i=(X_{1i},X_{2i})^\top$ be independent and identically distributed observations with mean $\boldsymbol{\mu}=(\mu_1,\mu_2)^\top$ constrained by $\mu_1\leq\mu_2$. We study empirical-likelihood inference for a fixed mean vector and distinguish it from the previously known test of equality against an ordered alternative. At a fixed interior point, the constrained empirical likelihood ratio has the usual $\chi^2_2$ limit. At a fixed boundary point $(m,m)^\top$, its limit is the chi-bar-square distribution $\tfrac12\chi^2_1+\tfrac12\chi^2_2$. By contrast, profiling the unknown common mean in the equality-versus-order test yields $\tfrac12\chi^2_0+\tfrac12\chi^2_1$, the $k=2$ ordered-mean case of El Barmi (1996). We give an exact reduction of the latter statistic to the empirical likelihood of the paired differences, establish the localization step needed for the fixed-boundary expansion, and derive a local-to-boundary limit showing that interior calibration is not uniform over $n^{-1/2}$-neighborhoods of the boundary. Monte Carlo experiments under Gaussian, Student $t_5$, and shifted log-normal sampling examine fixed, boundary, and local regimes with explicit numerical-failure accounting. Illustrative paired-data analyses show the practical distinction between fixed-candidate confidence regions, directional equality tests, and ordinary scalar empirical-likelihood intervals truncated to the nonnegative parameter space.

We prove new deviation inequalities for infinite-order U-processes, that is, U-processes whose order may increase with the sample size. Our goal is to obtain the sharpest possible dependence of the tail bounds on the order of the process, as well as to characterize the largest range in which the process exhibits sub-Gaussian deviations. We derive closed-form inequalities for processes indexed by Euclidean classes, including VC-subgraph classes of functions. We then illustrate the statistical applications of our results to multivariate depth. In particular, we introduce a multivariate analogue of the Hodges-Lehmann estimator based on Tukey's median, establish sub-Gaussian concentration inequalities with explicit constants for its deviations from the mean, and identify an interesting phenomenon concerning its asymptotic distribution.

The unit square $I=[0,1]^2$ is divided into two rectangles by the vertical line $x=p$, where $p\in(0,1)$. Consider $N$ independent uniformly distributed points on $I$, which we interpret as a population of individuals, with the line $x=p$ representing a community boundary that separates the population into two communities. Whether a pair of individuals share a connection depends on their locations in $I$ and on whether they belong to the same community. Specifically, two individuals in the same community are connected if they are within distance $R_N$ of each other, while two individuals in different communities are connected if they are within distance $R_N'$ of each other, giving rise to a geometric variant of the so-called stochastic block model. A statistician observes the adjacency matrix of the resulting graph together with the geometric locations of the individuals and is tasked with estimating the boundary location $p$. Depending on how $R_N$ and $R_N'$ scale as $N\to\infty$, we establish necessary and sufficient conditions for consistent estimation of $p$. Whenever consistent estimation is possible, we devise an estimator that converges to $p$ as $N\to\infty$ and provide explicit bounds on its estimation error.

The efficient randomized-adaptive design attains the minimal possible variance of the allocation proportion for any pre-specified target and has been extended from two to several treatment arms, but both versions target a single response. Confirmatory trials increasingly rely on several prioritized endpoints, typically efficacy followed by safety, that cannot be reduced to one summary without losing information. The efficient randomized-adaptive design is extended here to targets driven by the net treatment benefit of generalized pairwise comparisons, allowing any number of arms and endpoints of mixed type, including censored time-to-event outcomes. Strong consistency, a law of the iterated logarithm, and asymptotic normality of the allocation proportions are established by combining a sequential Hájek projection for the net benefit with the martingale technique used for the original design, and the design is shown to attain the semiparametric efficiency bound within the class of designs that track a smooth function of the net benefit. In simulations calibrated to a three-arm phase III melanoma trial, the proposed design concentrates allocation on the superior treatment more efficiently than designs driven by a single endpoint, while preserving type I error and power. A redesign of the trial illustrates the practical benefit, and the approach is discussed in relation to current regulatory thinking on adaptive designs for confirmatory trials.

Induction is the process by which empirical evidence is transformed to knowledge. Hume famously argued—and Popper and others agree—that there can be no logical justification for induction. A weaker form of induction, due to Bayes, expresses the aforementioned knowledge in terms of probabilities, and we review some well-known and not-so-well-known criticisms of the Bayesian solution. We then investigate the relatively new possibilistic inferential model (IM) framework, showing that, in addition to the IM's strong, statistical reliability guarantees that it uniquely enjoys, it is safe from those criticisms that damage the Bayesian foundations. For illustration, we reconsider the classical sunrise problem and compare our proposed solution with Laplace's famous rule of succession.

Learning mappings between infinite-dimensional objects is a central challenge in scientific machine learning. We introduce a general kernel-based encoder-decoder framework for operator learning that separates observation, representation, learning, and reconstruction. We develop this framework for multi-input, multi-output operator learning, where operators map between products of potentially distinct function spaces. Our approximation theory shows that, although the number of inputs and outputs can increase, the convergence rate is governed by the most challenging constituent approximation problem rather than the overall problem dimension. The framework leads to practical kernel methods with closed-form training and inference, combining mathematical tractability with computational efficiency. We further specialize the approach to multiple operator learning by introducing KernelMO, a family of kernel methods with complementary operator-valued and product-space formulations. Across five families of parametric partial differential equations, the proposed methods achieve competitive or state-of-the-art predictive accuracy while reducing training and inference costs relative to neural operator architectures and deep learning based models, offering an efficient and lightweight alternative.

Graph-based regularization is widely used to stabilize noisy RNA-velocity estimates by encouraging transcriptionally similar cells to share similar velocity vectors. Near developmental bifurcations, however, proximity-based graphs may connect cells from distinct daughter lineages, reducing estimation variance at the cost of attenuating biologically meaningful lineage-specific dynamics. We formulate graph-regularized RNA velocity as a statistical estimation problem on a potentially misspecified cell-state graph and develop a theoretical framework for analyzing this trade-off. We derive an exact graph-spectral bias–variance decomposition that characterizes how Laplacian regularization suppresses estimation noise while introducing systematic smoothing bias. To quantify lineage preservation, we introduce a branch-sensitive risk that separates within-lineage denoising from cross-lineage information leakage. We further show that persistent cross-branch connectivity can induce nonvanishing branch bias, implying that standard proximity-graph regularization may remain asymptotically inconsistent near developmental bifurcations. These results provide a mathematical foundation for understanding both the statistical benefits and the geometric limitations of graph regularization for RNA-velocity estimation.

Collections of diverse observations often share one acquisition, processing, geometric, or channel corruption, while only an unpaired clean reference set is available. For a prescribed low-dimensional correction shared across observations, the observed and clean reference sets support inference only through the response of fixed moments. We formulate this problem as two-sample moment calibration and report a rank-aware information state combining local rank, scaled moment sensitivity, source-separated covariance, and a moment compatibility residual. Full rank gives local moment identifiability, whereas kernel directions remain unresolved to first order. A unified linearization separates observed-set and reference-set uncertainty. Under covariance weighting, the weakest scaled singular value determines worst-direction asymptotic amplification. For an orientation-preserving planar-similarity correction shared across observations, ensemble centroids and a nonzero third-order complex moment yield closed-form global population identification of translation, rotation, and isotropic scale under matched-population and no-clipping assumptions. Controlled validation tests the predicted $N^{-1}$ and $\sigma_{\min}^{-2}$ laws, Gaussian efficiency, and interval coverage. Bounded applications report color corrected-output quality, channel magnitude-response calibration, and a separate paired geometric de-beautification result. The framework therefore reports missing or weak information instead of treating every fitted correction as identified.

Each row of a transformer's attention matrix is a probability distribution over tokens, and in trained models most of that probability lands on a single sink token, usually the first. Standard tools for comparing attention rows (cosine similarity, Jensen–Shannon divergence, Shannon entropy) therefore hinge on a choice papers rarely report: keep the sink, or drop it and renormalize. This choice can reverse conclusions. On ten pretrained models from five families, 17–47% of verdicts about which of two heads is more similar flip with the convention, and the most prominent structure in a standard BERT head-clustering pipeline is an artifact of it. The reason is that one-number summaries mix two questions: how much attention the sink takes, and how the rest is divided among the content tokens. Treating rows as compositional data separates them exactly: the Aitchison distance splits orthogonally into a sink term and a content term, entropy splits by an exact identity, and the content distance is characterized by invariances the transformer itself possesses. The separation matters in practice: most measured entropy collapse during training is the sink growing, not attention sharpening (30% of the drop at 70M parameters, 95% at 1B, 79% at 1.4B), and pruning heads with the wrong channel can inflate perplexity more than a hundredfold. We map where each convention is safe, test a frozen out-of-sample predictor (one confirmation, one abstention, one failure), and release code regenerating every number.

The Cox model and the Cox regression coefficient are widely used in applied work, although the corresponding statistical theory is principally developed in the continuous case where there can be no tied failure times. In this work, we derive the efficiency bound of the Cox regression coefficient in the Cox model, without imposing continuity or discreteness assumptions on the failure distribution. Then, under a technical assumption that the population failure mass points belong to an unknown finite set, we show that the “exact” estimator in \citet{cox1972regression} is asymptotically efficient. Next, we propose an asymptotically equivalent estimator which solves the efficient score which has lower computational complexity than the exact Cox score. The development employs recently introduced martingale theory, and throughout examples of the general theory are given for both the absolutely continuous case and the discrete case.

The classical multinomial, negative multinomial, hypergeometric, and negative hypergeometric distributions are naturally organized by two features of the sampling scheme: sampling with or without replacement and stopping after a fixed number of draws or a fixed number of failures. We complete the graphical analogue of this scheme for decomposable graphs by adding graphical hypergeometric and graphical negative hypergeometric distributions to the previously introduced graphical multinomial and graphical negative multinomial models in Danielewska et al. (2025). The resulting four families provide a unified parametric framework for graphical modeling of multivariate count data, in which dependence and admissible configurations are encoded by a graph. They interpolate between products of univariate distributions for the empty graph and the corresponding classical multivariate distributions for the complete graph, while retaining explicit Markov factorizations and tractable sampling representations. We further develop a unified Bayesian hierarchy based on graphical Dirichlet-type distributions, obtaining explicit posterior and predictive laws. The framework is particularly natural for count data arising under exclusion or incompatibility constraints. We discuss several such applications and illustrate its practical potential using Rydberg-atom excitation data.

We study the geometry of simplicial cochains on Vietoris-Rips complexes built from i.i.d. samples of a compact embedded manifold. By integrating differential forms over affine simplices, we define a cochain map from smooth forms to simplicial cochains and equip the latter with kernel-weighted inner products determined by ambient pairwise distances. At scales where the sampled complex recovers the homotopy type of the manifold, we prove quantitative high-probability convergence of these inner products and, under uniform sampling, of the associated codifferential energies to their continuum counterparts. As consequences, we obtain spectral upper bounds for the discrete Hodge Laplacian and, for orientable manifolds, convergence of harmonic representatives of discretized harmonic one-forms and consistency of harmonic smoothing for circular coordinates.

We study posterior contraction in positive-order Sobolev norms and Bayesian derivative estimation for infinite-dimensional exponential families. We embed the natural parameter in a Hilbert scale and model it via a Gaussian series prior expanded in the eigenbasis generating the scale. Under a two-sided link condition on the Fisher information and suitable local regularity assumptions, we show that smoothness-matching priors achieve minimax-optimal posterior contraction rates in any Hilbert scale norm up to the regularity of the ground truth. Our analysis builds on the novel approach to posterior contraction based on the Wasserstein distance recently introduced by Dolera et al. (2024, Probab. Theory Relat. Fields). It combines Laplace-type approximations for infinite-dimensional integrals associated to the posterior kernels with a mixed-geometry estimate controlling their stability under fluctuations in the data, itself resting on a tailored Poincaré inequality for posterior distributions conditioned on neighbourhoods of the truth. We apply the general theory to density estimation under the logistic parametrisation, Poisson intensity estimation under the exponential link, and mildly ill-posed linear inverse problems observed in Gaussian white noise. The resulting minimax rates yield optimal recovery of density score functions, derivatives of Poisson intensities and, in a concrete elliptic inverse problem, the unknown source function.

This paper establishes sharp dimension-free Frobenius-norm concentration inequalities for sample moment tensors. Our bounds are optimal over the sub-Gaussian class, while for Gaussian data we obtain matching two-sided estimates. We also identify a parity effect: the intermediate Gaussian and sub-Gaussian scales coincide at odd tensor orders but differ at even orders. Our second main result, which supplies the weak-moment estimate behind these bounds, proves a dimension-free moment bound for Hilbert-valued polynomials under Gaussian convex domination. The proof of this bound combines a recently developed structured martingale coupling theorem with new estimates for moment tensors of uniformly log-concave distributions.

We give a new proof of the Bernoulli theorem, conjectured by Talagrand and proved in the seminal work of Bednorz and Latała. Our approach is based on information-theoretic ideas: lower bounds on the supremum of a Bernoulli process are translated to the fundamental limits of Bayesian estimation in a Cauchy additive channel. This leads to a new information-theoretic functional that characterizes Bernoulli-process suprema and plays a role analogous to Fernique's majorizing-measure functional for Gaussian processes. The same viewpoint yields a distributional strengthening: for any prescribed law of the index, we characterize the largest expected value attainable over all couplings of that index with the Bernoulli process. This extends to Bernoulli processes a phenomenon previously understood for Gaussian processes through the work of Fernique and Talagrand.

We prove multiple central limit theorems for serial tail dependence estimators in heavy-tailed long memory linear time series. The main theoretical tools are two novel multivariate reduction principles for partial sums of heavy-tailed long memory linear time series, subordinated over sliding windows and above a threshold growing with sample size. This requires addressing several substantial difficulties, including handling a nonlinear, sample-size dependent, and multivariate subordination mechanism, the dependence between several overlapping linear processes, and the lack of higher-order moments of the marginal distribution. Despite these obstacles, our assumptions are mild and, in particular, the innovation process is allowed to have infinite variance. A key feature of our theory is that our second reduction principle holds uniformly in the threshold, allowing central limit theory for empirical extremograms with sample quantiles as thresholds. This question has received little attention in the literature on serial extremal dependence estimation even though the version of empirical extremograms with random thresholds is ubiquitous in practice. We compare our results in several respects with those that may be obtained under short-range dependence, thereby discovering markedly different convergence rates and limit laws in our long memory setting.

Let $X_1,\ldots,X_n$ be independent Gaussian tensors in $\mathbb{R}^{d_1}\otimes\cdots\otimes\mathbb{R}^{d_k}$ with a common covariance matrix given by the Kronecker product of $k$ unknown positive-definite factors, and let $D=\prod_{a=1}^k d_a$ and $d_{\max}=\max_a d_a$. Franks et al. (2026) established condition-number-free guarantees for the tensor-normal maximum likelihood estimator under the sample-size condition $nD\gtrsim k^2 d_{\max}^3$ and asked whether the cubic dependence on $d_{\max}$ could be reduced to a quadratic one. We answer this question affirmatively. For $t\geq 1$, if $nD\geq C k^2 d_{\max}^2 t^2$, then with high probability the maximum likelihood estimator exists, is unique, and satisfies $d_{\rm FR}(\widehat\Theta,\Theta)\leq C t \sqrt{k} d_{\max}/\sqrt{n}$ and $d_{\rm FR}(\widehat\Theta_a,\Theta_a)\leq C t\sqrt{k d_a} d_{\max}/\sqrt{nD}$ for every mode $a$. For every mode $a$ with $d_a=d_{\max}$, we further establish the sharp Thompson-metric bound $d_{\rm op}(\widehat\Theta_a,\Theta_a)\leq C t d_{\max}/\sqrt{nD}$. These guarantees are uniform over the unknown covariance factors and require neither condition-number bounds nor sparsity assumptions. Gaussian submodel lower bounds match the full and largest-factor Fisher–Rao rates up to a factor of $\sqrt{k}$ and the largest-factor Thompson rate up to universal constants. Consequently, for fixed $k$, the quadratic dependence of the sample-size threshold on $d_{\max}$ is optimal. GPT-5.6 Sol and Claude Fable 5 were used to assist with proof development, verification, and manuscript preparation.

Wu and Santhanam asked whether one can determine, from an increasing i.i.d. sample of binary random matrices, whether the unknown mean matrix is diagonalizable while making only finitely many errors almost surely. We answer this question affirmatively, for diagonalizability over either $\mathbb{R}$ or $\mathbb{C}$. The main observation is a general principle: every semialgebraic property of a fixed-dimensional bounded mean parameter is eventually almost surely predictable. We give a self-contained shrinking-confidence-set proof and an explicit predictor obtained from polynomial sign tests. Tarski–Seidenberg quantifier elimination shows that both the real- and complex-diagonalizable loci are semialgebraic, despite being neither closed nor open. We further extend the positive result to unbounded observations with any fixed finite moment of order $r>1$, using the Marcinkiewicz–Zygmund strong law. Combined with the Dembo–Peres topological criterion, this yields a sharp contrast: over the class of all merely integrable matrix laws, diagonalizability is not eventually almost surely predictable when the dimension is at least two. The construction is effective for fixed dimension, although no practical complexity bound is claimed.

Let U be uniformly distributed on the unit sphere. We develop a self-contained forward and inverse theory for the random width w_K(U) and brightness b_K(U) of three-dimensional convex bodies. For every full-dimensional polytope, a global spherical co-area formula expresses the width density as a finite sum of angular apertures determined by the normal fan of its difference body; in particular, the density is piecewise real analytic with a finite geometrically determined critical set. This theory yields exact densities for the width of the regular tetrahedron, resolving a question of Finch, and for the regular truncated octahedron, together with the tetrahedral brightness law and the equivalent rhombic-dodecahedral width law. On the inverse side, second- and third-order polarized cosine-transform moments reconstruct finite labelled direction systems whenever the observed triangles span the cycle space of the correlation graph; signed-graph switching describes the unavoidable ambiguity. In contrast, equal three-dimensional intrinsic volumes do not determine either the width law or the brightness law, even for centrally symmetric bodies. Removing the spatial rank constraint gives a dimension-free identifiability theorem for centered multivariate folded-normal vectors: pairwise absolute moments and an anchored family of triple absolute moments, comprising |m - 1|^2 labelled observations for a complete correlation graph, determine the correlation matrix up to diagonal sign conjugacy without fourth-order moments. A harmonic decomposition further identifies the degree-two variance contribution as a constant multiple of the squared Frobenius norm of the traceless part of the weighted frame operator and explains why this contribution vanishes under irreducible symmetry.

Plasmode simulation - resampling covariates, and often treatment, from a real cohort and regenerating the outcome from a model with an injected effect - is a standard tool for comparing causal-inference estimators. We argue that its validity turns on two separable design choices, and that separating them clarifies a recent debate over resampling versus regenerating the treatment. Our central message limits what such a benchmark can show: a plasmode can refute a universal claim about an estimator but cannot certify one. Refuting needs only that the simulated data genuinely belong to the class over which a guarantee is quoted; certifying also needs the benchmark's difficulty to carry over to the target population, which the analyst cannot verify. Two choices set that difficulty. Regularity is whether the simulated law preserves the overlap that inverse-weighting and targeted-learning theory require. Resampling the real treatment with fine-grained covariates destroys it, and the resulting coverage failure falls on flexible, machine-learning-based estimators, while parametric-nuisance estimators - including inverse-probability weighting - stay near nominal; it disappears once the treatment is regenerated from a bounded propensity or the covariates are coarsened, and cross-fitting removes only part of it. Projection is that the injected outcome model hands a matching estimator the right answer by construction; this survives the regularity fix and can reverse estimator rankings even when overlap is intact. We give a regular-plasmode algorithm, a confirming real-data simulation, and practical recommendations. A plasmode is a filter against estimators, not a warrant for them.

This paper studies block structured latent variable models, in which observed variables are grouped into distinct blocks based on their relationships with the underlying latent variables. These block structures are prevalent in various fields such as psychology, education, economics, and genetics. Despite their widespread applications, the fundamental statistical properties of these models remain largely unexplored. In this work, we present a comprehensive statistical analysis of the block structured latent variable models. In particular, we first derive conditions for model identifiability across various block designs. Furthermore, we investigate the maximum likelihood estimation under these identifiability constraints. To accommodate these intricate constraints associated with various block configurations, we introduce a Lagrangian-type formulation for the constrained nonconvex optimization problem and show that its optimum coincides with that of the original problem. This formulation serves as a critical tool for understanding the behavior of the constrained estimator under various block structures. Building on that, we establish sharp non-asymptotic error bounds and asymptotic distributions of the constrained maximum likelihood estimator. We also propose a computational framework to obtain the estimator and establish theoretical properties for the algorithm output. Our theoretical findings are validated through simulation studies and empirical data analyses.

This paper develops a new asymptotic theory for a broad class of martingales, establishing convergence to limiting distributions that involve a functional of stochastic integrals. The proposed limit theorem substantially extends existing martingale asymptotic theory by accommodating a wider class of dependence structures. As a primary application, the theory is applied to nonlinear regression models with nonstationary time series, yielding a rigorous framework for asymptotic inference on nonlinear least square estimators.