Papers

We obtain multivariate martingale central limit theorems in $p$-Wasserstein distance with respect to the $\ell_r$ norm in $\mathbb{R}^d$ for $p\geq 1$ and $r\in [1,\infty]$, which generalize the results for $p=1$ and $r=2$ in the literature. As corollaries, we obtain the Yurinskii coupling and Cramér-type moderate deviation results. We also provide an illustrative application to the stochastic gradient descent algorithm. To prove our main results, we combine Lindeberg's swapping argument with a new Gaussian convolution inequality controlling the $p$-Wasserstein distance between a Gaussian convolved with a perturbation and the Gaussian with matching mean and covariance matrix. The latter is obtained by developing the recent line of research on $p$-Wasserstein bounds.

We study early stopping for a continuous-time model of stochastic gradient descent (SGD) in ill-posed linear inverse problems. We consider an a posteriori stopping rule based on the discrepancy principle, which stops the dynamics once the residual reaches the noise level. Unlike deterministic gradient flow, the stochastic dynamics exhibits persistent multiplicative fluctuations whose amplitude scales with the residual itself. Under a source condition on the initial error and a polynomial bound on the spectrum of the empirical covariance operator, we prove that, with high probability, the error at this random stopping time achieves the minimax rate over the corresponding source class, up to a logarithmic factor. Our results therefore establish the discrepancy principle as an adaptive regularization strategy for continuous-time SGD that is minimax-optimal up to a logarithmic factor, despite the persistent fluctuations induced by stochastic sampling. To our knowledge, this is the first convergence-rate result for a continuous-time model of stochastic gradient descent in inverse problems under an a posteriori stopping rule: existing analyses, including those of variance-reduced variants, bound the stopping time but do not quantify the error attained there.

Graphical causal inference supplies a complete theory of efficient covariate adjustment for the average treatment effect: one adjustment set, computable from the graph, is optimal under every compatible distribution. We show that this is a property of the average treatment effect's inverse-prevalence weights, not of causal estimands in general. For the average treatment effect on the treated we index the efficiency bound by the adjustment set and derive exact identities for its change under treatment-side and outcome-side extensions of a valid set. Covariates that predict only the treated-arm outcome are exactly efficiency-neutral, and covariates that predict the control-arm outcome can strictly increase the bound when the propensity is below one half – a reversal of the supplementation lemma whose source is an arithmetic-geometric-mean inequality that holds for the average treatment effect and fails for the treated-population estimand. A construction with two faithful distributions on one graph proves that no graphical optimality criterion exists for the treated-population estimand; under no effect modification the ATE-optimal set is nonetheless optimal among the graphically valid sets, with an exact expression for its advantage. The results extend to weighted average treatment effects with propensity-dependent weights, yielding symmetric thresholds for overlap weights, an estimand-drift phenomenon under instrument adjustment, and a characterization of constant weights as the only smooth positive weights for which outcome-side supplementation never increases the bound. Simulations and the LaLonde data provide illustrations.

In this paper, we consider a spiked Wigner type matrix with a heteroscedastic and unknown variance profile. It is well known that in the supercritical regime of the BBP transition, strong spikes can create outliers in the spectrum. Unfortunately, in the heteroscedastic case, in general it is not possible to estimate the spike strength from these observed outlier consistently, as the latter is a solution to a Dyson equation with unknown parameters from the variance profile. In this paper, inspired by the work on sparse matrix completion \citep{BordenaveCosteNadakuditi2023}, we introduce an asymmetrized model by randomly splitting the spiked matrix into two parts, which transforms the noisy Wigner type matrix into a non Hermitian random matrix, while preserving the Hermitian spikes at the cost of a dilution. We establish a BBP type transition for the asymmetrized model, from which we can estimate the strength of the spikes precisely, even without knowing the variance profile of the noise part. We then further apply our approach to study the correlation between two correlated spiked models, where the spike/signal parts of the two models are correlated, and the noise parts are independent but may both be heteroscedastic. By applying our asymmetrization approach to the two models separately and also jointly, we are able to obtain a precise estimate of the correlation between the signal parts of the two models.

We study parametric estimation for second order linear parabolic stochastic partial differential equations in two space dimensions with a small volatility parameter driven by a $Q$-Wiener process with an unknown damping parameter using high frequency spatio-temporal data. We first provide an estimator for the damping parameter of the $Q$-Wiener process utilizing realized quadratic variations based on spatial and temporal increments. We next propose minimum contrast estimators of the diffusive and advective parameters in the SPDE using a contrast function with the proposed estimator of the damping parameter. We then construct a quasi-maximum likelihood estimator of the reaction parameter in the SPDE using the approximate coordinate process derived from the estimators of the diffusive and advective parameters. We also provide simulation results of the proposed estimators.

The PCA algorithm is sensitive to changes in measurement scale. Measuring one variable of a system in inches rather than centimeters, say, alters both its principal axes and principal eigenvalues. Although this scale dependence is generally complicated, we show here that it nevertheless obeys a strict invariance property: under a continuous scale adjustment, the initial state's $k$-th largest principal component (ordered by eigenvalue) continuously evolves into the final state's $k$-th largest principal component, for each $k$. In this sense, we can say that the modes of PCA are "order-stable" with respect to changes in measurement scale. A special case occurs when scaling along directions that are orthogonal to some modes. Here, apparent eigenvalue crossings can occur. However, we show that we can interpret these apparent crossings as cases where the modes instantaneously swap their orientation, in this way maintaining the required order stability.

Model-assisted estimation uses prediction rules to improve the efficiency of estimators of finite population parameters while retaining design-based inference. Although flexible prediction methods have been considered, existing theoretical results are largely method-specific. We develop a learner-agnostic framework that replaces separate analyses for individual learners with general conditions on the sampling design and prediction error. We connect design-aware and design-agnostic cross-fitting and characterize the sampling designs under which they yield conditional independence across folds. Under suitable conditions, conditional weighting gives exact design-unbiasedness. We establish first-order equivalence to oracle estimators, leading to design consistency and asymptotic normality, and clarify when conditional and original inclusion probabilities yield the same first-order behavior. We propose consistent variance estimators based on cross-fitted residuals and construct asymptotically valid confidence intervals. Under additional model and regularity conditions, we establish asymptotic optimality through attainment of the Godambe–Joshi lower bound. Simulations show that cross-fitting substantially reduces finite-sample bias and improves variance estimation and coverage with adaptive learners.

We develop closed- and open-end procedures for monitoring changes in the marginal distribution of object-valued time series. The method combines two distance-based Hilbert-space embeddings, a monitoring-time-dependent projection, and self-normalization. It is computable entirely from pairwise distances, does not require long-run variance estimation, and admits exact recursive updates. Under weak temporal dependence, the closed-end null limit is a pivotal Brownian functional. For monitoring over an unbounded horizon, we introduce a growing monitoring-time weight, establish a maximal inequality and uniform remote-tail control, and derive an open-end pivotal limit together with an equivalent fixed-interval representation for critical-value simulation. Both procedures are consistent against fixed marginal changes and retain the $n^{-1/2}$ and $n^{-1/4}$ local detection boundaries associated with the linear and quadratic projection signals. Simulations with distribution-valued time series illustrate favorable numerical properties, and an application to monthly stock-return distributions illustrates the usefulness of our procedure. Further simulations with graph-valued time series and an application to spatial point processes of seismic activity are reported in the supplementary material.

Constructing a confidence interval for the difference between two independent binomial proportions involves a nuisance direction that is not identified by the estimand. The one-sample Wilson score interval inverts a scalar score test, but has no direct bivariate analogue isolating the difference: inverting the joint normal approximation yields an elliptical region in the unit square, whereas the estimand \(p_1-p_2\) is one-dimensional. We define the Elliptically Optimal (EO) confidence interval as the range of \(p_1-p_2\) over this region and solve the resulting optimization problem in closed form, obtaining explicit bounds in six mutually exclusive and exhaustive cases. The solution admits a compact characterization: the EO interval is the score interval obtained by maximizing over the nuisance variance rather than estimating it. It is therefore the shortest interval obtained by projecting the elliptical region, and inherits its coverage guarantee. We derive the exact coverage excess, \(2[\Phi(z\mathcal{R})-\Phi(z)]\), where \(\mathcal{R}\) is the ratio of the least-favourable to the true standard deviation. The excess vanishes on an explicit line through the parameter space, is bounded by \(\alpha\), and is invariant under proportional scaling of the sample sizes. Exact enumeration of the binomial coverage shows that the Wald interval, whose variance estimator is downward biased by a factor \(1-1/n\) under balanced allocation, falls below nominal coverage almost everywhere. The EO interval never under-covers under the normal approximation and always yields admissible, non-degenerate bounds. Its price is over-coverage when both proportions are extreme, which we quantify exactly.

Motivated by Wasserstein measures of dependence, we study the largest possible 2-Wasserstein distance between a joint distribution and the product of its prescribed marginals. For two uniform marginals, Catalano and Lavenant conjectured that the monotone and antimonotone couplings maximize the distance from the independent coupling. We prove the Gaussian analogue for an arbitrary number $n\geq 2$ of one-dimensional standard Gaussian marginals. More generally, for every probability measure $\mu$ on $\mathbb R$ with finite second moment, we characterize the laws on $\mathbb{R}^n$ with all marginals equal to $\mu$ that are farthest from the $n$-dimensional standard Gaussian.

Algorithmic stability refers to the property of an algorithm being insensitive to perturbations of the input data, where the type of perturbation may vary depending on the setting. In this work, we develop a general framework to quantify the extent to which any ensembling strategy defined via averaging can yield stability guarantees for any type of data perturbation. Our main theoretical result is a guarantee on the stability of this ensembled algorithm, given in terms of the norm of a certain covariance operator that describes the ensembling process. We show how our general framework yields interpretable and intuitive insights in several examples of perturbations of practical interest, and provides much sharper guarantees than those obtained from privacy considerations.

Continuous measurement of quantum systems gives rise to stochastic dynamics of the conditional quantum state, described by diffusive stochastic master equations. In this paper, we study parameter estimation for such equations when the Hamiltonian and measurement operators depend on unknown parameters. Based on multiple independent observed trajectories with a known initial state, we construct a contrast function using the deterministic averaged state and define a maximum contrast estimator for the unknown parameter. We prove strong consistency and asymptotic normality of the parameter estimator in a fixed-time, many-trajectory asymptotic regime. A key point is that the covariance matrix appearing in the asymptotic normality is given in a form that naturally leads to a consistent covariance estimator. This covariance estimator is computable from the observed data together with the deterministic averaged dynamics, so the asymptotic normality result can be used to construct standard errors and assess uncertainty for the parameter estimator.

Parametric bootstrap and fiducial generalized methods are proposed to construct simultaneous confidence intervals (SCIs) for all pairwise mean differences of several two-parameter exponential distributions, based on doubly censored samples. Both methods have been shown to have correct asymptotic coverage probabilities. Simulation studies are conducted to compare the performance of the two proposed methods. The usefulness of our proposed procedure is illustrated with two examples.

Although probabilistic statements are ubiquitous, foundational disagreements persist about their understanding, as exemplified by debates between Bayesians and frequentists; moreover, it is unclear when and why acting on them actually leads to desirable outcomes. Here, we argue that every probability is the output of a prediction method, that is, it depends on both a particular way of constructing abstractions and a way of transforming them into predictions. Through this, we provide a unifying perspective on supposedly different kinds of probabilities and show that even supposedly objective ones are model-dependent. We demonstrate that when a finite calibration criterion is met, one can anticipate the distribution of utilities for a given policy and inform successful decision-making on finite sets of events. Based on the notion of prediction methods, inductive arguments, and the probability calculus, we explain the feasibility of the calibration criterion in many settings. Overall, we develop a coherent perspective on probabilities and their use, connecting key intuitions behind other interpretations along the way.

This paper develops estimator-level asymptotic theory for maximum Diaconis-Ylvisaker prior penalised likelihood for logistic regression with a jointly fitted intercept and nonzero prior slope direction in the proportional-limit regime. For $\mathrm{N}(\mathbf{0}_p, p^{-1}\mathbf{I}_p)$ Gaussian covariates and $p/n\to\kappa\in(0,1)$, a conditional convex Gaussian min–max analysis yields almost-sure convergence of the fitted intercept and a pseudo-Lipschitz empirical law for the slope estimator. This estimator-level law gives asymptotic limits for out-of-sample scores, classification error, optimal thresholding and oracle calibration. It also yields oracle-adjusted fixed-block $Z$-statistics under isotropic Gaussian covariates, and yields the main ingredient in establishing the limiting distribution of the penalised likelihood-ratio test statistic and identifies the rescaling to recover the nominal chi-square distribution. We extend these results to Gaussian designs with arbitrary deterministic mean and positive-definite covariance via affine centering and whitening and discuss extensions to subgaussian covariates. Finally, we propose a consistent response-moment estimator of the oracle parameters entering the state equations that govern the slope limiting law and are required for feasible inference.

Signal correlation and PnL correlation are correlations over different index sets - across assets at each date versus across dates for scalar payoffs - and practitioners often treat the first as a proxy for the second. We give an exact decomposition that shows what that proxy sees and what it discards. We recall that at each date a normalized signal's projection onto the realized demeaned return direction is its realized cross-sectional Pearson IC, so that fixed-signal PnL is return dispersion times IC (Qian and Hua, 2004), and we identify the normalized similarity of two signals in the orthogonal complement as their partial correlation controlling for realized returns; the residual rotational freedom is an orthogonal gauge whose invariants are the transverse Gram matrix. Signal correlation therefore equals an uncentered IC cross-moment plus transverse similarity, while Pearson PnL correlation centers and dispersion-weights the IC series alone. Our main result is a non-identifiability theorem: absent constraints on transverse geometry, neither correlation bounds or orders the other, which sharpens the simulation finding of Sorensen, Qian, Schoen, and Hua (2004) into an exact statement. For normalized ensembles the transverse Gram matrix re-enters through the normalization denominator; the ex post optimal combination under Euclidean and general covariance-risk metrics is the classical multiple-correlation bound, and we show that the two rules agree for every longitudinal exposure if and only if the risk metric is isotropic on the signal span. The classical exact null law of partial correlation under isotropy, a synthetic mechanism illustration at weak-IC scales, and inference guidance under temporal dependence complete the treatment.

We introduce this class of multivariate Kappa-Gaussian distributions by maximizing a type of Kaniadakis $\kappa$ entropy subject to certain first- and second-moment constraints. This differs slightly from the approach of Rényi and Tsallis, because the $\kappa$-entropy arises from a relativity-consistent deformation of the exponential and logarithmic functions and yields a family of distributions whose tails follow a power law, a family that actually reverts to the standard Gaussian distribution as $\kappa \to 0$. We then create a $k$-nearest-neighbor (NN) estimator for $\kappa$-entropy and describe it using the difference between two NN functionals involving sums of powers. Next, we establish $L^2$-consistency and asymptotic normality, using the well-known subadditive Euclidean functional and moment expansion framework for NN entropy estimators. Furthermore, using a scaling identity for the $\kappa$-exponential, we derive a closed-form formula for the entropy of the $\kappa$-Gaussian distribution itself. From this, we determine the exact threshold value $\kappa < 2/(m+2)$ at which the distribution preserves finite variance; this is analogous to the “degrees of freedom $>2$” condition in the Student's-$t$ distribution. With these components, we construct a non-parametric goodness-of-fit test and then verify it through simulations. Finally, we mention the Sharma–Mittal entropy, which combines the Rényi and Tsallis entropies as a natural direction for future work.

Paraconsistent Annotated Logic with two values (PAL2v) annotates a proposition with a pair $(\mu,\lambda)$ of degrees of favorable and unfavorable evidence, drawn from a bilattice whose four extreme points are the values of Belnap and Dunn. In applications, however, the second coordinate is almost always taken to be the complement of the first, and several such annotations are then fused. We show that this practice determines the sign of the degree of contradiction in advance, independently of the data: for aggregation functions $F$ and $G$ the fused degree of contradiction equals $F-G^{d}$, where $G^{d}$ is the De Morgan dual of $G$, so that it vanishes identically when the two are dual, and has a constant sign otherwise. In particular the componentwise minimum used throughout the literature yields only consistent annotations, and the conjunction of annotated logic only exact ones; five of the twelve logical states, contradiction among them, are essentially unreachable by construction. We also give a decision procedure for the twelve states that is provably total, in place of the inequality lists in current use, which assign two states to about half of the non-extreme region. We then propose a construction in which the two coordinates are computed from disjoint families of evidence, show that every logical state is attainable. Educational assessment provides a natural instance, since summative and formative instruments are institutionally distinct: mapping examinations to $\mu$ and disengagement to $\lambda$ makes the degree of contradiction equal to the gap between what a student demonstrates and what that student invests. Simulations over three cohort profiles illustrate the classification.

Wasserstein barycenters are a fundamental tool for the analysis of distribution-valued data, but their computation and statistical analysis become challenging in high-dimensional and multi-sample settings. The unregularized barycenter problem is computationally demanding and suffers severely from the curse of dimensionality, making regularization essential in many applications. While regularized optimal transport methods are widely used, approaches based on entropic penalization tend to overspread mass and may blur the geometric structure of the solution. Motivated by barycenter estimation, we propose a more general methodology based on sparse regularized multimarginal optimal transport (RMOT). Our formulation creates sparse transport plans and is designed to avoid this overspreading effect. We establish consistency, central limit theorems, and bootstrap validity for the optimal potentials and couplings for the empirical RMOT problem. Specializing to sparse regularized barycenters, our results yield a uniform weak limit and bootstrap consistency. Numerical simulations show that sparsity plays a fundamental role in preserving the structure of the solution and avoiding the overspreading behavior typical of entropic regularization.

We study sample covariance matrices $K = \frac{1}{N} \sum_{i=1}^N \mathbf{x}_i \mathbf{x}_i^* \in \mathbb{R}^{n \times n}$ in the proportional regime $n \asymp N$. The columns $ \mathbf{x}_1, \ldots, \mathbf{x}_N \in \mathbb{R}^n$ are independent and centered, with common covariance $\mathbb{E} \mathbf{x}_i \mathbf{x}_i^* = \Sigma$, but may otherwise have strongly and nonlinearly dependent coordinates. Assuming only that quadratic forms of the columns concentrate uniformly at the optimal rate $| \mathbf{x}_i^* A \mathbf{x}_i - \mathrm{Tr} \Sigma A | \prec \| A \|_F$, together with polynomial norm moments and a standard nondegeneracy condition on $\Sigma$, we prove the optimal anisotropic local law: on regular spectral domains, uniformly down to spectral scales $\eta:= \mathrm{Im}\, z \geq N^{-1 + \tau}$, \[ \big| \langle \mathbf{u} , \big( (K-z)^{-1} - (-zI_n-z\widetilde m_0(z)\Sigma \big)^{-1} \big) \mathbf{v} \> \big| \prec \sqrt{\frac{\mathrm{Im}\, \widetilde m_0 (z)}{N\eta}} + \frac{1}{N\eta} \] for all deterministic unit vectors $ \mathbf{u}, \mathbf{v} \in \mathbb{C}^n$, where $\widetilde m_0(z)$ is the Stieltjes transform of the deformed Marchenko-Pastur law. This removes the higher-cumulant tensor assumption of Fan, Ma, Paquette, and Wang (2026), thereby answering the question raised in their work. The result applies, among other examples, to every centered log-concave column distribution with bounded, nondegenerate covariance, nonlinear tilts of Gaussian vectors, deep random features, and a high-temperature spherical 4-spin model for which the cumulant assumption is known to fail.

Minimum-norm confidence envelope strategies offer a nonparametric approach to constructing nonasymptotic, simultaneous confidence regions for band-limited functions, exploiting the theory of Reproducing Kernel Hilbert Spaces (RKHS). While the finite-sample coverage guarantees of these envelopes have been established, their consistency has not been analyzed so far. In this paper, we study this construction, here termed the Minimum-Norm Confidence Envelope (MiNCE) framework, and establish the strong uniform consistency of the resulting bands, both for noise-free and noisy observation models, under mild assumptions on the measurement noises. We further extend this formulation to the frequency domain, deriving nonasymptotic, simultaneous, strongly uniformly consistent confidence bands for the smoothed spectra. Numerical experiments in nonparametric regression and spectral estimation empirically confirm our theoretical results, illustrating the contraction of the confidence envelopes toward the target function as the sample size increases.

We present a simple definition of stopping time and its role in the formulation of sequential tests for both centralized and distributed detection, providing a straightforward procedure for obtaining optimal decision rules. Upper bounds for optimal stopping time are derived and numerically shown to possess certain qualitative features expected of the optimal stopping time. The results are extended to any distributed detection network in the form of an acyclic directed graph.

We study the estimation of infinite-dimensional optimal transport maps from noisy paired observations. The population map pushes a Gaussian reference measure forward to a target probability measure on a function space and takes the Cameron–Martin gradient form $T=I+\nabla_{\mathcal H}\phi$. Our estimator uses cylindrical gradient sieves based on finitely many Cameron–Martin coordinates, thereby reducing the problem to finite-dimensional empirical risk minimization. A local nonasymptotic oracle inequality separates cylindrical approximation and statistical estimation errors while accounting for the conditioning of the parametrization. The approximation analysis relies on regularity conditions governing coordinate decay and dependence on omitted input coordinates. For diagonal Gaussian and nonlinear block-interaction classes, we derive matching upper and lower bounds that establish the minimax rate $N^{-s/(2s+1)}$ in expected norm, where $s$ measures weighted coordinate regularity. We further analyze a continuous two-groups model with Gaussian–Laplace mixtures and derive a prediction-risk bound for the resulting transport-map estimator.

As an extension of the Point Estimate Method (PEM) to evaluate probabilistic moments of quantities of interest (QoI) in general $n$-dimensional spaces, the Quadratic Point Estimate Method (QPEM) has been recently developed. This new method is defined to fully represent up to fifth-order input moments in the Gaussian space, providing general analytical expressions for sample locations and weights, without requiring any numerical optimization. The QPEM can significantly improve the estimation accuracy of the output QoI moments, in relation to PEM-based methods whose numbers of sigma points grow linearly with the problem dimension, while at the same time having an affordable and competitive computational cost up to a considerable number of dimensions. The QPEM is further enhanced in this work by enabling copula integration into the framework, which enables effective modeling of the joint input probability density function by estimating marginals and the dependence structure of the involved random variables. The validity and efficient performance of the copula-based QPEM are showcased against numerous other sampling methods in various examples considering two practical scenarios: (i) when the joint dependence structure can be inferred from data, and (ii) when only marginal distributions and correlation matrices are known.

Sparsity is a powerful structural resource in optimization and statistics. We develop frameworks for leveraging sparsity in sampling problems over the Hamming slice $\mathcal{X}_k^d:=\{\mathbf{x}\in\{\pm 1\}^d:|\{i:\mathbf{x}_i=1\}|=k\}$, in high-dimensional regimes where $k\ll d$ (i.e., where $\mathcal{X}_k^d$ is highly magnetized). We use our frameworks to design improved samplers for canonical problems in the study of Ising models and Bayesian sparse linear regression. Our first main result considers the Sherrington–Kirkpatrick (SK) model restricted to fixed-magnetization slices $\mathcal{X}_k^d$. We give a polynomial-time sampler for fixed-magnetization SK models at any inverse temperature $\beta>0$, under arbitrary external fields, provided that $k\le c_\beta d$ for an appropriate constant $c_\beta$. By combining this result with an annealing strategy for estimating normalizing constants, we obtain polynomial-time samplers for the SK model at arbitrarily low temperatures under a sufficiently strong external field of strength $h$. In the large-$\beta$ limit, our framework permits sampling at field strengths within constant factors of the Almeida–Thouless line delineating the replica-symmetric and replica-symmetry-breaking regions ([dAT78]), improving polynomially over the field strength $h(\beta)$ required by the recent work of [BAR26]. Our second main result concerns the measurement complexity of polynomial-time Bayesian sparse linear regression. Recent work by [KSTZ25] shows how to sample from the canonical Gaussian spike-and-slab posterior with expected sparsity $k$, at any signal-to-noise ratio, given $n\gtrsim k^3\log^3 d$ Gaussian measurements. We improve this requirement to $n\gtrsim k^{3/2}\log^2 d+k\log^3 d$, using a common sparsity-aware framework underlying both our results.

Kernel spectral algorithms are often summarized by convergence rates, which hide how their risk depends jointly on regularization, noise, the population spectrum, target coefficients, and the chosen filter. Gaussian sequence models arise as a simplified but characteristic setting for studying the interplay of these factors, where the kernel spectral algorithm corresponds to a coordinatewise shrinkage estimator. Under mild assumptions, we show that the risk of a kernel spectral estimator is asymptotically equivalent to that of the corresponding Gaussian sequence model estimator with the same filter. The explicit sequence model risk then yields a full characterization of the risk of kernel spectral algorithms in terms of the population spectrum, target coefficients, and filter. We establish this equivalence for a broad class of spectral filters, covering kernel ridge regression, generalized ridge regression, iterated kernel ridge regression, gradient flow, stable gradient descent, smoothed spectral cutoff, spectral clipping, and Pinsker shrinkage. Our risk equivalence not only holds in the classical fixed-dimensional regime but also applies to the high dimensional regime where the input dimension scales with the sample size. As applications, our risk equivalence recovers the minimax upper rates, and establishes the exact Pinsker constant in RKHS regression.

We study estimation of a constant conditional variance $\sigma^2$ in nonparametric regression with a $d$-dimensional random design. This is an important problem, and similar questions arise in causal inference. The regression function is $\beta_b$-Hölder smooth, the design density is $\beta_g$-Hölder smooth and bounded above and away from zero, and we consider the nonparametric regime $\beta_b>1$ and $d>4\beta_b$. Set $\beta_g^\star=\beta_b(1-4\beta_b/d)/\{1+2\beta_b/d+8(\beta_b/d)^2\}$. We give an estimator whose mean squared error is upper bounded by $Cn^{-4(\beta_b+1)/(d+4)}$ in the low-regularity regime when $0<\beta_g\leq\beta_g^\star$. The low-regularity branch is based on a new two-scale construction: the covariate space is partitioned into cells, the local polynomial trend is projected out within each suitable cell, and the squared normalized contrast from one eligible close pair per cell is averaged across cells. In the high regularity regime when $\beta_g>\beta_g^\star$, a higher-order influence function estimator of Robins, Li, Tchetgen Tchetgen, and van der Vaart (2008) provides the rate $Cn^{-8\beta_b/(d+4\beta_b)}$. We also give an all-pairs ridge extension, which achieves the same two-scale rate, and evaluate the methods alongside a range of existing estimators in simulations.

We study unbiased estimation of scalar-valued polynomial functionals of quantum states from independent copies. We establish an equivalence between the first-order marginal of a permutation-invariant finite-copy observable and the functional gradient. We then prove that, among unbiased permutation-invariant estimators, the quantum U-statistic is the unique extension to an arbitrary number of copies. We further derive a universal variance expansion in which the leading $1/n$ term is determined by the variance of the functional gradient, while higher-order contributions are of order $O(1/n^2)$. This leading variance coincides with the multiparameter quantum Cramér–Rao limit, establishing asymptotic efficiency of quantum U-statistics. We also characterize the higher-order scaling at points where the variance of the first-order gradient vanishes. As an application, we analyze the Bures $\chi^2$-divergence and show that a spectral lower bound on the reference state is sufficient but not necessary for bounded-variance estimation. Beyond asymptotic variance, we establish variance-sensitive exponential concentration bounds, deriving a closed-form Bernstein-type inequality to capture finite-sample tail behaviour, and establish the Moderate Deviation Principle to characterize the intermediate asymptotic regime.

We study distributed one-dimensional mean estimation under a 1-bit communication constraint. Each agent observes one sample, drawn independently from an unknown distribution, and returns a single bit in response to a query $Q: \mathbb{R}\to\{0,1\}$ chosen by a central learner. The distribution has mean in $[-\lambda,\lambda]$ and $k$-th central moment at most $\sigma^k$, for a fixed $k>1$. The order-optimal two-stage protocol of Lau and Scarlett uses responses from the first batch to choose the second-batch queries, motivating the question of whether this single round of interaction is necessary. We answer this negatively: for every $k>1$, a non-adaptive protocol attains the adaptive 1-bit minimax rate (and concurrent works reached the same conclusion via different strategies). We further determine the minimax sample complexity among non-adaptive 1-bit estimators when every one-set $Q^{-1}(1)$ is restricted to a union of at most $s$ intervals. Relative to unrestricted non-adaptive 1-bit querying, this constraint adds a term of order $(\lambda\sigma/(s\varepsilon^2))\log(1/\delta)$, giving the full tradeoff between sample complexity and interval complexity to within $k$-dependent constant factors. As a corollary, we identify, order-wise, the minimum interval budget needed to retain the unrestricted 1-bit minimax sample rate.

We study statistical inference for least squares estimators (LSEs) in additive monotone models under a general fixed lattice design. We establish joint limiting distributions for the LSEs and show that the estimators of different additive components are asymptotically independent. The form of the limiting distribution of each component is determined by how fast the number of design points along the corresponding coordinate grows relative to the total sample size n. Apart from this growth rate, the limit depends only on the noise level and, in the non-Gaussian regimes, on the local derivative of the component. In particular, the limit does not depend on the dimension of the model. When the number of design points along a coordinate grows faster than n^(1/3), we construct tuning-free pointwise confidence intervals based on a pivotal limiting distribution, and we validate the theory in numerical simulations. We further show that the block-size normalization underlying these intervals fails to be pivotal at the critical growth rate n^(1/3). We also prove a switching lemma, of independent interest, that simplifies the derivation of limiting distributions in isotonic regression.