Papers

Weighted conformal prediction corrects for covariate shift by reweighting calibration scores with the likelihood ratio between target and source covariates. Its cost grows with the chi-square divergence between the two covariate laws, typically exponentially in the size of the shift, and much of it can be paid for shift in directions that do not affect the response. We propose sketched calibration: weighted conformal prediction with the ratio of compressed covariates $Z=T(X)$, used in the weights and optionally in the score. Compression never increases the shift-dependent calibration cost, and target coverage is at least $1-\alpha-\Delta_T$, where the leakage $\Delta_T$ measures how much of the discarded shift reappears as a change in the law of the response, or of the score, given $Z$. The leakage is a covariance between the discarded shift and the response on the fibres of the sketch; it vanishes when the sketch is sufficient or retains the shift, and a minimax construction shows that no threshold rule for a fixed score can avoid it. In a heteroscedastic simulation where unweighted calibration fails, a one-dimensional sketch cuts the fraction of infinite prediction sets from $37.8\%$ to $8.0\%$ at mean coverage $92.3\%$ for a $90\%$ target; nonlinear and real-data experiments show when learned sketches succeed and when they fail.

Central limit theorems in survey sampling are typically established under specific sampling designs rather than from generic characteristics of a design. Motivated by the search for more general conditions, we investigate whether low-order inclusion probabilities can provide such a basis. First- and second-order inclusion probabilities determine the first two moments of sampling estimators such as the Horvitz–Thompson estimator, but we show that even exact agreement of these probabilities with those of simple random sampling without replacement (SRSWOR) does not preserve asymptotic normality. We construct a sequence of fixed-size sampling designs having exactly the same first- and second-order inclusion probabilities as SRSWOR, together with a sequence of finite populations for which the sample total converges to $N(0,1)$ under SRSWOR but to a centered standard exponential distribution under the alternative designs. Thus, the two sample totals have exactly the same mean and variance at every stage of the sequence, yet have different limiting distributions. The alternative designs are obtained from balanced incomplete block designs arising from finite projective planes. Their cyclic structure allows us to prescribe the distribution of the sample total under block sampling, while a probabilistic permutation argument, combined with an exponential inequality for sampling without replacement, yields finite populations satisfying the SRSWOR central limit theorem. The result shows that low-order inclusion probabilities do not control the global dependence structure relevant to asymptotic normality and therefore cannot, by themselves, provide general conditions for central limit theorems under complex sampling designs.

We study cluster recovery in a two-state Gaussian hidden Markov model in the slowly mixing regime, where the transition probability $\delta$ may vanish with the sample size. Temporal persistence creates long homogeneous segments and fundamentally changes the recovery problem relative to the i.i.d. Gaussian mixture benchmark. Rather than being purely adverse, label dependence provides exploitable structure: the statistical difficulty becomes concentrated near the rare transition points, giving rise to recovery regimes governed explicitly by their frequency $\delta$. We first characterize, up to universal constants, the oracle Bayes risk for offline and online clustering. Both problems exhibit a nonstandard polynomial risk regime, but the sequential constraint induces an additional logarithmic localization cost, yielding a genuine online/offline gap. We also study fixed lag prediction with delayed label feedback and identify the effective memory horizon beyond which past labels no longer improve the optimal rate. When the signal direction is unknown and possibly high dimensional, the problem is governed by the effective signal strength \[ r_n^2 = \frac{\|\theta\|^4/\sigma^4} {\|\theta\|^2/\sigma^2+d/n}. \] We derive minimax lower bounds and construct fully adaptive polynomial time procedures attaining the sharp recovery rates. In particular, almost full recovery is possible precisely when $r_n^2\gg\delta$. If $n\delta\gtrsim\log n$, adaptation to both the signal $\theta$ and the transition probability $\delta$ incurs no first order loss, and the sharp exact recovery threshold (under the Hamming loss) is \[ r_n^2 = 2\log(n\delta)\,(1+o(1)). \] Thus the effective complexity of the problem is governed by the number of latent transitions, rather than by the sample size itself.

We establish local asymptotic normality (LAN) for joint inference on scale and roughness in stationary Gaussian random fields observed on increasingly dense regular grids in a fixed domain. Scale and roughness are represented by the coefficient and decay exponent of the leading spectral tail. Under spectral regularity conditions, we identify the joint normalization governing the LAN expansion and prove consistency and asymptotic normality of the maximum likelihood estimators. For \(N\) observations, the estimation errors are of order \(N^{-1/2}\) for roughness and \((\log N)/\sqrt N\) for scale. After componentwise normalization, the errors converge to a perfectly correlated Gaussian pair. Knowing either parameter improves the convergence rate for estimating the other by a logarithmic factor. The analysis uses generalized locally Toeplitz (GLT) theory, for which we develop a truncation principle accommodating nonintegrable limiting symbols and quantitative bounds on the contribution from low frequencies. We verify the assumptions for Matérn and generalized Wendland covariance families, establishing uniform spectral bounds for the latter. We also show that consistency and the limiting distributions persist under covariance misspecification when the true and fitted spectra share the same leading tail and their difference decays sufficiently rapidly. This includes misspecification between Matérn and generalized Wendland models under explicit parameter restrictions.

Identification is the task of recovering the parameters of an unknown ground-truth model from sampled data. When parameters other than the ground truth induce the same output distribution, data alone does not provide enough information to recover the ground truth, and the model is thus called unidentifiable. We study the identifiability problem for hidden Markov models (HMMs): given an HMM, is it identifiable? Existing work on HMM identification establishes conditions under which the ground-truth HMM can be identified. However, most of these conditions are sufficient but not necessary, meaning that, when a model does not satisfy them, its identifiability remains inconclusive. We instead take a computational perspective: is there a sound and complete algorithm that decides whether a given HMM is identifiable, and if so, what is the complexity of this decision problem? We consider the decision problems arising from the various notions of identifiability in the literature, including deterministic, generic, global, local, state-permutation- invariant, and finite-alphabet identifiability. We show that all of these problems are decidable in PSPACE, via reductions to the theory of the reals at various levels of its quantifier-alternation hierarchy. We further show that the deterministic variants are already coETR-hard (and hence coNP-hard) for simply parameterized families.

Pairwise comparisons are widely used to infer latent scores and identify top-ranked items. Although sharp statistical guarantees are available under uniform sampling, real data often induce irregular comparison graphs with heterogeneous observation counts across pairs. In this paper, we study an arbitrary fixed comparison graph under the Bradley–Terry–Luce model with minimal assumptions. We prove that both the standard maximum likelihood estimator and Rank Centrality achieve a high-probability entrywise error rate of order $1/\sqrt{\lambda_{\mathcal{D}}}$ up to logarithmic and dynamic-range factors, where $\lambda_{\mathcal{D}}$ is the algebraic connectivity of the count-weighted observation graph. This guarantee is graph-monotone since $\lambda_{\mathcal{D}}$ cannot decrease when additional comparisons are added. Under heterogeneous sampling, where comparison pairs are sampled independently with unequal probabilities, our guarantee improves existing error bounds or requires weaker assumptions. We further extend our analysis to show that both estimators are robust against outcome-adaptive augmentation, where an adversary can choose additional comparison pairs after observing the initial outcomes.

We develop a computationally tractable statistical framework for angular data supported on a recursively embedded curved torus $\mathbb{T}^n\hookrightarrow\mathbb{R}^{n+1}$. Due to the recursive structure we build an exact uniform sampler by generalizing the process from the curved 2-torus. We generalize projected normal distributions to the curved $n$-torus and we develop inference theory for these distributions. We utilize both maximum-log-likelihood estimates and energy-based Fréchet estimates for the projected normal distribution for this purpose. This is done by establishing identifiability for isotropic projected normal distributions and by applying theory of maximum likelihood and intrinsic statistics for the curved tori. We numerically verify the geometry, sampler, density transformation, and energy solver. Lastly, we demonstrate the applicability of the proposed model using real data.

We study community recovery in the sparse symmetric stochastic block model with $q$ communities, average degree $d$ and signal strength $\lambda$ through statistical decision theory and Fisher information, and obtain three characterizations of the Kesten-Stigum threshold $d\lambda^2=1$ and of the information-computation gap below it. First, on each community-size profile the minimax risk of any class of rules closed under averaging and vertex relabeling equals its Bayes risk under the uniform prior; the posterior mean is the unique Bayes rule and is admissible, and the Bayes risk of degree-$D$ polynomial rules is the trivial risk times $1-\mathrm{Corr}_D^2$. Combined with known low-degree and information-theoretic results, this gives the gap as a worst-case statement: for $q\ge 5$ there is a window below the threshold in which no low-degree rule beats the trivial risk asymptotically, while an exponential-time rule does on a set of labelings of probability $1-o(1)$. Second, the Fisher information about $\lambda$ carried by cycle counts is a series with terms of order $k(d\lambda^2)^k$, convergent exactly when $d\lambda^2<1$; below the threshold the relative error of every unbiased cycle-based estimator of $\lambda^k$ stays above an explicit constant, and every cycle-count test has success probability bounded below one. Third, the derivative of belief propagation at its uninformative fixed point multiplies a random perturbation by $|\lambda|\sqrt{d}$ per iteration, and one EM step taken there leaves $\lambda$ unchanged. A signal-to-noise computation recovers the condition $d\lambda^{1/\chi}>1$ of Chin et al. for $q=n^\chi$ communities and identifies personalized PageRank as a walk count with suboptimal weights. Experiments on networks with up to $3\times 10^5$ vertices confirm the threshold for $q=2$, the hard window for $q=5$, and the many-community scaling.

We study the inference of a planted dense component in a sparse random graph from a single spreading process. The graph has an Erdős-Rényi background with edge probability $p_n$ and contains a planted dense component of size $n^{\alpha}$, with $\alpha > 1/2$, whose internal edge density $\xi>0$ is constant. The edge set is unobserved; the data only consist of the successive infection times from a single realization of a continuous-time SI process with independent and exponentially distributed transmission times. We show that the planted dense component leaves a detectable signature in the spreading process: after the exploration enters the dense component, it undergoes a short phase of accelerated growth. By analyzing this phase, we localize its onset and endpoint. These localization results yield consistent estimators of the component-size exponent $\alpha$, the background edge density $p_n$, and the internal edge density $\xi$ from the infection times alone. When the identities of the infected vertices are also observed, we further establish consistent recovery of the planted dense component.

This study investigates the asymptotic behavior of two dependence measures defined on networks, Moran's $I$ statistic and Newman's assortativity, under the null hypothesis that a Gaussian node attribute $Y$ is independent of the network structure. We demonstrate that the structure of the network directly affects the convergence rate to normality of these measures as the size of the network increases. We further establish that, in some instances, the mean values of these dependence measures under the null hypothesis remain non-negligible asymptotically and must therefore be explicitly accounted for when calculating the test statistics. Applications to a variety of simulated and real networks also reveal that the normal approximation performs well only when the network is not strongly heterogeneous. Network topology determines both the convergence rate to normality and whether the limiting distribution is Gaussian. In dense networks whose degree heterogeneity does not vanish, we further show that assortativity can fail to be a valid test statistic even though Moran's $I$ remains well behaved, whereas a dominating node invalidates both.

We study the problem of recovering low-dimensional latent geometry from a random geometric graph generated by noisy, high-dimensional data. Specifically, we analyze the performance of a spectral embedding algorithm on the Signal+Noise Graph Model, in which vertices are associated to points perturbed by Gaussian noise, and edges are included for pairs whose inner product exceeds a specified alignment threshold. In the high-dimensional regime where the number $n$ of points and the ambient dimension $d$ both tend to infinity, we show that under a spectral gap condition, the top eigenvectors and eigenvalues of the graph's adjacency matrix can be used to approximately recover the point cloud up to an orthogonal transformation. We illustrate our results on point clouds sampled from nested spheres and high-dimensional sinusoid curves.

We study the random geometric graph formed by connecting $n$ independent uniform points on $\mathbb S^{d-1}$ whenever their inner product exceeds a threshold chosen to give edge density $p$. We establish the conjectured dimensionality threshold for indistinguishability from the Erdös-Rényi graph $G(n,p)$ throughout the sparse regime with polynomially growing average degree. Specifically, for every fixed $\delta>0$, if $p\to0$, $p\ge n^{-1+\delta}$, and $d\gg (np\log(1/p))^3$, then the Kullback-Leibler (KL) divergence between the two distributions vanishes. Our proof builds on the posterior analysis framework introduced in previous work of the authors, combining a truncated second moment analysis with Fourier and spherical harmonic expansions. As in prior works, we reduce the KL bound to controlling a truncated $\chi^2$-divergence $\Delta$ for the neighborhood of the last vertex conditional on the graph induced by the preceding vertices. We then bound $\Delta$ using a Fourier expansion of the conditional likelihood ratio for this neighborhood, where the high-frequency contribution is made negligible by truncation to a typical-degree event, while a spherical harmonic expansion approximates the low-frequency contribution in terms of posterior moments of bounded-degree harmonic polynomials. The key observation is that these moments and $\Delta$ satisfy a coupled system of cavity recurrences, yielding a self-bounding inequality that implies the desired KL bound.

Many two-sample tests for populations of persistence diagrams assess global differences without identifying the regions of the birth-death plane that contribute to them. We study simultaneous inference for local mean contrasts when the number of available diagrams is fixed. They are differences in expected weighted feature mass within $\ell_\infty$ neighborhoods at several centers and radii. We estimate these contrasts using additive landmark responses. A Gaussian multiplier bootstrap calibrates simultaneous confidence intervals while allowing unequal group covariances. The neighborhoods whose intervals exclude zero form a map with approximate family-wise error control, and selecting a subset of original intervals for display preserves their joint coverage guarantee. On the simultaneous coverage event, every reported neighborhood lies within twice its radius of the support of the mean-measure difference. A geometric result gives sufficient radius conditions for a displaced feature to produce a nonzero contrast. A comparison of sufficient detection thresholds quantifies the tradeoff between reducing the number of tested coordinates and reserving observations for an independent pilot. In simulations with 40 to 120 diagrams per class, the bands achieved 94%-98% simultaneous coverage under both the strict null and equal means with unequal covariances. In the latter setting, a permutation maximum and the pooled-t implementation of the two-stage persistence-image test of Moon and Lazar rejected in up to 32% and 26% of runs, respectively. In the fixed-budget simulations, spending a third of the observations on a pilot to choose landmarks or radii located changes less often than a prespecified grid at a single radius. On the MUTAG benchmark, the localized region concentrates on rings of fused-ring systems, an exploratory reading.

For a given data distribution $(X_t)_{t \in \mathbb{N}} \sim Q$ i.i.d., we investigate the hypothesis testing problem: $H_0: Q = P_0$ vs. $H_1: Q = P_1$, for two different model probability distributions $P_0$ and $P_1$. In contrast to the standard setting, where analytic densities $p_0$ and $p_1$ are given, here, we consider the density-free setting, where we only have access to i.i.d. simulations $(Z^0_t)_{t \in \mathbb{N}} \sim P_0$ and $(Z^1_t)_{t \in \mathbb{N}} \sim P_1$. For this simulation-based hypothesis testing setting, we construct an e-test martingale, resulting in a sequential test with anytime-valid type-I error guarantees, approximate growth optimality, geometrically decaying type-II error bounds, and asymptotic power one. Most ingredients used in our constructions are variants of well known concepts. The value of this paper lies in the compact presentation of an effective, anytime-valid solution for the density-free simulation-based sequential hypothesis testing case.

Consider the $\mathbb Z_2$ synchronization problem \[ \boldsymbol{Y} = \frac{\lambda}{\sqrt n} \theta\theta^{\top} + \boldsymbol{Z}, \] where $\theta$ is uniform on $\{-1,1\}^n$ and $\boldsymbol{Z}$ is an independent Gaussian Wigner matrix with off-diagonal variance one. We give a polynomial-time posterior sampling algorithm for every fixed $\lambda>1$, for which the conditional output law converges to the posterior in total variation, in expectation over the observation. The construction combines sequential TAP proposals with an independence Metropolis correction. The key is to control signed overlaps after logarithmic pinning and conditional TAP approximations along a random revealing path, which give an efficiently evaluable proposal with a polynomial density-ratio bound outside a set of vanishing posterior mass. To the best of our knowledge, this is the first polynomial-time posterior sampler for $\mathbb Z_2$ synchronization with a total-variation guarantee throughout the supercritical regime. For comparison, the diffusion-based sampler of \cite{montanari2023posterior} gives normalized Wasserstein guarantees at sufficiently large fixed signal-to-noise ratio.

Nonexistence of the maximum likelihood estimate (MLE) under separation is treated as a solved problem for binary logistic regression and as a scattered collection of model-specific results everywhere else. We show that it is one phenomenon with one criterion. In a latent polyhedral categorical response model, every observed outcome corresponds to a polyhedral event in latent variables whose faces shift linearly with the parameter. Random-utility choice, cumulative-link, ranking, multivariate binary and ordinal, sequential, adjacent-category logit, and fixed-score stereotype models belong to this family. The likelihood sees each observed factor only through the columns of its threshold map, the structure vectors. A finite MLE exists if and only if the pooled structure vector set has overlap. Sufficiency requires only continuity, necessity requires only strictly threshold-increasing probabilities, and neither likelihood concavity, exchangeability, nor full design rank is needed. Positive strictly log-concave latent densities and threshold-identifiable polyhedra then yield uniqueness on the estimable span. A single linear program determines whether overlap holds, and convex cone geometry measures the dimension of separation. An application using cumulative-link models for willingness to share health data identifies observations and model terms associated with nonexistence and illustrates how the diagnostics inform model revision and sensitivity analysis.

A mean shift between two data sources can be easy to detect but hard to remove without substantially changing their representations. We cast its removal as a statistical decision problem: from noisy differences between paired calibration measurements in $\mathbb{R}^d$, learn one linear map, applied to both sources under a hard distortion budget, that leaves as little of the shift as possible on fresh data. We derive the exact finite-sample minimax risk over all such maps, $(d-k) \mathbb{E}[1/(d+2J)]$ with $J\sim\mathrm{Pois}(\kappa/2)$, where the budget allows deleting $k$ directions and $\kappa$ is the calibration signal-to-noise ratio. Projecting out the mean calibration difference attains it without knowing $\kappa$ or the noise scale. This exposes a detection-repair gap: detecting the shift needs only $\kappa\gg\sqrt d$, whereas removing a fixed fraction of it at constant distortion needs $\kappa\asymp d$, as for estimating its direction. Standard linear concept erasers (MP, SAL, LEACE) remove the same calibration difference, so the formula gives, before fitting, exactly how much shift they leave on fresh data and how much calibration a target requires. The limit is robust: pairing keeps it exact for non-Gaussian shared content, the projection keeps its guarantee under anisotropic noise, and selective abstention cannot close the gap. On paired clinical and wearable sleep EEG, where differences between participants act as calibration noise, the formula predicts the device shift left in new participants, and more recordings per person soon stop helping. Together, these results tell whether a correction that falls short needs a better method, more recordings, or more participants.

We study ridge regression from exactly $s$ distinct rows of a fixed design. Responses are fixed, and only the subset is random. The determinant law and selected ridge fit share one positive definite penalty. Established mean identities and exponential-family duality give the unique penalty that matches a prescribed full-data ridge fit in expectation. It exists exactly when $s$ exceeds the target's effective dimension. Our main result concerns centered covariance risk normalized by full-data penalized loss. For balanced signed coordinate replicas, a strict sector inequality gives the sharp risk and all maximizing responses at every budget from the dimension to one below the row count. This holds for any nonzero positive semidefinite query. With the target and query fixed, the maximizing response space is unchanged across these budgets. For general designs, we characterize attainment of a leave-one-out envelope. For existing real equiangular tight frames, flat row query energy characterizes when every nonzero residual response maximizes at two deletions. At three deletions, we give the sharp risk and complete maximizing space for isotropic queries, using unequal triangle weights. The balanced geometry yields a same-sample unbiased ridge–Horvitz–Thompson mixture with lower sharp risk and an exact mean-share improvement boundary. Under full recalibration after feature changes, we prove quadratic regret from searching the complete old maximizing space and a query-uniform bound on the mixture's risk gain. The strongest sector inequalities have exact computer-assisted proofs.

Many real-world datasets exhibit unusually large values far more frequently than predicted by Gaussian models. Heavy-tailed distributions capture this behavior, yet evaluating learning performance under them remains challenging because rare, large feature entries retain non-vanishing effects even in high dimensions. Even in the canonical setting of empirical risk minimization for linear regression with entry-wise i.i.d. symmetric $\alpha$-stable data, a precise asymptotic characterization of prediction has been lacking. In this work, we introduce a functional order parameter that describes the random effective problem associated with each coefficient. Using the replica method, we fully characterize the generalization error in the proportional high-dimensional limit where the sample size and feature dimension diverge at a fixed ratio. Additionally, this analysis establishes a heavy-tail universality law, scaling laws relating typical errors to prediction reliability, and the Bayes-optimal prediction error. In addition to characterizing the effects of extreme entries on the learning process, our method applies broadly to other systems with persistent local heterogeneity.

Inverse inequalities are essential for controlling derivative growth and ensuring stable sampling in kernel approximation. Existing whole-space and single-scale estimates provide an established analytical basis, but their extension to multiscale analytic spaces on finite intervals requires uniform control of boundary effects and cross-scale cancellation. This paper establishes unweighted interval \(L^2\) inverse inequalities for spaces generated by primitives of kernels with positive exponential spectra. By retaining exterior diagonal energy and controlling off-diagonal interactions through one-sided estimates with endpoint-distance weights, we derive uniform coefficient bounds for normalized high derivatives. A synthesis-operator perturbation argument extends these bounds to positive spectral mixtures, while adjacent-derivative comparison and interval interpolation yield an inverse bound of order \(h_*^{-1}\), where \(h_*\) is the smallest scale. Under geometric scale separation and within-scale centre separation, the constant is independent of the number of scales and centres and their distances from the endpoints, allowing endpoint centres and coincident centres across scales. The coefficient lower bound approaches the optimal limit \(1/2\). Two-centre constructions establish the sharpness of the scale exponent for every fixed kernel in the class and, for a single exponential spectrum, a sharp deficit of order \(q^{-1/2}\) from \(1/2\) for the best uniform coefficient lower bound, where \(q\) is the derivative order. Numerical illustrations for Cauchy and logistic kernels demonstrate coefficient stability in several multiscale configurations. These results extend interval inverse estimates to multiscale analytic kernel spaces with endpoint centres and provide quantitative conditions for deterministic sampling stability.

Joint-event forecasts combine an estimated dependence model with current marginal forecasts. Retaining historical transforms at the marginal fits available when each outcome arrived creates overlapping estimation errors. We derive their joint influence with the terminal estimates in a stable Vine Copula VAR with normal innovation margins and a fixed, correctly specified Gaussian or positive Clayton vine. An intercept identity and the stable VAR filter reduce the historical correction to harmonically weighted innovation moments. Terminal slope uncertainty remains in the forecast gradient. A feasible covariance estimator yields asymptotically valid repeated-sample intervals for fixed one-sided event probabilities at the realized forecast state. A same-family terminal refit provides the efficiency comparison. Retaining dated transforms adds a positive semidefinite limiting covariance term, whose event-level cost depends on dependence sensitivity and forecast-state leverage. Monte Carlo comparisons show a small accuracy cost of retaining the transforms and a larger inferential role for current marginal estimation. Allowing Clayton dependence improves downside forecasts relative to Gaussian dependence under each transform rule. A fourteen-variable U.S. real-time forecasting application and simulations with twenty and fifty variables illustrate feasible joint-event estimation and analytic inference for fixed-depth vines.

In actuarial science and quantitative finance, convex order provides a natural way to compare risks with the same mean. In dimension one, convex order is well understood through several characterisations. In higher dimensions, a natural approach is to compare all one-dimensional projections, but, although necessary, the resulting condition is in general not sufficient for multivariate convex order. A simple counterexample due to Pinelis exploits Popoviciu's inequality. We revisit this example using gauge functions, and show that gauge functions themselves do not suffice to characterise multivariate convex order for symmetric distributions, even in dimension two. We then show that the radial case makes the source of the failure transparent and construct radial counterexamples in every dimension at least two. Nevertheless, projection tests are sufficient for some important families of distributions. In particular, this is the case for linear transformations of a common radially distributed random vector. This framework includes elliptical distributions generated from a common radial distribution and, in particular, centred Gaussian distributions. Beyond comparisons between Gaussian distributions, Jourdain and Pagès recently studied the comparison of a Gaussian distribution with a Gaussian mixture, obtaining necessary conditions and sufficient conditions whose equivalence was left open in general. In this paper, we settle the comparison of a centred Gaussian distribution with a mixture of two centred Gaussian distributions: in every finite dimension, the Gaussian is dominated by the mixture in multivariate convex order if and only if all one-dimensional projections are ordered in convex order.

We consider the problem of learning nonlinear operators $G_0: \mathcal X\to \mathcal Y$ from finitely many noisy observations. While finite-regularity classes such as Lipschitz- or $C^k$-operators suffer from the curse of sample complexity (i.e. algebraic sample complexity is impossible), algebraic convergence rates can be obtained for holomorphic operators. In this paper we study information-theoretic minimax rates for estimating holomorphic operators. We provide algebraic upper and lower bounds of the metric entropy of holomorphy classes (matching up to an arbitrarily small loss in the exponent) as well as statistical minimax lower bounds in both the random-design and a Gaussian white noise model. For the mean squared error, our novel lower bounds match our upper bounds (up to an arbitrarily small loss in the exponent) and coincide with the convergence rates obtained previously for related holomorphy classes (arXiv:2412.17582). Finally, we apply the theory to the parameter-to-solution map and the parameter-to-quantity-of-interest map arising from the elliptic Darcy flow equation.

Missing covariates are frequently encountered in supervised learning problems, and classical methods for estimation using such data use carefully chosen imputation schemes for missing data, or likelihood approximations that lead to nonconvex $M$-estimation problems. These methods and their relatives are suitable for scenarios in which the covariate distribution is known, and more broadly, have enjoyed tremendous success in linear models. But even in basic nonlinear problems such as logistic regression in moderate dimensions, such methods can experience drastic failure modes when the covariate distribution is unknown. Motivated by the need for reliable alternatives, we consider the problem of parameter estimation in logistic regression with missing covariates. Crucially, we operate in the assumption-lean setting where the covariate distribution is unknown (but bounded). We design a stochastic approximation method that is based on $Z$-estimation with a novel monotone operator, and establish that our algorithm is computationally efficient and achieves provable signal recovery at parametric rates under the hypothesis that covariates are missing completely at random. Our theory sharply characterizes the $\ell_2^2$ risk of the estimator in terms of the missingness profile, accommodating heterogeneous observation probabilities. Importantly, it shows that our method always outperforms the de facto “complete-case” estimator that ignores observations with any missing data. Even in the setting with homogeneous missingness (in which each covariate is observed independently with probability $q$), our bounds exhibit intricate and nonstandard dependence on $q$ that can yield significant improvements over using only complete cases. We complement our upper bounds with new information-theoretic lower bounds that show that this intricate dependence on $q$ is fundamental in a minimax sense.

Let $\theta \to \mathcal G(\theta)$ be a map from a parameter to the solution of some non-linear partial differential equation modelling a dynamical system. We provide conditions to show posterior consistency for $\theta$ under observations of $\mathcal G(\theta)$ with dependent noise, modelling potential time-correlations of the sensors used to make the measurements. We provide two examples, namely the Navier-Stokes equations with unknown viscosity and initial condition, as well as a Reaction-Diffusion type equation with diffusivity coefficient that is varying (heterogeneous) in space, which requires novel stability estimates for a Darcy transport operator with accumulation in time.

The estimation of sums of functions of observable and unobservable variables is a long-standing problem in statistics, with applications in many domains. We consider this problem in Poisson mixture models, where empirical Bayes provides a natural framework but nonparametric theory remains limited. We develop a nonparametric empirical Bayes methodology based on regular and coarsened minimum-distance estimation of the unknown mixing distribution. For a broad class of such sums, we establish large-sample guarantees showing that the resulting plug-in estimates asymptotically merge with the oracle Bayes estimate. In particular, when the mixing distribution has finite support, we obtain a nearly parametric convergence rate, up to a logarithmic factor. We then provide a finite-sample analysis of two representative sums: the total intensity among units whose observed count does not exceed a fixed threshold, and the number of units whose observed count exceeds their latent intensity. For the total-intensity sum, we establish a lower bound on the minimax regret and derive upper bounds for both regular and coarsened minimum-distance procedures under compact-support and subexponential assumptions on the mixing distribution. These upper bounds match the minimax rate up to logarithmic factors, with the coarsened procedure in the compact-support setting matching the rate exactly when the coarsening level is fixed. The above-average sum displays a markedly different behavior: a lower bound on the minimax regret shows that bounded regret is in general impossible to achieve. We identify additional stability conditions under which bounded regret can be recovered up to logarithmic factors, and show that these conditions are automatically satisfied when the mixing distribution has finite support. Numerical experiments on both synthetic and real data illustrate the performance of the proposed methodology.

The Fréchet Inception Distance (FID) is widely used to evaluate generative models, but its empirical plug-in estimator suffers from finite-sample bias [BSAG18, CF20]. We study the sample complexity $n$ of estimating FID to error $\epsilon$ between $d$-dimensional Gaussians with bounded mean distance and covariances, when one distribution is known. Our contributions are threefold. (1) We establish tight finite-sample $\Theta(\frac{d^2}{n})$ bias and $\Theta(\frac{d}{n} + \frac {d^2} {n^2})$ variance bounds for the empirical plug-in estimator, establishing a $\gtrsim d^2$ sample complexity. (2) To debias the empirical plug-in estimator, we generalize the ${\rm FID}_\infty$ estimator of [CF20] to extrapolation methods of arbitrary order $k$. We further prove tight bias and variance bounds of $\Theta(\frac{d^{k + 2}}{n^{k + 1}})$ and $\Theta(\frac d n + \frac{d^2}{n^2})$ for any order-$k$ extrapolation under our framework. (3) We introduce Relative Taylor Debiasing (RTD), a new, computationally efficient FID estimation algorithm using debiasing techniques inspired by U-statistics. We show that RTD achieves an $O(\frac d {\epsilon^2})$ sample complexity, and prove that this is optimal. We provide a complementary empirical evaluation of our new estimators. Our experiments on synthetic Gaussians validate the predicted residual bias and support the tightness of our bounds. On ImageNet with Inception embeddings, RTD achieves the lowest mean estimation error at the standard 50K sample budget, while our second-order variance-aware extrapolation estimator (VALE$_2$) uses only 10K samples to achieve accuracy comparable to FID$_\infty$ at 50K samples.

We study errors-in-variables problems in which a target study contains only a single error-prone surrogate of an unobserved exposure, while an external source study provides repeated surrogate measurements from a different population. The measurement error distribution is allowed to depend on the observed error-free variables, and the error-free variable distribution itself may differ between studies. We introduce a conditional transportability assumption that enables the use of external repeated measurements under source-target heterogeneity. Together with additional replicate-error conditions, it identifies the target conditional measurement-error distribution. Building on this identification result, we develop a data-fusion estimator for a broad class of target functionals. The estimator combines conditional deconvolution, flexible nuisance estimation, and orthogonal correction that reduces first-order sensitivity to nuisance estimation. For the proposed estimator, we develop a unified spectral theory covering both diffuse-spectrum and finite atomic-spectrum target functionals, derive a general asymptotic expansion, and establish consistency and target-specific convergence-rate bounds. The resulting convergence-rate bounds depend jointly on the spectral properties of the measurement error, the latent exposure, and the target functional. For finite atomic-spectrum targets, we further establish joint Gaussian and bootstrap limits, yielding inference for smooth moment transformations under an additional centering condition. In the reported simulations, Fuse-EIV has small bias for the primary exposure-related coefficient. Applications to the National Health and Nutrition Examination Survey illustrate how accounting for population heterogeneity and error heteroscedasticity can change empirical conclusions.

Consider the linear regression of a response $Y$ on explanatory variables $X_1,\dots,X_p$ with a positive definite joint correlation matrix. Let $\mathbf{R}$ be the correlation matrix of the explanatory variables and $\mathbf{r}$ the vector of their correlations with $Y$. The ellipsoid $E=\{\mathbf{x} : \mathbf{x}^{\top}\mathbf{R}^{-1}\mathbf{x}=1\}$ is inscribed in the cube $[-1,1]^p$ and touches the face $x_j=1$ at $T_j$, the $j$th column of $\mathbf{R}$. The point $P=\mathbf{r}$ lies inside $E$, and three kinds of regression quantities are read off this diagram by elementary geometric constructions. The multiple correlation is $|OP|/|OP'|$, where $O$ is the origin and $P'$ is the point where the ray from $O$ through $P$ meets $E$ (for $P\ne O$). The standardized regression coefficients are the coordinates of $P$ in the basis $T_1,\dots,T_p$. The partial correlation between $X_i$ and $Y$ given the other explanatory variables is the position of $P$ on the chord of $E$ through $P$ parallel to the $x_i$-axis, on a linear scale from $-1$ to $1$ increasing with $x_i$; furthermore, the parallel chord through the origin has half-length $1/\sqrt{\mathrm{VIF}_i}$. Examples illustrate sign reversal and standardized coefficients outside the interval $[-1,1]$.

We study deterministic and randomized midpoint discretizations of Langevin dynamics for a target $\pi \propto e^{-V}$, where $0 \prec \alpha I\preceq\nabla^2V\preceq\beta I$ and $\kappa=\beta/\alpha$. To achieve $\sqrt\alpha\,W_2\leqslant\varepsilon$, we show that deterministic Heun uses at most $\widetilde O(\kappa^{4/3}d^{1/3}\varepsilon^{-2/3})$ gradient queries, and underdamped exponential midpoint uses $\widetilde O(\kappa^{5/4}d^{1/4}\varepsilon^{-1/2})$. The proofs exploit cancellation at stationarity and smoothing using techniques from Malliavin calculus, outperforming previous upper bounds based on standard couplings. At bounded condition number, a lower bound matches the $d$ and $\varepsilon$ powers of both deterministic methods. To contrast, for the randomized midpoint methods and Poisson midpoint with at least two grid points (both overdamped and underdamped variants), a simple Gaussian calculation yields a lower bound $d^{1/3}\varepsilon^{-1/3}$ to get an $\varepsilon$-close sample despite starting at a benign initialization. This shows surprisingly that in high dimensions, deterministic discretizations can outperform their random counterparts.