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Thursday 6 August

Statistics Applications

Long-Term Mortality Following STN-DBS in Parkinson's Disease: A Survival Analysis

Background: Deep brain stimulation of the subthalamic nucleus (STN-DBS) is an established PD treatment that improves motor symptoms and quality of life, but long-term survival and mortality risk remain poorly characterized. This study evaluated long-term survival and mortality-associated factors after STN-DBS. Methods: A retrospective survival analysis of 214 PD patients who underwent STN-DBS used Kaplan-Meier methods to estimate survival probabilities and median survival, with log-rank tests comparing survival by gender and age at implantation. Cox proportional hazards (Cox-PH) models identified mortality-associated factors in both univariate and multivariate analyses, and were validated using accelerated failure time (AFT) models. Results: Mortality rose progressively, with 8.0%, 42.5%, and 56.0% of patients dying within 5, 10, and 15 years, respectively; median survival was approximately 134 months. Survival did not differ by gender (p = 0.63) but was significantly lower for patients aged 60 years or older at implantation (p < 0.0001). At least one post-implantation revision reduced mortality risk (HR = 0.296, p < 0.001), while implantation at age 60 years or older increased it (HR = 4.689, p < 0.001); both remained significant after adjustment and were confirmed by AFT models. Patient satisfaction was high, with 97% of 52 surveyed patients reporting satisfaction and 96% would recommend STN-DBS. Conclusion: STN-DBS is linked to long-term survival and high patient satisfaction in individuals with PD. Older age at implantation increased mortality risk, whereas revision surgery and mortality likely reflect confounding by indication rather than a direct causal effect. These findings support age-stratified patient selection and highlight the importance of continued long-term monitoring following STN-DBS.
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Statistics Applications · Cross-listed from stat.ME

Fast Power Evaluation under Biased-Coin Minimization: Sampling and Randomization Calibration

Design-stage power and sample-size evaluation under biased-coin minimization can be computationally intensive when a prespecified randomization test is reproduced within every simulated trial. We develop a reusable stratum-imbalance Gaussian approximation (SIGA) framework by exactly decomposing a fixed-score statistic into joint-stratum imbalance and orthogonal within-stratum components. Under explicit allocation-copy limit conditions for the same absolute-imbalance rule, the sampling-calibrated procedure, SIGA-S, consistently estimates the repeated-sampling variance at a marginal mean- or risk-difference boundary. At a nonsharp boundary, the conditional variance of a fixed-score randomization test can differ because the score contains the observed allocation path. To characterize this distinction, we express the first-order variance gap as a quadratic form involving pair-path covariance and introduce the randomization-calibrated procedure, SIGA-R, based on a reusable paired allocation-only calibration to approximate the conditional reference distribution. Separate comprehensive benchmarks showed close agreement between each SIGA procedure and the corresponding reference randomization test. A trial-inspired simulation based on published aggregate planning characteristics likewise produced similar power for SIGA-S, SIGA-R and the reference randomization test, while both reusable calibration procedures substantially reduced computation relative to nested rerandomization.
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Wednesday 5 August

Statistics Applications

Uncertainty-Aware Missing-Data Multimodal Latent for Fetal-Growth Analysis

Objective: Routine third-trimester examination yields fetal biometry, maternal, Doppler and fetal-cardiac measurements, acquired at clinical discretion and therefore often incomplete. We show that these four measurement blocks are close to mutually uninformative, and that this single property determines what a representation of them can impute, what it can audit, and what fetal size alone cannot indicate. Methods: A linear-Gaussian factor model (K = 8 by parallel analysis, VARIMAX-rotated) was fitted to 25 measurements in four blocks from 977 fetuses (169 SGA, 61 severe; 77 LGA). Posterior precision sums contributions from observed measurements only, so missing values are marginalized rather than imputed. Data quality was screened using the standardized residual between each measurement and its reconstruction. Results: Predicting any one block from the other three gives an out-of-fold R2 of 0.023. The representation is a continuous growth spectrum with no cluster structure (Hartigan dip p = 0.99, gap statistic k = 1, three-cluster silhouette 0.07) ordering fetuses by birthweight centile (Spearman rho = 0.55). Among 169 SGA fetuses the haemodynamic redistribution axis separated the 25 adverse outcomes (AUC 0.70, 0.585-0.808) where measured size did not (0.60, 0.451-0.738). With Doppler censored, the marginalized interval covered held-out measurements in 97% and 93% of cases against nominal 95% and 90%. The reconstruction residual flagged 38 of 977 records, 36 confirmed transcription errors in the registry. Conclusion: Marginalizing missing measurements yields a representation whose uncertainty reflects the available data, and whose reconstruction residual doubles as a data-quality screen. Because the blocks are nearly independent, confirmed flags are within-block errors, and a synthetic benchmark gives the coupling needed before cross-block detection becomes available.
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All authors Tiago Cortinhal, César Díaz-Parga, Gabriel Bernardino, Marta Nuñez-Garcia

Statistics Applications

Distribution-Free Conformal Prediction for Steel Fatigue Strength: Marginal Validity Is Not Enough

Predicting fatigue failure in steel components experimentally is costly, requiring testing across multiple compositions and processing conditions, spurring research on data-driven prediction models. Studies using the NIMS MatNavi steel fatigue dataset often report high point-prediction accuracy but rely on aggregate error metrics, leaving uncertainty about the reliability of individual predictions and whether accuracy is consistent across the fatigue-strength spectrum. This paper is the first to apply conformal prediction to steel fatigue strength, comparing seven interval-construction methods across 50 independent data splits and distinguishing marginal coverage from coverage within specific sub-regions of the predicted property. A gradient-boosting point model achieves an R^2 of 0.976 +/- 0.009 and a mean absolute error of 18.3 +/- 2.3 MPa. Split-conformal prediction provides valid marginal coverage (0.918) but drops to 0.758 in the highest-strength quartile, where design margins are most critical, a pattern also observed with a Gaussian process baseline. Two locally-adaptive methods correct this: a cross-fitted normalised conformal method holds 0.872-0.940 across quartiles at no cost in average width, and Mondrian group-conditional conformal prediction holds the tightest band of any method (0.917-0.939) at a 12% width premium, part of which traces to the more conservative finite-sample quantile level implied by per-group calibration at this sample size. Conformalized quantile regression, by contrast, restores marginal validity but inflates intervals in every quartile without closing the conditional gap. Marginal coverage claims for ML-based fatigue-strength predictions can conceal systematic unreliability precisely where engineering decisions are most risky; therefore, conditional coverage should be routinely assessed alongside marginal coverage.
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Statistics Applications

How Infrastructure and Streetscape Shape E-Scooter Route Choice: Evidence from Washington, DC

E-scooters have emerged as an important micromobility mode for short urban trips, yet evidence on route choice behavior remains limited. This study examines e-scooter route choice in Washington, DC using GPS trajectory data and a Path Size Logit model. In addition to roadway and infrastructure characteristics, the model incorporates visual streetscape features extracted from Google Street View imagery using computer vision techniques. The results show that the effectiveness of cycling infrastructure depends strongly on roadway context. On major roads, only protected bicycle facilities significantly increase route attractiveness, whereas on minor roads both protected and designated lanes provide utility gains. Sidewalks constitute the most frequently used riding environment, yet only asphalt-paved sidewalks are associated with positive utility, suggesting that sidewalk riding may reflect the absence of attractive on-street alternatives rather than a preference for pedestrian infrastructure. Tree coverage, particularly during summer, as well as building and wall coverage, are positively associated with route choice. Likelihood ratio tests and value-of-distance analysis indicate that roadway infrastructure exerts a stronger influence on route choice than visual streetscape features, although the latter provide additional explanatory power. These findings support targeted infrastructure investment and the integration of streetscape improvements as a complementary strategy for enhancing micromobility route attractiveness.
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All authors Yiheng Qian, Duanya Lyu, Wenwen Zhang, Steve Hankey, Meng Qi, Xiang Yan

Statistics Applications

Modeling E-Bike Route Choice in Washington, DC: A Path Size Logit Approach

Understanding e-bike route choice is essential for developing effective cycling infrastructure, yet empirical evidence remains limited. This study investigates shared e-bike route choice in Washington, DC, using Global Positioning System (GPS) trajectory data from the Capital Bikeshare system. A Path Size Logit model is estimated using a hybrid choice set consisting of observed routes and corresponding shortest paths, integrating Geographic Information System (GIS)-based infrastructure variables with computer vision-derived street-level visual features extracted from Street View images (SVI). The results indicate that e-bike riders tend to choose routes that minimize conflicts with both motor vehicles and pedestrians while maintaining travel continuity. Roadway hierarchy substantially moderates the influence of bicycle facilities, with the presence of bicycle facilities having a much greater impact on route choice along major roads than along minor roads. Longer trips also exhibit stronger preferences for cycling infrastructure. Incorporating street-level visual features improves model performance, although their effects are generally smaller than those of road infrastructure, with trees being the only greenery component showing a consistently positive effect. Standardized effect sizes further identify the most behaviorally important route attributes. These findings provide practical evidence for cycling infrastructure planning in the e-bike era.
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All authors Yiheng Qian, Zehui Yin, Darren M. Scott, Xiang Yan

Statistics Applications

Conditional multivariate functional PCA for the reconstruction of temperature and salinity profiles partially sampled by deep-diving marine mammals

We present a statistical method to reconstruct the vertical thermohaline conditions in the Indian Sector of the Southern Ocean, where temperature and salinity profiles are partially sampled by female southern elephant seals. Datasets collected by biologgers provide unprecedented spatial and temporal coverage of ocean conditions. However, the maximum recorded depth varies with the animals' behaviour, offering only a partial view of the vertical environment. Using multivariate functional Principal Component Analysis (PCA), a parametric estimation of the covariance structure and mean function from a set of complete bivariate profiles allows the construction of an eigenfunction basis. By accounting for measurement error variance, partially sampled temperature and salinity profiles can be projected into the eigenspace of the complete profiles through conditional estimation of their functional principal coordinates and then reconstructed over the defined domain. For simulated snippet profiles truncated at depth $z_{\max} = 250$ m and reconstructed over $\mathcal{Z} = [20,500]$ m, reconstruction accuracy increases by 30 % for temperature and 33 % for salinity when incorporating geographical covariates. We then reconstruct ~90,000 incomplete profiles from the multivariate functional PCA of ~10,000 profiles reaching 500 m, covering approximately 3 million km$^2$ around the French subantarctic islands.
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All authors Nadège Fonvieille, Christophe Guinet, Baptiste Picard, David Nerini

Statistics Applications · Cross-listed from stat.ME

Joint Spatial and Temporal Generalized Dissimilarity Mixed Modeling (stGDMM) for Beta Diversity

Generalized dissimilarity models (GDMs) have emerged as a valuable tool for formal statistical analysis of biodiversity. In particular, beta diversity, measured using dissimilarity measures, e.g., the Bray-Curtis dissimilarity in our case, provides a statistical summary of the difference in species composition between sites. It also provides novel data for spatial and spatio-temporal modeling as it resides over the product space of one space-time pair and a second space-time pair. In earlier work we developed the spatial generalized dissimilarity mixed model (spGDMM) to remedy some of the stochastic issues concerned with the foundational GDM in the literature. Here, we extend that work to include dynamics. We find much richer modeling opportunities as we consider beta diversity with regard to change in time as well as space. We illustrate with a dataset from the Cape Floristic Region (CFR) in South Africa.
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All authors Philip A. White, Henry A. Frye, Jasper A. Slingsby, John A. Silander, Jr., Hana Petersen, Alan E. Gelfand

Statistics Applications

Soprano voices in opera seria: a corpus-based inquiry into eighteenth-century vocal types

Eighteenth-century Italian opera seria was dominated by soprano voices. Although masculine roles were typically performed by castrati and feminine roles by women, cross-casting was common, producing four soprano configurations in which performers of either sex could portray characters of either gender. We hypothesize that composers tailored their writing both to the singers premiering their arias and to the characters' gender. Using statistical models built on approximately 1,700 arias, we analyze relationships between vocal typology, characters' gender, and stylistic choices, comparing supervised learning methods and selecting ridge logistic regression as our primary model, whose performance is competitive with that of the best-performing alternative while allowing for interpretation and uncertainty quantification of its coefficients. Results reveal an asymmetry: character gender is consistently encoded in the writing, while the singer's sex is barely recoverable. Masculine-character arias feature large melodic leaps, intervallic variability, and wider ranges; feminine-character arias favor higher maximum pitches, minor intervals, and melodic stability. Female singers sang higher pitches than male sopranos, but this correlates more with character portrayal than with physiology.
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All authors Ana Llorens, Eduardo García-Portugués, Carlos Vaquero, Álvaro Torrente

Statistics Applications

Analyzing the daily flows: Exploring shared micro-mobility factors in Venice

Shared micro-mobility has emerged as a key component of a sustainable urban transportation system, however, limited research exists on how environmental factors influence the mobility demand between specific origin-destination (OD) locations. This work extends research on the demand-side perspective to explore how temporal and environmental conditions shape daily shared micro-mobility flows in Venice. The study analyses repeated variation across 158,401 OD-day observations for two years in 50 spatial zones. Daily temperature, rainfall, and PM10 concentrations are linked to each OD-day observation while accounting for vehicle-pass composition and temporal patterns. Here, the unit of analysis is the connection between OD pairs. A generalised additive mixed model (GAMM) is used to represent the non-linearity of environmental relationships across seasons, providing a flexible framework for understanding how climatic conditions influence sustainable mobility behaviour. The results show a significant nonlinear association between temperature and mobility demand across seasons. High rainfall is associated with reduced demand, with larger reductions under moderate and heavy rainfall than on dry days. The relationship between PM10 and shared mobility use was season-dependent, creating an avoidance-versus-adoption mechanism rather than a monotonic association. After adjustment for environmental and temporal factors, a recurring increase in demand within the Lido Islands during August and September remained evident, highlighting a location-specific mobility pattern across two years. The study highlights the importance of environmental sensitivity in shared micro-mobility research. This work illustrates that the adoption of shared bikes and electric bikes depends not only on service availability but also on usage patterns, which are affected by external conditions.
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Statistics Applications · Cross-listed from econ.EM

Algorithm-Driven SVARs: Navigating the Wilderness of Big Data

Every SVAR result is conditional on two choices: the restrictions that identify the shock and the variables on which they operate. The literature disciplines the first; the second is chosen by hand. We develop a Bayesian methodology that constructs information sets, uses an out-of-sample criterion, and retains the largest system it admits. Under recursive identification, output rises with housing production rather than household credit alone. For monetary policy, an anchor-free joint Bayesian proxy SVAR with multiple instruments strengthens the credit spread channel. A core system augmented with the selected corporate spread identifies expected default risk as a potent transmission margin.
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Statistics Applications

HaploPerturb: Low-rank copula construction of haplotype perturbations improves sequence-to-function analysis of Alzheimer's disease loci

Sequence-to-function models predict molecular phenotypes from complete sequence windows. At genome-wide association study loci, however, the prevailing design perturbs only the lead variant on the reference genome, even though the lead is often correlated with nearby variants through linkage disequilibrium. This single-variant perturbation implicitly fixes all linked alleles at their reference-genome states and may therefore create an uncommon or unobserved population haplotype. We study this input-construction problem at 38 Alzheimer's disease loci. We introduce HaploPerturb, which uses phased ROS/MAP genotypes or the European 1000 Genomes panel to fit a fixed-margin latent Gaussian factor model and rank partner configurations conditional on each lead allele. The leading public-panel construction agrees with the donor-panel construction at all loci under a strict linkage-disequilibrium threshold and 36 of 37 loci under a broader threshold after restricting to shared partners. Known-truth simulations show exact recovery of the dominant configuration under strong linkage disequilibrium and expose persistent residual correlation under a misspecified one-factor model. In an AlphaGenome benchmark against cell-type-specific ROS/MAP eQTLs, broader-set public-panel haplotypes yield microglial enrichment of 2.07 (95% whole-locus bootstrap percentile interval 1.48–3.60), compared with 1.43 (0.69–2.29) for a lead-only edit. Empirical-mode and LD-sign backgrounds yield 2.20 (1.60–3.64), with no detectable advantage or loss relative to the HaploPerturb top configuration. Thus population-informed sequence construction matters in this application, while the choice among reasonable leading haplotype rules is less consequential than the choice between a haplotype and a lead-only reference background.
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Statistics Applications

Statistical Considerations in Long COVID Research

Long COVID is a condition characterized by ongoing or relapsing symptoms attributable to SARS-CoV-2 infection that are present three or more months after infection. It represents a major clinical and public health concern as an estimated 5-10% of individuals with a history of SARS-CoV-2 infection present with long term sequelae that range from mild to debilitating with profound impacts on quality of life. Clinical research studies of Long COVID have emerged rapidly over the past few years, and with them we are seeing several new data analytic challenges. In this manuscript, we highlight statistical challenges arising from the defining features of LC and associated study design strategies. This work is motivated by the Researching COVID to Enhance Recovery (RECOVER) Adult and Pediatric observational meta-cohort studies.
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Statistics Applications · Cross-listed from stat.ME

Inverse probability weighting for auxiliary variable dependent sampling in observational studies of Long COVID

Selective testing based on values of auxiliary variables is an increasingly popular design strategy in observational studies and is ubiquitous in electronic health record data. Ignoring this underlying sampling mechanism can lead to biased estimation and erroneous scientific conclusions. Yet, rigorous analytic methods for accounting for two-phase sampling designs in observational settings remain under-utilized. Motivated by the Researching COVID to Enhance Recovery (RECOVER) Adult and Pediatric observational cohort studies, we describe common pitfalls and an approach for analysis of data collected via auxiliary variable dependent sampling.
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All authors Andrea S. Foulkes, Tanayott Thaweethai, Daniel O. Scharfstein, Weixing Huang, Harrison T. Reeder

Statistics Applications

Group-regularized matrix factorization for fast and reliable module discovery in pan-omics pan-cancer studies

In pan-omics pan-cancer studies, it is critical to identify latent sources of variation that are shared across particular subsets. This task often requires bidimensionally linked data matrices to be decomposed into a sum of block-sparse, low-rank modules. Existing approaches often rely on pre-specified module numbers, ranks, or post-hoc thresholding and can be sensitive to model specification when the underlying sharing structure is complex. To address these issues, we propose GL-BIDIFAC+, a group-regularized matrix factorization framework for discovering partially shared modules. It requires only an upper bound on the latent dimension and encourages module selection through group regularization with theoretically-motivated tuning parameter selection and local support recovery analysis, providing both scalability and principled guidance for module discovery. It also admits a probabilistic interpretation that enables model-based imputation of missing data. Simulation studies demonstrate accurate module recovery and favorable computational performance relative to existing approaches. We further apply GL-BIDIFAC+ to analyze the Cancer Genome Atlas data, where well-established molecular structure provides interpretable biological references. Our analysis distinguishes broad pan-cancer variation, cancer-specific subtype structure, and variation shared across cancers with related tissue origins or histologic features.
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Statistics Applications · Cross-listed from econ.EM

Drivers of Success: A Bayesian State-Space Model to Disentangling Latent Driver and Constructor Abilities in Formula One

Formula One outcomes reflect the joint contributions of drivers and constructors, but these contributions are unobserved and vary over time. We propose a Bayesian state-space model that disentangles dynamic driver and constructor abilities using two observed outcomes: fastest qualifying lap times and race rankings. Both outcomes depend jointly on latent driver and constructor states that evolve at the Grand Prix level, while the race equation additionally accounts for starting-grid position. The decomposition is supported by constraints that center the driver and constructor abilities at zero, together with variation in driver-constructor assignments over time. Bayesian inference is performed using the No-U-Turn sampler under weakly informative priors that treat driver and constructor abilities symmetrically. Applying the model to the Formula One hybrid era from 2014 to 2021, we find substantial heterogeneity in both driver and constructor abilities. Driver abilities are generally more stable over time, whereas constructor abilities exhibit greater variation and, for many driver–constructor combinations, contribute more strongly to observed performance.
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All authors Tim Lindner, Rui Jorge Almeida, Nalan Baştürk, Stephan Smeekes

Statistics Applications · Cross-listed from stat.ME

Best for which estimand? A known-truth benchmark of longitudinal-matching and target-trial-emulation methods for time-varying treatments

On a non-collapsible survival mechanism, longitudinal-matching and target-trial-emulation methods are not competing estimators of one truth but answers to different causal questions, so a benchmark that scores them against a single "true hazard ratio" fabricates bias. We provide the direct comparison of relative efficiency, variance estimation, and model sensitivity that reviews find lacking. On a deliberately non-collapsible continuous-time Cox mechanism with known truth, the dominant families (sequential Cox, sequential stratification, risk-set matching, and inverse-probability-of-treatment-weighted (IPTW) marginal structural models) target numerically distinct causal estimands (marginal, conditional, two average-treatment-effect-on-the-treated, and intention-to-treat versus per-protocol). First, we quantify the phantom bias a shared marginal truth fabricates: 0.32-0.33 log-cumulative-hazard-ratio units for the matching estimators and 0.15 for the conditional method; the associational naive time-dependent Cox sits 0.76 away, a total discrepancy compounding the estimand gap with confounding. Second, a rank reversal: the recommended method flips with the target estimand, and a low-variance off-target estimator can still win on mean-squared error. Third, a cross-family variance result: the cluster-robust sandwich is closer to nominal for the trial-stacking estimator (0.90) but under-covers the matching estimators (0.77-0.82), which a prespecified n=500 bootstrap sub-study brings to 0.95-0.96. Fourth, model sensitivity: omitting a confounder induces 0.45-0.50 log-hazard-ratio bias and undercoverage, and intention-to-treat and per-protocol effects diverge as switching increases; a heart-transplant analysis illustrates these. On a second mechanism three of four findings replicate, the rank reversal attenuating and model sensitivity proving calibration-dependent.
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Tuesday 4 August

Statistics Applications

Estimating Heterogeneity in Travel Mode Choice Shifts with Causal Forests

Objectives: While causal analysis of travel behavior is an emerging field, estimating heterogeneity in mode choice through causal modeling remains unexplored. This study demonstrates the application of a novel causal method, causal forest, to quantify the heterogeneity in travel mode choice shifts caused by the COVID-19 pandemic. Methods: We applied causal forests, a non-parametric causal machine learning method, to 802,935 trip records from the 2017 and 2022 waves of the National Household Travel Survey. The 2017 wave serves as the pre-pandemic control group, while the 2022 wave represents the treatment condition. Within the potential outcomes framework, we estimate average treatment effects (ATE), heterogeneous treatment effects (HTE), and conditional average treatment effects (CATE) across diverse socio-demographic groups and trip characteristics. Findings: Our results reveal an estimated ATE of a 1.86 percentage point (pp) increase in car-mode share, contrasted with decreases of 0.38 pp and 1.57 pp in public transit and walking, respectively. The largest increases in car use appeared for short-distance trips (one mile or less), households with annual incomes exceeding USD 200,000, and female travelers. Novelty: This is one of the first applications of causal forests to travel mode choice, and the first to use causal machine learning to estimate the pandemic's causal effect on mode choice analysis. Practical Applications: This study discusses methodological advantages, inherent assumptions, and limitations of causal forests within the context of transportation planning. This methodology is applied to COVID-19 travel data to illustrate how causal heterogeneity analysis can offer a deeper understanding of changes in mode choice. These insights are valuable for planners and policymakers in making policies related to mode shifts under an intervention.
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Statistics Applications · Cross-listed from stat.ME

Regression-Based Proximal Reconciliation of Conflicting Trials with Unmeasured Effect Modifiers

Randomized controlled trials with similar protocols may yield conflicting findings when the distribution of relevant effect modifiers differs across study populations. Yet no formal statistical framework exists for defining and assessing whether conflicting trials are reconcilable, despite the importance of this question for evidence synthesis and regulatory decision making. To address this gap, we develop a causal inference framework for evaluating conditional and marginal reconcilability on additive and multiplicative scales in the presence of unmeasured effect modifiers. Within this framework, we use proxy variables for hypothesized unmeasured effect modifiers to develop regression-based tests of conditional reconcilability under parametric structural models. To assess marginal reconcilability, we extend existing transportability methods and develop an equivalence testing framework. We also introduce a reconciliation proportion to quantify the degree of marginal reconciliation. We illustrate these methods using the conflicting Meis and PROLONG trials of 17-alpha-hydroxyprogesterone caproate for preventing recurrent preterm birth. The analyses provided limited evidence that unmeasured effect modifiers such as cervical length, as captured by the selected proxies, were sufficient to marginally reconcile the trials. These findings demonstrate how proximal reconciliation methods may help regulators, researchers, and clinicians evaluate whether differences in study populations explain conflicting trial findings.
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All authors Daniel A Xu, Eric J Tchetgen Tchetgen, Enrique F Schisterman, Sean C Blackwell, Ellen C Caniglia

Statistics Applications

Discrete-Time Survival Analysis for Heart Failure Mortality Prediction

Accurate heart-failure prognosis relies on tracking clinical risk over time, yet many machine-learning applications mishandle right-censored survival data by either discarding a patient's observation time or using it as a predictor. Discarding time ignores survival context, while using follow-up time as an input feature introduces severe target leakage that inflates apparent accuracy. We address this by proposing a discrete-time person-period framework for heart-failure mortality classification. Using the UCI Heart Failure Clinical Records cohort ($n=299$, 96 deaths), we transform the data into interval-level binary outcomes and benchmark a Cox proportional hazards baseline against person-period complementary log-log GLM and GAM models, alongside person-period random forest, XGBoost, random survival forest, and DeepSurv classifiers. The person-period GLM reproduces the Cox hazard ratios and concordance, validating the transformation, while the GAM captures significant nonlinear predictor effects and provides the best balance of discrimination and generalization; the flexible classifiers achieve strong raw performance but overfit. Finally, we quantify the leakage effect directly, including observed follow-up duration raises classification AUC from roughly 0.73 to nearly 1.00, confirming that follow-up duration must not be used as a baseline predictor. Overall, these results establish a survival-aware framework that combines flexible classification with valid time-to-event structure.
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All authors Aditya Rane, Amit Choudhari, Shashi Kant, Akash Deep

Statistics Applications · Cross-listed from cs.SI

Forced Displacement of People Experiencing Homelessness: Housing and Movement Outcomes after Encampment Clearances

The 2024 Grants Pass decision newly emboldens US cities to manage unsheltered homelessness through forced displacement. Although literature demonstrates the harmful health and material impacts of this tactic, the longer-term results for housing outcomes and migration patterns remain less clear. In response, this study leverages longitudinal street outreach data to investigate where people move following encampment clearances. We specifically employ relational event models to predict the likelihood of various outcomes post-removal, such as relocating tracts, entering shelter, or obtaining housing. Results suggest that displaced residents do not travel far, yet clearances may still reduce visible homelessness by decreasing the size of camp communities. Furthermore, people appear unlikely to move indoors and instead face high risks of losing contact with service providers. These trends hold regardless of individual demographics, although people with mental health conditions demonstrate stronger attachments to their original sites. Evidence additionally indicates that neighborhood conditions could influence these migration behaviors. Such findings corroborate broader literature on place attachments, residential mobility, and invisibilization of poverty. This paper ultimately addresses the urgent need for a deeper understanding of how forced displacement impacts homelessness and pathways to housing.
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All authors Brandon Morande, Kim Serry, Amy Hagopian, Zack W. Almquist

Statistics Applications · Cross-listed from econ.EM

Identification and Information after Nuisance Projection

Empirical work often removes fixed effects, latent factors, or high-dimensional controls before estimating structural relationships. These transformations reduce confounding but may also remove identifying variation. We study linear panel IV after one equation-compatible nuisance projection under two-way dependence. The projected Jacobian determines which structural directions remain visible; the projected-score law determines their precision; and, on Gaussian fixed-rank strata, they combine in a Projected Information Matrix. We derive weak-identification limits with dimension-specific information accumulation, feasible factor-transfer conditions, identification-robust tests, bootstrap procedures for non-Gaussian interaction limits, and inference for the projected spectrum, rank, subspaces, and information matrix. Simulations show that a raw first-stage statistic above 500 can support the wrong sign while projected diagnostics reveal weak valid information. In an international monetary application, common projection substantially attenuates apparent foreign-output persistence, while Gaussian-reference Anderson–Rubin sets remain unbounded. Identification should therefore be assessed after nuisance removal.
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Statistics Applications · Cross-listed from stat.ME

Multi-Signal Safety Surveillance with Bayesian Latent Factor Modeling and Bias Correction

Safety surveillance increasingly involves repeated monitoring of many exposure-outcome signals in observational healthcare data, where sparse information, dependence across related signals, and systematic error can complicate inference. Existing frameworks typically focus on either correcting residual bias using negative controls or borrowing information across exposure-outcome pairs, but not both. We propose a multi-signal Bayesian sequential surveillance framework that integrates empirical bias correction with low-rank latent factor modeling. At each analysis time, a hierarchical Bayesian model learns exposure-specific bias distributions from negative control outcomes assumed to have null latent effects. Conditional on these distributions, low-rank latent factors are estimated across exposures and outcomes of interest to share information across correlated signals. As new data accrue, posterior inference is updated sequentially, yielding bias-corrected posterior summaries of effect sizes across multiple monitored signals. We illustrate the method in a postmarket vaccine safety surveillance study using a large US insurance claims database.
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Statistics Applications · Cross-listed from econ.GN

Cities and political violence in West Africa

This paper examines how political violence in West Africa is distributed between urban agglomerations and their surrounding areas using spatially disaggregated conflict and population data. Covering seventeen countries from 2012 to mid-2025, the analysis shows that political violence remains clearly tied to cities and their peripheries with the majority of violence occurring within and around urban agglomerations. Large cities record the highest number of incidents within their boundaries, while smaller towns, which are more frequently situated near borders, typically experience higher levels of violence outside their boundaries. However, urban-centric violence has also declined since 2012, indicating a progressive ruralization of conflict. These findings provide important regional context to the urbanization of conflict narrative by showing that West African insurgent movements use both urban and rural environments strategically. They also underscore the ongoing vulnerability of peripheral populations and the need for mobile and community-based security approaches outside major cities. Finally, they highlight the importance of strengthening border infrastructure, transport networks, and civic institutions as tools of both development and security.
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Statistics Applications · Cross-listed from stat.ML

Divide-and-Conquer: Towards Generalizable Amortized Bayesian Inference for the Drift Diffusion Model

The drift diffusion model (DDM) is a cornerstone of cognitive decision-making research. Although numerous estimation methods exist, researchers continue to seek inference approaches that are both fast and flexible across diverse study designs. Amortized Bayesian inference (ABI) can provide nearly instantaneous inference for complex stochastic models like the DDM, but neural networks trained for one study design cannot generalize to others. In this paper, we propose a divide-and-conquer framework that address this limitation. The core idea is that the DDM's independence assumption allows the full dataset to be decomposed into pairwise shards, each sharing a common structure that a single neural network can learn. Inference is performed on each shard separately and the resulting posteriors are combined via consensus MCMC to approximate the full posterior. Using simulated datasets, we evaluate the accuracy and uncertainty of this method. Our results show that the proposed divide-and-conquer approach achieves accuracy and uncertainty comparable to MCMC while reducing computational cost by several orders of magnitude. This work not only advances DDM estimation but also demonstrates a general strategy for improving the scalability and generalizability of ABI methods across diverse applications.
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All authors Yufei Wu, Shanqing Gao, Andreas Voss, Francis Tuerlinckx

Statistics Applications

From Efficient Frontier to Fragile Frontier: A Global Sensitivity Analysis of Markowitz Portfolios

In mean-variance portfolio analysis, the efficient frontier represents the optimal trade-off between expected return and risk, assuming stable underlying parameters. This paper investigates portfolio fragility: the instability of optimal weights, risk-adjusted performance, and diversification when model inputs and construction choices are jointly perturbed. Combining constrained Markowitz optimization with variance-based global sensitivity analysis (Sobol indices), we map out how input uncertainty and portfolio-construction choices propagate along the target-return dimension. Using an empirical universe of multi-asset exchange-traded funds (ETFs), we find a distinct transition in the sensitivity structure: in the baseline experiment, lower target returns are dominated by l2 regularization, whereas aggressive return requirements become increasingly sen- sitive to the weight cap and expected-return perturbations. This shift coincides with a sharp drop in effective diversification and a rise in weight dispersion. We extend the analysis to a multi-universe fragility atlas, showing that under a com- mon absolute concentration rule, the smallest universe is weight-cap-driven in the aggressive return region, while larger sampled universes remain more often regularization-driven. The fragile frontier serves as a direct diagnostic tool to evaluate the structural robustness of constrained optimizers without altering the underlying allocation rule.
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Statistics Applications · Cross-listed from stat.ME

Local Quasi-Linear Models: Kernel Differential Equation Regression and Fire Data Analysis

We introduce the local quasi-linear (LQL) model, a differential equation-constrained local polynomial regression framework for the general first-order linear ordinary differential equation (ODE) $g'(x)=a(x)g(x)+b(x)$, extending prior work on differential equation-constrained local polynomial regression (DE-constrained LPR) for the exponential growth model. We derive closed-form DE-constrained local polynomial (DE1-$k$) estimators for arbitrary Taylor degree $k$, establish their asymptotic conditional bias and variance, and propose two approaches for estimating $a(x)$ and $b(x)$ when they are unknown. A simulation study across two structurally different ODEs shows that DE1-$k$ estimation with automatic degree selection reduces both estimation error and ODE-consistency error relative to unconstrained local linear regression. We then apply the framework to the firebrand burning-rate experiment of Albini (1979), modelling the density-loss curve of wind-driven firebrands with a physically motivated forced-convection ODE; the DE-constrained estimator outperforms local linear regression in the sparsest species-diameter groups, where physical structure is most valuable in compensating for scarce data. We further examine the robustness of the LQL model to misspecification against a local quasi-exponential alternative. Together, these results extend the DE-constrained regression paradigm to a broad class of physically motivated linear models and provide a practical estimation tool for fire science and other application areas where mechanistic knowledge is available but data are sparse.
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Statistics Applications · Cross-listed from cs.LG

SAKI: Score-Aware Low-Rank Key Indexing with Random-Matrix Noise Correction for KV Retrieval

Existing low rank KV cache methods preserve either model weights or key variance, neither of which directly reflects the attention scores used during inference. We derive the expected attention score distortion caused by rank r key compression and show that it yields a covariance weighted low rank objective. Under a margin condition, controlling this distortion also improves top k recall. The optimal rank r solution has a closed form asymmetric factorization obtained from the SVD of the covariance weighted query key operator. This motivates SAKI, a training free KV cache index that directly preserves attention scores rather than key reconstruction quality. Across LLaMA 3.1 8B, Qwen 2.5 7B, Mistral 7B v0.1, and Llama 3.2 3B, SAKI outperforms key PCA at every tested rank. At rank 32, it removes 13 to 30 percent of PCA's remaining top 64 recall error, including improvements from 0.748 to 0.799 on LLaMA 3.1 8B and from 0.786 to 0.850 on Qwen 2.5 7B. It improves 68 to 89 percent of attention heads per model, with the largest gains in deeper layers. Predicted score MSE reductions closely match empirical measurements, with a Pearson correlation of 0.997, while ablation studies confirm that the gains arise from optimizing the attention score objective rather than covariance weighting alone. Analysis of the scoring operator further explains why weight only, invariant subspace, and key reconstruction methods can be suboptimal. SAKI uses random-matrix theory to separate genuine covariance signal from autocorrelated sampling noise, matching PCA with only 512 calibration tokens and adding value exactly where PCA sees no reliable signal.
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Statistics Applications · Cross-listed from stat.ME

Evaluating Treatment Effects using Group Testing with Retesting of Positive Groups

Group testing is an established, highly cost-effective strategy for population-level disease surveillance that identifies positive individuals by pooling biological specimens. Originally introduced during World War II for large-scale screening and heavily utilized in modern high-throughput public health infrastructure, traditional group testing methods are restricted to purely associational analyses. Consequently, they lack the capacity to infer the direct causal effect of an intervention when individual-level data are subject to baseline confounding. In this work, we bridge this fundamental gap by introducing a causal inference framework tailored specifically for group testing designs. We integrate the principles of inverse probability weighting (IPW) directly into a pooled pseudo-likelihood formulation to construct an unbiased pseudo-score function. Under standard regularity conditions, we prove the consistency and asymptotic normality of our proposed plug-in estimator. Extensive numerical simulations demonstrate that our framework successfully purges severe selection bias, accurately recovering the true average treatment effect where traditional unweighted pooling models fail. Finally, we illustrate the practical utility of our method as both an estimation and a diagnostic tool using real-world observational surveillance data from the CDC's U.S. Influenza Vaccine Effectiveness Network.
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Statistics Applications · Cross-listed from stat.ME

Generalized propensity score weighting for functional causal inference framework

Estimating causal effects in observational studies requires adjustment for confounding, a task that becomes challenging when the exposure is a function observed over a continuous domain rather than a scalar variable. We develop a functional propensity score weighting framework that achieves covariate balance by removing dependence between time-varying treatments and observed confounders, thereby enabling estimation of marginal causal effects in settings with functional treatments, covariates, and outcomes. We propose a dual formulation of the weight estimation problem that yields a smooth unconstrained optimization and improves computational scalability. The proposed framework extends naturally to settings with time-varying covariates and to longitudinal outcomes via a function-on-function marginal structural model, allowing estimation of causal effect surfaces. The proposed method improves covariate balance, estimation accuracy, and computational efficiency compared to the existing approach and retains these properties when extended to functional covariates and outcomes. We apply the method to data from the UK Biobank to estimate the causal effect of body mass index trajectories on the risk of Type 2 Diabetes and on subsequent glycated hemoglobin trajectories, a functional measure of metabolic status.
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All authors Simone Ciardulli, Nicole Fontana, Simone Vantini, Francesca Ieva