Papers

Retail electricity markets in deregulated systems face significant price volatility and complex interactions with forward and futures products, posing challenges for effective operational decision-making. This study introduces a Causal Graph-Informed Temporal Convolutional Network (CG-TCN), a forecasting architecture that integrates a learned causal graph into a temporal convolutional network via a graph-neural embedding to enhance both forecasting accuracy and interpretability of retail electricity price dynamics. It first applies a multi-resolution decomposition to isolate semiannual, quarterly, and monthly trends from high-frequency fluctuations. A causal graph is then discovered over these components and key covariates, including wholesale forward prices and retail contract attributes such as early termination fees, with domain constraints that preserve causal directionality and exogeneity. The learned causal structure is encoded as an adjacency embedding that conditions the TCN's convolutions and attention, aligning representation learning with causal pathways. Using ten years of daily 12-month fixed-price residential contracts from Ohio's deregulated market, we find that wholesale forward prices primarily determine long-term retail price trends, whereas contract attributes influence short-term fluctuations. CG-TCN consistently outperforms benchmark models, achieving mean absolute percentage errors of 3.08%, 3.82%, and 5.43% for one-, ten-, and fifteen-step-ahead forecasts of daily retail electricity median prices, respectively. By combining predictive performance with interpretability, CG-TCN provides transparent, policy-relevant insight to support market analytics, consumer protection, regulatory oversight, risk assessment and procurement planning in competitive electricity markets.

Longitudinal sensing studies routinely collect thousands of windows from a few dozen participants. The records are numerous; the independent scientific units are not. When the outcome is defined per participant, this mismatch makes apparently precise findings vulnerable to pseudo-replication, to partition choice, and to the ordinary analytic flexibility of comparing several pipelines before reporting one. Splitting on participants prevents a person's records from straddling a split, but it does not calibrate the label-dependent workflow fold construction, preprocessing, tuning, calibration, and candidate selection that produced the reported number. We define a participant-level estimand and obtain an analysis-matched null by permuting participant labels and rerunning that entire workflow. In controlled simulation, window-level inference rejects in 70-80% of replicates when no effect exists and a window bootstrap rejects at the same rate; a participant bootstrap still rejects at 10-17%; the analysis-matched test holds 0.025-0.100 across cohorts of 20 to 80 participants. Freezing the selected pipeline instead of repeating the search inflates Type-I error to 0.240 with eight candidates, where repeating it holds 0.040. Applied to two public cohorts, wrist actigraphy (n=55) yields participant AUROC 0.928 with p=0.0050, a conclusion that persists under a scale-robust rank-pooled statistic and under a matched permutation null computed after excluding hospitalized participants (p=0.0089). Smartphone sensing (n=38, 7 positives) yields 0.636 and does not reject (p=0.1724) despite sufficient resolution, with sensitivity 0.143. The practical rule is narrow: every step that reads labels belongs inside the permuted analysis, and repeated records do not create additional independent participants.

Epidemic models often pool air travel, commuting, and other mobility layers into a single weighted network. Pooling keeps the total imported infections into a region but discards the transport mode and route that delivered them, the information a mode-specific intervention needs. We make this precise for directed multilayer flows with heavy-tailed variation. Pooling acts as an asymmetric filter. The magnitude of an extreme importation, its radial tail index, is an exact invariant of sampling and nonnegative aggregation, whereas its composition across layers and routes, the angular part, is reweighted by layer-specific sampling and can be irrecoverably merged. We give a necessary and sufficient condition for recovering route composition, attach a surveillance decision cost to the loss, and show that the first established route need not be the busiest. A controlled metapopulation study calibrates the cost, and two contrasting reconstructions show where it bites. In US pandemic influenza, air adds fitted information beyond commuting, and a layer-resolved ranking targets more air-import burden than a pooled one. In the early Italian COVID-19 wave, commuting improves onset reconstruction while air attribution stays unresolved. Pooling can therefore support total-importation surveillance but cannot in general identify the mode or route behind an importation.

Spatiotemporal ARCH models capture temporal volatility persistence and cross-sectional dependence but typically require a predefined spatial weight matrix. This is restrictive in financial markets, where the dependence network is rarely known. We develop a LASSO-penalised quasi-maximum likelihood estimator that jointly learns a sparse weight matrix and estimates temporal dependence and covariate effects. Monte Carlo experiments show that the method recovers the model parameters and underlying network, with accuracy improving as the temporal sample size increases. We apply the method to daily returns from twenty UK-listed firms and compare the learned network with Euclidean-distance, correlation, autoregressive-similarity and sector-based structures. The learned network improves out-of-sample volatility prediction and reveals directional firm-level and cross-sector dependence not captured by the predefined alternatives. The method provides a data-driven framework for learning interpretable conditional-volatility networks.

Bayesian methods are essential in modern data analysis in ecology and evolutionary biology. They provide a flexible framework for modeling complex data-generating processes, while quantifying uncertainty based on the classical subjective interpretation of probability. However, Bayesian inference may provide misleading measures of uncertainty, particularly when the fitted model fails to adequately represent the true data-generating process. Although nonparametric approaches such as leave-k-out diagnostics and bootstrap resampling offer more robust alternatives under model misspecification, their computational cost is often too demanding because they require repeatedly refitting the same Bayesian model. In this paper, we introduce posterior covariance sensitivity analysis (PosCoSeA), a computationally efficient strategy for approximating leave-k-out diagnostics and bootstrap resampling without repeated model refitting. The performance of the methods is evaluated through both simulation studies and an application to real ecological data. We also provide an R package that implements these methods to facilitate their practical application.

\begin{quote} {\bf\em Abstract\/}. ~A variety of models for insurance and other types of losses are special cases of the log-location-scale\/ family, with the lognormal and Pareto-$I$ distributions being the most prominent examples. The latter also serves as a primary example of infinite-mean models that often present challenges in risk management. In this paper, we utilize two asymptotic\/ theorems – the joint normality of sample quantiles (of i.i.d.\/ random variables) and the delta method – to construct nonlinear and linear regression frameworks for estimation and validation of log-location-scale distributions. Within these regression frameworks, four equally robust estimators – ordinary and generalized quantile (oQLS and gQLS) and log-quantile (log-oQLS and log-gQLS) least squares – are proposed. For log-location-scale loss models, the logarithmic transformation of quantiles approximates the nonlinear least squares solution exactly\/ and yields more accurate estimators. Also, the log-linear regression framework facilitates a convenient way to study the estimators' properties and to design a residuals-based goodness-of-fit test. Moreover, log-oQLS and log-gQLS have explicit formulas and can be easily computed for medium- ($n=10^3$), large- ($n=10^4$), and very large-size ($n > 10^6$) samples. Computational and statistical performances of the estimators, outlier-labeling rules, and the goodness-of-fit test are illustrated using simulated and real datasets. \vspace{2mm} {\bf\em Keywords\/}. ~Goodness-of-Fit; Outliers; Quantiles; Relative Efficiency; Robustness. \end{quote}

Principal component analyses are often applied to spatial data towards inference on latent modes of spatial variation. These analyses are widespread across domains including spatial transcriptomics and environmental sciences, where the modes of spatial variation are represented by corresponding factors of gene expression or remotely sensed time series measurements. Many methods have been proposed for incorporating spatial information into a probabilistic PCA framework; however, there are three main drawbacks to currently available approaches. First, the loadings matrices are not orthogonal, and subsequent orthogonalization of those loadings corrupts the original prior spatial information. Furthermore, currently proposed methods assume stationarity in their spatial prior. Finally, current methods typically do not achieve linear-time computational complexity with respect to the number of spatial locations. To resolve these problems, we first parameterize the model directly with orthogonal loadings. For the prior distribution, we derive the sampling distribution of an SVD transformation with $k$ unique and $m-k$ repeated singular values. We then show under this model that the maximum a posteriori estimator for the orthogonal loadings is the eigendecomposition of $S + \frac{1}{n}\Sigma$, where $S$ is the empirical covariance matrix and $\Sigma$ is the prior spatial covariance. We develop a minorization-maximization-within-EM algorithm that is linear in computational complexity with respect to the number of spatial locations. We further extend our MM-EM algorithm to handle held-out locations and develop a validation strategy for optimizing the nonstationary prior covariance. Our methodology is used to infer the spatial distribution of direction-specific length scales in a human brain spatial transcriptomics case study, as well as a continental-scale phenology case study in sub-Saharan Africa.

Multi-modal time series forecasting methods integrate auxiliary context into temporal predictions through increasingly sophisticated fusion mechanisms. A growing body of work reports substantial gains, yet it is often unclear whether they reflect genuine use of the context or incidental architectural effects. We ask a narrower, checkable question: when can auxiliary context help a forecaster at all? We identify two dataset-level conditions that must both hold: (1) the target is not dominated by a last-value shortcut (low autocorrelation rho_h), and (2) the context carries information about the target beyond history (non-zero conditional mutual information delta; when delta=0 no predictor can benefit—a distribution-free result). Through controlled experiments on MoME (a 14.3B-parameter mixture-of-experts model, 6 datasets, 10 seeds) and four additional fusion mechanisms implemented within a single-backbone testbed (5 datasets), we find that when both conditions hold, text-conditioned expert modulation contributes a sizeable MSE reduction; when either fails, the contribution collapses to the capacity floor of the modulation pathway and carries no context-attributable signal. We establish causality through two interventions: adding a shortcut to MoME suppresses routing contribution by 77-93% across 3 datasets; progressively corrupting context quality drives the context-specific benefit from +44% to negative. We validate the autocorrelation component of our diagnostic on 27 Monash Archive datasets. We provide a calibrated pre-training diagnostic that, on the datasets we test, yields no false positives in well-powered settings. We are explicit about the asymmetry of our evidence: the negative arm is broadly reliable, while the large positive magnitudes come from a single model family (MoME) and are corroborated only in direction by the testbed.

Recent advances in artificial intelligence (AI) have sparked growing interest in its use for mathematical research. While some view this as a major opportunity for discovery, others have raised concerns about its impact on traditional research practices. Despite extensive debate, empirical evidence on how AI is actually being used in mathematics remains limited. To address this gap, we collected all 32,944 arXiv submissions posted between March 1 and August 20, 2026, whose primary or secondary categories included Mathematics. We identified 3,575 submissions that explicitly disclosed author use of AI, of which 1,712 involved at least one substantive mathematical contribution. Our analysis reveals several broad patterns. First, disclosed AI use increased sharply over the study period, with substantive use growing from 1.39% of Mathematics submissions in March to 14.09% through August 20. Second, substantive AI use is highly uneven across fields: Combinatorics has the largest number of such papers, while Metric Geometry has the highest substantive-use rate. Third, substantive AI use is geographically concentrated: under weighted author counts, the United States and China together account for about two-thirds of the recognized country weight. Fourth, AI is already being applied to open research problems: among 717 named open-problem records associated with substantive use, 71% are labeled as fully resolved based on the authors' descriptions, with proofs of the conjectured statement more common than counterexamples or disproofs. Finally, AI-system use is also highly concentrated, with OpenAI systems appearing most frequently, followed by Anthropic. Together, these findings suggest that AI-assisted mathematics is expanding rapidly but remains at an early and uneven stage of adoption.

We introduce a novel latent space network model for analyzing multivariate time series of neural spike-train data. The methodology is motivated by an experimental study in mice, where neuronal responses were collected under a sequence of visual discrimination tasks. We adopt a latent variable framework to model the firing rates of aggregated brain areas, while simultaneously inferring the interactions between regions via a hidden network structure. This interaction network is embedded in a geometric latent space, enabling interpretable visualizations and novel model-based summaries. The proposed framework provides an intuitive interpretation of the latent variables, which bear a conceptual connection to node eigen-centrality measures. To capture temporal dependence, we incorporate a nested hidden Markov structure that can flexibly represent non-linear shifts that are induced by the changing of experimental conditions. We further establish theoretical properties of the model by deriving sufficient conditions that prevent degeneracy, thereby guiding our model assumptions. Overall, the proposed methodology provides a unified framework to characterize brain activity, its temporal dynamics, and spillover effects through a hidden latent space network model.

We examine how strongly demographic-distribution diagnostics of LLM-based synthetic persona data depend on the official statistics chosen as the reference. We compared the sex $\times$ age-group $\times$ province joint distribution of the 1,000,000 Nemotron-Personas-Korea (NPK) records with Korean official statistics using total variation distance (TVD). Against the resident-registration population for April 2026, the time of use, the upper bound on the share discrepancy of any subgroup defined by the three variables was 1.81 percentage points, the margin of error of a survey with about 2,900 respondents. This value, however, depended on the reference date and population definition of the official statistics. The closest candidate examined, the 2024 census distribution for Korean nationals, gave 0.56 percentage points; no monthly resident-registration reference was closer. The reference distributions themselves also moved: between January 2025, when NPK's distance was smallest, and April 2026, the resident-registration distribution moved by more than twice that minimum distance, as did the census Korean-national distribution between 2024 and 2025. Raking reduced the range of the distance across reference months to about one fifth. Cell poststratification was applicable because none of the 204 cells was empty, and neither scheme produced extreme weights. Demographic alignment is necessary but not sufficient for response validity, and even this basic diagnostic depends on the choice of reference distribution. Providers should therefore disclose the source, reference date, population definition, and joint-cell allocation procedure of the official statistics used for demographic attributes, and users should repeat the diagnosis and adjustment against statistics current at the time of use.

Ranked-choice voting is increasingly prevalent in elections. An extensive literature in social choice theory – the study of collective decision-making with the goal of making compromises among disparate opinions – considers theoretical and empirical properties of various election procedures. Recently, a sub-literature on rationalizability, led by social choice theorists and computer scientists, makes explicit connections between social choice rules and maximum likelihood estimation. This paper further illuminates connections between social choice and statistical summaries of data. We begin by studying rationalizability from a statistical perspective, expanding existing results to realistic voting contexts and deriving statistical details necessary for model estimation and assessment. We then apply our work to ranked-choice votes from the 2025 New York City Democratic mayoral primary election. We demonstrate how rationalizing models impose unrealistic distributional assumptions and thus exhibit poor fit to voting data. Additionally, we show that non-rationalizing models meaningfully elucidate heterogeneous voter preferences. Our work demonstrates the inability of rationalizing models to capture key features of distributions of preferences in political elections, depriving analysts of fundamental uses, such as inference, typically associated with statistical modeling. Conversely, we show that statistical modeling can capture nuanced voter preferences by paying careful attention to plausible data-generating mechanisms.

Problem definition: Solar electricity generation is a strategic component of energy portfolios designed to meet growing demand and reduce carbon emissions. Governments and municipalities encourage household photovoltaic (PV) adoption through upfront rebates and tax credits. Limited budgets require principled, data-driven policies that account for the drivers of adoption and the effects of incentives on adoption rates. Methodology/results: We develop a dynamic structural model of residential PV diffusion based on adoption decisions by forward-looking households that weigh the economic trade-offs between installing now and later. Adoption depends on return on investment and influence from neighboring adopters. The model segments households by home value and urbanization level, incorporates unobserved heterogeneity, and captures spatiotemporal installation dynamics. We estimate the model using Bayesian methods and detailed household-level data from Austin, Texas. In out-of-sample tests, it predicts installations more accurately than contemporary alternatives. We simulate counterfactual policies within the dynamic equilibrium of PV diffusion to evaluate rebate designs. The framework can also be adapted to study the adoption of other durable technologies. Managerial implications: A rebate offered for a limited period generates more adoption and emissions reductions than a prolonged, costlier program. This counterintuitive result arises from forward-looking behavior, neighbor influence, and accelerated adoption before the rebate expires. We also evaluate phased reductions and rebates differentiated by household segment. A two-step reduction outperforms multiple small reductions. Geographic differentiation improves policy performance, whereas differentiation by home value offers little advantage over a uniform rebate.

Highly overparameterized models often predict well despite interpolating training data in complex domains, challenging the classical bias–variance tradeoff. We investigate whether this “benign overfitting” phenomenon extends to equity return prediction. Consistent with recent statistical theory, we document two key phenomena: first, a double descent pattern in the ridgeless model's prediction risk; and second, that while the optimal ridge model consistently outperforms its ridgeless counterpart, this performance gap becomes negligible at large parameter-to-observation ratios. Ultimately, however, both models fail to outperform a simple historical average. This empirical evidence aligns with our asymptotic results under the null hypothesis of zero slope coefficients, suggesting that standard equity predictors lack true forecasting power—even within highly flexible, nonlinear machine learning architectures. These findings reconcile modern and classical machine learning in asset pricing: in the absence of a true signal, they asymptotically collapse to the historical average benchmark.

Artificial intelligence (AI) is transforming measurement in economics. AI models convert unstructured data, such as text and images, into structured variables at low cost, making previously prohibitive measurement feasible at scale. This shifts the bottleneck from finding any scalable measure of a phenomenon to choosing among many plausible ones, which may support different empirical conclusions. This review provides guidance for navigating that shift. We describe three stages at which AI enters the measurement pipeline—discovery, construct definition, and observation—and what each demands of researchers. We argue that credible inference with AI-generated variables requires appropriately designed validation: anchoring measurement to explicit criteria, rather than informal claims that a proxy is reasonable. We then examine how validation samples support valid inference even when AI predictions are arbitrarily biased, and what can be done when a random validation sample is unavailable.

Policies that require organizations to use new systems, such as prescription drug monitoring programs (PDMPs), are often implemented in phases, with an initial period of voluntary access followed by mandated compliance. This allows the policy intervention to be adopted before compliance is required (early adoption), causing outcomes to change before the mandate takes effect. When early adoption is present, the no-anticipation assumption underlying synthetic control methods (SCM) is violated, leading to biased policy effect estimates. We formalize early adoption in a potential outcomes framework for staggered policy implementation and decompose the total policy effect into early adoption and mandate components. We then propose a two-stage, early adoption-aware SCM procedure that first estimates early adoption effects using an interactive fixed effects model fit to pre-mandate data and then residualizes outcomes before applying SCM variants to estimate mandate and total policy effects. Simulations, including settings with correlation between early adoption and latent factors, show reduced bias and improved uncertainty quantification relative to conventional SCM estimators. We apply the framework to state-level PDMP policies and per-capita opioid dispensing. After accounting for early adoption, estimates suggest reductions in opioid dispensing following PDMP availability and mandates; however, the estimates are imprecise and not statistically significant.

This study presents a reproducible framework combining Fourier and wavelet analysis to examine the seasonality of daily inflows at three sites on the Senegal River (Bafing Makana, Felou, Gouina), based on 65,631 daily observations spanning nearly 60 years (1961-2020). Using harmonic regression, Welch spectral analysis, stationary wavelet decomposition, Morlet continuous wavelet transforms, trend and change-point tests, and cross-wavelet coherence, the authors show that the annual cycle corresponds mainly to the D8 detail level (roughly 256-512 days), rather than a level-4 approximation. The Haar wavelet was selected as the best fit among four families tested. The D8 component accounts for 18.85-19.89% of total energy, while Fourier harmonic models explain 73.3-78.7% of daily inflow variability. The average seasonal peak occurs in September (around days 252-254), and annual coherence across the three sites is exceptionally high (0.988-0.999), indicating a highly synchronized regional hydrological cycle. No robust monotonic trend was found in seasonality strength, amplitude, or peak timing. However, Pettitt tests detected a statistically significant shift in amplitude or mean inflow around 1971-1976, consistent with a regional regime transition, though confirming this would require independent rainfall and dam-operation data. The framework offers a transparent basis for generating inflow scenarios within MOSSHOOS-Plan4RES and is transferable to other data-scarce hydropower systems.

Forecasting long-range influenza-like illness (ILI) matters for public health readiness. Publicly available surveillance datasets typically pair numeric epidemiological signals with textual information that is noisy, loosely structured, only indirectly related to near-term trends, and often lagged relative to the numeric signal. Fusing the two therefore requires careful design. We propose Dual-Stream Attention (DSA), a multimodal deep learning framework that forecasts 12-week-ahead ILI activity from a 36-week multimodal history by letting the numerical and textual streams condition each other. Using the Time-MMD health-domain dataset, DSA separately encodes the two modalities with a Transformer-based numerical encoder and a domain-adapted headline encoder, then couples them through a bidirectional Cross-Modal Attention (CMA) mechanism: the text (news headlines) conditions the interpretation of the numeric signal and vice versa. The CMA output then passes to a causal temporal model for forecasting. Evaluated across ten random seeds, DSA achieves a median test MSE of 0.416, versus 0.668, 0.607, and 0.851 for iTransformer, TaTS, and GPT4MTS, corresponding to mean-error reductions of 54.95%, 37.29%, and 67.23%, with paired Cohen's d of 0.555, 0.337, and 0.345, respectively, and ranks first in 100% of bootstrap draws. It also has substantially lower worst-window error than all baselines. On an external-geography dataset, DSA again ranks first among nine evaluated baselines. Ablations show the advantage does not depend on text-encoder choice or language-model fine-tuning, and that bidirectional attention outperforms either direction alone. Finally, perturbation-based faithfulness analysis shows the learned CMA is functionally informative under targeted masking, with a stronger effect in the text-to-numerical direction.

Triangle-based measures, commonly referred to as badness functions, are widely employed to quantify the extent to which a distance matrix deviates from an ideal geometric configuration. Different formulations of these functions may capture distinct facets of local non-uniformity, and their behavior is often influenced by the underlying distance metric chosen for evaluation. In practical settings, although a canonical badness function may be conceptually preferred, factors such as computational cost, algorithmic constraints, or data-specific characteristics frequently necessitate the adoption of modified versions-for instance, approximate forms or alternatives defined under different distance metrics. This gives rise to a central question: to what degree do these variants retain the structural consistency properties of their original counterparts? To address this issue, we develop a systematic correlation-based framework for evaluating structural consistency. As an illustrative instantiation of this framework, we compute badness sequences from a set of representative distance matrices alongside randomly generated triangle configurations, which are designed to cover variants that may arise under diverse practical scenarios. We then assess pairwise similarities among these sequences using four correlation coefficients. The experimental outcomes indicate that certain badness variants exhibit a notably high degree of structural consistency, whereas others reveal complementary behavioral patterns; moreover, the choice of distance metric exerts a considerable influence on the observed trends. These findings offer practical insights for the informed selection of distance metrics and triangle badness function variants in tasks including geometric reconstruction, triangulation, and structural analysis of pairwise distance data.

Traditional statistical tests are poorly suited for the sequential evaluation of probabilistic forecast calibration. We address this limitation in macroeconomic forecasting by applying a new sequential testing method based on e-values. The e-value-based methodology enables anytime-valid inference. It allows practitioners to test against calibration continuously without invalidating statistical guarantees. To illustrate the framework's practical value, we apply it to probabilistic inflation forecasts for the United States, the Euro Area, and Switzerland. Our analysis shows that the sequential approach gives detailed insights into the timing and nature of forecast misspecification. We find these diagnostics are particularly insightful during major structural breaks. During these events, we find evidence against calibration that static, full-sample tests often miss. Therefore, this work shows that e-value-based tests are a practical method for the evaluation of forecast calibration in empirical macroeconomics.

Conventional annotation of single-cell RNA-sequencing (scRNA-seq) data relies heavily on manual, marker-based thresholding, an approach that can obscure subtle transcriptomic gradients and collapse functionally distinct cell states into broad, heterogeneous populations. Here we apply the Gaussian multi-Graphical Model (GmGM) framework, which jointly infers cell-cell and gene-gene dependency structure from a single scRNA-seq data matrix, to a 10x Genomics PBMC dataset. Ten independent GMGM-Leiden clustering runs were integrated into a robust consensus partition using a soft cluster ensemble approach and benchmarked against reference cell-type annotations. This strategy yielded stable cluster partitions that resolve biologically meaningful sub-populations not distinguished by the reference annotation. In parallel, for each cluster, gene co-expression modules were extracted from the fitted model via consensus Leiden clustering across resolutions, evaluated using standard network metrics, and validated functionally with the Network Enrichment Analysis Test (NEAT), which confirmed non-random enrichment signal. A module-scoring procedure linked network topology to per-cell, per-cluster expression signatures, and a novel extension of GmGM, recovering a shared cell-cell network together with population-specific gene networks in a single model run, was demonstrated in a case study on the CD4+ T-cell population. These results indicate that GmGM provides a unified, reproducible framework for joint cell clustering and gene-network inference, capable of revealing cellular structure beyond that captured by conventional pipelines.

Understanding the propagation of extreme events is important in many economic and environmental applications, yet most econometric methods for causal inference focus on average effects rather than tail behavior. This paper studies the identification of causal relations in extremes and derives resulting estimators and their asymptotic inference. As measure of causal dependence between extreme realizations of variables, we analyze the asymptotic behavior of the Causal Tail Coefficient (CTC) within a linear structural causal model with heavy-tailed regularly varying innovations. In contrast to the existing literature, we allow the variables in the system to exhibit heterogeneous tail indices and consider the presence of potentially heavy-tailed confounders. We derive theoretical results assessing the limiting behavior of the CTC under these conditions and show how differences in tail behavior can help to reach identification of the causal structure. Light-tailed confounders are asymptotically negligible, but sufficiently heavy-tailed confounders can induce extremal dependence patterns that are observationally indistinguishable from direct causal effects. When suitable proxy information is available, identification can be recovered using an adjusted Causal Tail Coefficient. Based on these results, we develop estimation and inference procedures for causal relations in extremes under general conditions. We establish asymptotic properties of the proposed estimators and derive tests for the causal direction and heavy-tailed confounding. Simulation evidence examines their finite-sample performance and provides guidance on their implementation. Applications to climate and financial extremes illustrate how the proposed methods can uncover causal relations that may remain undetected by approaches targeting average dependence.

External stresses may affect both the circulating levels of specific biomarkers and disturb the correlation structures across molecular entities. The contribution of both types of dysregulations to the subsequent risk of disease are yet to be evaluated. We propose Data Shared Neighbourhood Selection (DSNS), a joint network inference method for estimating preserved and altered conditional association structures across related conditions. DSNS combines neighbourhood selection with the Data Shared Lasso decomposition, representing each nodewise regression coefficient as the sum of a shared component and a sparse condition-specific deviation. This provides an interpretable decomposition of molecular associations while retaining the computational advantages of neighbourhood selection. We also adapt the Stability Approach to Regularisation Selection (StARS) to this two-parameter joint estimation setting. In simulations involving sparse, hub-based and rewiring perturbation mechanisms, DSNS matched the best joint estimation methods for two conditions and outperformed them as the number of conditions increased, while remaining substantially faster than graphical lasso frameworks. Applied to prediagnostic inflammatory proteomic data from future lung cancer cases and matched controls in the EPIC-Italy and NOWAC cohorts, DSNS highlighted altered associations involving CDCP1 and IL10, two established lung cancer risk markers, as well as differential associations involving proteins not selected by risk models.

Correlations between rating scales are commonly interpreted as evidence of convergent or discriminant validity, yet prior studies suggest that part of these associations may be attributable to semantic similarity between item wordings rather than to genuine construct overlap alone. Building on this evidence, largely derived from bi-encoders, the present study explores whether cross-encoders, which jointly encode item pairs, offer a suitable technique for detecting semantic overlapping between questionnaire items. Using response data from the NEO-FFI and the PID5BF+M (N = 502, Labek et al., 2024), we examined whether cross-encoder-derived semantic similarity estimates are associated with empirical item correlations, and whether cross-encoders offer a systematic advantage over bi-encoders. Across twelve cross-encoder models, semantic distance was consistently negatively associated with absolute item correlations, reaching statistical significance in two-thirds of the models, with R2 values of up to .37. However, cross-encoders did not consistently outperform bi-encoders based on the same base models. These findings extend prior evidence for semantic components in scale intercorrelations to cross-encoder architectures, while indicating that predictive value depends more on model-specific training characteristics than on encoder architecture itself.

Latent trait models differ less in what they measure than in what they fix. Item response theory frees the trait from the items administered but, in doing so, surrenders the origin and unit of the scale to convention. The Cognitive Trait Model (CTM; Choi, 2022) restores both by bounding the trait on [0, 1], where 0 denotes an ignorance level and 1 a mastery level defined by the task domain. We generalize the derivation behind CTM into a family indexed by the mastery anchor $L$: the published model is the case $L = 1$, while the limit $L \to \infty$ gives a half-truncated link with an absolute origin but no ceiling. Origin before unit. Bounded support admits Gauss-Legendre quadrature without truncation error, so item and person parameters follow from Bayes modal EM rather than MCMC. On identical data and priors this reproduces the published estimates ($\theta$ correlation 0.9999) while running 35 times faster than a converged random-walk sampler and 73 times faster than NUTS; a single adaptive-testing update costs about five microseconds. Applied to the time axis, the same link becomes a four-parameter growth curve spanning accelerating, decelerating, plateauing and declining trajectories, though not non-monotone ones. The family reduces to a reparameterization of the logistic model only when all items share a slope, so a measurement advantage is possible in principle; three simulations find none, locating the contribution in interpretation and computation rather than in measurement itself. In the LSAT reanalysis, examinees with perfect scores read 67%, 75% or 100% of mastery depending on the estimator – the criterion-referenced claim is meaningful only with its uncertainty attached, and the coordinate is not in general the proportion of the domain a person can perform.

A rigorous statistical treatment of two-model comparisons on the same evals can be achieved by paired t-tests, analyzing their standard errors and a clustering correction for correlated questions. Nevertheless, leaderboards, ablations studies, and hyperparameter sweeps, usually compare $K>2$ models simultaneously. In this paper, we present a single random-effects model for scores on shared evals. We leverage models as a fixed effects and questions (or question cluster) as random effects. We show that fitting it a classical ANOVA or a linear mixed model we can recover Miller's paired and clustered estimators for K=2, but we extend the results to any K and to unbalanced, clustered designs. We validate the described model in a simulation study and using a real-data application. We take six openly available language models scored on 1,497 shared MMLU-Pro questions across 14 subject clusters, and we show that pairwise ranking claims survive depending on properly accounting for both question-level pairing and multiple comparisons. By the end of the manuscript, we provide concrete recommendations for reporting multi-model eval results.

Estimating spectral density matrices for future space-based gravitational-wave detectors such as LISA is challenging due to the long duration of the data and the correlated instrumental noise across multiple time-delay interferometry channels. In this work, we investigate a specialized mean-field stochastic gradient variational Bayes (SGVB) procedure for fast posterior approximation in long-duration multivariate spectral density estimation. Based on the existing eigenbasis representation of the blocked Whittle likelihood approach, the posterior model applies a Cholesky factorization to represent the inverse spectral density matrix and models the resulting frequency-dependent entries with cosine basis functions, with a discounted regularized horseshoe prior assigned to the basis coefficients. We test mean-field SGVB as a stand-alone posterior approximation by comparing it with Hamiltonian Monte Carlo (HMC) targeting the same posterior model. In simulation studies based on autoregressive and moving average processes, SGVB produces posterior median spectral estimates close to those obtained from HMC at substantially lower computational cost. We then apply the method to two one-year, fixed-delay, stationary, noise-only LISA simulations and show that the SGVB spectral density estimates are consistent with HMC and Welch estimates across the LISA analysis band, while requiring substantially less computation. These results demonstrate that SGVB provides a scalable Bayesian approach to spectral density estimation for long-duration multivariate LISA noise analysis.

Anti-amyloid therapies and blood-based biomarkers are changing Alzheimer disease workups into a two-stage measurement workflow: screen broadly with cheaper information, then spend scarce confirmatory amyloid measurements where they support the decision that will be reported. Amyloid positron-emission tomography (PET) remains one such protocol measurement for amyloid burden, but PET slots, trial budgets, and payer-facing evidence packages are finite. This paper asks a deliberately operational question: when is simple transparent PET validation enough, and when is a fitted residual-uncertainty score worth the added complexity? For a weighted protocol target, the first-order value of validating subject i is the product of target influence and residual protocol uncertainty. Generic uncertainty sampling uses only the second factor and can spend PET measurements on subjects that are hard to predict but weak for the scientific, clinical, or commercial claim. We apply this rule to the A4/LEARN PET archive, treating observed PET as a design laboratory for scarce-confirmation studies. For the primary APOE4 carrier versus non-carrier contrast in Centiloid 24-or-higher PET positivity, simple APOE4-balanced validation recovers nearly all of the target-specific gain: at PET budget 200, the confidence-interval width ratio relative to random validation is 0.923 for APOE4 balancing and 0.914 for target-specific scoring, while generic uncertainty sampling is 0.980. Other targets behave differently: target-specific scoring gives larger gains for an age-slope analysis and for cutoff-indexed PET positivity. The practical message is simple: spend scarce protocol measurements according to the claim being validated, not only according to prediction uncertainty.

Positronium lifetime imaging (PLI) provides local annihilation environment data beyond conventional activity imaging. Existing approaches, however, often estimate lifetime parameters over predefined regions, neglecting multiple lifetime populations within the same location. We present a 3D, population-specific Bayesian framework for fast voxel-wise PLI. A partial system matrix describes the spatial probability of detected events, while measured lifetimes provide soft assignments to slow, fast, and noise populations. These event responsibilities are used to estimate a decay-rate posterior independently for each voxel, preserving local lifetime variation and statistical uncertainty. In simulations, our formulation recovered spatially varying slow-population decay rates and a common fast-population rate, whereas a single-population model produced systematic bias. Slow-population two-standard-deviation coverage ranged from 93.8% to 98.1%. Experimental validation using 124I triple-coincidence data from a Siemens Biograph Vision Quadra scanner produced separate slow- and fast-population maps for aluminum, nickel, copper, and quartz. The long-lived quartz component matched ortho-positronium, while the fast population showed material-dependent differences among metals. Fast-population coverage was lower (69.1%), indicating underestimated uncertainty. The method is highly efficient, requiring only seconds to minutes per population on a single CPU core. This framework provides fast, population-specific PLI with Bayesian uncertainty quantification, making spatially resolved statistical inference feasible and practical for volumetric applications.

Staggered distributional difference-in-differences produces cohort-specific potential-outcome distributions, but applied work typically wants one overall quantile treatment effect. Two natural summaries—averaging cohort quantile treatment effects (QTTs) and mixing cohort distributions before inversion—use the same policy weights yet answer different target-population questions and can disagree even in sign. We derive the exact sharp interval for their gap conditional on cohort quantiles and weights, a globally sharp range-only envelope, and a locally sharp density-tilt representation. We develop joint smooth and mass-point-safe inference and show that neither estimator is uniformly more precise, even when the estimands coincide. In a same-object reconstruction of a public staggered-QTT application, holding data, identification, distributions, and weights fixed while changing only aggregation order reverses reported signs at several quantiles. Aggregation order is therefore part of the estimand and must be chosen before inversion.