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Tuesday 15 September

Statistics Applications · Cross-listed from stat.ME

First-Crossing Reduction and Inference for No-Rescue Effects under Deterministic Rescue

Clinical protocols may require rescue medication when a patient's condition crosses a prespecified threshold. The outcome under continued non-rescue is then unobserved after first crossing, preventing point identification without extrapolation assumptions. In this paper, we develop sharp partial identification and inference for this hypothetical estimand while retaining the original no-rescue intervention. We show that bounding this mean reduces exactly to restricting conditional mean effects of withholding rescue at first-crossing histories. Building on this representation, restrictions on prespecified crossing-stratum averages yield three results. (i) A finite convex program gives sharp bounds without modeling post-crossing trajectories, attained by full-data laws that preserve the observed distribution. (ii) Confidence intervals incorporate sampling uncertainty and numerical error to cover the entire sharp set, including strata with no observed crossings. (iii) Under local feasibility conditions, sampling and numerical errors control endpoint accuracy even with zero-probability strata, whereas valid coverage requires no such conditions. Our experiments show that the stratum-average restrictions can yield narrower confidence intervals in larger samples, and that accounting for uncertainty in empty strata maintains valid coverage when rescue is rare.
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Statistics Applications

Characterising mortality dynamics across countries and time using a multi-stage clustering approach

Comparative analyses of mortality dynamics across countries have long shaped our understanding of mortality inequalities and patterns of divergence and convergence over time. However, most existing studies focus on either mortality differences across countries at a single point in time or on country trajectories, without considering both factors simultaneously. In this paper, we address this gap by introducing a multi-stage clustering framework, applied to 94 countries by sex over the period 1960-2019 using data from the World Population Prospects. Specifically, we model life-table probabilities of death using a time-dependent beta latent variable model and identify a small set of “mortality states” that characterise the mortality pattern of each country at any given point in time. We then cluster countries based on their sequences of mortality states. Our results reveal substantial heterogeneity in the timing and pace of transitions between mortality states, including a persistent East-West divide in Europe and distinctive Latin American patterns associated with elevated young-adult male mortality. Cross-country inequality increased for both sexes until the 1990s, before plateauing and subsequently declining. Our proposed multi-stage clustering framework provides an interpretable, time-explicit description of mortality dynamics that jointly captures within-country change and between-country differences, and can be applied to other settings where trajectories of categorical or discretised profiles are of interest.
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All authors Pedro Menezes de Araújo, Ugofilippo Basellini, Thomas Brendan Murphy, Isobel Claire Gormley

Statistics Applications

Combining Weather Forecast Aggregation and State-Space Models for Adaptive Probabilistic Electricity Load Forecasting

Accurate electricity load forecasting is essential to ensure the real-time balance between supply and demand, especially in systems increasingly influenced by weather conditions and renewable energy integration. In this paper, we propose an adaptive probabilistic forecasting framework that leverages multiple meteorological forecast providers to mitigate the impact of weather prediction errors on load forecasts. Our approach combines an adaptive generalized additive model (GAM) with a state-space formulation estimated via the Viking algorithm, enabling dynamic parameter updates over time. To improve uncertainty quantification, we extend the framework with a probabilistic layer based on GAM for location, scale and shape (GAMLSS), allowing the residual variance to depend on explanatory variables. We further introduce a short-term correction mechanism to enhance performance across different forecast horizons. A key contribution of this work is the aggregation of multiple meteorological inputs, whose diversity is shown to improve both point and probabilistic forecasts, particularly in capturing extreme quantiles by incorporating forecast dispersion. The methodology is evaluated on French national electricity consumption data and demonstrates consistent gains over single-provider approaches, with significant improvements in probabilistic forecasting accuracy.
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Statistics Applications · Cross-listed from stat.ME

A Multiverse of Good and Bad Controls: Candidate Causal Graphs for Interpreting Model Robustness Analysis

Model robustness analysis estimates an effect across a multiverse of specifications that pools control sets identifying the declared estimand with sets that condition on mediators or colliders. We propose stating rival assumptions about contested controls as a small set of candidate causal graphs, enumerating the adjustment sets each graph licenses, and reporting robustness metrics conditional on each graph. A finite-mixture identity splits the licensed multiverse's dispersion into within-graph and between-graph components; the between-graph share is a conditional descriptive summary whose reading depends on the candidate set, the weights, and a common estimand. Simulations examine misleading pooled robustness assessments and the limits of the decomposition. Applications to hurricane fatalities, job training, and union wages show fragility that survives every graph, instability produced by unlicensed specifications, and a fragility verdict concealing a significant premium in each adjustment-identified candidate world. An R package implements the workflow.
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Statistics Applications · Cross-listed from stat.ME

Causal Path Analysis from Perturbational and Population-Scale Single-Cell Data with Multiscale Confounding and Measurement Error

Single-cell perturbation experiments provide causal information on gene regulation, whereas population-scale single-cell studies characterize gene expression and phenotypes in human populations. We develop a framework that integrates these complementary data sources for causal path analysis. Rather than assuming that a perturbational gene network transfers directly to the target population, we use externally learned ancestral relationships to constrain the network topology and re-estimate its direct edges and effects from population data. To address latent heterogeneity and measurement error in multiscale single-cell measurements, we develop a surrogate-variable procedure operating at both the cell and subject levels, combined with errors-in-variables correction for network and outcome regressions. We establish theoretical guarantees for confounder recovery and high-dimensional estimation of network and gene-outcome effects. Simulations demonstrate the importance of jointly correcting confounding and measurement error. An application to acute myeloid leukemia identifies distinct regulatory pathways linking transcriptional regulators to blast count.
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Statistics Applications

Anthropogenic Forcing, Climate Change, and the Shape of Warming: Statistical Inference for Distributional Cointegration

Anthropogenic forcing components follow different long-run paths, while persistent temperature change can involve distributional changes beyond the mean. Scalar regressions aggregate these components and retain only mean temperature, obscuring how distinct forcing paths relate to persistent distributional change. We develop new testing, estimation, and inference methods for long-run relations between an integrated predictor vector and a density-valued response. These comprise a residual-based test of between-cointegration (whether predictor trends account for all stochastic trends in the response density), a fully modified least-squares estimator of predictor-specific functional responses, and simulation-based inference for interpretable projections. We apply the methods to densities of observed local temperature anomalies and anthropogenic effective radiative forcing divided into CO$_2$ and non-CO$_2$ portfolios. The test results are consistent with persistent movements in these portfolios statistically accounting for the persistent evolution of the anomaly distribution, with no additional stochastic trend detected in the residual. A joint test rejects the common-response restriction imposed by aggregating the two portfolios. The fitted CO$_2$ response mainly shifts mass toward warmer anomalies and increases central concentration, whereas the non-CO$_2$ response produces a smaller shift but greater dispersion and off-center reshaping. Positive fitted mean responses for both portfolios conceal these contrasts, demonstrating the information lost through scalar aggregation.
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Statistics Applications · Cross-listed from physics.soc-ph

Unified framework for measuring segregation resolves how social and geographical space jointly shape connections

Our understanding of how geographical and social segregation interact remains limited, as relatively few studies investigate them jointly, and existing approaches often lack a framework distinguishing geographical, social, and total segregation. Additionally, large-scale individually resolved geo-social network data are rarely publicly available. We address both. Conceptually, we develop a unified framework that measures segregation in geosocial networks by comparing network models to appropriate null models and recovers the Theil index, dissimilarity index, and network modularity as special cases. Empirically, we turn to privacy-preserving aggregated relational data (ARD): we combine the Facebook Social Connectedness Index for the US with US Census and Pew data, and introduce an ARD-compatible joint geosocial intervening-opportunities model to infer link probabilities between region–group cell pairs. Applying our segregation framework, we find that social segregation predominates over geographical segregation, with notable separation for White–Black, college-degree–no-degree, and high-income–low/middle-income across both segregation types. We find increasing social homophily with geographical distance and group-specific geographical connectivity patterns, suggesting that geographical segregation may affect cross-group connectivity not only directly but also by amplifying social segregation.
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All authors Johannes Happenhofer, Sahil Loomba, Till Hoffmann, Sumeet Agarwal, Nick S. Jones

Statistics Applications

Observational constraints on net radiative forcing confirm aviation contrail warming

Contrail cirrus represents a critical component of aviation's non-CO2 climate impact, but its net radiative forcing, the balance between longwave warming and shortwave cooling, remains poorly constrained by direct observations. As a result, current assessments rely almost exclusively on microphysical models such as CoCiP and global climate simulations. Existing empirical estimates are largely restricted to young, linear tracks, because satellite detection masks have a poor recall of contrails once they spread and merge with natural cirrus, leaving a structural gap in our understanding of long-lived, non-linear contrail cirrus. To address this we use a causal framework that isolates the net radiative contrail effect of flight traffic over the Americas. Building on recent progress that quantified the longwave warming contrail effect using advected flight paths as a proxy for contrails, we expand this continuous treatment approach to capture the highly skewed shortwave cooling impact, delivering a 12-hour lifespan net observational radiative forcing. Our analysis reveals a statistically significant net warming energy forcing of 33.7 (95% CI: 20.8, 47.8) GJ per km flown from April 2019 to April 2020, providing a large-scale empirical quantification of long contrail lifespan impact of the same order as, though somewhat larger than, previous bottom-up simulation estimates. This observational benchmark offers an independent line of evidence on the sign and magnitude of the climate impact of contrails.
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All authors Aaron Sonabend-W, Scott Geraedts, Nita Goyal, Joe Yue-Hei Ng, Christopher Van Arsdale, Kevin McCloskey

Monday 14 September

Statistics Applications · Cross-listed from cs.CL

Distributional sentiment modeling and anomaly detection for consumer complaint assessment

Sentiment analysis is a common tool for converting unstructured text into quantitative signals in finance and risk management. Yet most applications reduce the output to a discrete polarity label or a single predictive feature, overlooking the distributional structure of sentiment intensity in consumer complaint narratives. In this paper we treat negative sentiment in consumer complaints as a bounded continuous variable and study its full distribution rather than a single label. We score each narrative with a transformer classifier, model the scores with Beta distributions, and compare the fitted distributions of meritorious and non-meritorious complaints through the Kullback Leibler divergence and the squared Hellinger distance. The fitted distributions are then linked with dollar amounts and company response outcomes to construct anomaly diagnostics that flag complaints whose textual severity is inconsistent with the recorded relief. We find that the two groups have strongly overlapping distributions, so negative sentiment intensity is not a sharp classifier of outcomes on its own; combined with monetary and categorical attributes, it isolates unusually severe complaints for operational risk monitoring. Treating sentiment analysis as continuous distributional measurement, this study links sentiment extraction, bounded response modeling, and anomaly detection in a unified framework for consumer complaint assessment.
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Statistics Applications · Cross-listed from stat.CO

bayprior: Structured Bayesian Prior Elicitation, Conflict Diagnostics, and Regulatory Reporting

Bayesian clinical trials require a well-specified prior distribution, and regulators increasingly expect that specification to be documented, diagnosed for prior-data conflict, and shown to be robust to reasonable alternatives, yet few R tools connect the full workflow of prior construction, validation, and regulatory justification into a single package. We introduce bayprior, an R package and Shiny application that implements structured expert elicitation via quantile matching, moment matching, and the SHELF roulette method across six distribution families; linear and logarithmic expert opinion pooling with Bhattacharyya agreement diagnostics; derivation of meta-analytic-predictive (MAP) priors from historical trial data via random-effects meta-analysis; prior-data conflict assessment using the Box p-value, S-value (surprisal) surprise index, information divergence, Bhattacharyya overlap, and multivariate Mahalanobis distance; hyperparameter sensitivity analysis with tornado and influence heatmap visualisations; and robust, sceptical, and power prior alternatives. A regulatory reporting module generates self-contained HTML, PDF, or Word documents addressing expectations in the FDA's 2026 draft Bayesian methods guidance and in EMA guidance on incorporating external and historical information. The package is demonstrated on a synthetic oncology Phase II trial. bayprior is available on CRAN and includes a fully modular Shiny application for interactive use.
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Statistics Applications · Cross-listed from cs.LG

Robust Fault Detection in Mechanical Multimodal Time Series via Self-Supervised Cross-Modal Reconstruction

Fault detection is essential in industrial systems, enabling early identification of abnormal behaviour and improving safety, reliability, and operational efficiency. Modern systems increasingly rely on heterogeneous sensing modalities that capture complementary aspects of the underlying physical process. However, existing data-driven anomaly detection methods often process each modality independently or use simple feature-level fusion, limiting their ability to exploit cross-modal relationships that characterize normal system behaviour. Their performance also commonly assumes similar training and deployment distributions, whereas real-world operation is affected by changing operating conditions, environmental influences, and system degradation that induce distribution shifts and reduce detection performance, especially in unseen regimes. In this work, we propose a multimodal anomaly detection framework based on cross-modal reconstruction of heterogeneous time-series sensor data. Rather than modeling each modality independently, the framework learns system dynamics by reconstructing each modality from the others, thereby exploiting complementary information across modalities. This integrates information across sensing channels without requiring explicit temporal alignment or identical sampling rates, while improving robustness to sensor noise, missing measurements, and modality-specific disturbances. To address distribution shifts during real-world deployment, anomalies are identified using cross-modal reconstruction error and an adaptive test-time thresholding mechanism that adjusts to changing operating conditions. Experiments on three industrial case studies show strong fault detection performance and substantially improved robustness under out-of-distribution conditions, with the largest gains observed in the most challenging operating regimes.
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All authors Magnus Munk Jensen, Dorte Hammershøi, Rafał Wiśniewski, Olga Fink

Statistics Applications

Nationally Consistent, Locally Incomplete: A Bayesian Remote-Sensing Audit of Rooftop Photovoltaic Registries

Tracking the energy transition requires reliable statistics on renewable deployment. Rooftop photovoltaics (PV) are especially hard to track, owing to their decentralised nature, and the resulting inaccuracies in official statistics are known but not quantified. Remote sensing offers an independent way to identify rooftop PV systems. We introduce a Bayesian framework to estimate the ground-truth rooftop PV capacity from remote sensing detections, turning an imperfect detector into an uncertainty-aware measurement instrument. Applied to France, the corrected detections estimate a capacity of 4.03 GWp [3.96–4.11] (99% credible interval) of rooftop PV below 36 kWp, matching the transmission system operator's connection data within 3.3% nationally, while identifying local under-reports of up to 61% of local capacity. We also document and quantify a significant truncation bias in French rooftop PV open data. Beyond France, the approach paves the way for more reliable estimates of rooftop PV capacity worldwide.
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All authors Gabriel Kasmi, Yves-Marie Saint-Drenan, Laurent Dubus, Philippe Blanc

Statistics Applications · Cross-listed from eess.IV

Multisource Remote Sensing and Geospatial Analysis of Vineyard Wildfire Impacts and Resilience: The 2019 Kincade Fire

Working agricultural landscapes are often treated as background to wildfire disasters, even though they are managed fuel mosaics, productive assets, and parts of regional infrastructure systems. We examine vineyard wildfire resilience during the electrically initiated 2019 Kincade Fire in Sonoma County, California, using an open, event-anchored geospatial framework spanning 4,581 vineyard fields (8,813.2 ha), wildland vegetation, surveyed structures, roads, overhead smoke, and post-fire greenness. Sentinel-2, OpenET, gridMET, soils, terrain, NOAA smoke polygons, an ignition-date OpenStreetMap network, and three-dimensional data inventories were analyzed at native decision scales. Vineyard pixels showed substantially lower descriptive dNBR than wildland pixels inside the perimeter (means 0.130 and 0.337). This contrast did not identify a universal vineyard firebreak effect: a segment-clustered boundary model gave a small negative contrast at 100 m (tau = -0.0166) but changed across bandwidths, failed slope continuity, disappeared in a 100 m donut, and produced a wrong-signed placebo. A 250 m spatial GAM reversed the unconditional pattern: after conditioning on location, terrain, and water use, vineyard fraction was positively associated with dNBR, while residual Moran's I remained 0.519. Beyond spectral impact, all mapped vineyards intersected overhead smoke on at least one day (mean 7.78 potential smoke-days per field), 34.2% of road-network nodes were dead ends, and inside-perimeter vineyards showed a larger greenness deficit through 2021 (recovery ratios 0.815 inside and 0.854 outside). Lower immediate spectral impact therefore did not imply complete resilience. The study provides a reproducible urban-rural informatics template separating descriptive contrasts, conditional associations, exposure indicators, and recovery evidence for decisions in working landscapes.
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All authors Parastoo Farajpoor, Mahla Ardebili Pour, Mohammad Bagher Ghiasi, Mohammadreza Narimani

Statistics Applications · Cross-listed from stat.ME

Spatially-Indexed Longitudinal Distributional Outcome Regression for Environmental Monitoring

Characterizing longitudinal changes in region-specific distribution of environmental exposures, such as total nitrate (TNO$_3$) concentrations, is critical for understanding localized ecological risks that are otherwise obscured by standard mean-level modeling. However, modeling longitudinal distributional outcomes across spatial regions presents significant methodological challenges. The random objects are spatio-temporally dependent, and mathematical constraints are inherent to distributional representations, such as, monotonicity of quantile functions. To address this, we propose a novel spatially-indexed longitudinal distributional outcome regression model. The distributional coefficients corresponding to the fixed effects of covariates are modeled using Bernstein basis polynomials, while spatio-temporal random effects are flexibly captured via tensor product expansions of splines. We develop a scalable Markov Chain Monte Carlo (MCMC) algorithm to explicitly account for spatial dependencies, and introduce a fast two-stage projected-posterior approach to preserve the monotonicity of the predicted subject-specific quantile functions. Extensive simulation studies demonstrate that the proposed framework achieves superior estimation accuracy and predictive performance compared to standard non-spatial distributional outcome regression. We apply our methodology to predict monthly, site-specific distributions of TNO$_3$ concentrations across the contiguous United States. Accounting for spatial correlation provides substantially lower uncertainty in the estimated distributional effects and improves predictive performance over the non-spatial alternative, offering a robust, interpretable tool for spatio-temporal environmental monitoring.
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Statistics Applications · Cross-listed from stat.ME

Extended Joint Models for Longitudinal and Time-to-Event Data: A Tutorial

Shared-parameter joint models for longitudinal and time-to-event data are powerful tools for analyzing repeatedly measured biomarkers, clinical events, and the complex relationships between them. Recent methodological advances have extended the basic framework, which was originally developed for a single event time and a continuous longitudinal biomarker, to more complex scenarios. This tutorial provides a step-by-step guide to fitting extended joint models for longitudinal and time-to-event data using the R package JMbayes2. We cover a range of applications, including models with competing risks, recurrent events, multistate processes, flexible association structures, and multiple longitudinal outcomes following different distributions. Each model is illustrated using simulated data that closely resemble a real-world dataset, with detailed explanations of data organization, model specification, fitting, diagnostics, and interpretation. The tutorial is designed for applied researchers who are interested in analyzing their own data with extended joint models using accessible and reproducible R code.
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Statistics Applications · Cross-listed from stat.ML

Predictive Likelihood Ratios for Language Model Watermark Detection

Keyed watermark detection tests dependence between observed tokens and pseudorandom variables reconstructed from a secret key. Building on the pivotal framework of Li et al. (2025), we construct predictive likelihood ratios that average over uncertain probability deficits and residual-tail distributions. The aim is robust detection power across alternative specifications without requiring a single signal-strength tuning. A mixture prior combines tail shape and effective width; hierarchical extensions allow within-document variation in deficit or width. The test maximizes prior-averaged power at a fixed size, but is not generally uniformly most powerful or minimax. Under the exact conditional pivot null, normalized predictive alternatives selected before each observation yield a Bayes factor that is also a test martingale: Type I error control is unaffected by alternative misspecification and remains valid under optional stopping. This guarantee does not cover violations of the conditional null, and the interpolated implementation has no certified anytime guarantee. Gumbel marginal likelihoods are evaluated by fixed quadrature. Across the evaluated tail-shape and tail-width alternatives and three horizons, the union-tail mixture has maximum observed Type II error regret .0080, compared with .0962 for the equal-tail mixture, relative to the best tested rule. On temperature-matched outputs from two open models, it improves AUC over the equal-tail baseline in all eight non-saturated model-temperature cells, although the leading reference score generally has higher AUC. Supplementary experiments show retained power under independent null-like replacement and smaller changes from hierarchical dependence modeling. The evidence supports robustness across the evaluated alternatives, not uniform power guarantees or resistance to arbitrary text edits.
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Statistics Applications · Cross-listed from physics.soc-ph

A Latent Oscillator Measurement Model to Simulate Emotional-Expression Score Dynamics in Video

Facial-expression classifiers convert video into multivariate time series of scores with measurement error from classifiers, videos, and recording conditions. Empirical score series cannot establish whether the score channels reflect a smaller set of latent expressive processes or whether an analysis would recover those processes. We introduce the Latent Oscillator Measurement Model (LOMM), a data-generating model that separates latent dynamics, time-varying activity, and a factor-analytic observation model. The latent processes are damped, undamped, or amplifying linear oscillators. LOMM generates bounded scores or continuous indicators. Study 1 used four-fold cross-fitting with scores from 100 MAFW videos to calibrate LOMM and evaluate generated series on held-out videos. Median plausibility and coverage were 0.970 and 0.920 for LOMM, versus 0.510 and 0.370 for a calibrated static logistic-normal generator. Study 2 tested whether Dynamic Exploratory Graph Analysis (DynEGA), static EGA, GraphicalVAR, and GIMME recovered a known dimensional structure from continuous indicators generated by LOMM. At 100 observations per clip, with failed or timed-out fits counted as incorrect, correct-dimension recovery was 0.939 for DynEGA, 0.884 for static EGA, 0.777 for GraphicalVAR, and 0.176 for GIMME. Replacing the common fixed initialization with independent stationary starts for stable dimensions and bounded independent starts for amplifying dimensions reduced recovery for DynEGA, static EGA, and GraphicalVAR. LOMM provides a controlled test of whether an analysis recovers aspecified latent structure before score patterns are interpreted psychologically.
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Statistics Applications · Cross-listed from cs.AI

Issue Bias in Generative AI Writing Assistance: Political Issues and LLMs in the Swedish 2026 Election

Generative AI writing assistants and the Large Language Models (LLMs) that power them are increasingly part of how voters gather information before elections. With growing evidence that they influence users' opinions, it is increasingly important to understand the views and positions of these tools. To better understand these views, we examine the stances supplied by six LLMs on a variety of Swedish-language writing tasks ahead of the 2026 Swedish parliamentary election. We cross 107 policy propositions with 77 writing templates and neutral, positive, and negative prompt framings, producing 24,717 prompts per model and 148,302 responses. To study these, we look at the models' default stance tendencies, compare how they respond to similar issues, and compare their responses with those of each of Sweden's eight parliamentary parties on the same issue. We find that Claude, DeepSeek, Gemini, and Mistral have similar profiles; ChatGPT more often supplies neutral or ambivalent text; and Grok differs most on topics such as migration, crime, and gender. When comparing the political parties, we find that the Social Democrats are closest to all six models. Still, after correcting for multiple comparisons, none of the within-model differences in party distances remains significant. Overall, we find that no model has a clear preference, nor a clear preference for a party, but that this depends on the specific issue or task the user asks about.
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All authors Bastiaan Bruinsma, Annika Fredén, Paul Röttger, Moa Johansson, Asad Sayeed

Statistics Applications

Temporal Seam Score for Assessing Continuity at Known Transitions in Time Series

Long environmental records increasingly combine observations from successive observing or processing systems. Transitions between these systems create temporal seams that may reflect imperfect harmonization or changes in the observed process. We introduce the Temporal Seam Score (S-score, or S), a signed, robust measure for assessing continuity at a known transition time. The complete time series is fitted with a seam-blind model accounting for trend, seasonality, and optional covariates. The residual contrast between symmetric windows around the transition is compared with matched reference contrasts calculated within the contributing segments. The S-score is the standardized departure of the seam contrast from this reference. An S-score near zero indicates that the seam is consistent with ordinary temporal variability. Its sign indicates the direction of the discontinuity, while its magnitude (|S|) indicates how exceptional the discontinuity is. Simulation showed that |S| reflects the imposed discontinuity relative to residual variability: a 20% shift produced a median |S| of 2.58 at a residual coefficient of variation of 0.10, compared with 0.84 at 0.50. In a MODIS-to-Sentinel-3 vegetation record, 121 of 500 sites yielded finite S-scores, of which 90 met all reliability criteria. Among these reliable sites, median S was +0.217 and median |S| was 0.627, indicating little systematic directional displacement and a median seam departure below one reference spread. The S-score provides a general and auditable diagnostic for evaluating temporal continuity across generations of sensors, algorithms, and observing systems without requiring temporal overlap, thereby supporting harmonization quality assurance and more reliable attribution analyses based on long-term environmental records.
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Statistics Applications

Short-term forecasting of wildfire spread: A network epidemiology approach

Wildfire spread poses substantial environmental and public-health risks, motivating interpretable models for short-term forecasting. We develop a statistical framework that combines cellular automata with ideas from network epidemiology to model wildfire evolution across a spatial lattice. Each grid cell is classified as available, burning, or consumed. State transitions distinguish spread from burning neighbors, intrinsic ignition, and cessation of burning, with transition rates linked to meteorological and environmental covariates. A likelihood-based estimation procedure yields transition-specific covariate effects and probabilistic forecasts of cell states. We assess forecasting performance in a simulation study and in applications to the 2018 California wildfires and the 2019-2020 Australian wildfires. We also compare the method with a published forecasting approach using the 2017 Haypress fire. The results show strong short-term discrimination in many settings, with reduced accuracy at longer forecast horizons and during abrupt fire expansion. The framework provides an interpretable basis for studying wildfire dynamics and identifies opportunities to improve ignition forecasts through richer spatial and observation models.
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All authors Indrila Ganguly, Muhammad Ali, Swarnali Sanyal, Viney Aneja, Srijan Sengupta

Sunday 13 September

Statistics Applications · Cross-listed from stat.ME

Three Case Studies of Two-stage MCMC for Fast Bayesian Inference of Large Spatio-temporal Data

High dimensional spatio-temporal models can quickly run up against computational limitations. Recursive or multi-stage Bayesian algorithms are one way to address this computational challenge. Here we consider an increasingly used two-stage algorithm. The first stage models locations independently and in parallel across space. Resampling particles from this stage-one model with Metropolis-within-Gibbs methods and suitably computed acceptance ratios can impose spatial dependence across locations at a low computational cost, while targeting the same posterior distribution as the single-stage MCMC algorithm at a fraction of the overall computational cost. In this paper we show three complete examples of how two-stage MCMC algorithms can be used to efficiently fit Bayesian spatio-temporal models to large datasets. Specifically, we consider: a spatio-temporal self-exciting count model on areal data utilizing intrinsic conditional autoregressive (ICAR) prior distributions; a spatio-temporal model of point-referenced data using a stationary, isotropic distance-based covariance function; and a binary model fit to data on a spatial lattice utilizing a latent Gaussian process to capture all spatio-temporal dependence. In each example, we define the model and describe the corresponding two-stage MCMC approach. We then compare the resulting posterior samples and computational efficiency with those obtained using a standard single-stage MCMC algorithm. While varying across the three examples and numerous parameters, the two-stage approach often achieves roughly an order of magnitude higher computational efficiency, with the two-stage and single-stage algorithms producing closely agreeing posterior samples.
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Statistics Applications

Zero-Inflated Model Lab: An Interactive Shiny Application for Modelling Count Data with Excess Zeros

Count data often contain a large number of zeros in ecological and environmental research, arising from factors such as true species absence, imperfect detection, or the rarity of certain events. Choosing and interpreting suitable statistical models, like Poisson, Negative Binomial, zero-inflated, or hurdle models, can be difficult for non-experts because of the models' assumptions and diagnostic requirements. To address this, we introduce an interactive web application built in R with the Shiny framework that helps users analyse, compare, and interpret count-data models that may exhibit zero inflation. The application enables users to upload datasets, explore distributions and relationships among variables, and fit a variety of models including Poisson, Negative Binomial, zero-inflated, and hurdle approaches. It incorporates tools for model comparison using information criteria, visualisation of coefficient estimates and confidence intervals, assessment of variable importance, and diagnostic checks based on simulated residuals. Importantly, the app provides clear visualisations of both the count-generating and zero-generating processes, making it easier to communicate components that are typically challenging to interpret. To improve accessibility, the tool offers guided explanations of outputs and diagnostics, making it valuable for both research applications and teaching. A case study using environmental count data illustrates how the application helps users identify zero inflation, choose appropriate models, and gain insight into the ecological processes underlying the data. Overall, the application narrows the gap between advanced statistical methods and practical analysis, supporting reproducible workflows and enhancing the clarity and interpretability of models for zero-inflated count data.
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Statistics Applications · Cross-listed from eess.SY

Recent Advances in Resilient Multi-Energy Systems Against Climate Change

Climate change is a global threat to the long-term sustainable development of energy systems. Recent works have explored the emerging opportunity of coordinating different energy carriers and sectors (e.g. electricity, natural gas, heating, hydrogen, transportation, and water sectors) to unlock the cross-sector flexibility against climate change. This review has established a holistic framework for resilient multi-energy systems through the lens of nested coupling. It covers the most recent progress in resilience resources, resilience evaluation, resilience-oriented operation & planning, resilience pricing & investment, and real-world implementation. This work differs from prior studies through a full investigation on climate change impacts (distribution shifts), resilience pricing, and global projects. Within this area, we advocate for a unique and interdisciplinary perspective spanning across energy systems, climate science, sociology, economics, and data science. At the end, seven major challenges and opportunities are identified, including data deficiency, distributed coordination & privacy, high-fidelity simulation, and machine learning techniques. Researchers, industrial experts, and policy makers can follow this review to capture the emerging trend and future opportunities in this growing area.
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All authors Grant Ruan, Zhengmao Li, Yi Wang, Ning Zhang

Saturday 12 September

Statistics Applications

Measurement-Error-Aware Causal Distributed-Lag Quantile Modeling of Indoor Air Pollution and Short-Term Lung-Function Deterioration

Low-cost indoor air-quality sensors could support personalized asthma prevention, but their nonlinear measurement error, delayed exposure effects, time-varying confounding, and heterogeneous lower-tail responses limit risk estimation. We present CAUSALQUANT-ASTHMA, a measurement-error-aware causal quantile distributed-lag framework for short-horizon peak expiratory flow analysis. Sparse reference measurements train a nonlinear calibration model; stabilized sequential generalized-propensity weights address measured exposure assignment; and a susceptibility-modulated, smooth, noncrossing quantile model estimates lag-specific and sustained-exposure contrasts. Because no authorized cohort simultaneously provided dense indoor sensing, reference co-location, and outcome-compatible longitudinal data, evaluation used five semi-synthetic panels with known counterfactual truth, 150 patients and 12,600 patient-days per realization. Across eight methods, CAUSALQUANT achieved a dose-response integrated absolute error of 0.304 plus or minus 0.094, improving 24.2 percent over the strongest measurement-error and propensity-weighted baseline. It also obtained the lowest overall pinball loss, 1.065, while maintaining zero quantile crossings and 78.1 percent coverage for the nominal 80 percent interval. Sensor calibration reduced held-out exposure RMSE by 33.7 percent. Stress tests quantified degradation under sensor noise, missing personal measurements, and hidden confounding. These findings establish methodological feasibility and reproducibility, not clinical effectiveness; prospective, governance-approved external validation is required before patient-level interpretation or deployment.
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Statistics Applications · Cross-listed from stat.ME

Component-weighted sparse group LASSO for finite mixture regression models

When analyzing heterogeneous data with latent subpopulations, finite mixture regression (FMR) models are effective as they allow for variations in regression coefficients across mixture components. Variable selection is important at two levels: (1) at the group level by removing completely irrelevant covariates across all subpopulations and (2) at the individual level by removing irrelevant covariates within each subpopulation. However, existing variable selection methods for FMR focus solely on individual-level regression coefficient selection, providing no mechanism for group-level variable elimination. We introduce a component-weighted sparse group LASSO regularization method that performs efficient variable selection at both levels simultaneously in finite mixture regression models belonging to the exponential family. We develop a novel optimization procedure through a Majorization-Minimization algorithm. Simulation studies under Gaussian and Poisson mixture regression settings demonstrate reliable recovery of the true sparsity structure at both levels. The method is illustrated by analyzing two real datasets.
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All authors Vinay Joshy, Zeny Feng, Grace Stelter, Lorna E Deeth, Alysha Cooper

Statistics Applications · Cross-listed from stat.ME

Dangers of Bayesian analyses and how to address them

In light of the US FDA announcement supporting the use of Bayesian methods in clinical trials, we present a nontechnical review of problems with Bayesian analyses and methods to address them. Our focus is on the well-known sensitivities of Bayesian results to biases embedded in their prior distributions. This vulnerability calls for special safety features, including detailed justification of informative priors based on empirical-research literature rather than on singular expert opinions. Crucially, the information contributed by priors should be realistic in light of actual background data rather than merely judged so by available experts. We illustrate our recommendations with using a textbook clinical-trial example which covered these points. We then use the example describe basic diagnostic procedures and safety recommendations for Bayesian analyses and their presentation. These include reference analyses which exclude informative priors, and justification for informative priors based on empirical-research literature rather than on philosophical arguments. We also critique some common priors that violate our realism requirements. One strategy to aid judgments about priors is to translate them into data to be added to the study data. The source of these prior data should be examined with the same critical attitude as the source of study data. We illustrate some simple summary methods for comparing prior and data information, including prior predictions of data, variance ratios, and their translation to effective sample sizes (ESS). Finally, we argue that Bayesian analyses should be treated as extensions or supplements to conventional analyses, rather than replace them, for that treatment puts prior construction and justification at the fore of the transition from frequentist to Bayesian analyses in teaching and practice.
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Statistics Applications · Cross-listed from cs.LG

An Uncertainty-Aware Hybrid Mathematical-Machine-Learning Model for Smart Irrigation Decision Support

Agriculture accounts for roughly 70% of global freshwater withdrawals, yet irrigation is still commonly scheduled reactively, with no forecast of where soil moisture is heading and no statement of confidence in that forecast. Data-driven models are accurate but opaque and point-valued; water-balance models are transparent but carry large structural error. Neither alone supports a defensible irrigation decision under uncertainty. This study coupled the two and carried uncertainty through to the decision: a four-parameter water-balance core, calibrated on training data only, was corrected by a Random Forest that learned nothing but the physical residual, conformal prediction attached 90%-nominal intervals, and a risk-aware rule converted the interval lower bound into an irrigation trigger. It was evaluated on three years of hourly in-situ measurements from a rainfed Mediterranean cropland station under a strict chronological split, scored against persistence, from one hour to one week. At the 24 h horizon the hybrid reached RMSE 0.00925 m^3 m^-3 and +9.4% skill, roughly double the best of nine baselines, of which only the Random Forest beat persistence. Skill did not grow with lead time: it peaked at +27.4% at three hours and fell to +1.2% at one week. Conformalised quantile regression was better calibrated and 11% sharper than constant-width conformal prediction. The risk-aware rule raised management-threshold crossings detected in advance from 0.905 to 1.000, at a precision cost of 0.975 to 0.950 and 3.7% more notional water, and beyond 72 h the point forecast fell below the no-forecast rule while the interval-based rule did not. Uncertainty quantification therefore governs the lead time over which forecast-driven irrigation advice remains trustworthy, and here transparency in the physical layer cost no measurable accuracy.
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Statistics Applications · Cross-listed from stat.ME

Nonparametric Correlation Estimator via Solving Cubic Equations and its Application to Brain Functional Connectivity Analysis

In this paper, we propose a novel nonparametric estimator for the correlation coefficient that is based on solving a cubic equation. This approach allows for the estimation of time-varying correlation coefficients in a nonparametric framework, providing flexibility in capturing complex relationships between variables. Furthermore, we adopt the local linear smoothing technique to correct the boundary effects, which are common in nonparametric estimation. We establish the theoretical properties of the proposed estimator, including consistency and asymptotic normality, and demonstrate its performance through simulation studies. Additionally, we apply our method to analyse dynamic functional connectivity in brain networks under six frequency bands, highlighting its potential for uncovering insights into neural interactions and cognitive processes.
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All authors Shenyuan Yang, Gary Green, Jian Zhang, André Gouws, Jie Li

Statistics Applications · Cross-listed from stat.ME

Optimal Cohort Staircase Designs

Staircase cluster randomized trials restrict outcome collection to a limited window around each cluster's transition from control to intervention. This can reduce the burden of repeated measurement, but the allocation of clusters and participants across treatment sequences requires careful consideration. We develop an optimal design framework for closed-cohort staircase trials with continuous outcomes, allowing cluster sizes to differ across sequences. Under a linear mixed model, we express treatment-effect precision through sequence-specific information contributions and establish convexity of the variance criterion in the cluster allocation proportions. An equivalence theorem characterizes optimal allocations, and reversal symmetry yields analytical solutions for several three- and four-sequence designs. We also consider joint optimization of sequence allocation and cluster sizes under a fixed participant total. Numerical investigations show that the value of unequal cluster sizes depends on the observation window and correlation structure: gains are often modest but can be substantial in selected settings. Comparisons with complete stepped-wedge designs demonstrate a trade-off between repeated measurements and additional clusters, with staircase designs achieving lower costs in some settings at comparable precision. Illustrations motivated by psychosocial cancer care and trial recruitment distinguish hypothetical design adaptations from the original studies. The results support choosing sequence allocation, cluster sizes, and observation windows jointly when repeated measurement is a major constraint.
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Friday 11 September

Statistics Applications · Cross-listed from stat.ME

Distribution-Free Changepoint Inference for Rainfall Patterns

Long records of rainfall contain critical information about the temporal organization of precipitation within a year, including wet and dry spells. Detecting when this temporal pattern changes is central to climate-impact assessment and environmental monitoring.A common data structure features observations from m locations over T years. For location i and year t, the record is a vector of daily measurements $X_{i,t} = (X_{i,t,1}, ..., X_{i,t,D})^\top$, with D = 365. The goal is to identify an unknown year $t_0$ when the temporal rainfall pattern changes across the region. Because changes in the intra-annual pattern affect the frequency-domain behavior of the daily sequence, we represent each yearly curve through a spectral feature capturing the strength of temporal oscillation at a fixed frequency.Classical changepoint methods often rely on parametric likelihoods or Gaussian approximations, which are hard to justify for skewed and heavy-tailed rainfall data. Furthermore, many procedures only return a point estimate. A confidence set for the change year is crucial in environmental applications to quantify temporal uncertainty and distinguish sharp transitions from weak evidence.This paper develops a distribution-free framework for detecting a synchronized structural change in yearly rainfall patterns across independently monitored locations. For each location-year pair, we compute a fixed-frequency nonparametric spectral density estimate. These features form a $T \times m$ data matrix. By exploiting the exchangeability of yearly spectral features before and after the true changepoint, alongside spatial independence, we construct finite-sample valid confidence sets for the unknown change year.
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