Papers

Patient-reported pain location is diagnostically decisive for some presentations and nearly uninformative for others. A companion paper argues this is not one gradient of diagnostic utility but three distinct failures of localization. This paper gives those failures their mathematics and shows they are one object: a single Bayesian generative model failing at different nodes - the likelihood, the model class, and group- or context-dependence in that same likelihood. The count is not in dispute: the first three are failures of the inference that produces a felt location, and the fourth, added here, is a failure of reporting it. Anatomical multiplexing is a non-identifiable inverse problem: a rank-deficient referral matrix sends distinct causes to one report. Delocalized amplification is a change of generative model whose dynamics are a neural-field bifurcation, with spatial extent as the order parameter. Referred and atypical displacement is group- or context-dependence in the presentation likelihood - a probability, not a loss - whose consequence sits one layer downstream, in a decision threshold varying with group prevalence and cost. Repeated observation cannot reduce recoverable information about a fixed inferential target, an exact chain-rule identity, while practical value can fall. The fourth node is the report itself. A spatial Bayesian model factorizes mislocalization into referral blur, an anatomical offset and a precision-weighted cognitive override, and reproduces phantom-limb, mirror-box and central-post-stroke reports as regimes of one equation. It is estimable under conditions the paper states as necessary or sufficient rather than assuming them; Sec. 8 gives the design that meets them. One control is reported against the paper's own interest: the transport statistic first used to measure migration scores a stationary, spreading profile as though it had travelled.

There is considerable interest in using time-varying electricity prices to shape consumer demand response, and better align energy demand with renewable production. However, optimal prices generally vary over time in response to complex signals such as weather forecasts, sunrise/sunset times, and day-of-week patterns; and existing methods are not able to make efficient use of such rich contextual information. Here, we propose a neural-network-based algorithm for contextual energy pricing, modeling pricing as a Stackelberg game and leveraging a mean-field solution representation from Mehrabi et al.(2024). The approach learns constrained mappings from contextual features to feasible price signals. We validate our approach by simulating the energy grid in several US cities, and show that incorporating contextual information can considerably increase the value of the demand response programs.

Agent evaluations are increasingly used to compare LLMs and inform deployment decisions, yet ranks can reflect not only the model but also the effects of the evaluation conditions such as the scaffolds or tasks. This makes reliability claim-dependent: an evaluation that reliably ranks deployed systems may not reliably rank underlying models. We ask which conclusions current agent evaluations reliably support and what additional evaluation would improve them. We develop a Bayesian variance-decomposition framework for sparse, imbalanced agent leaderboards and apply it to 22 benchmarks from the Holistic Agent Leaderboard and Harbor Index. The framework separates signal, performance differences relevant to the intended claim, from noise, irrelevant variation that can still change rankings. We find: (1) Reliability depends on the measurement goal. Fixed model-scaffold systems are ranked reliably (0.935-0.994), while underlying-model reliability is substantially lower (0.148-0.841). (2) Scaffold choice can change conclusions. Inter-scaffold reliability measures whether scaffolds preserve model rankings, showing that scaffold effects vary substantially across evaluations. (3) More tasks cannot resolve all uncertainty. Even infinitely many similarly constructed tasks improve model-ranking reliability of a benchmark by at most 0.097 when uncertainty is dominated by limited scaffold coverage. (4) Pooling diverse benchmarks can improve cross-task rankings at lower cost. For rankings across diverse agentic tasks, pooling benchmarks raises projected reliability from 0.44 to 0.75 at the same task budget and can reduce projected cost by up to 83%. Evaluation design should follow the intended claim: identify what a score or ranking should mean, diagnose what limits its reliability, and spend evaluation budget on the sources of uncertainty that matter.

Time-series foundation models such as Google's TimesFM-3 forecast series they were never trained on, but whether they should replace classical methods such as ARIMA and exponential smoothing is hard to settle on public benchmarks, because few benchmark datasets are absent from every model's pre-training corpus. This exploratory study compares TimesFM-3 with classical methods on data generated from nine known processes, which the model cannot have seen. Across 7200 series and a pre-registered protocol with a 12-step horizon, neither family dominates. TimesFM-3's error is never more than 1.31 times that of the best method in a scenario, whereas every classical method's is at least 2.2 times somewhere; the largest classical failures occur with only two seasonal cycles, where the automatic methods fall back to non-seasonal models. With four or more cycles automatic ARIMA is 21-24% more accurate than TimesFM-3 on seasonal ARIMA data. Among five foundation models this robustness is specific to TimesFM-3, and it holds only at short horizons: at steps 25 to 48 the three foundation models tested there forecast a decline on a saturating process whose level stays flat, and automatic ARIMA has the smaller worst case elsewhere. On intermittent demand TimesFM-3 shows no advantage over simple benchmarks built from the history. Randomised parameters, heavy-tailed noise and outliers leave these patterns qualitatively unchanged; on the official test period of 1000 M4 monthly series TimesFM-3 is level with the fifth- to seventh-ranked M4 entries, behind the four best, and on 101 macroeconomic series observed after the models' documented training data it is statistically level with the classical methods. The study characterises the behaviour of a black-box model, not the reasons for it, and its findings are conditional on the processes and horizons examined.

Principal component analysis and factor analysis are foundational to the study of high-dimensional data, yet their efficacy depends entirely on correctly identifying the latent dimension $r$. While parallel analysis (PA) is widely regarded as the gold standard for this task, its performance suffers in high-dimensional regimes consisting of mixed signals and/or heavy-tailed error distributions. This arises because under the preceding conditions, column-wise permutation mechanism (or any modern variations) applied to the data matrix $\textbf{X}$ fails to destroy the signal, leading to an inflated null spectrum. To address this, we propose a nonparametric solution. We show that the latent dimension is uniquely preserved in the degree of order within the rank-transformed data matrix, which restores spectral exchangeability under permutation. We prove the consistency of Rank PA under relaxed conditions, requiring neither the pervasiveness of factors nor restrictive fourth moment assumptions. We establish that Rank PA can consistently estimate the number of factors up to the maximum of $O(n^{1/3 - \tau})$ where $\tau >0$. The robust performance of our remedy is demonstrated through numerical simulations and an analysis of the FRED-MD dataset.

Tests for heteroscedasticity in linear regression lose their level or power in three situations: when the data contain outliers, when the variance is not monotone, and when it changes along a variable outside the regressors, such as time. The proposed tests sort the observations by any chosen variable, split them into three equal parts, fit the regression in each part and compare the largest with the smallest error scale. With least squares fits and normal errors, the ratio follows Hartley's maximum F distribution with three groups exactly. With least trimmed squares fits, the ratio resists outliers spread along the ordering. Its square is approximately a maximum F ratio with effective degrees of freedom, whose limit we derive in closed form from the influence function of the trimmed variance. A factorial simulation covered 72 settings of variance shape, ordering variable, number of regressors, contamination and sample size. The robust test had the highest mean size-adjusted power, 67%, against 45% for the next test; when the variance changed along a regressor, which all tests were given, it led White's test after an outlier screen, 67% against 56%. With heavy-tailed t3 errors its lead was similar, 64% against 35%. Unlike the tests built on the regressors, it can follow a variance changing along time, and it identifies the part of the data where the variance changes. Two published robust versions of the Goldfeld-Quandt test, as implemented from their descriptions, did not hold their nominal level. The R package KOTORY implements the methods.

Conformal prediction guarantees marginal coverage, but a single calibration threshold can still spread that coverage unevenly, over-covering easy regions and under-covering hard ones. SimplexUQ is, to our knowledge, the first benchmark and reproducible protocol for measuring this allocation problem on simplex-valued predictions; it compares existing conformal wrappers rather than proposing a new one. Its task suite, SimplexTasks-12, combines six controlled synthetic regimes with six frozen-predictor real tasks spanning class probabilities, topic mixtures, spectral abundances, cell-type fractions, age distributions, and emotion mixtures. Each comparison fixes the predictor, score, and response-free stratification map, varies only the wrapper, and reports marginal coverage, worst-stratum coverage, max disparity, and within-task radius and compute. Global calibration can look valid while failing badly: on CIFAR-10 it attains 0.900 marginal coverage but only 0.542 in the worst entropy stratum, and Mondrian calibration raises that stratum to 0.886 while reducing max disparity from 0.358 to 0.022. No wrapper dominates, however. Under smooth synthetic heterogeneity, several repairs are competitive; fixed-map analyses show that rankings depend on the evaluation groups and protocol; and in a 12-task comparison, Mondrian has lower disparity on its single target partition for all 12 tasks, whereas BatchMVP has lower disparity over overlapping groups on five. These are empirical comparisons, not new coverage guarantees. A controlled predictor-bias sweep shows that removing predictor bias only partly reduces global-threshold disparity. We release task cards, result provenance, permitted derived arrays, and rebuild instructions, and treat wrapper selection as a diagnostic comparison rather than a universal ranking.

NVIDIA and The Weather Company (TWC) have generated a data set of reforecasts from TWC's GRAF (Global high-Resolution Atmospheric Forecasting) model, a version of the National Center for Atmospheric Research (NCAR) Model for Predictions Across Scales (\href{https://ncar.ucar.edu/what-we-offer/models/model-prediction-across-scales-mpas}{\underline{MPAS}}). GRAF is global, but the configuration for this reforecast had a mesh refinement to \textasciitilde4 km over the US, Caribbean Basin, and Europe, and 15 km elsewhere. This model was designed to run much of the computation on graphical processing units (GPUs), with this development assisted by NVIDIA. The 1836 reforecast cases (\textasciitilde5 years) were generated from ECMWF reanalyses (ERA5) for selected initial condition dates spanning more than 20 years, 2004–2024. These dates of the chosen initial conditions were mostly selected based on high-impact weather in the contiguous US (CONUS) and Caribbean. Sampling in this way, the reforecast spanned a wider range of interesting, high-impact weather scenarios than had we performed five contiguous years of once-daily reforecasts. The reforecast still provides many samples in non-precipitating regions with more ordinary weather. GRAF reforecasts were mostly run to $+$27 h lead time, assuming a 3-h spin-up followed by a full diurnal cycle. Data were saved in zarr format on the native model vertical coordinate. Most fields were archived at 15-min intervals, though several precipitation variables were saved at 5-min cadence. Data are made publicly available to all through Amazon Web Services' Open-Data Initiative at https://registry.opendata.aws/graf-reforecast.

Over the past decade, Machine Learning (ML) has been trained under dual objectives: minimizing prediction error via Empirical Risk Minimization (ERM) while controlling unfairness bias. In practice, however, fairness-aware training often yields limited improvements over standard ERM, making reliable post hoc auditing essential. Existing auditing approaches for black-box models either rely on model reconstruction –exposing systems to extraction attacks– or directly estimate fairness metrics, offering limited insight into which regions of the data distribution drive bias. More fundamentally, property-specific auditing –aimed at extracting only targeted fairness information without reconstructing the model– remains poorly understood. In this work, we introduce the bias probe framework, which enables targeted and adaptive querying to reveal bias structure while preserving model confidentiality. Building on this framework, we propose ALeBi, an active auditor that learns such probes to efficiently estimate multi-group fairness metrics. We establish novel sample complexity guarantees governed by a property-specific complexity measure, resolving a previously posed open question, and extend our analysis to adversarial settings where the model owner may strategically obscure bias. Our results uncover a fundamental trade-off between model confidentiality and reliable auditing, and show that property-specific probing enables both accurate estimation and interpretable identification of high and low-bias regions. Extensive experiments support our theoretical findings and demonstrate the practical effectiveness of our approach.

Early-phase oncology evidence is often summarized by asking whether a treatment is promising, but an encouraging signal can support several different next studies. We propose Evidence-to-Decision (E2D), a framework that organizes evidence around specific development actions. For each candidate action, E2D defines the contemplated future study, what would count as success, what evidence is needed before taking that step, what evidence is available now, and what assumptions connect the current and future settings. Statistical methods can then quantify action-specific support and sensitivity to those assumptions, while the final development choice remains multidisciplinary. We illustrate E2D in a rare pediatric oncology setting using predictive probabilities for same-setting single-arm expansion, same-setting randomized Phase II, movement to an earlier-line or frontline randomized study, and a separate de-escalation example. Calibrated support rules produced clinically distinct evidence states: intermediate evidence could support same-setting development without supporting frontline movement, safety concerns could narrow support despite strong activity, and stronger evidence could support several paths simultaneously. E2D therefore reframes the question from whether a treatment is generally promising to which next studies are supported by the evidence available now, what remains unsupported, and what additional evidence could change that assessment.

Days Alive and Out of Hospital (DAOH) and Days Alive at Home (DAH) are increasingly used as patient-centred primary outcomes in perioperative trials, and a recent editorial has advocated DAOH for its simplicity and reliance on routinely collected data. We argue that the choice between these endpoints affects power, treatment effect estimation and missing data, and should be made at the design stage with these consequences in mind. By treating days in nursing homes or rehabilitation facilities as equivalent to days at home, DAOH assumes that being out of hospital is a valid surrogate for good recovery, an assumption that patient perspectives, including those from the NOTACS trial, call into question. Choosing DAH over DAOH therefore involves a trade-off between measuring what matters to patients more accurately and the added burden of tracking discharge destination, including a greater risk of missing data. If an intervention affects only length of stay, readmission or mortality, the two endpoints yield the same expected treatment effect, and the extra burden of tracking discharge destination brings no benefit. If it instead enables more patients to return directly home rather than to a care facility, DAOH may conceal this benefit and lose statistical power. We propose a baseline-adjusted DAH, which counts only days spent in a setting representing an escalation of care relative to the patient's baseline, as a better proxy for recovery that also accommodates hospital-at-home and virtual ward services.

In order to estimate the longitudinal trend, we often use the generalized multivariate analysis of variance (GMANOVA) model (Potthoff & Roy, 1964), when the longitudinal data is balanced data. Usually, we use this GMANOVA model with some polynomial at the time of measurement. However, when the longitudinal trend has flexible curve, we cannot derive good fitting estimated curve when we use some polynomial curves. Then, Nagai (2011) proposed the nonparametric GMANOVA model which uses on several known basis functions instead of using the polynomial curves. If we use several basis functions, then overfitting problem is occurred. Nagai (2011) also proposed the estimation method for avoiding overfitting and unstable problems, and reducing computational iterative algorithm by extending the generalized ridge regression model (Yanagihara, Nagai & Satoh, 2009). In the present paper, we extend one of the optimization methods in Nagai, Yanagihara and Satoh (2012) into the estimation method in Nagai (2011). Through numerical studies, we show some properties of each optimization method.

Fairness assessment in algorithmic decisions that affect individuals, such as credit scoring, often relies on parity measures calculated at the aggregate group level. Such measures may not reveal which individuals experience unfairness or which explanatory factors contribute to it. In this paper, we propose a rank-based framework that evaluates fairness through the distribution of model prediction errors, thereby linking fairness assessment with predictive accuracy and explainability. The framework combines Rank Graduation Fairness (RGF), its integrated measure AURGF, a centered Cramer–von Mises permutation test, and a feature removal procedure for fairness explainability. We evaluate the methodology using logistic regression, random forest, gradient boosting, and a multilayer perceptron. The simulation study shows that protected-group imbalance can reverse descriptive fairness comparisons, whereas the proposed inferential procedure correctly distinguishes fair from unfair mechanisms. Its application to HMDA mortgage data produces model rankings that differ from those obtained with classical fairness criteria. Tree-based models, rather than logistic regression, provide the strongest combination of predictive accuracy and rank-based fairness, while the fairness null hypothesis is rejected for all four models. The persistence of disparity across statistical, bagging, boosting, and neural network specifications, together with the feature removal results, indicates that the observed unfairness is not specific to a single algorithm or predictor, but is associated with group differences embedded in the characteristics of the lending data. These findings support a broader approach to trustworthy artificial intelligence that combines predictive accuracy, fairness measurement, statistical inference, and explainability.

Large language models (LLMs) have been rapidly improving in long-context tasks, powered by Chain-of-Thought (CoT) reasoning. However, the internal mechanisms underlying this improvement remain unclear. We investigate these mechanisms through a needle-in-a-haystack (NIAH) counting task, where an LLM is asked to count the number of records dispersed in a long text. Across twelve model comparison groups, Thinking (or reasoning) improves counting accuracy over Non-thinking, with pronounced gains at larger counts. This motivates our mechanistic analysis, which identifies two contrasting mechanisms: (i) broad retrieval, where Non-thinking models broadly attend to multiple needles; (ii) targeted retrieval, where Thinking models use enumeration in CoT traces to successively retrieve needles. Targeted retrieval concentrates attention on individual needles and is accompanied by more compact internal representations. Moreover, causal intervention analysis suggests that Thinking models use the CoT trace to maintain and update an internal counter as needles are successively retrieved, even without explicit numbering. In small controlled experiments, both retrieval mechanisms and counter states emerge under standard autoregressive training. Together, our results connect long-context retrieval with representation geometry of counting, supporting a state-tracking account of CoT reasoning.

Regional seismic assessments often assign structural properties by building archetype, limiting their representation of building-specific responses. This study develops a modular physics-regularized framework for identifying equivalent single-degree-of-freedom Bouc–Wen models from seismic input–response histories. A differentiable forward solver enables joint estimation of hysteretic parameters and viscous damping through an objective combining response matching with independently weighted dynamic-equilibrium and hysteretic state-evolution residuals. Before regional application, synthetic systems and four-story steel-frame hybrid simulation data are used to evaluate identification and prediction under unseen inputs, showing improved parameter estimation relative to a genetic algorithm and improved predictive performance with physics regularization, respectively. The framework is then applied to a numerical benchmark of 14,280 buildings in Milpitas, California, using models identified from simulated responses to a smaller earthquake to predict responses under larger scenarios. With the inventory, ground-motion inputs, and damage-and-loss models held fixed, archetypal and response-informed portfolios yield distinct damage-fraction distributions and substantially different structural repair costs. For the earthquake scenario with moment magnitude $M_w=6.8$, the response-informed portfolio yields a mean structural repair cost nearly twice that of the archetypal portfolio, despite nearly identical mean damage fractions. These results highlight the influence of structural model assignment on regional damage and loss estimates and the importance of incorporating building-specific response information into regional assessment.

Mental health support hotlines log help-seeking call attempts in real time, yet limited service capacity allows only a small proportion of calls to be answered and assessed. The time of every attempt is recorded, whereas issue types and marks such as caller demographics and crisis severity are observed only for assessed calls. Caller anonymity also prevents linking repeated attempts to the same individual. Nevertheless, service planning and crisis monitoring require estimating unassessed demand, recovering temporal patterns in call content, and quantifying how much the partially observed marks improve these estimates. We develop a Joint Marked Dynamic Factor Model (JM-DFM) in which a shared low-dimensional latent state drives attempt intensity, issue composition, and mixed-type mark distributions. We establish identifiability, prove consistency of the proposed sieve estimator, and show that incorporating marks improves the asymptotic estimation precision. The proposed framework is then applied to records of 68,371 call attempts to China's national 12356 mental health support hotline. We estimate that about 35 unassessed attempts per day involve suicidal ideation, representing a higher proportion than among assessed calls. Incorporating the marks narrows the latent-state uncertainty bands by 18% to 49%, most during periods with few issue-labeled calls.

High-frequency athlete-tracking data can be summarized as quantile cubes (Thomas and Hannig, Journal of Quantitative Analysis in Sports, 2026): counts of time spent in bins of velocity, acceleration and movement angle. In our application each athlete-match session has 100 such bins, with counts from under a hundred to several thousand. Whether a bin's negative binomial distribution is close to normal depends on its shape, the product of mean and dispersion, not on the count alone. We develop a hybrid generalized fiducial framework that uses exact negative binomial structural equations where the estimated shape is small and moment-matched normal approximations where it is large, providing uncertainty quantification for hundreds of regression and dispersion parameters without a prior. Only the normal components contribute to the fiducial Jacobian, which is block diagonal in closed form, and we prove a Bernstein-von Mises theorem for the correctly specified hybrid model. Simulations show near-nominal coverage, agreement with a flat-prior Bayesian analysis, and that the partition should be based on the estimated shape rather than on the mean or the observed responses. In 216 sessions from 17 professional women's soccer athletes, the estimated position and age effects concentrate at the velocity extremes and highest accelerations, but an athlete-level permutation check shows these patterns cannot be distinguished from label noise.

Global Dust Storms (GDSs) dominate the Martian climate, yet the mechanisms of dust lifting, transport, and deposition remain poorly constrained because in situ observations are limited: landers are stationary, and their Radioisotope Thermoelectric Generators (RTGs) contaminate local measurements. Our solution is a swarm of lightweight, wind-propelled spherical rovers – Dust Rovers (DRs) – that follow natural wind patterns to collect high-spatial-resolution in situ dust data during storms. Here, we quantify the dispersion and communication connectivity of this robotic architecture. Using 625 wind states calculated using the Mars Climate Database (MCD) for the MY34 storm at the Curiosity site, we build a bivariate-normal model of the near-surface wind velocity and characterise its diurnal structure. Rover trajectories and swarm dispersion are propagated with three integrators: the Euler and fourth-order Runge-Kutta schemes for the deterministic dynamics, and a stochastic Ornstein-Uhlenbeck formulation that simulates turbulent gust forcing. Dispersion is controlled by the unmeasured gust correlation time: with a static rolling threshold enforced, the white-gust case (tau_g = Delta t = 1 s) provides a two-rover separation below 1 m over an hour (0.44 km over a sol), whereas correlation times of 10-60 s yield 6-25 m over an hour (1.4-3.3 km over a sol). We demonstrate that a 20-rover swarm needs only a 1.6-4.1 km per-rover range to remain connected over a sol, and stays connected across the plausible envelope – for gust amplitudes up to twice the nominal value with tau_g <= 60 s, and at the nominal amplitude up to tau_g ~ 150 s.

Tree-based scan statistics (TBSSs) are machine learning methods for disproportionality analyses. They simultaneously scan for thousands of hierarchically related health outcomes to detect potential signals of harm from drugs and vaccines, controlling for multiplicity. TBSSs have been extensively used to mine insurance claims databases to detect potential drug adverse events. Current TBSS implementations do not allow comparative safety evaluations with time-to-event outcomes. Explicitly accounting for event timing in analyses can improve power to detect signals compared to methods that use only event counts. We propose three TBSS methods that explicitly leverage event timing to detect potentially harmful effects of drugs. The first assumes proportional hazard rates for each node of the outcome hierarchy and uses a permutation scheme for inference. The second builds on exponential survival models for the terminal nodes of the hierarchy, assuming constant hazard rates at each node, and uses a parametric bootstrap for inference. The third uses robust asymptotic approximations of the hazard rates in connection with an approximate parametric bootstrap. We compare the proposed methods with standard event count based TBSSs in simulation scenarios. Finally, we present results from a database study comparing two glucose-lowering medications among adults with type 2 diabetes.

Reliable, timely crop-yield forecasts are essential for market stability and risk management, yet many approaches rely on costly or hard-to-scale inputs. We present a frugal, transferable, and architecture-agnostic deep learning framework that uses routine weather as the only time-varying input plus two lightweight static context inputs (crop year and an agro-environmental label) to capture long-run change and regional heterogeneity, while supporting multiple sequence encoders under identical data requirements. Using a 20-season Brazilian soybean case study (2001/02-2020/21) with leave-one-year-out cross-validation, we benchmark MLP, CNN, LSTM, CNN-LSTM, a Transformer encoder and the Mamba state-space model against linear ridge regression and a five-year moving-average "farmer" baseline. All deep learning variants outperform ridge, and all sequential encoders surpass the non-sequential MLP. The Transformer achieves the best national accuracy (RMSE 149 kg ha^-1; rRMSE 5.3%; R^2 = 0.784), reducing error by 47.6% relative to the farmer baseline. In-season forecasts improve monotonically from early- to late-season issuance, reaching approximately 50% lower error than the baseline at the latest forecast point. Ablations indicate that the agro-environmental label and spatial instance expansion (multiple grid-node weather sequences per municipality-year) contribute positively without increasing input complexity. SHAP diagnostics suggest crop year explains most of the long-run trajectory, whereas within-season weather and agro-environmental context primarily drive interannual deviations, with moisture/cloud and thermal-demand variables dominating. Overall, the framework is straightforward to deploy across other crops and geographic regions and is naturally compatible with operational weather forecasts for routine monitoring.

Diagnostic meta-analyses commonly assess small-study effects using the Deeks test, which tests for a study-size trend in the log diagnostic odds ratio. Under the hierarchical summary receiver operating characteristic (HSROC) model, this quantity reflects both latent accuracy and threshold unless the curve is symmetric. A threshold trend can therefore generate a log diagnostic odds ratio trend without a latent accuracy trend, or conceal an existing one. We develop a likelihood-ratio test of the latent accuracy trend under a common-shape binomial HSROC model, leaving the threshold trend unrestricted. Its null hypothesis states that the summary curve is unchanged across study sizes. A log diagnostic odds ratio test using the same binomial fit provides a comparison with a different null hypothesis. In simulations, the proposed test remained near its nominal level under its null and had higher power than Deeks with a latent accuracy trend alone. In a colorectal cancer review of faecal immunochemical tests, it detected a negative latent accuracy trend obscured on the log diagnostic odds ratio scale by an opposing threshold contribution. All three tests detected size trends for impedance plethysmography in deep-vein thrombosis, where the fitted curve was nearly symmetric. The proposed test distinguishes changes in the summary curve from changes in operating position.

Alcohol intoxication is a leading contributor to fatal and severe-injured e-scooterist crashes. Current countermeasures, such as temporal restrictions or pre-ride cognitive screening, cannot continuously assess an e-scooterist's physical motor control or impairment in real time. We conducted a controlled experiment in which 25 participants rode an instrumented e-scooter through a test track while sober and at two targeted blood alcohol concentration levels (0.05% and 0.08%). The e-scooter was instrumented with a six-axis inertial measurement unit (IMU), and throttle and brake lever position sensors, all sampled at 100 Hz. Two complementary signal features were computed: normalised permutation entropy, which quantifies temporal complexity, and standard deviation, which quantifies signal amplitude. Repeated measures correlation identified seven kinematic features (all IMU and throttle signals) whose entropy decreased (p < 0.001) while standard deviation increased (p < 0.01) with increasing intoxication, indicating that intoxicated riders shift from continuous, low-amplitude micro-corrections to fewer, high-amplitude reactive corrections. An entropy based multi-class logistic regression classifier, evaluated through leave-one-participant-out cross-validation, achieved 85% overall accuracy and a weighted one-vs-rest area under the receiver operating characteristic curve (AuROC) of 0.94, with a sober-vs-high AuROC of 1.00. Steering rate and lateral acceleration were the most important predictive features, indicating that alcohol induces a distinct collapse in lateral equilibrium during riding. Ultimately, these results demonstrate that onboard kinematic sensing combined with entropy-based signal analysis can reliably distinguish sober from intoxicated e-scooter riding, providing a foundation for automatic intoxication detection systems that preserve mobility for sober riders.

In the nearly unstable heavy-tailed regime of Jaisson and Rosenbaum, where the intensity of a linear Hawkes process converges to a rough square-root Volterra process, we ask what a record of length $T$ reveals about the relative distance to criticality $1-\rho$ and the exogenous rate $\mu$. For the first, the information is governed by $\mathcal I_T=T\mu(1-\rho)$, not by the number of events; $\mathcal I_T$ stays bounded although the event count diverges like $T^{2\gamma}$, so no estimator of the relative distance to criticality is uniformly locally consistent. For the second, the Fisher information diverges because the rough limit has an atom at zero: the asymptotic information geometry is singular in the exogenous direction and, unlike the light-tailed case, has no Feller-type threshold. We prove that the joint maximum likelihood estimator of $(\mu,\rho)$, whose likelihood is jointly concave, recovers $\mu$ consistently at the random rate $\{Q_T/\log\log Q_T\}^{1/2}$ given by the observed information $Q_T$, while its estimate of the relative margin is only tight: the exogenous rate is learned although the endogenous parameter it is coupled to is not. For empty-start records $Q_T$ diverges because the rough limit started at zero spends positive time at zero; on windows observed long after the start, still with the branching ratio unknown, learnability holds with probability tending to one as the window grows, through the ergodicity of the rough limit and the atom of its stationary law. We also prove finite-dimensional convergence of the stationary intensity to the stationary rough Volterra process.

The branching ratio $\rho$ of a self-exciting point process determines the branching margin $1-\rho$ to the critical boundary. We study inference on $\rho$ from a finite record for stationary Hawkes processes with completely monotone kernels whose slow relaxation mass obeys an envelope near zero rate. Slow excitation can then be exchanged for exogenous immigration; a spectral bound on the Kullback–Leibler rate and a coupling argument for the unobserved past give a minimax lower bound of order $T^{-\gamma/(2\gamma+1)}$ for a power-law envelope with tail exponent $\gamma$. A block-dispersion estimator whose block length grows as $T^{1/(2\gamma+1)}$ attains this rate. A quantitative central limit theorem, obtained from the cluster representation and a second-order Poincaré inequality on Poisson space, yields honest confidence intervals of nearly minimax expected length. For unknown $\gamma$, a Lepski-type rule adapts in probability at a logarithmic cost; free adaptation between memory classes is impossible, and honest intervals cannot adapt to lighter memory. Simulations are consistent with the rates.

Left-behind places are usually identified using economic, demographic and accessibility indicators, but these may not align with well-being and social cohesion. We combine ten years of territorial indicators with subjective measures derived from georeferenced social-media data for over 1,200 NUTS-3 regions in 28 European countries (2013-2023). Regional profiles and within-between panel models reveal uneven relationships: disadvantaged regions can display contrasting levels of well-being and cohesion, national context alters cross-country associations, and between-region differences diverge from within-region change. The findings show that aggregate measures conceal distinct forms and trajectories of territorial disadvantage.

In contemporary randomized controlled trials (RCTs), the number of patients is often small relative to the number of baseline covariates collected. In such settings, maximum likelihood estimators of conditional treatment effects in generalized linear models, along with their standard errors, may exhibit substantial bias. This study examines whether similar bias arises in G-computation estimators of marginal treatment effects, which are known for their robustness to model misspecification when applied with canonical GLMs. We develop theoretical insights, drawing on recent literature on G-computation under proportional asymptotic regimes, in which the number of covariates grows with the sample size. Specifically, we characterize the bias of the standard G-computation estimator and the leave-one-out G-computation estimator under such high-dimensional settings. Monte Carlo simulations using linear and logistic outcome models are conducted to evaluate practical remedies for G-computation estimators, including covariate selection, cross-fitting, leave-one-out cross-fitting, and small sample corrections to standard errors. Further insights are derived from a re-analysis of the BestAIR trial data. Our findings provide guidance for the application of G-computation in modern RCTs, particularly when addressing challenges posed by limited sample size. Keywords: Covariate adjustment, covariate selection, high-dimensional, proportional asymptotics, targeted learning, cross-fitting.

Scenario analysis is widely used to stress test financial portfolios, yet conventional approaches often summarize scenario gains using point estimates that overlook dependence between stressed and unstressed risk factors. We develop a machine learning framework for quantifying uncertainty in realized next-day scenario gains through prediction intervals whose widths can be calibrated online. Adaptive conformal scenario analysis (ACSA) calibrates scenario-specific quantile predictions and provides a long-run empirical coverage guarantee over realized scenarios. Our main method, kernel scenario analysis (KSA), estimates scenario-conditional quantiles directly from the specified stress and current market information. KSA can also be combined with ACSA to obtain online-calibrated prediction intervals. In experiments designed to reflect real-world markets, conventional scenario analysis can substantially understate risk, including for portfolios that appear safe under standard stress tests. Our proposed methods achieve better calibration and sharper intervals than empirical-quantile baselines. Overall, the framework moves scenario analysis beyond point estimates by quantifying predictive uncertainty and providing tools for statistically validating scenario gains.

Bilateral data from paired body parts are common and correlated in clinical studies. Classical frequentist methods perform poorly in small or sparse datasets. This paper develops a Bayesian framework for bilateral data with multiple groups under Dallal's model. We derive three objective priors (uniform, Jeffreys', and Bernardo's reference priors) and propose a range-based posterior testing procedure, combined with a decision rule, to test the homogeneity of risk differences, with the equivalence margin calibrated. Monte Carlo simulations evaluate empirical Type I error rates, powers, and interval estimation properties. Results show that the Bayesian methods achieve accurate coverage probabilities, narrower confidence intervals, and better Type I error control than the frequentist Wald approach, especially in small-sample and sparse-data settings. We illustrate the methodology with two real datasets. The proposed framework provides a robust and flexible tool for multi-group bilateral data analysis.

We answer the question posed in the title with a nonlinear mixed-frequency vector autoregression, estimated with Bayesian additive regression trees. The model combines monthly macro-financial variables with quarterly bank lending survey data, and identifies the dynamic responses from high-frequency policy surprises. Sign asymmetry dominates; a tightening produces monetary policy transmission mostly in line with the theoretical predictions, whereas easing of any size produces mostly insignificant responses. Peak effects vary with initial conditions, while several common, predefined regime splits do not yield considerable differences in the propagation of the shocks.

Spherical data appear in various applications, including cosmology and the Earth sciences. A standard statistical model for such data employs isotropic spherical random fields. The isotropy assumption may be unrealistic for many real-world datasets. Also, in various applications such as cosmology, only a single realisation of the field is observed, making isotropy impossible to assess through repeated sampling. This paper considers an alternative anisotropic model, referred to as diagonal anisotropy. To test isotropy against diagonal anisotropy, we develop score and cumulative-sum-type tests. Their asymptotic properties and Monte Carlo-based alternatives suitable for moderate sample sizes are established. The performance of the proposed methods is illustrated by numerical studies via applications to simulated data and to actual Planck cosmic microwave background radiation observations. The tests are also applied to three Planck SMICA cosmic microwave background radiation maps and demonstrate how results can vary for different data releases and map construction procedures.