Papers

Treatment efficacy is traditionally demonstrated on the basis of a single primary outcome. However, clinical decision-making usually requires consideration of multiple outcomes, balancing expected benefits against potential risks. The relative value assigned to these outcomes varies substantially from one patient to another. Given a preference rule over outcome profiles, treatment effects and optimal policies can be defined and estimated. Such a rule is rarely available in practice: it must itself be estimated from pairwise comparisons of outcome profiles, which are costly to collect from clinical experts. We propose an active learning framework that selects which comparisons to query. Standard criteria maximize the information gained on the preference rule itself. We instead target the quantities of interest, and select the query that most reduces uncertainty on the treatment effect and on the optimal policy induced by the learned rule. Under a Gaussian process model of the preference rule, we derive a closed-form approximation of this criterion. On semi-synthetic data built from a Parkinson's disease cohort with 13 clinical outcomes, our criterion achieves lower treatment effect estimation error and lower policy regret than existing criteria at equal query budget.

Whether a mortality model needs a Makeham term, the constant representing background mortality, is commonly decided with a likelihood-ratio test. The constant cannot be negative, so testing its absence places it on a boundary, where the usual chi-squared calibration fails. Assuming independent Poisson death counts and standard regularity conditions, we show that when the constant is the only parameter on a boundary the statistic converges to an equal mixture of a point mass at zero and a chi-squared distribution with one degree of freedom: at the 5% level the critical value is 2.71, not 3.84. We state conditions under which the correction holds for Makeham models, verify them for Gompertz–Makeham and gamma-Gompertz–Makeham, and quantify the information about the constant, which fixes the local power, the smallest detectable term, and the loss of detectability as the age window narrows. When a gamma-frailty variance is estimated at a true value of zero, the limit is no longer a chi-squared mixture and the correction rejects too often. Monte Carlo experiments show the conventional cutoff rejecting at half the nominal level, a correctly calibrated test missing a term at its detection threshold in most samples, and excess rejections persisting as exposure grows.

The dynamics of cells, organisms, and fluids are often modeled as probability distributions evolving over time. Reconstructing and extrapolating this evolution from unpaired snapshots requires assumptions about the underlying process. Wasserstein gradient flows are a common choice, but they cannot describe conservative or periodic dynamics. Lagrangian mechanics in Wasserstein space covers both, but existing methods for learning it are simulation-based: they run a numerical solver at every training step, which makes training expensive. We propose Double-Stitch, a simulation-free method that learns these mechanics by penalizing the residual of the equation of motion along a learned population path. We derive this equation from a Clebsch variational principle that does not require gradient velocities, and show that the residual vanishes exactly when the equation holds. We test Double-Stitch on synthetic, single-cell and ocean vortex datasets and find that it matches or outperforms gradient-flow methods and simulation-based WLM on most tasks, while training $4$-$14$ times faster than WLM. We provide a JAX implementation of Double-Stitch at https://github.com/BasisResearch/stitching.

Hawkes processes are widely used to model temporal point patterns exhibiting self-exciting behavior. In this work, we consider a Hawkes model with a baseline intensity depending on a set of dynamic covariates and an exponential triggering function. A Bayesian approach is applied to variable selection in this context. Spike-and-slab priors are proposed to enable a parsimonious choice of relevant variables. We also provide practical simulation procedures for the fitted covariate-driven Hawkes model, which support posterior predictive checks and probabilistic forecasting. This approach is illustrated by the example of spore release of Venturia inaequalis, the fungus responsible for apple scab disease. We study the dependence of primary spore releases on environmental covariates and highlight the self-exciting behavior of subsequent releases. The Bayesian framework also provides a natural basis to forecast future spore releases. By delivering interpretable posterior inclusion probabilities alongside uncertainty-aware predictive risk bands, this new methodology provides a rigorous foundation for managing temporal event risks driven by both external environmental forcing and internal contagion.

Gross Domestic Product (GDP) is widely used to guide economic and social decision-making, but it provides only a partial view of wellbeing. For this reason, the European Union (EU) has launched initiatives to monitor sustainable and inclusive wellbeing beyond GDP, developing indicator frameworks that cover dimensions such as health, education, environment, and social inclusion. These indicators are naturally grouped into thematic areas, and policymakers are interested in understanding how these areas contribute to global wellbeing and which indicators explain differences across countries. However, such data are high-dimensional, contain missing values, and may include anomalies affecting entire observations, specific thematic areas, or individual indicators. We introduce blockwise outliers and propose bloccPCA, a robust multiblock PCA method that simultaneously handles casewise, blockwise, and cellwise outliers, as well as missing values. The method provides robust global components to summarize the overall structure of wellbeing, while preserving thematic-area contributions through robust blockcomponents. It also yields diagnostic tools to identify whether anomalies arise at the case, block, or cell level. Monte Carlo simulations and an application to the EU wellbeing dataset show that bloccPCA provides valuable insights into sustainable and inclusive wellbeing.

We introduce a set of consequence-based measures that quantify the misclassification arising from imperfect reliability in multi-item psychometric scales. Particular attention is given to the probability of individuals in extreme latent-trait percentiles being correctly identified from their observed scores. These cost functions provide a principled and interpretable way to characterise how inadequate reliability distorts classification and reduces the informational value of test scores. We also examine methodological issues in estimating reliability under common-factor models, with emphasis on McDonald's omega and the construction of accurate confidence intervals. To address the computational burden of model fitting, especially in small samples, we derive a modified version of Cronbach's alpha that closely approximates omega when the common-factor model holds. This estimator has comparable sampling variability to omega while requiring no parameter estimation, offering a practical and computationally efficient alternative. y

Test-driven development gives AI coding agents executable requirements for implementing software. Because these agents can adapt their implementations to the examples they observe, passing a predetermined collection of tests can leave substantial parts of the intended behavior unimplemented. We propose Generative Test-Driven Development (GTDD), a formulation of test-driven development in which a separate testing agent generates new inputs after each candidate implementation is fixed, using a human-specified behavioral contract and the feedback from earlier rounds. A trusted evaluator checks these inputs, returns reduced counterexamples to the coding agent, and saves them for regression testing, so development continually confronts failures beyond the initial examples. We characterize the evidence that this process provides through a finite-population analysis of false acceptance under adaptive candidate selection. The resulting bounds quantify how test visibility and repeated feedback affect acceptance, and show that fresh random audits after candidate commitment control false acceptance across development rounds. In a paired experiment on a stateful key-value store, both policies that regenerated tests during development ended with lower mean failure rates than the policy whose tests were generated once by the same language model, and giving the tester the candidate's source produced no detectable additional improvement. Further conditions requesting equal numbers of tests did not isolate any single feature of the policies as the source of this difference. GTDD combines this adaptive development feedback with established regression tests and an independent acceptance rule.

With the advance of measurement technologies and increasing computing power, large spatial data with heterogeneous structures are often collected over high-dimensional domains. Existing Gaussian process (GP) models and computational strategies are often inadequate for analyzing such datasets in multi-dimensional domains. To address these challenges, we develop a Bayesian residual tree GP methodology called ResTGP for large spatial data with potentially heterogeneous structures in multi-dimensional domains. The key idea is to decompose a Gaussian process at a cascade of resolutions along a dyadic tree through iteratively computing predictive and residual processes so that the residual process on each tree node, both interior and leaf, becomes sufficient for the finer-level dependency within that node. This allows characterization of the underlying covariance structure in a flexible, multi-scale manner while achieving divide-and-conquer on the data domain, which leads to computational efficiency. To allow efficient tree inference, we introduce a computational strategy for Bayesian inference based on recursive message passing, which scales linearly with the sample size given the tree. This paper also proves posterior consistency of the model for estimating continuous functions in a nonparametric regression framework. Extensive numerical examples and the storm surge application confirm the advantages of the proposed method.

For a given point forecaster, proportional-integral-derivative (PID) calibration configurations can attain similar overall coverage yet produce different interval widths. We introduce PID-Expert, an online aggregation method for improving the efficiency of conformal prediction intervals for time series. PID-Expert combines thresholds from a fixed library of PID calibrators, each evolving under its own coverage feedback. Aggregation weights depend on normalized interval width and miscoverage, while a shared multiplier adapts the miscoverage penalty using feedback from the reported interval. We establish local regret bounds for weighted expert losses under the realized multiplier sequence and, separately, a pathwise upper bound on time-averaged aggregate miscoverage, with control in expectation and almost surely under a stability condition. Across four simulation settings and two real-data applications, PID-Expert produces narrower mean intervals than a prespecified Conformal PID benchmark while keeping overall empirical coverage close to the nominal level. Compared with expert selection and equal averaging, aggregation generally provides a more balanced coverage–width trade-off across forecasting settings. Rolling analyses further reveal local coverage–efficiency trade-offs, particularly following abrupt distributional shifts. Overall, PID-Expert reduces reliance on a single PID configuration while improving interval efficiency.

Diffusion models are highly developed in continuous spaces for image and video domains. Recently, major advances have been made for discrete diffusion models for categorical data, specifically in the language domain. In contrast, diffusion models for discrete integer-valued data are less developed, despite the prevalence of this modality, ranging from images and music to gene counts. We introduce Jumping Up and Down (JUD)—a new family of denoiser-based diffusion models for discrete ordinal data. This is the first family of diffusion models for ordinal data which centers around training denoisers, which at the same time allows for bi-directional (up and down) perturbations of the data. The simplicity of the training objective, combined with the flexibility of bi-directional perturbations, leads us to obtain competitive results across different data modalities.

Boolean factor models, including prominent subfamilies such as Boolean matrix decompositions and cognitive diagnosis models, find broad applications ranging from social sciences to engineering. Despite their flexibility, a key challenge lies in establishing the identifiability of their graphical structures, which specify how latent variables influence observed variables. Existing identifiability conditions typically rely on the strong assumption of pure nodes, which may be unrealistic in many applications. We develop a novel approach leveraging the Hasse diagram to represent the distribution of observed variables and transform identifiability into a graph isomorphism challenge. Based on this, we establish sufficient and necessary graphical identifiability conditions that do not require pure nodes. We further derive equivalent algebraic conditions and develop an efficient Boolean satisfiability (SAT)-based verification algorithm. We extend the analysis to probabilistic Boolean factor models, establishing conditions for jointly identifying the graphical structure and additional model parameters without requiring pure nodes. Our results substantially broaden the class of identifiable and interpretable Boolean factor models by removing the pure-node requirement, yielding new theoretical insights, while also providing practitioners with a concrete and easily implementable tool to assess model identifiability.

Covariance estimation is a key component of many applications in system identification and data-driven control. Although heavy-tailed distributions may lack a covariance matrix to estimate, the shape matrix provides a well-defined, scale-free generalization for the broad family of elliptical distributions. In this setting, practitioners often employ Tyler's M-estimator (TME), which is defined implicitly and is computed using a fixed-point iteration. The spatial sign covariance matrix estimator (SSCM) offers a much simpler alternative: it corresponds to one iteration of TME. Yet, the SSCM has been largely regarded as an inferior estimator due to its statistical inconsistency under fixed-dimensional asymptotics. By contrast, using second-order tools from random matrix theory, we establish that, under standard assumptions, SSCM asymptotically dominates TME in Frobenius risk when dimension and sample size grow proportionally. This advantage arises from implicit regularization, which reduces variance at the cost of a bias that vanishes as the dimension grows. Numerical experiments support the theoretical predictions even at moderate dimensions.

In multiple-baseline experiments, staggered adoption designs, and stepped-wedge trials, every unit switches once from baseline to treatment at a randomized onset time and remains treated afterward. The treatment onsets in these designs are absorbing. Since such experiments often involve few heterogeneous units, randomization tests of the sharp null of no effect on any unit-period cell are common. Rejecting this null, however, implies that some effect exists somewhere, not that it is large, positive for most unit-periods, or persistent. To improve on this limitation, we study what can be established via randomization tests for bounded and quantile nulls on cell effects in absorbing onset designs. Under the assumption that a cell's potential outcome depends on its current treatment status and not on when treatment began, we establish finite-sample validity for both tests. We then develop the power theory for the bounded-null tests with a fixed number of units $N$ and a growing series length $T$ admitting $K_T$ onsets. The $p$-value against a fixed alternative decays as $K_T^{-N}$ up to a factor polylogarithmic in $T$, with lower bounds of the same order, so the onset window, not the series length, determines the power. Theory-implied guidelines for experiment planning are also provided.

In certain clinical areas, relative effect measures are believed to remain more constant across populations than absolute measures. This suggests that exchangeability assumptions on the relative scale may be more plausible than those on the absolute scale. Despite this, most methods for extending trial results to a target population rely on strong and often implausible distributional exchangeability assumptions between the trial and target population (distributional transportability). We propose identification results for failure-time outcomes under a more plausible assumption of exchangeability on the relative scale, focusing primarily on the risk ratio (risk ratio transportability). We applied these methods to estimate the effect of screening strategies on all-cause mortality, using data from the National Lung Screening Trial (NLST) to a nationally representative target population from the National Health Interview Survey (NHIS). All-cause mortality data was available from NHIS, along with no confounding of screening, allowing a falsification assessment of the distributional transportability analysis against the observed baseline risk.We found that this approach substantially underestimated mortality risk. In comparison, the risk ratio transportability approach produced reasonable estimates that matched the baseline risk.Thus, assumptions on relative scales may be more plausible in certain settings where distributional transportability fails.

We consider estimating the conditional distribution of a multivariate outcome given covariates when its coordinates may be continuous, binary, categorical, ordinal or rankings, and are conditionally dependent on one another. Different statistical methods have been developed for each outcome type, and most of them target a summary of the conditional distribution, such as the mean of each coordinate, rather than the joint distribution of the outcome vector. We develop generalized engression models, a unified nonparametric distributional regression framework for outcomes of any type. The proposed method builds upon engression, a scoring-rule-based deep generative model, and introduces a data-type-specific link function and a stochastic perturbation that smooths the loss, enabling gradient-based training even with discontinuous links. We establish universal representation results for continuous, discrete and mixed outcomes. In simulations and in two applications, 242 species in a community ecology benchmark and a 17-dimensional mixed-type health outcome, the method matches type-specific models on marginal scores, improves on them on the joint distribution, and matches or exceeds purpose-built state-of-the-art joint species distribution models. Software is available in Python.

The predictively oriented posterior offers principled uncertainty quantification, even under model misspecification. However, it does not admit an explicit density and therefore cannot be computed using classical Monte Carlo sampling algorithms. We remedy this by deriving an approximation to the predictively oriented posterior whose density can be evaluated point-wise, and whose approximation error decays rapidly. These results are illustrated on case studies from epidemiology, spatial statistics, and low-energy nuclear physics.

Influential Outlier Detection is developed for mixed-effects models on clustered data. The Influential Outlier Metric is defined as a combination of SHapley Additive exPlanantion (SHAP) values and model residuals, both of which undergo a change of measure transformation. Building on previous work showcasing the suitability of using Normalizing flows to map arbitrary distributions to a flexible base distribution for statistical inference, the Normalizing Flows are constructed to allows contextual information and also provide a goodness of fit diagnostic for model evaluation. The use of SHAP values in the construction moves away from model specific tools and instead provides point-wise model agnostic influential outlier. The advantages and limitations of this approach are examined in several models including the linear model, the random forest, and gradient-boosted trees.

In this paper we explore and extend the state of the art for understanding the skill and utility of early warnings of critical transitions (tipping points) in forced nonlinear systems. We highlight some of the challenges and opportunities of transforming estimates of a dynamics-based early warning system, based on trends in stability or resilience into forecasts with high skill. We highlight the importance of (a) quantifying consequences of possible actions in response to warnings that may be false negatives or positives (b) considering finite time horizon predictions to give verifiable predictions (c) assumptions necessary for valid extrapolations of trends. We evaluate approaches to improving the skill and utility of the forecast.

Refreshment samples are the standard remedy for panel attrition, and the identification results behind them maintain that participation does not change measurement. We characterize what a refreshment sample identifies about panel conditioning, modelled as a deterministic monotone map at reinterview, when attrition is unrestricted. A candidate map is consistent with the data if and only if the retention-scaled distribution of the stayers' implied latent outcomes is setwise dominated by the refreshment distribution; every such map is rationalized by an explicit attrition process. Without attrition the map is identified on the latent-outcome support; with attrition, a density-ratio condition governs the identified set, and tail behaviour alone does not determine it. For an unrestricted map the survivors' mean effect has the familiar trimming bounds; for an item with all categories reported, the model reduces to a test of no conditioning. Within a cohort, other waves, dropout patterns and entry-wave items leave the set unchanged unless restrictions link selection across waves. Under explicit selection restrictions, survival matching, symmetric matching and entry-wave correction identify survivor effects. We derive their biases and give rank conditions under which refreshment schedules identify curvature in the conditioning path. A Japanese panel illustrates the results.

We investigate distributional properties of the centered Erdős–Rényi distribution (Lunagòmez et al., 2021) and propose a semi-conjugate Bayesian approach to multiple network data. In simulations, both Gibbs sampling and empirical Bayes accurately recover network summaries, with the latter scaling efficiently with network size. As a companion to this note, we provide the R package BayesCER, which implements the proposed methodology.

Skew-symmetric probability distributions provide a principled mechanism for incorporating gradient information into Markov chain Monte Carlo algorithms. Here we review the (preconditioned) Barker proposal, a Metropolis–Hastings algorithm built on skew-symmetric distributions, and motivate its design. We then introduce three natural extensions. First, we propose coordinate-free variants of the Barker algorithm. Second, we introduce a Gibbs-style Barker algorithm that re-evaluates the gradient at each partially updated coordinate. Third, we derive a simplified manifold Barker algorithm, producing a manifold sampler with enhanced robustness compared to natural comparators. Numerical experiments demonstrate that the Gibbs-style variant improves raw sampling efficiency on correlated targets, that the coordinate-free variants offer limited practical advantage over the standard Barker proposal once computational costs are accounted for, and that the simplified manifold Barker algorithm can achieve significant advantages over simplified manifold MALA when the local geometric structure of the target is irregular or unreliable.

Disentangling shared (joint) structures from source-specific (individual) variations is a fundamental task in multi-source data integration. Existing joint-individual models often rely on computationally intensive optimization or loose spectral bounds, leading to suboptimal separation accuracy and poor scalability. In this paper, we propose the Multi-Source Sequential Alignment Test (MSSAT). MSSAT leverages the geometric observation that true joint components manifest as closely aligned score subspaces across different data sources. By deriving the asymptotic null distribution of our alignment statistic, we develop a rigorous, resampling-free sequential testing procedure to accurately estimate the joint rank. Extensive simulations and real data applications, including a TCGA multi-omics dataset, demonstrate that MSSAT achieves superior separation accuracy and substantially faster computation compared to competing methods.

Spatio-temporal Hawkes processes are widely used to model self-exciting event data, but conventional inference methods require access to the occurrence time and location of every event. In many applications, however, observations are available only as counts aggregated over temporal intervals and spatial regions. We propose a spatio-temporal coarse-grained Hawkes process, a discrete-time count model that approximates aggregated observations generated by an underlying spatio-temporal Hawkes process. The proposed model constructs effective excitation kernels by averaging the temporal and spatial triggering effects over spatio-temporal bins while explicitly incorporating excitation occurring within the same temporal bin. This formulation enables direct modeling of aggregated count data without introducing latent event times or locations. We characterize the first- and second-order properties of the proposed process and derive asymptotic approximation errors for the stationary mean and autocovariance relative to those of the corresponding aggregated Hawkes process in the joint limit of fine temporal and spatial discretization. The analysis shows that the proposed model provides a higher-order approximation than the conventional binned Poisson approximation by accounting for intra-bin excitation. Numerical experiments confirm the theoretical results and demonstrate accurate approximation over a broad range of aggregation scales. We further develop a moment-based estimation procedure and apply the proposed framework to earthquake occurrence data through an aggregated Epidemic-Type Aftershock Sequence (ETAS) model. The results indicate that the proposed approach provides a computationally efficient alternative for inference and prediction from spatio-temporally aggregated event data.

Statistical validation takes time, and alpha can decay before the evidence justifies deployment. We quantify the surviving opportunity through Certified Alpha Capacity: the maximum expected value remaining under prescribed false-deployment and power constraints. In a canonical Gaussian experiment, we derive an exact certification frontier and the sharp law $\mathcal K_{\alpha,\beta}/\log(1/\varepsilon)$ for residual information capacity just above it. Near the frontier, a single interim decision can preserve orders of magnitude more capacity than fixed-time testing. Mapping information into cash reveals why equally certifiable signals can retain different economic values. In the specified competitive equilibrium, lifetime information approaches the certification frontier exponentially as research costs vanish.

The nonparametric maximum likelihood estimator (NPMLE) of a Gaussian location mixture maximizes the likelihood over the infinite-dimensional space of mixing distributions. The maximizing mixing distribution can be nonunique, and the classical bound on its number of atoms grows linearly with the sample size $n$. We show that a vanishingly small random perturbation of the likelihood yields exact polylogarithmic sparsity. The resulting randomly reweighted NPMLE maximizes a weighted likelihood whose independent weights, taken to be Gamma in our analysis, concentrate around one as $n$ grows. With high probability, it is unique, has $O\{(\log n/\log\log n)^d+\log n\}$ atoms in dimension $d$, nearly maximizes the ordinary likelihood, and estimates the mixture density at a Hellinger rate that is parametric up to logarithmic factors. This sparsity holds for the estimator itself, not for an approximation of it, and requires no support penalty. The proof rests on an effective-dimension principle for positive kernel mixtures: low-dimensional variation of the fitted values controls the support of every extreme point of the set of maximizers. Numerical illustrations verify that the reweighted NPMLE has Hellinger risk and support size comparable to those of the ordinary NPMLE.

Density peak clustering (DPC) connects each observation to its nearest neighbor of higher density and identifies cluster centers as high-density observations with unusually large nearest neighbor uphill shifts. The resulting uphill paths from observations to cluster centers, however, can be irregular and unstable in low-density regions, making the clustering assignments sensitive to local perturbations and obscuring the population geometry of the DPC graph. In this paper, we introduce gradient-guided density peak clustering (GGDPC), which performs a gradient ascent step before each nearest neighbor uphill search. We develop a stability theory that relates the GGDPC graph to the gradient ascent flow of the population density. In particular, we establish consistency of GGDPC under five complementary criteria: recovery of local modes, adjusted Rand index, dendrogram (cluster tree), path length, and waterfall measure. Together, these results provide new statistical, geometric, and topological interpretations of DPC-type clustering algorithms.

Dynamic treatment regimes (DTRs) are sequential decision rules that individualize treatments to each patient at each treatment stage adapting to their past clinical course. Existing literature typically accommodates each individual's medical history, but overlooks a patient's preferences. We propose a method that incorporates a patient's latent preferences through data augmentation into a tree-based reinforcement learning method to estimate optimal dynamic treatment regimes for multi-stage, multi-treatment settings. For each patient at each stage, we derive the posterior distribution of preferences given responses to a questionnaire, and then subsequently weight multiple outcomes with the estimated preferences to identify the optimal stage-wise personalized decision. For multiple stage situations, we grow a decision tree at each stage and implement the algorithm recursively using backward induction. Our proposed method, named Augmented Patient Preference incorporated Reinforcement Learning (APP-RL) is robust, efficient, and leads to interpretable DTR estimation. The finite-sample performances of the proposed method has been thoroughly evaluated through simulation studies.

As artificial intelligence is increasingly deployed, algorithmic unfairness has raised growing concerns and intensified demands for transparent fairness auditing. In practice, the tolerable degree of algorithmic unfairness depends on the specific legal, ethical, or application context. Given a prespecified tolerance threshold, an important statistical question is how to determine whether a group disparity exceeds the allowable tolerance across different auditing objectives. To address this problem, we develop a unified tolerance-based fairness auditing framework for two complementary auditing objectives: violation certification, which prioritizes control of false violation declarations, and sensitivity screening, which prioritizes reducing missed violations. For the first objective, we develop a constrained empirical likelihood test for formal settings that uses least-favorable-point calibration and can be combined with false flagging rate control for simultaneous subgroup auditing. For the second objective, we develop split empirical likelihood and adjusted split empirical likelihood tests using an adaptive boundary-proxy principle for early-warning settings. Numerical experiments show the distinct error-control–sensitivity trade-offs of these procedures. A COMPAS analysis illustrates the framework in predictive fairness auditing.

Before a machine learning model ships, it often has to pass a suite of automated tests. Requiring every test to pass looks safe, yet it can reject many models that would have served users well, and it does not say how trustworthy a passing model actually is. We treat the release gate as a design problem: choose how many tests a model must pass so that cleared models meet a stated reliability target, while keeping as many good models as possible. A two-class latent-factor model makes both costs explicit and reduces each calculation to a one-dimensional integral. We prove that when both classes share the same latent correlation, a stricter gate always raises reliability, so the gate that keeps the most good models is the most lenient one that still meets the target. Under pass-all gating, any reliability target short of perfection is attainable within the model, but the share of good models kept tends to zero as the suite grows. Correlation between tests sets the price. In one configuration, a 99 percent target needs 8 independent tests, but 74 tests at a latent correlation of 0.3 and 5,182 at 0.5, where the gate keeps fewer than one good model in ten. We also give a validation procedure, built on exact binomial bounds, that certifies a gate from labelled data even when the gate is chosen from a fixed shortlist.

Pleiotropy, the phenomenon in which a single genetic variant influences multiple traits, is a fundamental feature of genome biology and an important consideration in statistical genetics. Many statistical methods exist that leverage pleiotropy to increase the power of association tests, but they are often designed to identify SNPs which are associated with at least one of the underlying traits. Only a limited number of methods exist for identification of “strict pleiotropy”, i.e. those associated with more than one trait, but these methods are either restricted to a small number of traits or become computationally challenging as the number of traits increases. In this paper, we develop two testing procedures to identify SNPs under strict pleiotropy and determine the corresponding minimum number of associated traits. Both methods rely only on z-scores available from genome-wide association studies (GWAS) and are applicable to independent as well as correlated traits. The first procedure is frequentist in nature and is designed to control the family-wise-error rate. The second procedure is based on the local false discovery rate and provides improved power while maintaining FDR control. We conduct extensive simulation studies to compare the performance of the proposed methods with alternative methods for testing strict pleiotropy. Finally, we demonstrate an application of the proposed methods to Alzheimer's disease-related biomarkers for the goal of distinguishing SNPs that may represent biomarker-specific variations from those that are related to disease-relevant biology.