Papers

We present a methodology for analyzing node-level outcomes while experimenting with edge-level treatments in a population connected by an undirected graph. Under our design, nodes are randomly assigned to test or control, and each edge inherits the treatment of its endpoints, with conflicts resolved by randomization. We use each node's assigned status as an instrument for its treatment exposure. We show that the Wald estimator is consistent for the global average treatment effect (GATE), even when the edge weights used to construct the exposure are misspecified. We formalize the assumptions needed both in terms of the linearity of potential outcomes and the sparsity of the graph, and prove the asymptotic normality of the Wald estimator. The estimator is straightforward to implement, requiring no assignment simulations over the graph. Our Monte Carlo study demonstrates the strong performance of our approach in the context of a social platform.

Estimating extreme conditional quantiles faces two major challenges: understanding complex nonlinear relationships between variables and accurately extrapolating into the tails of the distribution, where data are sparse. To address both issues, we introduce a novel approach that combines the theoretical framework of block maxima with the predictive power of generalized random forests. The conditional distribution of maxima is modeled by a generalized extreme value (GEV) distribution whose parameters depend on the covariates and are estimated via a weighted maximum likelihood procedure, with weights derived from generalized random forests to capture complex high-dimensional structures. The conditional quantile estimator follows from the inversion of the estimated GEV distribution function. We establish theoretical results ensuring the existence and consistency of the proposed weighted maximum likelihood estimator. The method provides a robust and flexible framework for extreme quantile regression. The performance of the proposed approach is illustrated using simulated data, as well as an application to financial portfolio losses from stocks listed on the NYSE, AMEX, and NASDAQ.

Missing covariates are frequently encountered in supervised learning problems, and classical methods for estimation using such data use carefully chosen imputation schemes for missing data, or likelihood approximations that lead to nonconvex $M$-estimation problems. These methods and their relatives are suitable for scenarios in which the covariate distribution is known, and more broadly, have enjoyed tremendous success in linear models. But even in basic nonlinear problems such as logistic regression in moderate dimensions, such methods can experience drastic failure modes when the covariate distribution is unknown. Motivated by the need for reliable alternatives, we consider the problem of parameter estimation in logistic regression with missing covariates. Crucially, we operate in the assumption-lean setting where the covariate distribution is unknown (but bounded). We design a stochastic approximation method that is based on $Z$-estimation with a novel monotone operator, and establish that our algorithm is computationally efficient and achieves provable signal recovery at parametric rates under the hypothesis that covariates are missing completely at random. Our theory sharply characterizes the $\ell_2^2$ risk of the estimator in terms of the missingness profile, accommodating heterogeneous observation probabilities. Importantly, it shows that our method always outperforms the de facto “complete-case” estimator that ignores observations with any missing data. Even in the setting with homogeneous missingness (in which each covariate is observed independently with probability $q$), our bounds exhibit intricate and nonstandard dependence on $q$ that can yield significant improvements over using only complete cases. We complement our upper bounds with new information-theoretic lower bounds that show that this intricate dependence on $q$ is fundamental in a minimax sense.

Spectral methods are central to high-dimensional statistics and machine learning, underlying procedures for covariance estimation, matrix denoising, representation learning, clustering, and latent variable modeling. In this work, we focus primarily on spectral estimators for high-dimensional factor models, where leading singular vectors of the data matrix are used to estimate latent structure and covariance parameters. In many modern applications, however, data are collected across related but heterogeneous tasks, studies, domains, or populations. Applying such estimators separately to each task can lead to unstable estimates when sample sizes are limited relative to dimension, while completely pooling the data can obscure meaningful task-specific structure. We introduce Hierarchical Spectral Shrinkage (HSS), a scalable empirical-Bayes framework for partially pooling task-specific spectral estimators. The method regularizes the leading spectral directions of each task toward a data-adaptivelylearned common basis, while allowing the amount of shrinkage to vary across tasks and spectral components. The proposed estimator arises as the posterior mean in a surrogate Bayesian regression formulation of the empirical singular vectors. For factor models, HSS yields partially pooled estimators of the group-specific loading spaces and covariance matrices and can be combined with different spectral estimators by replacing their empirical singular vectors with hierarchically regularized counterparts. More broadly, the same construction provides a mechanism for extending spectral estimators to collections of related but heterogeneous datasets. We demonstrate substantial improvements in estimation accuracy and out-of-sample performance over separate, fully pooled, and shared-subspace approaches in synthetic experiments and multi-study gene-expression data.

The log-rank test is the standard tool for two-sample survival comparison and has good power against proportional-hazards alternatives, but it loses power against sparse hazard departures, in which the hazard difference is concentrated in a small number of time intervals whose locations along the follow-up are unknown a priori (Kipnis, Galili and Yakhini, Biometrika 2026). Weighted log-rank tests – Gehan-Wilcoxon, Tarone-Ware, Peto-Prentice, Fleming-Harrington – each impose a pre-specified temporal emphasis. Combination procedures such as MaxCombo and the Yang-Prentice short-term/long-term hazard-ratio model relax that choice, but still scan only a small dictionary of global temporal shapes and remain insensitive to sparse departures occurring outside them. We introduce lifelines-hc, a Python package extending the lifelines survival library with the HCHG test: Higher Criticism applied to per-interval hypergeometric p-values. HCHG applies to right-censored two-sample data and detects sparse hazard departures at unknown locations without committing to any temporal pattern. Across four clinical case studies – CheckMate 057 PFS (n=582), COMET-1 OS (n=1028), AZURE DFS (n=3359), and the Copenhagen Study Group for Liver Diseases cirrhosis trial (n=446, fully public individual patient data) – HCHG achieves p <= 0.014 in every dataset, while the log-rank test is non-significant throughout (p >= 0.26). MaxCombo and the Yang-Prentice adaptive log-rank test detect the delayed-benefit crossing in CheckMate 057 (p < 0.001) but are non-significant on the remaining three (p >= 0.24), where the departure is sparse or multi-window rather than a smooth short-term/long-term hazard-ratio pattern. lifelines-hc is freely available under the MIT license at https://github.com/alonkipnis/lifelines-hc and via pip install lifelines-hc.

Estimating small area prevalence of opioid misuse is critical for targeting public health interventions, yet direct measures are unavailable and related surveillance data are often reported on misaligned areal units. We propose a Bayesian Multiscale Integrated Abundance (MIA) model for estimating latent opioid misuse prevalence by jointly analyzing multiple indirect surveillance indicators observed on different geographic supports. The model extends existing integrated abundance models by representing all source geographies through a common set of atomic spatial units formed by the intersections of observed areal supports. Latent prevalence at the atomic level is modeled using a Fisher noncentral hypergeometric distribution, which preserves county-level prevalence totals while respecting local population constraints. To enable scalable inference, we develop a two-stage compositional Markov chain Monte Carlo algorithm that combines customized sampling strategies and parallel computing. Simulation studies show the proposed approach reduces bias and root mean squared error relative to common downscaling methods. We apply the model to Ohio data from 2010-2023, integrating state-level survey estimates, county-level counts of opioid overdose deaths and treatment admissions, and ZIP code tabulation area-level counts of emergency medical services naloxone administrations. Results reveal substantial within-county heterogeneity and identify localized areas of elevated opioid misuse prevalence that would be missed by county-level analyses.

The estimation of sums of functions of observable and unobservable variables is a long-standing problem in statistics, with applications in many domains. We consider this problem in Poisson mixture models, where empirical Bayes provides a natural framework but nonparametric theory remains limited. We develop a nonparametric empirical Bayes methodology based on regular and coarsened minimum-distance estimation of the unknown mixing distribution. For a broad class of such sums, we establish large-sample guarantees showing that the resulting plug-in estimates asymptotically merge with the oracle Bayes estimate. In particular, when the mixing distribution has finite support, we obtain a nearly parametric convergence rate, up to a logarithmic factor. We then provide a finite-sample analysis of two representative sums: the total intensity among units whose observed count does not exceed a fixed threshold, and the number of units whose observed count exceeds their latent intensity. For the total-intensity sum, we establish a lower bound on the minimax regret and derive upper bounds for both regular and coarsened minimum-distance procedures under compact-support and subexponential assumptions on the mixing distribution. These upper bounds match the minimax rate up to logarithmic factors, with the coarsened procedure in the compact-support setting matching the rate exactly when the coarsening level is fixed. The above-average sum displays a markedly different behavior: a lower bound on the minimax regret shows that bounded regret is in general impossible to achieve. We identify additional stability conditions under which bounded regret can be recovered up to logarithmic factors, and show that these conditions are automatically satisfied when the mixing distribution has finite support. Numerical experiments on both synthetic and real data illustrate the performance of the proposed methodology.

We study errors-in-variables problems in which a target study contains only a single error-prone surrogate of an unobserved exposure, while an external source study provides repeated surrogate measurements from a different population. The measurement error distribution is allowed to depend on the observed error-free variables, and the error-free variable distribution itself may differ between studies. We introduce a conditional transportability assumption that enables the use of external repeated measurements under source-target heterogeneity. Together with additional replicate-error conditions, it identifies the target conditional measurement-error distribution. Building on this identification result, we develop a data-fusion estimator for a broad class of target functionals. The estimator combines conditional deconvolution, flexible nuisance estimation, and orthogonal correction that reduces first-order sensitivity to nuisance estimation. For the proposed estimator, we develop a unified spectral theory covering both diffuse-spectrum and finite atomic-spectrum target functionals, derive a general asymptotic expansion, and establish consistency and target-specific convergence-rate bounds. The resulting convergence-rate bounds depend jointly on the spectral properties of the measurement error, the latent exposure, and the target functional. For finite atomic-spectrum targets, we further establish joint Gaussian and bootstrap limits, yielding inference for smooth moment transformations under an additional centering condition. In the reported simulations, Fuse-EIV has small bias for the primary exposure-related coefficient. Applications to the National Health and Nutrition Examination Survey illustrate how accounting for population heterogeneity and error heteroscedasticity can change empirical conclusions.

Many scientific studies allow costly auxiliary information to be collected during data labeling but not at deployment. Examples include diagnostic tests, laboratory assays, and expert evaluations. We study prediction under this deployment asymmetry, where auxiliary variables are selectively acquired during labeling under a budget constraint but systematically unavailable at prediction time, creating a missing-by-design problem that couples data acquisition, surrogate construction, and prediction. In this work, we introduce Active Learning with Cost-Adaptive Task Resource Allocations (ALCATRAs), a unified framework for selectively acquiring auxiliary information under resource constraints and leveraging that information to improve downstream prediction. ALCATRAs consists of two main components: a task-selection policy which strategically selects a sequence of cost-effective tasks for unlabeled data to perform, and a surrogate learning procedure which transfers knowledge from completed tasks to enhance model predictions. In theory, we show the effectiveness of surrogate models and sample-efficient task policies in improving the model's prediction error bound. Simulation studies and an application to the UCI heart disease cohort demonstrate improved sample efficiency of the proposed ALCATRAs framework relative to baselines under the studied settings.

CoVariance Neural Networks and their extensions have emerged as effective tools for processing multivariate data, deriving graph shift operators directly from second-order statistics. These architectures, however, are designed for independent and identically distributed observations and do not fully capture the joint structure of temporal and cross-variable dependencies in multivariate time series. In this work, we introduce Inverse Cross-Spectral Neural Networks (iCSNNs), a class of graph neural networks for stationary multivariate time series whose shift operators are the inverse cross-spectral density (iCSD) matrices. These operators encode frequency-specific conditional relationships among variables, exploiting the decomposition provided by the spectral representation theorem. Leveraging spectral smoothness, frequencies are grouped into bands sharing a single iCSD operator, yielding a compact parametrisation that retains the frequency-dependent structure of the process. We further propose a joint learning procedure to estimate both the Fourier-domain dependence structure and the iCSNN parameters, adapting the iCSD operators to the downstream task. When tested on synthetic data, iCSNN outperforms baselines from different methodological families.

Consider the linear regression of a response $Y$ on explanatory variables $X_1,\dots,X_p$ with a positive definite joint correlation matrix. Let $\mathbf{R}$ be the correlation matrix of the explanatory variables and $\mathbf{r}$ the vector of their correlations with $Y$. The ellipsoid $E=\{\mathbf{x} : \mathbf{x}^{\top}\mathbf{R}^{-1}\mathbf{x}=1\}$ is inscribed in the cube $[-1,1]^p$ and touches the face $x_j=1$ at $T_j$, the $j$th column of $\mathbf{R}$. The point $P=\mathbf{r}$ lies inside $E$, and three kinds of regression quantities are read off this diagram by elementary geometric constructions. The multiple correlation is $|OP|/|OP'|$, where $O$ is the origin and $P'$ is the point where the ray from $O$ through $P$ meets $E$ (for $P\ne O$). The standardized regression coefficients are the coordinates of $P$ in the basis $T_1,\dots,T_p$. The partial correlation between $X_i$ and $Y$ given the other explanatory variables is the position of $P$ on the chord of $E$ through $P$ parallel to the $x_i$-axis, on a linear scale from $-1$ to $1$ increasing with $x_i$; furthermore, the parallel chord through the origin has half-length $1/\sqrt{\mathrm{VIF}_i}$. Examples illustrate sign reversal and standardized coefficients outside the interval $[-1,1]$.

Numerous agentic workflows are based on a generator-verifier loop: a generator proposes candidates, a cheap verifier scores them, and the workflow terminates when a proposal is verified as good enough. The verifier typically proxies a more costly ground-truth oracle, and as the generator searches adaptively against it, false acceptances may accumulate. Proposals can pass the proxy but fail under the costlier ground-truth check. We study when to stop these loops while controlling the false discovery rate of the accepted proposals. Our construction introduces tools of independent interest in distribution-free statistical testing and conformal risk control, including analysis of $e$-values constructed through index betting and a novel conformal risk control procedure for non-monotone losses. We validate the approach in synthetic settings and on a protein-design benchmark.

Background: The Expected Value of Sample Information (EVSI) quantifies the value of collecting additional evidence to inform a health economic model. Existing EVSI methods typically assume idealized data collection mechanisms, most commonly randomized controlled trials (RCTs). However, in many realistic contexts, additional evidence comes from observational studies, which are subject to confounding or other bias. In this work, we define a methodology to calculate EVSI when additional data are observational and confounded. Methods: First, we define a simulation-based framework in which confounded observational data are generated through Inverse Target Trial Emulation (ITTE), a methodology that generates observational data with controlled levels of confounding starting from initial level data or prior information on population structure. Then, we apply inverse probability weighting (IPW) to obtain an adjusted summary statistic of the data targeting the corresponding randomized estimand. EVSI is finally computed using a regression based approach. Moreover, we propose a computationally efficient method to determine the sample size required to recover the EVSI achievable under an idealized randomized design. Results: We apply the methodology to two health economic models: a Normal Normal conjugate model and a chemotherapy treatment model combining a decision tree and Markov structure. We show that EVSI computed from observational data, even after adjustment, is lower than EVSI based on randomized data. The loss in EVSI increases with the level of induced confounding. Conclusions: This methodology extends EVSI when future evidence is expected to be observational and affected by confounding, enabling value-of-information analysis in more realistic and feasible data collection scenarios. It also provides a principled approach to sample size planning when observational evidence is anticipated.

Although the names significance test, p-value, and confidence interval came into use only in the 20th century, the methods they name were already used and abused in the 19th century. Knowledge of this earlier history can help us evaluate some of the ideas for improving statistical testing and estimation currently being discussed. This article recounts first the development of statistical testing and estimation after Laplace's discovery of the central limit theorem and then the subsequent transmission of these ideas into the English-language culture of mathematical statistics in the early 20th century. I argue that the earlier history casts doubt on the efficacy of many of the competing proposals for improving on significance tests and p-values and for forestalling abuses. Rather than further complicate the way we now teach statistics, we should leave aside most of the 20th-century embellishments and emphasize exploratory data analysis and the idea of testing probabilities by betting against them.

In high-dimensional factor pricing models, the power of regularized alpha tests depends on the ridge parameter, whose optimal value varies with the unknown direction of pricing errors. We address this tuning uncertainty by combining ridge-specific p-values using the Cauchy rule. The resulting test retains the least-squares alpha estimator and residual sample covariance and accommodates more assets than observations. We establish the joint Gaussian limits of the component statistics under the null and local alternatives and derive an explicit covariance formula across ridge parameters. These results characterize the combined test's asymptotic distribution and local power and justify its tail calibration. Simulations show empirical rejection rates close to the nominal levels and power gains over the fixed-ridge benchmark, with power approaching that of signal-informed ridge benchmarks across the simulated settings.

Spatial prediction maps are crucial for environmental management yet highly sensitive to subjective modelling choices such as, e.g., covariates, spatial dependence structures, or mesh resolution. We develop a workflow that attributes the resulting map uncertainty to these choices and is applicable to any spatial model, since it operates only on an ensemble of maps produced by propagating the choices through spatial prediction. This ensemble is then filtered to retain only models with acceptable predictive performance, reduced in dimension by principal component (PC) analysis, and the sensitivity of the resulting scores to each choice is quantified by global sensitivity analysis based on optimal transport (OT) metrics. We demonstrate the framework with Bayesian geostatistics applied to the spatial mapping of sulphate concentrations in groundwater of Paris Basin (France), which is key for assessing groundwater chemical quality and establishing the natural geochemical baseline of aquifers. For this application, the covariates, mesh resolution, covariance models, and priors are combined into 18000 candidate configurations. These are filtered by cross-validated root mean square error (RMSE) and 95% coverage of the prediction interval, and the retained configurations are then inferred on a high-resolution grid and reduced to its three PCs. The OT analysis identifies covariate selection (under 95% coverage) and mesh resolution (under RMSE) as the dominant sources of uncertainty to the PCs, and a negligible one for the choice of the covariance model.

Learning directed acyclic graphs (DAGs) to uncover causal mechanisms has attracted substantial attention in machine learning. While most existing methods focus exclusively on observed variables, many variables of substantive interest are latent constructs defined by statistical measurement models. Such constructs are particularly common in the social and behavioral sciences. In this paper, we propose a general statistical framework for DAG learning when some or all nodes of the graph are latent variables, accommodating non-Gaussian manifest variables such as binary and categorical data in the measurement model. To overcome the computational burden of high-dimensional integration in standard marginal likelihoods, we develop DAG learning via Composite-Likelihood-based screening and Iterative Pruning (DAG-CLIP), a two-step composite-likelihood-based learning algorithm. This algorithm first solves a smooth acyclicity-constrained optimization problem to screen out misspecified DAG structures, and subsequently performs BIC-guided composite-likelihood backward deletion within the Markov equivalence class (MEC) space to identify a sparse DAG. We establish the statistical consistency of the algorithm in recovering the MEC of the true DAG, and demonstrate its effectiveness through extensive simulation studies and a real-world application to large-scale educational survey data.

This paper studies online quantile regression for large-scale and streaming data using Stochastic SubGradient Descent (SSGD) with constant learning rates. Classical offline inference for quantile regression is computationally and memory intensive. Existing works of online inference for quantile regression provide only asymptotic guarantees and typically require sub-exponential tail conditions for distribution theory. To bridge these gaps, we introduce new techniques to prove a quenched central limit theorem (CLT) and finite-sample Gaussian approximation for SSGD under a finite-moment assumption. We further show that Ruppert-Polyak averaging with a constant learning rate has a non-vanishing bias and fails to satisfy CLT centering at the population target. Hence we propose suffix averaging to address this issue and establish its finite-sample Gaussian approximation. Based on these results, we provide an efficient online inference method for quantile regression that avoids covariance estimation. Numerical experiments show that our method achieves desirable empirical coverage rates and competitive performance compared to other inference methods. We also apply our approach to U.S. wage data to demonstrate its practical effectiveness.

We construct a feasible two-step estimator for the elasticity parameter in small-noise CEV-type diffusions. Under joint small-noise and high-frequency asymptotics, we establish its consistency and an $\varepsilon^{-1}$ central limit theorem with an explicit asymptotic variance. We adapt a Lamperti-based transformation strategy to elasticity inference for a CEV process with an attainable, absorbing $0$ boundary. Under a local-to-CEV scaling, an auxiliary CKLS process and a Girsanov change of measure yield a strictly positive CIR-type benchmark in which the elasticity is recast as a linear-drift parameter. A preliminary elasticity estimator based on local realized variance supplies the unknown parameter in the state mapping, yielding a feasible LSE-type estimator. The asymptotic theory combines control of the CKLS-to-CEV path-replacement error, total-variation closeness between the original and changed measures, and asymptotic negligibility of the preliminary plug-in error, thereby transferring the auxiliary CIR limit theory to the feasible estimator under the original measure.

Credibility theory combines individual experience with portfolio information for insurance pricing, but classical formulations focus primarily on conditional means and expected premiums. We propose a Dirichlet mixed-membership model (DMMM) for multivariate distributional credibility. Policyholder risk is represented by a stable composition over latent risk classes: baseline characteristics determine its a priori assessment, while repeated multivariate experience progressively updates its a posteriori assessment. Support-specific expert distributions accommodate heterogeneous outcomes, with dependence induced through the shared latent structure. The resulting posterior predictive distribution can be written exactly as a convex combination of portfolio and experience components, extending the familiar credibility-factor structure beyond the conditional mean. We study the framework through a simulation experiment and a vehicle telematics application. The simulation shows that relatively simple experts can capture complex multivariate insurance distributions and learn policyholder-specific risk as experience accumulates. In the telematics application, recent claims and driving behaviour provide complementary information for future claim-frequency prediction, allowing similar policyholders to receive different experience-rated assessments. The DMMM therefore provides a flexible and interpretable framework for combining heterogeneous insurance experience while retaining the structure of classical credibility.

Statistical inference in sequential mediation models requires evaluating the cumulative distribution function (CDF) of the product of three normal coefficient estimators, an operation that entails integrating over a non-convex region with boundary $xyz=v$. While the Delta method provides an instantaneous first-order approximation, its asymptotic variance collapses whenever two or more path coefficients approach zero, producing severe undercoverage near parameter boundaries. Nonparametric bootstrapping avoids gradient collapse but incurs an $O(B \times N)$ computational cost that becomes burdensome in large-scale simulation studies or iterative power analyses. We propose a model-based dimension-reduction algorithm that integrates out the third variable analytically under the trivariate Gaussian distribution for arbitrary mean vectors and positive-definite covariance matrices. Partitioning the $xy$-plane into quadrants isolates the sign change at the coordinate axes, reducing the problem to an adaptive two-dimensional quadrature whose fixed-grid cost is $O(n^2)$ in place of $O(n^3)$. In simulation benchmarks across six parameter regimes, the algorithm achieves a mean absolute error of $3.1 \times 10^{-5}$ relative to a $10^{8}$-sample Monte Carlo reference, evaluating the distribution in under one second and yielding plug-in quantile confidence intervals whose empirical coverage was near or above nominal.

We develop a transfer learning framework for high-dimensional sparse canonical correlation analysis (CCA) with multiple heterogeneous source datasets. Our goal is to improve estimation of the target canonical coefficient matrices by borrowing information from related sources. We characterize source-target similarity through discrepancies in the joint covariance structure and establish minimax optimal rates under both joint and separate prediction losses, explicitly quantifying the gain from enlarged effective sample size and the cost of heterogeneity. To attain these rates, we first construct an oracle transfer estimator based on debiasing and truncated normalization. We then develop a computationally efficient procedure that adaptively achieves the minimax rate without prior knowledge of the sparsity levels, using aggregation to control transfer bias and a truncated normalization scheme to preserve transfer gains under the scale-sensitive prediction loss. A data-driven source detection procedure is further proposed to identify potentially informative auxiliary datasets. Our analysis also yields a generalized sin-theta perturbation theorem that removes a commonly imposed comparability condition on leading canonical correlations in the sparse CCA problem.

We study difference-in-differences (DID) estimation of average treatment effects on the treated when the researcher is uncertain about which pre-treatment periods satisfy the parallel trends assumption. Roth (2022) shows that pre-trend testing can induce bias, complementing the statistical literature on post-selection inference. We propose the model averaged difference-in-differences (MADID) estimator, a weighted average of the candidate $2\times2$ DID estimators. The weights are normalized exponential functions of the candidate residual sums of squares, so implementation requires no specification test. We derive MADID's asymptotic properties under conditions that make invalid comparisons detectably more variable than at least one valid comparison. Under these conditions, MADID is consistent when the parallel trends assumption holds for at least one pre-treatment period. Although its joint limiting distribution across post-treatment periods is generally non-Gaussian, inference can be conducted by subsampling or simulation.

Large language models (LLMs) are increasingly used for literature search and synthesis. However, it is unclear whether they retrieve accurate bibliographic information in environmental science. Therefore, we quantitatively compared the errors of widely used LLM platforms in retrieving references related to original articles from five leading environmental science journals (Energy and Environmental Science, Nature Sustainability, Nature Climate Change, Lancet Planetary Health, and Environmental Science and Technology) published in 2024 to 2025. Claude, ChatGPT, Grok, DeepSeek, Perplexity, and Gemini were used as the LLM platforms. LLMs retrieved 10 references for each of the 50 randomly selected original article using either the article's abstract or its full-text as prompt. The retrieved references were subject to a multimetric score ratio combining validity of bibliographic data, Google Scholar link, digital object identifier, Scopus Electronic Identifier and relevance score (cited by or being the index paper), and the proportion of complete fabrication that failed all metrics. Abstract-only prompt yielded significantly higher accuracy than full-text one. This advantage was confirmed in multilevel mixed-effect multivariable regression after adjusting for journal, platform, and output order. Source journal and the position of a reference within the output list were also independently associated with retrieval accuracy, with lower-listed references associated with lower accuracy. These findings suggest that LLM assisted literature retrieval in environmental science remains moderately accurate and overall inconsistent, varying significantly by platform, journal, prompt type, and output position. Abstract-based prompting, as task-aligned information compression, may outperform full-text one in literature retrieval. Caution should be used when generalizing our findings.

Instrumental variable (IV) analysis in underrepresented target populations suffers from low statistical efficiency and weak IV bias due to limited sample size. Leveraging external knowledge from a source population with larger samples offers an appealing solution to this problem. We propose in this paper the KNowledge-powered IV Estimator for underrepresented Subpopulations (KNIVES), a framework that enhances the IV analysis for underrepresented subpopulations by transferring knowledge from external source population data. KNIVES constructs a knowledge-transferred IV score by combining multiple candidate models through an effective signal-to-noise ratio criterion tailored to the downstream IV estimator, rather than prediction accuracy alone. To address weak associations between the IV score and the exposure, as well as a high correlation among candidate models in the target population, KNIVES employs a bias correction technique to mitigate the resulting bias and ensure robust performance. Theoretical investigation demonstrates that our method is robust to weak IV bias and achieves improved efficiency compared to the causal effect estimator based on any single candidate model. In addition, KNIVES avoids negative transfer by guaranteeing that its asymptotic variance is not larger than that of the estimator relying solely on target population data. Extensive numerical studies demonstrate the superior finite-sample performance of our method over existing methods. Two Mendelian randomization studies on ethnic minority subgroups in UK Biobank data further illustrate the advantages of our method.

We study the finite-sample properties of estimators of a broad class of normalized scale-invariant inequality indices (NSIIs) under finite Gamma mixture models. The class includes the Gini coefficient, the $m$th Gini index, the Extended $m$th Gini index, linear order-statistic inequality indices, and several entropy- and dispersion-based measures. Building on the Gamma–Dirichlet representation, we derive exact expressions for the expectation and finite-sample bias of the natural estimator of an NSII based on a $U$-statistic when the population follows a finite Gamma mixture with a common rate parameter. The resulting bias formula explicitly characterizes the effects of the mixture weights and component shape parameters. We also establish that the bias converges to zero as the sample size increases, yielding asymptotic unbiasedness. Furthermore, we derive exact finite-sample expressions for the variance and mean squared error of the estimator by accounting for the overlap structure among the subsets entering the $U$-statistic. In addition, we establish strong consistency and asymptotic normality. When the mixture degenerates to a single Gamma distribution, the finite-sample bias vanishes, recovering the exact unbiasedness result previously obtained for NSIIs under the Gamma model. Numerical illustrations and simulation studies are provided to investigate the finite-sample behavior of the estimator and to illustrate the theoretical findings. Overall, the proposed framework provides a unified characterization of finite-sample estimation under heterogeneous Gamma populations and quantifies the effects of mixture heterogeneity on bias, variance, and mean squared error.

Finding which variables cause which others in multivariate time series, and at what lags, is central to science and policy, yet existing methods force a choice between flexible confounder adjustment, data-driven lag selection, and inference that controls the false discovery rate (FDR). ORACLE-VARX does all three in one pipeline. First, double/debiased machine learning (DML) removes nonlinear confounder effects from the outcomes and the lagged series. Second, adaptive causal lag estimation (ACLE) picks the lag order at each time step by sequential significance tests, tracking regime changes. Third, entry-wise $z$-tests with Benjamini–Hochberg correction select directed edges at a target FDR. We prove that in each rolling window, the debiased coefficients are asymptotically normal around a window-averaged target, so their $z$-tests are asymptotically valid. On a synthetic benchmark with time-varying structure and nonlinear confounding, ORACLE-VARX (LightGBM) tracks the true lag order best (RMSE $0.96$ vs $1.1$–$1.5$), has edge FDR $0.047$, close to PCMCI ($0.045$) and below VAR ($0.129$) and VAR-LiNGAM ($0.187$), and forecasts better than all three. On nine U.S. sector ETFs with macroeconomic confounders, it yields interpretable causal graphs whose lag order rises in high-volatility regimes.

Synthetic control relies on pre-treatment fit to balance the unobserved factors that drive untreated outcomes. The argument fails when an observed common shock, such as a commodity price, moves with the latent factors before treatment and departs from them afterwards and pre-treatment fit then says almost nothing about the synthetic unit's exposure to the shock. I derive a period-specific bound that links the post-treatment bias of any weighting estimator to pre-treatment misfit through a leverage statistic, and show that the statistic decomposes exactly into a latent-factor component and the partial leverage of the observed shock. The decomposition yields a diagnostic for such silent factor that uses no post-treatment outcome of the treated unit. Balancing an observed exposure index removes the problem, but simplex weights can achieve balance only when the treated unit lies inside the donors' exposure hull. Outside the hull, every simplex-weighted estimator carries an exposure imbalance with an explicit lower bound. For that case I propose an exposure-augmented synthetic control that corrects the remaining imbalance with a cross-donor regression, characterise what the correction identifies and when it fails, and derive bias-aware confidence intervals with a breakdown value. Monte Carlo experiments, including designs in which the correction's assumptions fail, map its gains and its limits. Iran's 2012 sanctions coincided with the 2014 oil collapse, and Iran is more oil-dependent than any of its natural comparators. The 2012-15 output loss of about 12 percent survives every adjustment. The persistent loss that standard synthetic control reports after 2016 does not. Any adjustment for oil exposure removes it, and the long-run effect is not identified with these comparators.

In precision medicine, treatment decisions often depend more on identifying which patients are most likely to benefit from treatment than on accurately estimating benefit for every patient. However, existing methods estimate patient-specific treatment effects and derive patient rankings as a secondary step. We propose a direct ranking approach for conditional RMST treatment benefit in randomized trials with right-censored outcomes. We first construct a censoring-adjusted orthogonal RMST pseudo-outcome whose conditional expectation equals the true conditional RMST difference. Then, we compare patients pairwise and optimize a smooth ranking loss that directly targets treatment-benefit ordering. The pairwise criterion incorporates orthogonal corrections for estimation of the event and censoring distributions. We show that the population minimizer of the proposed loss induces the same ordering as the true conditional RMST treatment benefit and that the resulting estimating equation is Neyman-orthogonal to nuisance survival and censoring models. In simulation studies with nonlinear treatment-effect heterogeneity and moderate to heavy censoring, the proposed approach improved rank correlation and treatment-benefit enrichment relative to both plug-in RMST estimation and regression of the same RMST pseudo-outcome. Application to a randomized breast cancer trial demonstrated improved identification of patients with greater treatment benefit. In conclusion, the proposed framework combines orthogonal survival learning with pairwise ranking and may be particularly useful in precision medicine settings where treatment prioritization and patient selection are the primary goals.

In the context of functional data analysis, we propose a Bayesian test to assess whether the mean function of a Gaussian population is identically zero. By leveraging the structure of the reproducing kernel Hilbert space (RKHS) associated with the covariance function of the underlying process, we approximate the mean by a finite linear combination of kernel sections. This finite-dimensional representation arises from the natural assumption that the mean lies in the corresponding RKHS, enabling a parametric Bayesian approach to hypothesis testing through a spike-and-slab prior on the coefficients. Given the absence of a canonical reference measure on infinite-dimensional spaces, the likelihood is expressed via a Radon-Nikodym derivative between induced Gaussian measures. Since the number of kernel sections is unknown, we employ reversible jump Markov chain Monte Carlo (RJMCMC) to explore the trans-dimensional parameter space and estimate the posterior distribution. From the resulting posterior samples we construct estimators of the posterior probability of the null hypothesis and the Bayes factor, providing quantifiable evidence against the null and supporting informed decisions under uncertainty. Furthermore, to validate this methodology we establish near-optimal posterior contraction rates for the proposed test under mild conditions, demonstrate its empirical performance on simulated data sets, and illustrate its application with real climate data.