Papers

Interval localization in multiple change-point detection aims to identify intervals containing true change-points while controlling false discoveries. We formulate this task as a multiple testing problem over detector-reported intervals and develop an algorithm-agnostic and distribution-free framework that controls the interval-level FDR, the expected proportion of retained intervals containing no true change-points. The proposed permutation-based order-preserving interval selection (POIS) uses order-preserving sample splitting to separate detection from permutation testing. To improve power, POIS+ reuses the detection-side evidence and introduces detection-conditional $e$-values as unnormalized weights for permutation $p$-values. Both procedures achieve finite-sample FDR control. Under the stated conditions, POIS attains asymptotically full power while POIS+ has asymptotically no lower power than POIS. Simulation results show that POIS maintains high power and POIS+ further improves power with empirical FDR below the nominal level for both procedures. Two real data applications demonstrate the practical effectiveness of the proposed methods.

Split conformal prediction uses prediction errors on held-out (calibration) data to determine how wide the prediction intervals should be. It guarantees distribution-free finite-sample coverage when these errors and the error at the target site are exchangeable. This assumption may fail under spatial dependence and nonrandom sampling geometry. Existing spatial methods use fitting residuals to remove the predictable part of spatial variation from calibration and target errors. However, the spatial variation that only the calibration residuals can predict remains in both the target and calibration errors, reducing the efficiency and stability of the interval. We address this by additionally conditioning on the calibration residuals sequentially, which scales to large networks through nearest-neighbour approximations. Under a correct working covariance and an elliptical residual law, the resulting interval has exact finite-sample coverage under any spatial design, and under further conditions it is asymptotically oracle efficient. We also bound coverage loss under covariance misspecification and develop a diagnostic that identifies regions at risk of undercoverage. In simulated data, our method produces narrower and more stable intervals than global and localized state-of-the-art alternatives. In a national PM2.5 application, it produces narrower intervals within the network and identifies regions at risk of coverage failure.

Policy learning in digital experimentation faces three challenges: weak signal-to-noise ratios, rich covariate spaces, and massive data volumes. We formalize this regime by modeling treatment-effect estimates from increasingly fine covariate partitions as Gaussian observations with bounded signal-to-noise ratios. We establish that, in general, the optimal treatment policy is not learnable in this setting. Even learning the optimal policy value suffers from impractically slow rates. However, when treatment effects vary smoothly, we derive minimax-adaptive policies based on linear smoothers that achieve vanishing welfare regret. We demonstrate the practical value of our framework by applying it to large-scale real-world experiments at Netflix, showing that personalized linear-smoothing policies can dominate unpersonalized policies even in this challenging empirical setting.

Offline evals increasingly guide changes to LLM-powered products, but showing that an eval agrees with human judgment does not tell a team which changes it can ship without an A/B test. That decision depends on whether eval treatment effects predict online treatment effects across a class of interventions. We call this requirement trial-level surrogacy and show that it is logically independent of unit-level (Prentice) surrogacy. In historical launch logs, sampling noise in both effect estimates attenuates the observed relationship. Under a bivariate normal working model, subtracting the reported within-intervention variances recovers the between-intervention covariance, and the corrected moments give a closed-form ship/test/kill rule that bounds the probability of shipping a change with a non-positive online effect. LLM judges add a separate distortion. When the judge is equally accurate on both arms, eval effects are only rescaled, but arm-dependent accuracy can reverse their sign. Once deployed, the eval-to-outcome relationship can no longer be observed in the ship and kill regions, so drift there becomes undetectable without randomized audit experiments. On 183 interventions from the Upworthy Research Archive, the pooled eval-to-outcome relationship is weak despite precise measurement on both sides, and the illustrative gate sends every intervention to an A/B test.

While binary classification is one of the most extensively studied problems in machine learning, the regime in which the goal is to learn a classifier with an almost zero false negative rate remains largely unexplored. In this paper, we introduce the Extreme Binary Classification problem, where the objective is to learn a classifier whose false negative rate $\alpha$ is constrained by $\epsilon_{N_1}=o_{N_1\to\infty}(1/N_1)$, with $N_1$ denoting the number of positive examples in the training set. To address this problem, we propose a threshold adaptation method theoretically grounded in guarantees derived from Extreme Value Theory, together with a feature selection procedure based on a permutation test applied to sample maxima. Experimental results on four real-world datasets of varying sizes demonstrate that our approach compares favorably with state-of-the-art methods. In addition, we illustrate its interpretability through an application to a cancer screening dataset.

Reversible Jump Markov Chain Monte Carlo (RJMCMC) is a principled framework for Bayesian model comparison, but its practical use is often limited due to the difficulty of designing between-model proposals that reach regions of high posterior probability. In addition, its inherently sequential nature limits efficient use of modern GPU architectures. We address both challenges by introducing Anchored Reversible Jump Sequential Monte Carlo. Our approach combines RJMCMC with Sequential Monte Carlo (SMC) to explore the model space in parallel. Importantly, the particle population enables effective between-model proposals without problem-specific knowledge: particles are used to construct kernel density approximations of the target distributions within each model, which are then used to generate trans-dimensional proposals. Numerical experiments show that the proposed method is computationally efficient and competitive with state-of-the-art RJMCMC approaches, demonstrating its potential for scalable Bayesian model comparison.

The spatial distribution of waiting pedestrians has two primary drivers: environmental preference and interaction with other pedestrians. Spatial point processes naturally capture both spatial heterogeneity and repulsive interaction. In previous work (Sickert Karam et al., arXiv:2606.14532, 2026), we proposed a Gibbs model with inhomogeneous intensity and a modified Diggle-Gates-Stibbard interaction function, which reproduces many phenomena in replicated patterns of pedestrians waiting at a train station. Its single interaction function acts as an effective interaction, averaging over behavioral regimes such as interactions within social groups and among strangers. In this article, we show how groups affect distance-based summary statistics and take first steps towards accounting for them. We detect groups from pairwise distances and contact durations, replace each group by a “macro-pedestrian” at its average position, and refit the model. This yields a larger interaction range and better agreement in nearest-neighbor statistics than the original model, although the two fits concern different datasets and centroid-based distances likely overstate repulsion. This first attempt thus resolves some discrepancies but falls short of a fully adequate solution, opening avenues for further research.

Statistical inference under adaptively collected data is becoming increasingly popular across e-commerce and mobile health. Many methods exist for discrete action settings, ranging from weighting to debiasing approaches. Despite the ubiquity of continuous actions in experimentation from optimal pricing to precision dosing, to the best of our knowledge, methods that support statistical inference under continuous action, adaptively collected data remain underdeveloped. In this work, we extend kernel-smoothed doubly robust estimation from i.i.d. data to adaptively collected data with continuous actions. We study a family of adaptively weighted estimators, establish their mean squared error rates, asymptotic normality, and characterize an estimation lower bound as a function of regret. We conclude with recommendations for experimental design informing efficiency and regret, and support our theory with an extensive simulation study.

In the analysis of multivariate data, factor models represent a powerful technique for both reducing dimensionality and facilitating qualitative understanding of the latent determinants governing the observed data. Interpretability, however, is often hindered by the non-identifiability of factor loading matrices due to rotational invariance. A prevailing strategy to address this issue is to consider positive lower triangular structures. A relaxation of the latter condition has been recently proposed in the literature with the so called generalized lower triangular structure. However, its Bayesian implementation presents substantial challenges, requiring complex reversible-jump algorithms and making prior elicitation difficult because of the limited interpretability of the model parameters. In this paper, we introduce a generalized lower triangular process prior that allows both global and within-component sparsity structures for learning both the number of factors and possible sparsity structures within the vector of observations. The proposed approach provides straightforward prior parameters elicitation exploiting possibly different prior information on the rank and sparsity characteristics. We also explore connections with the Indian buffet process, providing further insight into the sparsity structure induced by the proposed prior. Posterior computation can be performed resorting to a Gibbs sampler with Metropolis-Hastings moves. The efficacy of the proposed method is demonstrated through comprehensive simulations and the analysis of the Big Five Personality Test data.

This paper studies transfer learning for high-dimensional quantile regression with limited target samples and heterogeneous source domains. We propose a sample-level transfer learning method (SL-TL) that combines sample selection and importance weighting. Unlike existing source-level approaches that include or exclude entire source domains, SL-TL identifies transferable samples within each source domain and incorporates them through adaptive importance weights. The proposed weights rely only on one-dimensional densities associated with the quantile loss, avoiding the estimation of high-dimensional density ratios. We establish error bounds for SL-TL estimators and characterize the effective sample size contributed by source domains. In the oracle setting, we show that SL-TL achieves faster $\ell_2$-convergence rates than existing competitors under the considered regimes. For the unknown setting, we develop an implementable algorithm based on sample splitting and cross-fitting procedures. Extensive simulations and a real data analysis demonstrate the finite-sample performance and robustness of SL-TL.

The Global Ocean Observing System is key to understanding oceanic variability and climate change. The ocean is vast and often sparsely and irregularly sampled in time and space by various instruments and systems. Statistical models, especially spatio-temporal ones, are useful for enabling inferences, forecasts and decisions from sparse oceanic observations. This article focuses on the statistical treatment of two types of in situ observations in the Global Ocean Observing System: from profiling floats and surface drifters, focusing on the Argo and Global Drifter Programs. We describe the spatio-temporal models that have been developed in recent years for these data, to give a picture of the statistical challenges faced in modern physical oceanography. We will discuss in detail two types of reference frames when modeling such data: Eulerian and Lagrangian, the former of which is more appropriate for profiling floats and the latter for surface drifters.

We compare two locked survival prediction models in a target population before target survival outcomes are available. At a prespecified horizon, the estimand is the target Brier-risk contrast. Under a bounded conditional log-odds shift model on a prespecified deployment summary, we derive a sharp identified set preserving the shared unidentified target outcome law. Direct identification is never wider than separately identifying the risks and subtracting their bounds, with strict tightening under a Brier-specific same-side-1/2 condition. For right-censored source data, conditional Cox censoring estimation, inverse-probability-of-censoring-weighted logistic outcome modeling, and a joint pairs bootstrap yield simultaneous confidence envelopes over a finite sensitivity grid. In simulations, separate-to-direct width ratios ranged from 1.00 to 5.73 across controlled prediction geometries. Targeted simulations showed finite-sample undercoverage of the outer envelope at the small, heavily censored non-small-cell lung cancer (NSCLC) information scale (0.847-0.861 versus 0.95 nominal), compared with 0.946 at the Rotterdam-GBSG scale. In the cross-institutional NSCLC application, all 40 prespecified evaluations resulted in DEFER despite reduced identification uncertainty. In a supporting Rotterdam-to-GBSG analysis, candidate superiority was certified under small sensitivity allowances; one locked configuration yielded ADOPT CANDIDATE under direct identification but DEFER under separate-risk subtraction. Direct identification can materially reduce identification uncertainty and change the operational conclusion when signal and sampling precision are sufficient, while retaining DEFER when directional certification is unsupported.

Sparse regression must balance prediction accuracy with reproducible variable selection. We introduce the Lambert penalty by limiting how quickly the retained fraction of a scalar score increases after variable entry. Maximizing retention under this scale-equivariant constraint yields a logarithmic transition from exact zero to an identity tail. The bounded penalty has a fixed shape and a single penalty parameter selected by training-only five-fold cross-validation. We derive an explicit scalar update, a sharp weak-convexity bound, a sufficient condition for multivariate uniqueness, and conditional convergence of exact cyclic coordinate descent. For fixed dimension, global minimizers are uniformly equivalent to the oracle estimator over an asymptotic tuning band. Gaussian simulations compare Lambert with LASSO, ridge, elastic net, MCP, and SCAD. Lambert favors prediction for strong equal signals and usually improves support recovery over SCAD; MCP often gives better support recovery, and convex methods remain competitive with weak signals or strong correlation. In a QSAR toxicity application, repeated nested cross-validation gives competitive prediction with compact, stable models, although error differences from MCP and SCAD are small. The empirical design followed exploratory development; independent confirmation remains necessary.

Data collection is often costly or logistically demanding, limiting both the questions researchers can pursue and how precisely they can answer them. Prediction-powered inference (PPI) can reduce the amount of data needed for precise parameter estimation by combining labeled data with machine learning predictions. However, ignoring dependence within clusters can produce confidence intervals that cover the true parameter less often than their nominal rate. We introduce Cluster-Robust PPI++, which provides standard errors in closed form and asymptotically valid confidence intervals under arbitrary dependence within independent clusters, requiring no bootstrap or resampling. Our central contribution is to accommodate partially labeled clusters, a common empirical setting in which clusters contain both labeled and unlabeled units. As units are dependent within clusters, partially labeled clusters violate the independence assumption of PPI++. We also show how precision increases depend on the labeling design, and derive a cluster-aware power tuning rule that minimizes asymptotic variance. In an application to television news, standard PPI++ confidence intervals have coverage below 60%, whereas Cluster-Robust PPI++ can achieve nominal 95% coverage.

Conditional density estimation describes how the entire distribution of a response changes with covariates, and in imaging studies also with location. Logistic Gaussian processes (LGP) give a flexible prior for such densities. However, the normalizing constant of an LGP has no closed form, so existing methods approximate or replace the likelihood. We propose the exact likelihood finite-rank LGP (ExFR-LGP), which writes the log density as the sum of two bivariate functions, one of the response and a location-varying linear index of the covariates, and one of the response and the location. Each function is assigned a finite-rank Gaussian process prior that is piecewise linear on a regular grid, enabling the normalizing constant, the conditional mean and the quantiles to enjoy closed form representations. Posterior samples are drawn from the exact posterior under this prior via a Gibbs sampler that updates the Gaussian components by elliptical slice sampling. When the true log density is the sum of two such bivariate functions, we show that the posterior contracts at the minimax rate of an $\alpha$-smooth bivariate density up to a logarithmic factor. Numerical experiments using synthetic data demonstrate the effectiveness of ExFR-LGP in conditional density estimation. Furthermore, application to fractional anisotropy responses along the corpus callosum in the Alzheimer's Disease Neuroimaging Initiative data yields covariate-adjusted percentile bands with uncertainty, elucidating how diagnosis changes the distribution along the tract.

Manifold fitting seeks to recover the geometric structure underlying noisy ambient observations. We propose Successive Tangent Space Projection (STSP), an iterative manifold-fitting method that reduces normal noise while preserving tangential variation. The former improves fitting accuracy, whereas the latter helps retain geometric coverage. We characterise the \rev{nearby population fixed-point set} of STSP as a manifold-fitting object. Under uniform sampling from a compact smooth manifold with positive reach and isotropic Gaussian noise, this set lies within $O(\sigma^2)$ of the underlying manifold, and \rev{nearby population orbits} converge geometrically to it. At the finite-sample level, with high probability, fixed points in the local tube lie within $O(\sigma^2)$ of the underlying manifold up to sampling error, and empirical orbits \rev{initialised within that tube} and generated from a fixed reference sample enter and remain in the same neighbourhood. We further develop a multi-scale extension, MS-STSP, designed to reduce curvature bias while preserving the $O(\sigma^2)$ geometric localization order of STSP at both the population and finite-sample levels. Numerical experiments show that STSP compares favourably with competing methods in balancing fitting accuracy and geometric coverage, and that MS-STSP reduces curvature-induced shrinkage, particularly under high noise.

An adaptive system can retain an earlier estimate while changing what that estimate is used to guarantee. The guarantee depends on the experiment that produced the evidence, including how its target was selected and which assumptions connect it to the current claim. We show that past-measurable selection preserves future martingale dynamics without preserving a unit expected starting value. An exact finite counterexample, using a strictly positive family, refutes a published changing-prior extension as stated with probability one and rules out unrestricted bounds based only on switch count and the error level. We give a paid-start multi-switch correction and establish $m$ as the sharp worst-case expected starting-moment cost for an unstructured family of $m$ hypotheses. We then develop Adaptive Assurance, a framework in which statistical events retain their experiment, funding and outcome bindings while claims and premise dependencies change. Compatible-outcome projection supports reuse, selective invalidation, fresh acquisition and auditable decisions. Two histories can have identical current regions yet require different responses to a later edit, making evidence origin part of the assurance state. Studies in six public-recorded domains exercise heterogeneous outcomes and access contracts. Component interventions expose erroneous inheritance and unnecessary resets. The framework separates conditional guarantee recovery from competence adaptation, with explicit costs for evidence, computation and verification.

Data arrive sequentially, each associated with a null hypothesis. We develop testing procedures to locate intervals in which some null hypotheses fail, with false discovery rate (FDR) control. The new procedures are called sequential resetting procedures, and they are based on e-values and test supermartingales. We also develop a refined version of the procedures by dropping less informative data points before the block minimum of the test supermartingale in each rejection block. These procedures have explicit FDR bounds under two settings: a classic setting of independence and the more general setting of possible dependence across null data and non-null data. These FDR bounds are independent of the testing horizon, and the general one has anytime validity, but it has an extra logarithm factor compared with the standard FDR level. We present simulation studies and data experiments with applications of sequential resetting procedures to LLM watermark detection and financial backtesting.

Surveys often estimate the share of cases in each of several categories, such as the causes of an event or the reasons for a visit. Readers then compare the categories, but reliability rules usually check each estimate alone, not the differences between them. We ask instead which groups of categories can be told apart under the sampling design. The categories often fall into blocks, such as driver-related and vehicle-related causes. A grouping is called distinguishable when every pair of its groups in the same block differs by more than the design's minimum detectable difference, computed from the primary sampling units at the design's degrees of freedom. The maximal distinguishable groupings are the most detailed and can differ in size, while merging two groups can destroy distinguishability. So even if splitting any one group in two breaks distinguishability, a more detailed distinguishable grouping may still exist. We propose two methods. One merges categories until the grouping is distinguishable, then tests every single split. The other lists every distinguishable grouping of a block with few categories. When groups in different blocks must also differ, there might be no grouping that qualifies. An application to the National Motor Vehicle Crash Causation Survey, with 24 primary sampling units in 12 strata, gives the grouping maxima for two blocks of its categories. Of more than 27 million groupings of its 13 vehicle-related critical reasons, none with more than four groups is distinguishable, and its environment-related reasons resolve into at most four groups. Merging two groups of a distinguishable vehicle grouping destroys distinguishability in 5,239 of 31,773 cases. If groups from different blocks must also be told apart, no grouping qualifies. Analysts can apply these methods before publishing categorical comparisons from designs with few degrees of freedom.

Public leaderboards for AI models are read continuously, and attackers can see every published standing. Vote rigging, selective disclosure of private variants, and benchmark contamination can each move a ranking. Existing guarantees assume genuine records or bound the corruption per step, which an attacker who corrupts in bursts evades. We introduce the certified corruption budget, a tolerance $\widehat{B}_t$ computed after $t$ records and published with each pairwise claim. With probability at least $1-\alpha$, simultaneously at all times, the claim is correct or more than $\widehat{B}_t$ records were corrupted. It holds against attackers who watch every certificate, with no bound on their budget. Forged records and records altered once seen require different certificates: the certificate for forgeries fails, with probability approaching one, against an attacker who flips votes it has seen, while one that charges roughly twice as much per record remains valid, with constant bets even against attackers who see the future, and no smaller charge is valid at every level. The certified budget grows nearly as fast as any valid method allows: with a win fraction $\frac{1}{2}+\delta$, each new record adds close to $2\delta$ to the number of forged records the claim can withstand ($\delta$ flipped). Publishing the best of $V$ private variants costs only an amount growing like $\log V$. In replays on 1.8 million Chatbot Arena votes, a few hundred rigged votes make standard confidence intervals certify false orderings, while ours stays valid. On real votes, our certificate shows that clearly separated models withstand about 2,000 forged votes.

Longitudinal observational data are often subject to informative missingness. For example, in healthcare research using electronic health records, covariates and outcomes are measured only when patients interact with the healthcare system. Whether these data are observed usually depends on the unobserved variable values themselves, introducing a common form of data missing not at random. We develop identification and estimation methods for the effects of longitudinal modified treatment policies under a self-censoring model which explicitly models this dependence. We consider effects of treatments that can be modified only at measurement times (e.g., interactions with the heathcare system). We study two settings: one in which the observed history suffices for treatment confounding control, and another in which confounder control requires covariate values that were not measured at missed visits. In both settings, we combine longitudinal causal identification with shadow-variable conditional moment restrictions to obtain recursive identification formulas for the counterfactual outcome mean. We derive gradients of the pathwise derivatives and second-order remainder expansions, and use these results to construct estimators that accommodate machine learning for nuisance-function estimation. Under suitable product-rate conditions and cross-fitting, the estimators are asymptotically linear and permit root-n inference, including simultaneous inference across outcome times. We also describe conditional-moment learning and ensemble approaches for estimating the nuisance functions required by our approach, together with a pool-and-smooth strategy that borrows information across sparsely measured outcomes.

Bayesian inference for discrete models with intractable normalizing constants is computationally challenging, particularly when the sample space is large or countably infinite. Although some likelihood-based Bayesian methods can circumvent the intractable normalizing constant, their uncertainty quantification may be poorly calibrated under model misspecification. Generalized Bayesian approaches can address this calibration issue, but typically require careful tuning of a learning rate. In this paper, we propose DFD-BETEL, a semiparametric Bayesian framework that uses the first-order optimality conditions of discrete Fisher divergence as moment conditions in Bayesian exponentially tilted empirical likelihood. The resulting posterior avoids evaluation of the normalizing constant and requires no learning-rate calibration. We establish consistency and asymptotic normality of the discrete Fisher divergence estimator and prove a Bernstein-von Mises theorem for the DFD-BETEL posterior, showing that its limiting covariance matches the sampling covariance of the estimator and yields asymptotically calibrated uncertainty quantification. Numerical studies show that DFD-BETEL remains competitive with likelihood-based Bayesian inference under correct specification and provides more reliable uncertainty quantification under model misspecification. An application to automobile-insurance claim data further illustrates the practical utility of DFD-BETEL.

Weighted conformal prediction corrects for covariate shift by reweighting calibration scores with the likelihood ratio between target and source covariates. Its cost grows with the chi-square divergence between the two covariate laws, typically exponentially in the size of the shift, and much of it can be paid for shift in directions that do not affect the response. We propose sketched calibration: weighted conformal prediction with the ratio of compressed covariates $Z=T(X)$, used in the weights and optionally in the score. Compression never increases the shift-dependent calibration cost, and target coverage is at least $1-\alpha-\Delta_T$, where the leakage $\Delta_T$ measures how much of the discarded shift reappears as a change in the law of the response, or of the score, given $Z$. The leakage is a covariance between the discarded shift and the response on the fibres of the sketch; it vanishes when the sketch is sufficient or retains the shift, and a minimax construction shows that no threshold rule for a fixed score can avoid it. In a heteroscedastic simulation where unweighted calibration fails, a one-dimensional sketch cuts the fraction of infinite prediction sets from $37.8\%$ to $8.0\%$ at mean coverage $92.3\%$ for a $90\%$ target; nonlinear and real-data experiments show when learned sketches succeed and when they fail.

Contemporary data in many scientific domains, such as images, media streams, biomedical omics, are naturally modeled as probability distributions in Wasserstein space instead of points in Euclidean space. Consequently, clustering methods for distributions are in high demand, as they provide exploratory frameworks to group objects with similarity. Clustering distribution-valued data in Wasserstein space often requires choosing the number of clusters in advance. We propose Relative Wasserstein Spatial Depth (RWSD) as a selection criterion for optimal number of clusters. It compares the depth of each distribution in its assigned cluster with its depth in competing clusters. We pair this criterion with Wasserstein K-means or a proposed K-medians algorithm. Under suitable assumptions, we establish consistency of the cluster centers and of the selected optimal number of clusters. We also give an error rate under two-stage sampling and characterize the robustness of RWSD under any fixed partition. In extensive simulations, RWSD selects the intended number of clusters under unequal separations, heterogeneous dispersion, heavy tails, and outliers, where silhouette score or the Davies-Bouldin Index often fails. Applications to MNIST images and flow cytometry data illustrate the practical value of RWSD. In some cases where a cluster is not geodesically convex and lacks a meaningful depth center, the RWSD can fail.

We study cluster recovery in a two-state Gaussian hidden Markov model in the slowly mixing regime, where the transition probability $\delta$ may vanish with the sample size. Temporal persistence creates long homogeneous segments and fundamentally changes the recovery problem relative to the i.i.d. Gaussian mixture benchmark. Rather than being purely adverse, label dependence provides exploitable structure: the statistical difficulty becomes concentrated near the rare transition points, giving rise to recovery regimes governed explicitly by their frequency $\delta$. We first characterize, up to universal constants, the oracle Bayes risk for offline and online clustering. Both problems exhibit a nonstandard polynomial risk regime, but the sequential constraint induces an additional logarithmic localization cost, yielding a genuine online/offline gap. We also study fixed lag prediction with delayed label feedback and identify the effective memory horizon beyond which past labels no longer improve the optimal rate. When the signal direction is unknown and possibly high dimensional, the problem is governed by the effective signal strength \[ r_n^2 = \frac{\|\theta\|^4/\sigma^4} {\|\theta\|^2/\sigma^2+d/n}. \] We derive minimax lower bounds and construct fully adaptive polynomial time procedures attaining the sharp recovery rates. In particular, almost full recovery is possible precisely when $r_n^2\gg\delta$. If $n\delta\gtrsim\log n$, adaptation to both the signal $\theta$ and the transition probability $\delta$ incurs no first order loss, and the sharp exact recovery threshold (under the Hamming loss) is \[ r_n^2 = 2\log(n\delta)\,(1+o(1)). \] Thus the effective complexity of the problem is governed by the number of latent transitions, rather than by the sample size itself.

Scoring methods based on the Bayesian information criterion (BIC) are commonly used for model selection tasks such as choosing features in a regression model or learning directed acyclic graphs from data. In certain model classes, model selection based on the BIC is consistent. However, since the BIC is based on the observed likelihood function, it does not apply directly to reweighted distributions arising in causal inference, missing data, and domain shift applications. Here, we propose a generalized version of the BIC that allows for model selection in reweighted distributions. We prove its corresponding consistency property and demonstrate how it can be used for selecting direct causes of an outcome variable in a marginal structural model. Our proposed method accounts for scenarios with unmeasured confounders and where the weights must be estimated from data. Through simulation studies, we demonstrate the asymptotic properties of the reweighted BIC and compare it with alternative methods for model selection.

To address the critical need for statistical methods that evaluate practical magnitude alongside statistical significance, we introduce a formal graphical inference framework that intrinsically combines effect size with uncertainty. Built upon resampling and global envelopes, this approach provides universality and direct visual interpretability. While existing envelope tests provide only weak family-wise error rate (FWER) or false discovery rate control, we advance the methodology by introducing novel step-down global envelopes. We theoretically prove that several of these envelopes achieve exact strong FWER control under exchangeability, guaranteeing rigorous inference for each individual local hypothesis. Beyond yielding adjusted $p$-values, the framework provides adjusted subset $p$-values for blocks of hypotheses, such as the functional effect of a covariate within a specific category. By explicitly visualizing the size and direction of the effect relative to its variability under the null hypothesis, our approach overcomes the dichotomous nature of traditional testing and provides profound informational value. The proposed framework is applied to multivariate and functional linear models.

Multivariate ordinal data along with covariates are commonly collected in problems ranging from alignment of language models with human preferences, as well as in recommender systems. For example, data sets such as MovieLens contain several movies rated on a scale 1–5 by human users, along with their demographic information such as age or gender. Similarly, data sets such as HelpSteer collect human feedback on several attributes such as "helpfulness" or "verbosity" of LLM response on an ordinal scale, with covariates depending on the LLM prompt–response pairs. Unfortunately, the standard approaches for modeling these data (a) look at the attributes individually rather than jointly, and (b) often convert the data into pairwise or list-wise win–loss comparisons for fitting models such as Bradley–Terry and Plackett–Luce. Both of these lead to a coarsening of what is actually observed, which we address via a joint covariate-dependent consecutive ratio Markov random field model. We also show pairwise or listwise comparison models are obtained under restrictions of our joint model, and that joint modeling improves comparisons. We also develop a maximum likelihood inference procedure even in the presence of an intractable normalizer.

We develop a computationally tractable statistical framework for angular data supported on a recursively embedded curved torus $\mathbb{T}^n\hookrightarrow\mathbb{R}^{n+1}$. Due to the recursive structure we build an exact uniform sampler by generalizing the process from the curved 2-torus. We generalize projected normal distributions to the curved $n$-torus and we develop inference theory for these distributions. We utilize both maximum-log-likelihood estimates and energy-based Fréchet estimates for the projected normal distribution for this purpose. This is done by establishing identifiability for isotropic projected normal distributions and by applying theory of maximum likelihood and intrinsic statistics for the curved tori. We numerically verify the geometry, sampler, density transformation, and energy solver. Lastly, we demonstrate the applicability of the proposed model using real data.

The following motif is common in spatiotemporal settings: we have a sequence of covariate and label pairs observed for a relatively short, recent time period. We have access to unlabeled covariates over a longer time period. Data is observed over many spatial locations. For instance, crop yield might be observed over a large geographical area for recent years, but weather data (which is informative about crop yield) is available for a much longer period. The goal is to estimate, at each spatial location, the expected label (e.g., crop yield) in the future and provide a valid confidence interval for this value. The observed time period alone is too short for reliable estimates. Imputing missing labels with machine learning can cause substantial bias. Prediction-powered inference (PPI) can correct for this bias, but it relies on an i.i.d. assumption that breaks under our expected temporal dependencies. Heteroskedasticity and autocorrelation consistent (HAC) procedures account for temporal correlation, but have not been adapted to cases where some labels are imputed. We provide reliable point estimates and confidence intervals given: short labeled time series (across spatial locations), a longer unlabeled time series, and an imperfect predictor of labels given covariates. We show our method outperforms natural alternatives.