Statistics Applications · Cross-listed from cs.LG
Prediction of Respiratory Syncytial Virus-Associated Hospitalizations Using Machine Learning Models Based on Environmental Data
Eric Guo
Respiratory syncytial virus (RSV) is a leading cause of hospitalization among young children, with outbreaks strongly influenced by environmental conditions. This study developed a machine learning framework to predict RSV-associated hospitalizations in the United States (U.S.) by integrating wastewater surveillance, meteorological, and air quality data. The
dataset combined weekly hospitalization rates, wastewater RSV levels, daily meteorological measurements, and air pollutant concentrations. Classification models, including CART, Random Forest, and Boosting, were trained to predict weekly RSV-associated hospitalization rates classified as Low risk, Alert, and Epidemic levels. The wastewater RSV level was identified as the strongest predictor, followed by meteorological and air quality variables such as temperature, ozone levels, and specific humidity. Notably, the analysis also revealed significantly higher RSV-associated hospitalization rates among Native Americans and Alaska Natives. Further research is needed to better understand the drivers of RSV disparity in these communities to improve prevention strategies. Furthermore, states at high altitudes, characterized by lower surface pressure, showed consistently higher RSV-associated hospitalization rates. These findings highlight the value of combining environmental and community surveillance data to forecast RSV outbreaks, enabling more timely public health interventions and resource allocation. In order to provide accessibility and practical use of the models, we have developed an interactive R Shiny dashboard (https://f6yxlu-eric-guo.shinyapps.io/rsv_app/), which allows users to explore RSV-associated hospitalization risk levels across different states, visualize the impact of key predictors, and interactively generate RSV outbreak forecasts.
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Statistics Applications
A Latent Variable Framework for Scaling Laws in Large Language Models
Peiyao Cai, Chengyu Cui, Felipe Maia Polo et al. (+6 more)
We propose a statistical framework built on latent variable modeling for scaling laws of large
language models (LLMs). Our work is motivated by the rapid emergence of numerous new LLM families with distinct architectures and training strategies, evaluated on an increasing number of
benchmarks. This heterogeneity makes a single global scaling curve inadequate for capturing how performance varies across families and
benchmarks. To address this, we propose a latent variable modeling framework in which each LLM family is associated with a latent variable that captures the common underlying features in that family. An LLM's performance on different
benchmarks is then driven by its latent skills, which are jointly determined by the latent variable and the model's own observable features. We develop an estimation procedure for this latent variable model and establish its statistical properties. We also design efficient numerical
algorithms that support estimation and various downstream tasks. Empirically, we evaluate the approach on 12 widely used
benchmarks from the Open LLM Leaderboard (v1/v2).
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All authors Peiyao Cai, Chengyu Cui, Felipe Maia Polo, Seamus Somerstep, Leshem Choshen, Mikhail Yurochkin, Yuekai Sun, Kean Ming Tan, Gongjun Xu
Statistics Applications · Cross-listed from q-fin.CP
Market Reactions and Information Spillovers in Bank Mergers: A Multi-Method Analysis of the Japanese Banking Sector
Haibo Wang and Takeshi Tsuyuguchi
Major bank mergers and acquisitions (M&A) transform the financial
market structure, but their valuation and spillover effects remain open to question. This study examines the
market reaction to two M&A events: the 2005 creation of Mitsubishi UFJ Financial Group following the Financial Big Bang in Japan, and the 2018 merger involving Resona Holdings after the global financial crisis. The multi-method analysis in this research combines several distinct methods to explore these M&A events. An event study using the
market model, the capital asset pricing model (CAPM), and the Fama-French three-factor model is implemented to estimate cumulative abnormal returns (CAR) for valuation purposes. Vector autoregression (VAR) models are used to test for Granger causality and map dynamic effects using impulse response functions (IRFs) to investigate spillovers. Propensity score matching (PSM) helps provide a causal estimate of the average treatment effect on the treated (ATT). The analysis detected a significant positive
market reaction to the mergers. The findings also suggest the presence of prolonged positive spillovers to other banks, which may indicate a synergistic effect among Japanese banks. Combining these methods provides a unique perspective on M&A events in the Japanese banking sector, offering valuable insights for investors, managers, and regulators concerned with
market efficiency and systemic stability
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Statistical Methodology
Hierarchical Clustering With Confidence
Di Wu, Jacob Bien and Snigdha Panigrahi
Agglomerative hierarchical clustering is one of the most widely used approaches for exploring how observations in a
dataset relate to each other. However, its greedy nature makes it highly sensitive to small perturbations in the data, often producing different clustering results and making it difficult to separate genuine structure from spurious patterns. In this paper, we show how randomizing hierarchical clustering can be useful not just for measuring stability but also for designing valid hypothesis testing procedures based on the clustering results. We propose a simple randomization scheme together with a method for constructing a valid p-value at each node of the hierarchical clustering dendrogram that quantifies evidence against performing the greedy merge. Our test controls the Type I error rate, works with any hierarchical linkage without case-specific derivations, and simulations show it is substantially more powerful than existing selective inference approaches. To demonstrate the practical utility of our p-values, we develop an adaptive $\alpha$-spending procedure that estimates the number of clusters, with a probabilistic guarantee on overestimation. Experiments on simulated and real data show that this estimate yields powerful clustering and can be used, for example, to assess clustering stability across multiple runs of the randomized
algorithm.
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Statistical Methodology
Simultaneous Heterogeneity and Reduced-rank Learning for Multivariate Response Regression
Jie Wu, Bo Zhang, Daoji Li et al. (+1 more)
Heterogeneous data are now ubiquitous in many applications in which correctly identifying the subgroups from a heterogeneous population is critical. Although there is an increasing body of literature on subgroup detection, existing methods mainly focus on the univariate response setting. In this paper, we propose a joint heterogeneity and reduced-rank learning framework to simultaneously identify the subgroup structure and estimate the
covariate effects for heterogeneous multivariate response regression. In particular, our approach uses rank-constrained pairwise fusion penalization and conducts the subgroup analysis without requiring prior knowledge regarding the individual subgroup memberships. We implement the proposed approach by an alternating direction method of multipliers (ADMM)
algorithm and show its convergence. We also establish the asymptotic properties for the resulting
estimators under mild and interpretable conditions. A predictive information criterion is proposed to select the rank of the coefficient
matrix with theoretical support. The effectiveness of the proposed approach is demonstrated through simulation studies and a real data application.
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All authors Jie Wu, Bo Zhang, Daoji Li, Zemin Zheng
Statistics Applications · Cross-listed from cs.LG
Diagnosis-based mortality prediction for intensive care unit patients via transfer learning
Mengqi Xu, Subha Maity and Joel Dubin
In the intensive care unit, the underlying causes of critical illness vary substantially across diagnoses, yet prediction models accounting for diagnostic heterogeneity have not been systematically studied. To address the gap, we evaluate transfer learning approaches for diagnosis-specific mortality prediction and apply both GLM- and XGBoost-based models to the eICU Collaborative Research Database. Our results demonstrate that transfer learning consistently outperforms models trained only on diagnosis-specific data and those using a well-known ICU severity-of-illness score, i.e., APACHE IVa, alone, while also achieving better calibration than models trained on the pooled data. Our findings also suggest that the Youden cutoff is a more appropriate decision threshold than the conventional 0.5 for binary outcomes, and that transfer learning maintains consistently high predictive performance across various cutoff criteria.
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Statistics Applications · Cross-listed from econ.GN
AI as "Co-founder": GenAI for Entrepreneurship
Junhui Jeff Cai, Xian Gu, Liugang Sheng et al. (+3 more)
This paper studies whether, how, and for whom generative artificial intelligence (GenAI) facilitates firm creation. Our identification strategy exploits the November 2022 release of ChatGPT as a global shock that lowered start-up costs and leverages variations across geo-coded grids with differential pre-existing AI-specific human capital. Using high-resolution and universal data on Chinese firm registrations by the end of 2024, we find that grids with stronger AI-specific human capital experienced a sharp surge in new firm formation$\unicode{x2013}$driven entirely by small firms, contributing to 6.0% of overall national firm entry. Large-firm entry declines, consistent with a shift toward leaner ventures. New firms are smaller in capital, shareholder number, and founding team size, especially among small firms. The effects are strongest among firms with potential AI applications, weaker financing needs, and among first-time entrepreneurs. Overall, our results highlight that GenAI serves as a pro-competitive force by disproportionately boosting small-firm entry.
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All authors Junhui Jeff Cai, Xian Gu, Liugang Sheng, Mengjia Xia, Linda Zhao, Wu Zhu
Statistics Applications · Cross-listed from q-fin.ST
Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
Stanisław Drożdż, Paweł Jarosz, Jarosław Kwapień et al. (+2 more)
Correlations in complex systems are often obscured by nonstationarity, long-range
memory, and heavy-tailed fluctuations, which limit the usefulness of traditional covariance-based analyses. To address these challenges, we construct scale and fluctuation-dependent correlation
matrices using the multifractal detrended cross-correlation coefficient $\rho_r$ that selectively emphasizes fluctuations of different amplitudes. We examine the spectral properties of these detrended correlation
matrices and compare them to the spectral properties of the
matrices calculated in the same way from synthetic Gaussian and $q$Gaussian signals. Our results show that detrending, heavy tails, and the fluctuation-order parameter $r$ jointly produce spectra, which substantially depart from the random case even under absence of cross-correlations in time series. Applying this framework to one-minute returns of 140 major cryptocurrencies from 2021-2024 reveals robust collective modes, including a dominant
market factor and several sectoral components whose strength depends on the analyzed scale and fluctuation order. After filtering out the
market mode, the empirical
eigenvalue bulk aligns closely with the limit of random detrended cross-correlations, enabling clear identification of structurally significant outliers. Overall, the study provides a refined spectral baseline for detrended cross-correlations and offers a promising tool for distinguishing genuine interdependencies from noise in complex, nonstationary, heavy-tailed systems.
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All authors Stanisław Drożdż, Paweł Jarosz, Jarosław Kwapień, Maria Skupień, Marcin Wątorek
Statistics Applications
Spatio-temporal Shared-Field Modeling of Beluga and Bowhead Whale Sightings Using a Joint Marked Log-Gaussian Cox Process
Mauli Pant, Linda Fernandez and Indranil Sahoo
We analyze a decade of aerial survey whale sighting data (2010-2019) to model the spatio-temporal distributions and group sizes of beluga (Delphinapterus leucas) and bowhead (Balaena mysticetus) whales in the United States Arctic. To jointly model these species, we develop a multi-species Log-Gaussian Cox Process (LGCP) in which species specific intensity surfaces are linked through a shared latent spatial Gaussian field. This structure allows the model to capture broad spatial patterns common to both species while still accommodating species level responses to environmental
covariates and seasonal variation. The latent field is represented using the
Stochastic Partial Differential Equation (SPDE) approach with an anisotropic Matern covariance, implemented on an ocean constrained triangulated mesh so that spatial dependence aligns with marine geography. Whale group size is incorporated through a marked point process extension with species specific negative binomial marks, allowing occurrence and group sizes to be jointly analyzed within a unified framework. Inference is carried out using the Integrated Nested Laplace Approximation (INLA), enabling efficient model fitting over a decade of survey effort. The results highlight persistent multi-species hotspots and distinct environmental associations for each species, demonstrating the value of shared field LGCPs for joint species distribution modeling in data sparse and heterogeneous survey settings.
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Machine Learning (Statistics)
Canonical Tail Dependence for Soft Extremal Clustering of Multichannel Brain Signals
Mara Sherlin Talento, Jordan Richards, Raphael Huser et al. (+1 more)
We develop a novel characterization of extremal dependence between two cortical regions of the
brain when its signals display extremely large amplitudes. We show that connectivity in the tails of the distribution reveals unique features of extreme events (e.g., seizures) that can help to identify their occurrence. Numerous studies have established that connectivity-based features are effective for discriminating
brain states. Here, we demonstrate the advantage of the proposed approach: that tail connectivity provides additional discriminatory power, enabling more accurate identification of extreme-related events and improved seizure risk management. Common approaches in tail dependence modeling use pairwise summary measures or parametric models. However, these approaches do not identify channels that drive the maximal tail dependence between two groups of signals – an information that is useful when analyzing electroencephalography of epileptic patients where specific channels are responsible for seizure occurrences. A familiar approach in traditional signal processing is canonical correlation, which we extend to the tails to develop a visualization of extremal channel-contributions. Through the tail pairwise dependence
matrix (TPDM), we develop a computationally-efficient
estimator for our canonical tail dependence measure. Our method is then used for accurate frequency-based soft clustering of neonates, distinguishing those with seizures from those without.
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All authors Mara Sherlin Talento, Jordan Richards, Raphael Huser, Hernando Ombao
Statistical Methodology
Community detection in heterogeneous signed networks
Yuwen Wang, Shiwen Ye, Jingnan Zhang et al. (+1 more)
Network data has attracted growing interest across scientific domains, prompting the development of various network models. Existing network analysis methods mainly focus on unsigned networks, whereas signed networks, consisting of both positive and negative edges, have been frequently encountered in practice but much less investigated. In this paper, we formally define strong and weak balance in signed networks, and propose a signed block $\beta$-model, which is capable of modeling strong- and weak-balanced signed networks simultaneously. We establish the identifiability of the proposed model by leveraging properties of bipartite graphs, and develop an efficient alternating updating
algorithm to optimize the resulting log-likelihood function. More importantly, we establish the asymptotic consistencies of the proposed model in terms of both probability estimation and community detection. Its advantages are also demonstrated through extensive numerical experiments and the application to a real-world international relationship network.
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All authors Yuwen Wang, Shiwen Ye, Jingnan Zhang, Junhui Wang
Statistical Methodology
Goodness-of-fit Tests for Heavy-tailed Random Fields
Ying Niu, Zhao Chen, Christina Dan Wang et al. (+1 more)
We develop goodness-of-fit tests for max-stable random fields, which are used to model heavy-tailed spatial data. The test statistics are constructed based on the
Fourier transforms of the indicators of extreme values in the heavy-tailed spatial data, whose asymptotic distribution is a Gaussian random field under a hypothesized max-stable random field. Since the covariance structure of the limiting Gaussian random field lacks an explicit expression, we propose a stationary bootstrap procedure for spatial fields to approximate critical values. Simulation studies confirm the theoretical distributional results, and applications to PM2.5 and temperature data illustrate the practical utility of the proposed method for model assessment.
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All authors Ying Niu, Zhao Chen, Christina Dan Wang, Yuwei Zhao
Machine Learning (Statistics) · Cross-listed from cs.LG
Greedy Alignment Principle for Optimizer Selection
Jaerin Lee and Kyoung Mu Lee
Recent works have shown that gradient-update
alignment is a powerful signal for modulating optimizer updates, often leading to faster training. We promote this update-wise heuristic as a mathematically grounded principle for selecting and tuning optimizer hyperparameters. By treating gradients and updates as signals and an optimizer as a causal filter that maps between them, we formulate optimizer selection as maximizing the expected drop rate in loss over a prescribed family of optimizers. We show that this objective is exactly the inner product between the optimizer filter and the gradient autocorrelation, and prove that a greedy optimum exists and has a stability bound under perturbations of the estimated gradient statistics. Specializing in momentum-based optimizers, the theory yields simple dynamic momentum selection rules for both SGD+Momentum and Adam/AdamW. Experiments across image classification,
language model fine-tuning, and
vision transformer fine-tuning show that the resulting dynamic momentum rules match or improve upon the best fixed hyperparameters found via manual sweeps, reducing the need for exhaustive momentum sweeps. Code is available at https://github.com/ironjr/gap
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Machine Learning (Statistics)
Modeling Spatio-temporal Extremes via Conditional Variational Autoencoders
Xiaoyu Ma, Likun Zhang and Christopher K. Wikle
Extreme weather events are widely studied in fields such as agriculture, ecology, and meteorology. The spatio-temporal co-occurrence of extreme events can strengthen or weaken under changing
climate conditions. In this paper, we propose a novel approach to model spatio-temporal extremes by integrating
climate indices via a conditional variational autoencoder (cXVAE). A convolutional neural network (CNN) is embedded in the decoder to convolve climatological indices with the spatial dependence within the latent space, thereby allowing the decoder to be dependent on the
climate variables. There are three main contributions here. First, we demonstrate through extensive simulations that the proposed conditional XVAE accurately emulates spatial fields and recovers spatially and temporally varying extremal dependence with very low computational cost post training. Second, we provide a simple, scalable approach to detecting condition-driven shifts and whether the dependence structure is invariant to the conditioning variable. Third, when dependence is found to be condition-sensitive, the conditional XVAE supports counterfactual experiments allowing intervention on the
climate covariate and propagating the associated change through the learned decoder to quantify differences in joint tail risk, co-occurrence ranges, and return metrics. To demonstrate the practical utility and performance of the model in real-world scenarios, we apply our method to analyze the monthly maximum Fire Weather Index (FWI) over eastern Australia from 2014 to 2024 conditioned on the El Niño/Southern Oscillation (ENSO) index.
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Machine Learning (Statistics) · Cross-listed from cs.LG
Zero Generalization Error Theorem for Random Interpolators via Algebraic Geometry
Naoki Yoshida, Isao Ishikawa and Masaaki Imaizumi
We theoretically demonstrate that the generalization error of interpolators for machine learning models under teacher-student settings becomes 0 once the number of training samples exceeds a certain threshold. Understanding the high generalization ability of large-scale models such as deep neural networks (DNNs) remains one of the central open problems in machine learning theory. While recent theoretical studies have attributed this phenomenon to the implicit bias of
stochastic gradient descent (SGD) toward well-generalizing solutions, empirical evidences indicate that it primarily stems from properties of the model itself. Specifically, even randomly sampled interpolators, which are parameters that achieve zero training error, have been observed to generalize effectively. In this study, under a teacher-student framework, we prove that the generalization error of randomly sampled interpolators becomes exactly zero once the number of training samples exceeds a threshold determined by the
geometric structure of the interpolator set in parameter space. As a proof technique, we leverage tools from algebraic geometry to mathematically characterize this
geometric structure.
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Statistics Theory
Topological Periodicity Test (TopPT) via Confidence Bound of Time-Delay Embeddings
Donghyun Park, Junhyun An, Taehyoung Kim et al. (+1 more)
Time-delay
embedding is a fundamental technique in Topological Data Analysis (TDA) for reconstructing phase-space dynamics of time-series data, where persistent homology can reveal loops associated with periodicity. However, rigorous statistical uncertainty quantification for these features remains underdeveloped. First, we analyze the
topology of time-delay
embeddings, showing that the embedded trajectory is homotopy equivalent to a circle ($S^1$) for periodic signals and contractible for non-periodic ones. We also prove a positive lower bound on the
embedding reach, ensuring stable topological features. Second, we develop a subsampling approach to construct confidence bounds for persistence diagrams. Under standard
manifold regularity conditions, we derive data-dependent bounds with asymptotic guarantees. Finally, we propose Topological Periodicity Test (TopPT), a hypothesis testing framework for periodicity with asymptotically controlled type I and type II error rates. Experiments on bounded-error synthetic data show that raw TDA detects periodic alternatives while avoiding false rejections on structured non-periodic signals, and that the robust rule is conservative after interpolation-error correction. On PhysioNet Fantasia and BIDMC respiratory waveforms, TDA detects most records but only a subset of local windows, unlike scalar periodogram baselines.
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All authors Donghyun Park, Junhyun An, Taehyoung Kim, Jisu Kim
Statistical Methodology
The Bag-and-Whisker Plot: A New Bagplot for Bivariate Data
Shenghao Qin, Bowen Gang, Tiejun Tong et al. (+1 more)
The bagplot, also known as the "bag-and-bolster plot", is a notable extension of the boxplot from univariate to bivariate data. Although widely used, its practical application is hindered by two key limitations: the fixed inflation factor for outlier detection that does not adapt to the sample size, and the unstable convex hull used to visualize its fence. In this paper, we propose a new bagplot, namely the "bag-and-whisker plot", as an improvement method to address these limitations. Our framework recasts outlier detection as a multiple testing problem, yielding a data-adaptive fence that controls statistical error rates and enhances the reliability of outlier identification. To further resolve graphical instability, we introduce a refined visualization that abandons the convex hull (the bolster) with a direct rendering of the statistical fence, complemented by granular whiskers that effectively illustrate the data's spread. Extensive simulations and real-world data analyses demonstrate that our new bagplot exhibits superior adaptivity and robustness compared to the existing standard, and thus can be highly recommended for practical use. To increase the visibility of the work, a user-friendly R package named BagWhiskerPlot has been made publicly available on CRAN.
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All authors Shenghao Qin, Bowen Gang, Tiejun Tong, Hengjian Cui
Machine Learning (Statistics) · Cross-listed from cs.LG
Entropic Confinement and Mode Connectivity in Overparameterized Neural Networks
Luca Di Carlo, Chase Goddard and David J. Schwab
Modern neural networks exhibit a striking property: basins of attraction in the loss landscape are often connected by low-loss paths, yet optimization dynamics generally remain confined to a single convex basin and rarely explore intermediate points. We resolve this paradox by identifying entropic barriers arising from the interplay between
curvature variations along these paths and noise in optimization dynamics. Empirically, we find that
curvature systematically rises away from minima, producing effective forces that bias noisy dynamics back toward the endpoints - even when the loss remains nearly flat. These barriers persist longer than energetic barriers, shaping the late-time localization of solutions in parameter space. Our results highlight the role of
curvature-induced entropic forces in governing both connectivity and confinement in deep learning landscapes.
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Machine Learning (Statistics) · Cross-listed from q-bio.MN
Interpretable Neural Approximation of Stochastic Reaction Dynamics with Guaranteed Reliability
Quentin Badolle, Arthur Theuer, Zhou Fang et al. (+2 more)
Stochastic Reaction Networks (SRNs) are a fundamental modeling framework for systems ranging from chemical kinetics and epidemiology to ecological and synthetic biological processes. A central computational challenge is the estimation of expected outputs across initial conditions and times, a task that is rarely solvable analytically and becomes computationally prohibitive with current methods such as Finite State Projection or the
Stochastic Simulation
Algorithm. Existing deep learning approaches offer empirical scalability, but provide neither interpretability nor reliability guarantees, limiting their use in scientific analysis and in applications where model outputs inform real-world decisions. Here we introduce DeepSKA, a neural framework that jointly achieves interpretability, guaranteed reliability, and substantial computational gains. DeepSKA yields mathematically transparent representations that generalise across states, times, and output functions, and it integrates this structure with a small number of
stochastic simulations to produce unbiased, provably convergent, and dramatically lower-variance estimates than classical Monte Carlo. We demonstrate these capabilities across nine SRNs, including nonlinear and non-mass-action models with up to ten species, where DeepSKA delivers accurate predictions and orders-of-magnitude efficiency improvements. This interpretable and reliable neural framework offers a principled foundation for developing analogous methods for other Markovian systems, including
stochastic differential equations.
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All authors Quentin Badolle, Arthur Theuer, Zhou Fang, Ankit Gupta, Mustafa Khammash
Statistics Theory · Cross-listed from cs.LG
Theoretical Compression Bounds for Wide Multilayer Perceptrons
Houssam El Cheairi, David Gamarnik and Rahul Mazumder
Pruning and quantization techniques have been broadly successful in reducing the number of parameters needed for large neural networks, yet theoretical justification for their empirical success falls short. We consider a randomized greedy compression
algorithm for
pruning and quantization post-training and use it to rigorously show the existence of pruned/quantized subnetworks of multilayer perceptrons (MLPs) with competitive performance. We further extend our results to structured
pruning of MLPs and convolutional neural networks (CNNs), thus providing a unified analysis of
pruning in wide networks. Our results are free of data assumptions, and showcase a tradeoff between compressibility and network width. The
algorithm we consider bears some similarities with Optimal
Brain Damage (OBD) and can be viewed as a post-training randomized version of it. The theoretical results we derive bridge the gap between theory and application for
pruning/quantization, and provide a justification for the empirical success of compression in wide multilayer perceptrons.
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Statistical Methodology · Cross-listed from q-bio.NC
Assessing the Information Content of Individual Spikes in Population-Level Models of Neural Spiking Activity
Azar Ghahari and Uri T. Eden
In the last decade, there have been major advances in clusterless decoding
algorithms for neural data analysis. These
algorithms use the theory of marked point processes to describe the joint activity of many
neurons simultaneously, without the need for spike sorting. In this study, we examine information-theoretic metrics to analyze the information extracted from each observed spike under such clusterless models. In an analysis of spatial coding in the rat hippocampus, we compared the
entropy reduction between spike-sorted and clusterless models for both individual spikes observed in isolation and when the prior information from all previously observed spikes is accounted for. Our analysis demonstrates that low-amplitude spikes, which are difficult to cluster and often left out of spike sorting, provide reduced information compared to sortable, high-amplitude spikes when considered in isolation, but the two provide similar levels of information when considering all the prior information available from past spiking. These findings demonstrate the value of combining information measures with state-space modeling and yield new insights into the underlying mechanisms of neural computation.
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Machine Learning (Statistics)
Contextual Strongly Convex Simulation Optimization: Optimize then Predict with Inexact Solutions
Nifei Lin, Heng Luo and L. Jeff Hong
In this work, we study contextual strongly convex simulation optimization and adopt an "optimize then predict" (OTP) approach for real-time decision making. In the offline stage, simulation optimization is conducted across a set of
covariates to approximate the optimal-solution function; in the online stage, decisions are obtained by evaluating this approximation at the observed
covariate. The central theoretical challenge is to understand how the inexactness of solutions generated by simulation-optimization
algorithms affects the optimality gap, which is overlooked in existing studies. To address this, we develop a unified analysis framework that explicitly accounts for both solution bias and variance. Using Polyak-Ruppert averaging SGD as an illustrative simulation-optimization
algorithm, we analyze the optimality gap of OTP under four representative smoothing techniques: $k$ nearest neighbor, kernel smoothing, linear regression, and kernel ridge regression. We establish convergence rates, derive the optimal allocation of the computational budget $\Gamma$ between the number of design
covariates and the per-
covariate simulation effort, and demonstrate the convergence rate can approximately achieve $\Gamma^{-1}$ under appropriate smoothing technique and sample-allocation rule. Finally, through a numerical study, we validate the theoretical findings and demonstrate the effectiveness and practical value of the proposed approach.
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Statistics Theory · Cross-listed from cs.IT
Non-Asymptotic Error Bounds for Causally Conditioned Directed Information Rates of Gaussian Sequences
Yuping Zheng and Andrew Lamperski
Directed information and its causally conditioned variations are often used to measure causal influences between random processes. In practice, these quantities must be measured from data. Non-asymptotic error bounds for these estimates are known for sequences over finite alphabets, but less is known for real-valued data. This paper examines the case in which the data are sequences of Gaussian vectors. We provide an explicit formula for causally conditioned directed information rate based on optimal prediction and define an
estimator based on this formula. We show that our
estimator gives an error of order $O\left(N^{-1/2}\log(N)\right)$ with high probability, where $N$ is the total sample size.
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