Papers

This paper introduces a unified micro-level stochastic framework for the joint modeling of loss reserves (RBNS), incurred but not reported (IBNR) reserves, and unearned premium risk under dependence, inflation, and discounting. The proposed framework accommodates interactions between indemnities, expenses, reporting delays, and settlement delays, while allowing for flexible parametric dependence structures and dynamic financial adjustments. An Aggregate Trend Renewal Process (ATRP) is used as one possible implementation of the joint model for payments, expenses, and delays; however, the methodological contribution of the paper lies in the unified micro-level reserving architecture rather than in the ATRP itself. The framework produces forward-looking reserve and premium risk measures with direct applications to pricing, reserving, and capital management. We implement the framework using an aggregate trend renewal process at the individual claim level, which can be applied to the usual run-off triangle to obtain predictions for each accident-development year. Closed-form expressions for the first two raw and joint conditional moments of predicted payments are derived, together with approximations of their distribution functions. A detailed case study on medical malpractice insurance illustrates the practical relevance of the approach and its calibration on real-world data. We also investigate data heterogeneity, parameter uncertainty, distributional approximations, premium risk, UPR sensitivity to operational delays and inflation, and risk capital implications under alternative assumptions. The results highlight the advantages of unified micro-level modeling for dynamic liability and premium risk assessment in long-tailed lines of business.

The notion of causal effect is fundamental across many scientific disciplines. Traditionally, quantitative researchers have studied causal effects at the level of variables; for example, how a certain drug dose (W) causally affects a patient's blood pressure (Y). However, in many modern data domains, the raw variables-such as pixels in an image or tokens in a language model-do not have the semantic structure needed to formulate meaningful causal questions. In this paper, we offer a more fine-grained perspective by studying causal effects at the level of events, drawing inspiration from probability theory, where core notions such as independence are first given for events and sigma-algebras, before random variables enter the picture. Within the measure-theoretic framework of causal spaces, a recently introduced axiomatisation of causality, we first introduce several binary definitions that determine whether a causal effect is present, as well as proving some properties of them linking causal effect to (in)dependence under an intervention measure. Further, we provide quantifying measures that capture the strength and nature of causal effects on events, and show that we can recover the common measures of treatment effect as special cases.

Machine learning is a field that has been growing in importance since the early 2010s due to the increasing accuracy of classification models and hardware advances that have enabled faster training on large datasets. In the field of astronomy, tree-based models and simple neural networks have recently garnered attention as a means of classifying celestial objects based on photometric data. We apply common tree-based models to assess performance of these models for discriminating objects with similar photometric signals, pulsars and black holes. We also train a RNN on a downsampled and normalized version of the raw signal data to examine its potential as a model capable of object discrimination and classification in real-time.

We present a comprehensive statistical methodological framework for estimating contextual exposure to HIV that includes local (grid-cell level) estimation of HIV prevalence and human activity space estimation based on GPS data. The development of our framework was necessary to analyze HIV surveillance and sociodemographic survey data in conjunction with GPS data collected in rural KwaZulu-Natal, South Africa, to study the mobility patterns of young people. Based on mobility and contextual exposure measures, we examine whether the sex and age of study participants systematically influence the extent and structure of their mobility patterns. We discuss techniques for investigating how the study participants' contextual exposure to HIV changes as their activity spaces expand beyond residential locations, as well as methods for identifying study participants who may be at increased risk of acquiring HIV. KEYWORDS: Contextual HIV exposure; GPS-based mobility analysis; Activity space; HIV prevalence mapping

Measuring long-run LLM outcomes (user satisfaction, expert judgment, downstream KPIs) is expensive. Teams default to cheap LLM judges, but uncalibrated proxies can invert rankings entirely. Causal Judge Evaluation (CJE) makes it affordable to aim at the right target: calibrate cheap scores against a small oracle slice, then evaluate at scale with valid uncertainty. We treat surrogate validity as auditable: for each policy or deployment context, a small oracle audit tests whether the learned calibration remains mean-unbiased, turning an uncheckable identification condition into a falsifiable diagnostic. On 4,961 Chatbot Arena prompts comparing five policies with a 16x oracle/judge cost ratio, at a 5% oracle fraction CJE achieves 99% pairwise ranking accuracy at 14x lower cost; across all configurations (5-50% oracle, varying n), accuracy averages 94%. An adversarial policy fails the transport audit and is correctly flagged; in such cases CJE refuses level claims rather than reporting biased estimates. Key findings: naive confidence intervals on raw judge scores achieve 0% coverage (CJE: ~95%); importance-weighted estimators fail despite >90% effective sample size; and the Coverage-Limited Efficiency (CLE) bound and its TTC diagnostic explain why.

Least absolute shrinkage and selection operator (Lasso), the popular variable selection engine for high-dimensional regression, is commonly tuned using cross-validation (CV). This is known to be slow and loses accuracy in high-dimension, low signal-to-noise ratio (SNR) settings. These issues are exacerbated for high-dimensional time series models such as the vector autoregression (VAR), where time series cross-validaiton (TSCV) is used for tuning. We propose $\texttt{autotune}$, a strategy for the Lasso to tune itself automatically by exploiting information contained in partial residuals computed during a single Lasso fit. The strategy can also be viewed as alternately estimating noise standard deviation and column space of relevant predictors. Numerical experiments on regression and VAR models show that $\texttt{autotune}$ is faster than existing alternatives, and more accurate when the SNR is low. It also provides an accurate estimator of noise scale and diagnostic plots akin to screeplots for checking model sparsity. We demonstrate the benefit of $\texttt{autotune}$ on several real data sets and develop an R package available on CRAN.

Balancing competing objectives is omnipresent across disciplines, from drug design to autonomous systems. Multi-objective Bayesian optimization is a promising solution for such expensive, black-box problems: it fits probabilistic surrogates and selects new designs via an acquisition function that balances exploration and exploitation. In practice, it requires tailored choices of surrogate and acquisition that rarely transfer to the next problem, is myopic when multi-step planning is often required, and adds refitting overhead, particularly in parallel or time-sensitive loops. We present TAMO, a fully amortized, universal policy for multi-objective black-box optimization. TAMO uses a transformer architecture that operates across varying input and objective dimensions, enabling pretraining on diverse corpora and transfer to new problems without retraining: at test time, the pretrained model proposes the next design with a single forward pass. We pretrain the policy with reinforcement learning to maximize cumulative hypervolume improvement over full trajectories, conditioning on the entire query history to approximate the Pareto frontier. Across synthetic benchmarks and real tasks, TAMO produces fast proposals, reducing proposal time by 50-1000x versus alternatives while matching or improving Pareto quality under tight evaluation budgets. These results show that transformers can perform multi-objective optimization entirely in-context, eliminating per-task surrogate fitting and acquisition engineering, and open a path to foundation-style, plug-and-play optimizers for scientific discovery workflows.

Many problems in science and engineering involve time-dependent, high dimensional datasets arising from complex physical processes, which are costly to simulate. In this work, we propose WeldNet: Windowed Encoders for Learning Dynamics, a data-driven nonlinear model reduction framework to build a low-dimensional surrogate model for complex evolution systems. Given time-dependent training data, we split the time domain into multiple overlapping windows, within which nonlinear dimension reduction is performed by auto-encoders to capture latent codes. Once a low-dimensional representation of the data is learned, a propagator network is trained to capture the evolution of the latent codes in each window, and a transcoder is trained to connect the latent codes between adjacent windows. The proposed windowed decomposition significantly simplifies propagator training by breaking long-horizon dynamics into multiple short, manageable segments, while the transcoders ensure consistency across windows. In addition to the algorithmic framework, we develop a mathematical theory establishing the representation power of WeldNet under the manifold hypothesis, justifying the success of nonlinear model reduction via deep autoencoder-based architectures. Our numerical experiments on various differential equations indicate that WeldNet can capture nonlinear latent structures and their underlying dynamics, outperforming both traditional projection-based approaches and recently developed nonlinear model reduction methods.

We introduce test prediction variance (TPV)–the first-order sensitivity of a trained model's outputs to parameter perturbations–as a unifying framework for analyzing post-training robustness. TPV is a fully label-free object whose trace form separates the geometry of the trained model from the specific perturbation mechanism, placing SGD noise, label noise, quantization, and pruning under a single lens. The resulting expressions recover the wide-minima hypothesis for SGD and quantization noise, and yield a distinct Jacobian-spectral characterization for label noise connecting label-noise TPV with benign overfitting in nonlinear networks. Theoretically, we prove that training-set TPV converges to its test-set counterpart in the overparameterized limit, irrespective of generalization performance, providing the first result that prediction variance under local parameter perturbations can be inferred from training inputs alone. Empirically, this stability holds far more broadly, including at very low widths. Further, TPV correlates well with test loss, enabling practical applications: JBR, a label-free pruning criterion derived from TPV geometry matching state-of-the-art baselines; and training-set based model selection signal for in-distribution and transfer learning scenarios. Code available at github.com/devansharpit/TPV.

This paper addresses the problem of detecting and estimating the anisotropy of a stationary real-valued random field from a single realization of one of its excursion sets. This setting is challenging as it relies on observing a binary image without prior knowledge of the field's mean, variance, or the specific threshold value. Our first contribution is to propose a generalization of Cabaña's contour method to arbitrary dimensions by analyzing the Palm distribution of normal vectors along the excursion set boundaries. We demonstrate that the anisotropy parameters can be recovered by solving a smooth and strongly convex optimization problem involving the eigenvalues of the empirical covariance matrix of these normal vectors. Our second main contribution is a new, model-agnostic statistical test for isotropy in dimension two. We introduce a statistic based on the contour method which is asymptotically distributed as a chi-squared variable with two degrees of freedom under the null hypothesis of quasi-isotropy. Unlike existing methods based on Lipschitz-Killing curvatures, this procedure does not require knowledge of the random field's covariance structure. Extensive numerical experiments show that our test is well-calibrated and more powerful than model-based alternatives as well as that the estimation of the anisotropy parameters, including the directions, is robust and efficient. Finally, we apply this framework to test the quasi-isotropy of the Cosmic Microwave Background (CMB) using the Planck data release 3 mission.

Feature and Interaction Importance (FII) methods are essential in supervised learning for assessing the relevance of input variables and their interactions in complex prediction models. In many domains, such as personalized medicine, local interpretations for individual predictions are often required, rather than global scores summarizing overall feature importance. Random Forests (RFs) are widely used in these settings, and existing interpretability methods typically exploit tree structures and split statistics to provide model-specific insights. However, theoretical understanding of local FII methods for RF remains limited, making it unclear how to interpret high importance scores for individual predictions. We propose a novel, local, model-specific FII method that identifies frequent co-occurrences of features along decision paths, combining global patterns with those observed on paths specific to a given test point. We prove that our method consistently recovers the true local signal features and their interactions under a Locally Spike Sparse (LSS) model and also identifies whether large or small feature values drive a prediction. We illustrate the usefulness of our method and theoretical results through simulation studies and a real-world data example.

What is your messaging data used for? While many users do not often think about the information companies can gather based off of their messaging platform of choice, it is nonetheless important to consider as society increasingly relies on short-form electronic communication. While most companies keep their data closely guarded, inaccessible to users or potential hackers, Apple has opened a door to their walled-garden ecosystem, providing iMessage users on Mac with one file storing all their messages and attached metadata. With knowledge of this locally stored file, the question now becomes: What can our data do for us? In the creation of our iMessage text message analyzer, we set out to answer five main research questions focusing on topic modeling, response times, reluctance scoring, and sentiment analysis. This paper uses our exploratory data to show how these questions can be answered using our analyzer and its potential in future studies on iMessage data.

Structural Equation Modeling (SEM) is a flexible statistical technique with multiple applications, including behavioral genetics and social sciences. Building on the original design of the umx package, which improved accessibility to OpenMx by specifying a concise syntax, umx v4.5 extends functionality for longitudinal and causal twin designs while improving interoperability with graphical modelling tools such as Onyx. New capabilities include: classic and modern cross-lagged panel models; Mendelian Randomization Direction-of-Causation (MR-DoC) twin models incorporating polygenic scores as instruments; support for definition variables directly in umxRAM(); a workflow for importing paths from {\Omega}nyx; a dedicated function for incorporating censored variables' data into models, particularly valuable in biomarker research; improved covariate placeholder handling for definition variables; sex-limitation modelling across five twin groups, accommodating quantitative and qualitative sex differences; and covariate residualization in wide- or long-format data. These new functionalities accelerate reproducible, reliable, publication-ready twin and family modelling, and integrated journal-quality reporting, thereby lowering barriers to genetic epidemiological analyzes.

We study outlier (a.k.a., anomaly) detection for single-pass non-stationary streaming data. In the well-studied offline or batch outlier detection problem, traditional methods such as kernel One-Class SVM (OCSVM) are both computationally heavy and prone to large false-negative (Type II) errors under non-stationarity. To remedy this, we introduce SONAR, an efficient SGD-based OCSVM solver with strongly convex regularization. We show novel theoretical guarantees on the Type I/II errors of SONAR, superior to those known for OCSVM, and further prove that SONAR ensures favorable lifelong learning guarantees under benign distribution shifts. In the more challenging problem of adversarial non-stationary data, we show that SONAR can be used within an ensemble method and equipped with changepoint detection to achieve adaptive guarantees, ensuring small Type I/II errors on each phase of data. We validate our theoretical findings on synthetic and real-world datasets.

Bayesian filtering is a key tool in many problems that involve the online processing of data, including data assimilation, optimal control, nonlinear tracking and others. Unfortunately, the implementation of filters for nonlinear, possibly high-dimensional, dynamical systems is far from straightforward, as computational methods have to meet a delicate trade-off involving stability, accuracy and computational cost. In this paper we investigate the design, and theoretical features, of constrained Bayesian filters for state space models. The constraint on the filter is given by a sequence of compact subsets of the state space that determines the sources and targets of the Markov transition kernels in the dynamical model. Subject to such constraints, we provide sufficient conditions for filter stability and approximation error rates with respect to the original (unconstrained) Bayesian filter. Then, we look specifically into the implementation of constrained filters in a continuous-discrete setting where the state of the system is a continuous-time stochastic Itô process but data are collected sequentially over a time grid. We propose an implementation of the constraint that relies on a data-driven modification of the drift of the Itô process using barrier functions, and discuss the relation of this scheme with methods based on the Doob $h$-transform. Finally, we illustrate the theoretical results and the performance of the proposed methods in computer experiments for a partially-observed stochastic Lorenz 96 model.

Temporal-difference (TD) methods learn state and action values efficiently by bootstrapping from their own future value predictions, but such a self-bootstrapping mechanism is prone to bootstrapping bias, where the errors in the value targets accumulate across steps and result in biased value estimates. Recent work has proposed to use chunked critics, which estimate the value of short action sequences ("chunks") rather than individual actions, speeding up value backup. However, extracting policies from chunked critics is challenging: policies must output the entire action chunk open-loop, which can be sub-optimal for environments that require policy reactivity and also challenging to model especially when the chunk length grows. Our key insight is to decouple the chunk length of the critic from that of the policy, allowing the policy to operate over shorter action chunks. We propose a novel algorithm that achieves this by optimizing the policy against a distilled critic for partial action chunks, constructed by optimistically backing up from the original chunked critic to approximate the maximum value achievable when a partial action chunk is extended to a complete one. This design retains the benefits of multi-step value propagation while sidestepping both the open-loop sub-optimality and the difficulty of learning action chunking policies for long action chunks. We evaluate our method on challenging, long-horizon offline goal-conditioned tasks and show that it reliably outperforms prior methods. Code: github.com/ColinQiyangLi/dqc.

Physics-informed polynomial chaos expansions (PC$^2$) provide an efficient physically constrained surrogate modeling framework by embedding governing equations and other physical constraints into the standard data-driven polynomial chaos expansions (PCE) and solving via the Karush-Kuhn-Tucker (KKT) conditions. This approach improves the physical interpretability of surrogate models while achieving high computational efficiency and accuracy. However, the performance and efficiency of PC$^2$ can still be degraded with high-dimensional parameter spaces, limited data availability, or unrepresentative training data. To address this problem, this study explores two complementary enhancements to the PC$^2$ framework. First, a numerically efficient constrained optimization solver, straightforward updating of Lagrange multipliers (SULM), is adopted as an alternative to the conventional KKT solver. The SULM method significantly reduces computational cost when solving physically constrained problems with high-dimensionality and derivative boundary conditions that require a large number of virtual points. Second, a D-optimal sampling strategy is utilized to select informative virtual points to improve the stability and achieve the balance of accuracy and efficiency of the PC$^2$. The proposed methods are integrated into the PC$^2$ framework and evaluated through numerical examples of representative physical systems governed by ordinary or partial differential equations. The results demonstrate that the enhanced PC$^2$ has better comprehensive capability than standard PC$^2$, and is well-suited for high-dimensional uncertainty quantification tasks.

Transport-based methods have emerged as a leading paradigm for building generative models from large, clean datasets. However, in many scientific and engineering domains, clean data are often unavailable: instead, we only observe measurements corrupted through a noisy, ill-conditioned channel. A generative model for the original data thus requires solving an inverse problem at the level of distributions. In this work, we introduce a novel approach to this task based on Stochastic Interpolants: we iteratively update a transport map between corrupted and clean data samples using only access to the corrupted dataset as well as black box access to the corruption channel. Under appropriate conditions, this iterative procedure converges towards a self-consistent transport map that effectively inverts the corruption channel, thus enabling a generative model for the clean data. We refer to the resulting method as the self-consistent stochastic interpolant (SCSI). It (i) is computationally efficient compared to variational alternatives, (ii) highly flexible, handling arbitrary nonlinear forward models with only black-box access, and (iii) enjoys theoretical guarantees. We demonstrate superior performance on inverse problems in natural image processing and scientific reconstruction, and establish convergence guarantees of the scheme under appropriate assumptions. Our source code is publicly available at https://github.com/modichirag/SCSI

A margin-free measure of bivariate association generalizing Spearman's rho to the case of non-monotonic dependence is defined in terms of two square integrable functions on the unit interval. Properties of generalized Spearman correlation are investigated when the functions are piecewise continuous and strictly monotonic, with particular focus on the special cases where the functions are drawn from orthonormal bases defined by Legendre polynomials and cosine functions. For continuous random variables, generalized Spearman correlation is treated as a copula-based measure and shown to depend on a pair of uniform-distribution-preserving (udp) transformations determined by the underlying functions. Bounds for generalized Spearman correlation are derived and a novel technique referred to as stochastic inversion of udp transformations is used to construct singular copulas that attain the bounds and parametric copulas with densities that interpolate between the bounds and model different degrees of non-monotonic dependence. Sample analogues of generalized Spearman correlation are proposed and their asymptotic properties are investigated. Potential applications of the theory are demonstrated including: exploratory analyses of the dependence structures of datasets and their symmetries; elicitation of functions maximizing generalized Spearman correlation via expansions in orthonormal basis functions; and construction of tractable probability densities to model a wide variety of non-monotonic dependencies.

We consider the design of smoothings of the (coordinate-wise) max function in $\mathbb{R}^d$ in the infinity norm. The LogSumExp function $f(x)=\ln(\sum^d_i\exp(x_i))$ provides a classical smoothing, differing from the max function in value by at most $\ln(d)$. We provide an elementary construction of a lower bound, establishing that every overestimating smoothing of the max function must differ by at least $\sim 0.8145\ln(d)$. Hence, LogSumExp is optimal up to small constant factors. However, we provide strictly stronger smoothings showing the entropy-based LogSumExp approach is not exactly optimal. In small dimensions, we propose exactly optimal smoothings, attaining our lower bound.

We report the discovery that binary encoding allows neural networks to extrapolate periodic functions beyond their training bounds. We introduce Normalized Base-2 Encoding (NB2E) as a method for encoding continuous numerical values and demonstrate that, using this input encoding, vanilla multi-layer perceptrons (MLP) successfully extrapolate diverse periodic signals without prior knowledge of their functional form. Internal activation analysis reveals that NB2E induces bit-phase representations, enabling MLPs to learn and extrapolate signal structure independently of position.

We develop a factor analysis for mixed continuous and binary observed variables. To this end, we utilized a recently developed multivariate probability distribution for mixed-type random variables, the Gaussian-Grassmann distribution. In the proposed factor analysis, marginalization over latent variables can be performed analytically, yielding an analytical expression for the distribution of the observed variables. This analytical tractability allows model parameters to be estimated using standard gradient-based optimization techniques. We also address improper solutions associated with maximum likelihood factor analysis. We propose a prescription to avoid improper solutions by imposing a constraint that row vectors of the factor loading matrix have the same norm for all features. Then, we prove that the proposed factor analysis is identifiable under the norm constraint. We demonstrate the validity of this norm constraint prescription and numerically verified the model's identifiability using both real and synthetic datasets. We also compare the proposed model with quantification method and found that the proposed model achieves better reproducibility of correlations than the quantification method.

Representation alignment (REPA) guides generative training by distilling representations from a strong, pretrained vision encoder to intermediate diffusion features. We investigate a fundamental question: what aspect of the target representation matters for generation, its global \revision{semantic} information (e.g., measured by ImageNet-1K accuracy) or its spatial structure (i.e. pairwise cosine similarity between patch tokens)? Prevalent wisdom holds that stronger global semantic performance leads to better generation as a target representation. To study this, we first perform a large-scale empirical analysis across 27 different vision encoders and different model scales. The results are surprising; spatial structure, rather than global performance, drives the generation performance of a target representation. To further study this, we introduce two straightforward modifications, which specifically accentuate the transfer of spatial information. We replace the standard MLP projection layer in REPA with a simple convolution layer and introduce a spatial normalization layer for the external representation. Surprisingly, our simple method (implemented in $<$4 lines of code), termed iREPA, consistently improves convergence speed of REPA, across a diverse set of vision encoders, model sizes, and training variants (such as REPA, REPA-E, Meanflow, JiT etc). %, etc. Our work motivates revisiting the fundamental working mechanism of representational alignment and how it can be leveraged for improved training of generative models. The code and project page are available at https://end2end-diffusion.github.io/irepa

We revisit and extend some topics that we studied in our previous works (Rinott, Kalai and Shoham 2022; Kalai, Rinott and Shoham, 2023,2024) regarding the Google 2019 "quantum supremacy" experiment. We extend our analysis of the prediction based on Google's digital error model (Formula (77)), based on more detailed data provided by Google. We also provide some preliminary analysis for a few other NISQ experiments.

Dynamic community detection concerns inferring how community memberships evolve over time, including the emergence, persistence, merging, and dissolution of groups in temporal networks. We propose a Bayesian nonparametric model for time-evolving sparse networks, which captures power-law degree distributions and dynamically overlapping communities. The model is constructed from vectors of completely random measures coupled through a latent Markov process governing the evolution of node affiliations. This construction provides a flexible and interpretable approach to model dynamic communities, naturally generalizing existing overlapping block models to the sparse and scale-free regimes. We establish asymptotic results characterizing sparsity and degree heterogeneity over time, and develop an approximate inference procedure for recovering time-varying community trajectories. Applications to synthetic and real-world dynamic networks show that the model accurately uncovers evolving community structure and yields interpretable temporal patterns.

It is generally appreciated that a frequentist analysis of a group sequential trial must in order to avoid inflating type I error account for the fact that one or more interim analyses were performed. It is also to a lesser extent realised that it may be necessary to account for the ensuing estimation bias. A group sequential design is an instance of adaptive clinical trials where a study may change its design dynamically as a reaction to the observed data. There is a widespread perception that one may circumvent the statistical issues associated with the analysis of an adaptive clinical trial by performing the analysis under a Bayesian paradigm. The root of the argument is that the Bayesian posterior is perceived as unaltered by the data-driven adaptations. We examine this claim by analysing a simple trial with a single interim analysis. We approach the interpretation of the trial data under both a frequentist and Bayesian paradigm with a focus on estimation. The conventional result is that the interim analysis impacts the estimation procedure under the frequentist paradigm, but not under the Bayesian paradigm, which may be seen as expressing a "paradox" between the two paradigms. We argue that this result however relies heavily on what one would define as the universe of relevant trials defined by first samples of the parameters from a prior distribution and then the data from a sampling model given the parameters. In particular, in this set of trials, whether a connection exists between the parameter of interest and design parameters. We show how an alternative interpretation of the trial yields a Bayesian posterior mean that corrects for the interim analysis with a term that closely resembles the frequentist conditional bias. We conclude that the role of auxiliary trial parameters needs to be carefully considered when constructing a prior in an adaptive design.

This paper presents a mixed-methodology to forecast illegal border crossings in Europe across five key migratory routes, with a one-year time horizon. The methodology integrates machine learning techniques with qualitative insights from migration experts. This approach aims at improving the predictive capacity of data-driven models through the inclusion of a human-assessed covariate, an innovation that addresses challenges posed by sudden shifts in migration patterns and limitations in traditional datasets. The proposed methodology responds directly to the forecasting needs outlined in the EU Pact on Migration and Asylum, supporting the Asylum and Migration Management Regulation (AMMR). It is designed to provide policy-relevant forecasts that inform strategic decisions, early warning systems, and solidarity mechanisms among EU Member States. By joining data-driven modeling with expert judgment, this work aligns with existing academic recommendations and introduces a novel operational tool tailored for EU migration governance. The methodology is tested and validated with known data to demonstrate its applicability and reliability in migration-related policy context.

The least absolute shrinkage and selection operator (Lasso) is a popular method for high-dimensional statistics. However, it is known that the Lasso often has estimation bias and prediction error. To address such disadvantages, many alternatives and refitting strategies have been proposed and studied. This work introduces a novel Lasso–Ridge method. Our analysis indicates that the proposed estimator achieves improved prediction performance in a range of settings, including cases where the Lasso is tuned at its theoretical optimal rate \(\sqrt{\log(p)/n}\). Moreover, the proposed method retains several key advantages of the Lasso, such as prediction consistency and reliable variable selection under mild conditions. Through extensive simulations, we further demonstrate that our estimator outperforms the Lasso in both prediction and estimation accuracy, highlighting its potential as a powerful tool for high-dimensional linear regression.

Flexible survival prediction does not by itself ensure valid inference for covariate effects or subject-specific survival probabilities. We develop FLEXI-Haz, a semiparametric deep neural network model for right-censored data that combines an interpretable linear component in the log-hazard with a flexible function of time and adjustment covariates. This formulation permits nonproportional nuisance effects while retaining interpretable regression parameters. Under regularity conditions, we establish nuisance convergence rates that are minimax optimal up to logarithmic factors over composite Holder classes, together with root-n-consistent, asymptotically normal, and semiparametrically efficient estimation of the regression parameter. For adjustment covariates with finite support, we derive the explicit influence function for cumulative hazard and construct a cross-fitted one-step estimator yielding asymptotically valid pointwise confidence intervals for subject-specific survival. Simulations demonstrate reduced bias and improved coverage relative to a proportional hazards comparator under time-varying nuisance effects. An analysis of the Rotterdam breast cancer data illustrates the consequences of flexible adjustment for inference on treatment associations.

We propose a bootstrap testing framework for a general class of hypothesis tests, which allows resampling under the null hypothesis as well as other forms of bootstrapping. We identify combinations of resampling schemes and bootstrap statistics for which the resulting tests are asymptotically exact and consistent against fixed alternatives. We show that in these cases the limiting local power functions are the same for the different resampling schemes. We also show that certain naive bootstrap schemes do not work. To demonstrate its versatility, we apply the framework to several examples: independence tests, tests on the coefficients in linear regression models, goodness-of-fit tests for general parametric models and for semi-parametric copula models. Simulation results confirm the asymptotic results and suggest that in smaller samples non-traditional bootstrap schemes may have advantages. This bootstrap-based hypothesis testing framework is implemented in the R package BootstrapTests.