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Thursday 29 January

Machine Learning (Statistics) · Cross-listed from cs.CL

Learn-to-Distance: Distance Learning for Detecting LLM-Generated Text

Modern large language models (LLMs) such as GPT, Claude, and Gemini have transformed the way we learn, work, and communicate. Yet, their ability to produce highly human-like text raises serious concerns about misinformation and academic integrity, making it an urgent need for reliable algorithms to detect LLM-generated content. In this paper, we start by presenting a geometric approach to demystify rewrite-based detection algorithms, revealing their underlying rationale and demonstrating their generalization ability. Building on this insight, we introduce a novel rewrite-based detection algorithm that adaptively learns the distance between the original and rewritten text. Theoretically, we demonstrate that employing an adaptively learned distance function is more effective for detection than using a fixed distance. Empirically, we conduct extensive experiments with over 100 settings, and find that our approach demonstrates superior performance over baseline algorithms in the majority of scenarios. In particular, it achieves relative improvements from 54.3% to 75.4% over the strongest baseline across different target LLMs (e.g., GPT, Claude, and Gemini). A python implementation of our proposal is publicly available at https://github.com/Mamba413/L2D.
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All authors Hongyi Zhou, Jin Zhu, Kai Ye, Ying Yang, Erhan Xu, Chengchun Shi

Statistical Methodology · Cross-listed from physics.ao-ph

Reddy: An open-source toolbox for analyzing eddy-covariance measurements in heterogeneous environments

Land-atmosphere exchange is mediated by turbulent fluxes that can be quantified using eddy-covariance (EC) measurements. EC has been widely used to measure ecosystem-scale vertical exchange between atmosphere and vegetation, and to test and refine atmospheric turbulence theories with the aim to improve the representation of turbulent fluxes in numerical models. Traditionally, research has focused on idealized, homogeneous and flat surfaces, but recent work increasingly targets turbulent exchange in complex, heterogeneous environments under non-ideal conditions, where challenges include advective fluxes, mesoscale circulations between contrasting surface types, and non-stationary nighttime turbulence. Here, we introduce the open-source R package Reddy, which combines multiple EC analysis methods into a single modular tool. Reddy enables users to tailor post-processing choices to site-specific conditions, supports station management and facilitates detailed scientific analyses. The package is accompanied by extensive documentation and a suite of Jupyter notebooks that provide hands-on introductions to EC data processing. We demonstrate Reddy using measurements from three Norwegian sites: (1) a morning transition following a strongly stably stratified night at an alpine tundra valley, (2) spectral and ogive analysis before and after an ice-cover transition at a boreal lake, and (3) fitting flux-variance relations at a permafrost-affected palsa peatland. Reddy extends existing EC software and helps moving towards a more holistic turbulence data analysis framework for heterogeneous, real-world environments.
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Machine Learning (Statistics) · Cross-listed from eess.SP

VSE: Variational state estimation of complex model-free process

We design a variational state estimation (VSE) method that provides a closed-form Gaussian posterior of an underlying complex dynamical process from (noisy) nonlinear measurements. The complex process is model-free. That is, we do not have a suitable physics-based model characterizing the temporal evolution of the process state. The closed-form Gaussian posterior is provided by a recurrent neural network (RNN). The use of RNN is computationally simple in the inference phase. For learning the RNN, an additional RNN is used in the learning phase. Both RNNs help each other learn better based on variational inference principles. The VSE is demonstrated for a tracking application - state estimation of a stochastic Lorenz system (a benchmark process) using a 2-D camera measurement model. The VSE is shown to be competitive against a particle filter that knows the Lorenz system model and a recently proposed data-driven state estimation method that does not know the Lorenz system model.
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All authors Gustav Norén, Anubhab Ghosh, Fredrik Cumlin, Saikat Chatterjee

Machine Learning (Statistics) · Cross-listed from cs.LG

Transfer Denoising of Low-Rank Plus Sparse Matrices under Ambient and Rank Growth

We study transfer learning for low-rank plus sparse matrix denoising when both ambient and latent dimensions grow. A data-rich source task provides subspace information for a higher-dimensional, data-scarce target with a small rank increment and localized sparse edits. We develop an anchored alternating-projection estimator that preserves transferred subspaces while learning target-specific coefficients, additional latent directions, and sparse modifications. We establish deterministic error bounds that separate target noise, representation growth, and source-estimation error, identifying improved rates through small structural increments and reduced noise within inherited subspaces. We further extend it to approximate anchoring quantifies robustness to subspace mismatch. We establish application-specific guarantees for Markov transition matrix estimation from single trajectories with dependent noise and for structured covariance estimation, with the latter analysis provided in the appendix. Experiments demonstrate consistent improvements over non-transfer baselines on synthetic data and an approximately 45% reduction in principal-angle error on a NYC taxi transition-estimation task with expanding state spaces.
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All authors Elynn Chen, Jinhang Chai, Xuyuan Liu, Yujun Yan

Machine Learning (Statistics)

On Forgetting and Stability of Score-based Generative models

Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging stability and forgetting properties of the Markov chain associated with the reverse-time dynamics. Under weak assumptions, we provide the two structural properties to ensure the propagation of initialization and discretization errors of the backward process: a Lyapunov drift condition and a Doeblin-type minorization condition. A practical consequence is quantitative stability of the sampling procedure, as the reverse diffusion dynamics induces a contraction mechanism along the sampling trajectory. Our results clarify the role of stochastic dynamics in score-based models and provide a principled framework for analyzing propagation of errors in such approaches.
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All authors Stanislas Strasman, Gabriel Cardoso, Sylvain Le Corff, Vincent Lemaire, Antonio Ocello

Machine Learning (Statistics) · Cross-listed from math.OC

Pathwise Learning of Stochastic Dynamical Systems with Partial Observations

The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard approaches typically require high-fidelity training data. In many practical settings, however, the data are indirectly observed through noisy and nonlinear measurements. The challenge lies not only in approximating the coefficients of the SDEs, but in simultaneously inferring the posterior updates given the observations. In this work, we present an amortized path generation method to address these challenges and solve nonlinear stochastic filtering from noisy observations. We first derive a variational inference formulation that solves filtering distribution for a given noisy observation path. This leads to a controlled SDE representation in which the feedback control is identified through the score structure of a pathwise Zakai equation. Motivated by this representation, we construct a conditional generative model that learns, in an amortized manner over observation paths, to transport a prior latent path measure toward the corresponding posterior path measure. We demonstrate the method on nonlinear stochastic systems with multimodal posterior structure, chaotic dynamics, and sparse observations, showing that the learned conditional path generator enables uncertainty quantification for both filtering marginals and trajectory-dependent functionals.
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Machine Learning (Statistics) · Cross-listed from eess.IV

Blind Ultrasound Image Enhancement via Self-Supervised Physics-Guided Degradation Modeling

Ultrasound (US) interpretation is hampered by multiplicative speckle, acquisition blur from the point-spread function (PSF), and scanner- and operator-dependent artifacts. Supervised enhancement methods assume access to clean targets or known degradations; conditions rarely met in practice. We present a blind, self-supervised enhancement framework that jointly deconvolves and denoises B-mode images using a Swin Convolutional U-Net trained with a physics-guided degradation model. From each training frame, we extract rotated/cropped patches and synthesize inputs by (i) convolving with a Gaussian PSF surrogate and (ii) injecting noise via either spatial additive Gaussian noise or complex Fourier-domain perturbations that emulate phase/magnitude distortions. For US scans, clean-like targets are obtained via non-local low-rank (NLLR) denoising, removing the need for ground truth; for natural images, the originals serve as targets. Trained and validated on UDIAT~B, JNU-IFM, and XPIE Set-P, and evaluated additionally on a 700-image PSFHS test set, the method achieves the highest PSNR/SSIM across Gaussian and speckle noise levels, with margins that widen under stronger corruption. Relative to MSANN, Restormer, and DnCNN, it typically preserves an extra $\sim$1–4\,dB PSNR and 0.05–0.15 SSIM in heavy Gaussian noise, and $\sim$2–5\,dB PSNR and 0.05–0.20 SSIM under severe speckle. Controlled PSF studies show reduced FWHM and higher peak gradients, evidence of resolution recovery without edge erosion. Used as a plug-and-play preprocessor, it consistently boosts Dice for fetal head and pubic symphysis segmentation. Overall, the approach offers a practical, assumption-light path to robust US enhancement that generalizes across datasets, scanners, and degradation types.
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All authors Shujaat Khan, Syed Muhammad Atif, Jaeyoung Huh, Syed Saad Azhar

Machine Learning (Statistics)

Generative Modeling of Discrete Data Using Geometric Latent Subspaces

We propose a geometric latent-subspace framework for generative modeling of discrete data. Specifically, we introduce latent subspaces in the exponential parameter space of product manifolds of categorical distributions as a novel approach to learning low-dimensional representations of high-dimensional discrete data. The resulting low-dimensional latent space captures statistical dependencies and removes redundant degrees of freedom among the categorical variables. We equip the parameter domain with a Riemannian geometry such that the latent subspace and induced data manifold are related isometrically, enabling consistent flow matching. Exploiting this structure, we propose a geometry-aware dimensionality reduction objective, called geometric PCA (GPCA), which we formulate as a regularized cross-entropy minimization that encourages small Riemannian distances between the data and their reconstructions. In particular, under the induced geometry, geodesics correspond to straight lines in the latent parameter space, allowing flow matching to be performed directly in reduced coordinates. Empirical results show that low-dimensional latent representations suffice to accurately model high-dimensional discrete data and enable substantially more computationally efficient flow matching.
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All authors Daniel Gonzalez-Alvarado, Jonas Cassel, Stefania Petra, Christoph Schnörr

Statistics Theory

Identifiability in Graphical Discrete Lyapunov Models

In this paper, we study discrete Lyapunov models, which consist of steady-state distributions of first-order vector autoregressive models. The parameter matrix of such a model encodes a directed graph whose vertices correspond to the components of the random vector. This combinatorial framework naturally allows for cycles in the graph structure. We focus on the fundamental problem of identifying the entries of the parameter matrix. In contrast to the classical setting, we assume non-Gaussian error terms, which allows us to use the higher-order cumulants of the model. In this setup, we show generic identifiability for directed acyclic graphs with self-loops at each vertex and show how to express the parameters as a rational function of the cumulants. Furthermore, we establish local identifiability for all directed graphs containing self loops at each vertex and no isolated vertices. Finally, we provide first results on the defining equations of the models, showing model equivalence for certain graphs and paving the way towards structure learning.
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All authors Cecilie Olesen Recke, Sarah Lumpp, Nataliia Kushnerchuk, Janike Oldekop, Jiayi Li, Jane Ivy Coons, Elina Robeva

Machine Learning (Statistics)

A Judge-Aware Ranking Framework for Evaluating Large Language Models without Ground Truth

Evaluating large language models (LLMs) on open-ended tasks without ground-truth labels is increasingly done via the LLM-as-a-judge paradigm. A critical but under-modeled issue is that judge LLMs differ substantially in reliability; treating all judges equally can yield biased leaderboards and misleading uncertainty estimates. More data can make evaluation more confidently wrong under misspecified aggregation. We propose a judge-aware ranking framework that extends the Bradley-Terry-Luce model by introducing judge-specific discrimination parameters, jointly estimating latent model quality and judge reliability from pairwise comparisons without reference labels. We establish identifiability up to natural normalizations and prove consistency and asymptotic normality of the maximum likelihood estimator, enabling confidence intervals for score differences and rank comparisons. Across multiple public benchmarks and a newly collected dataset, our method improves agreement with human preferences, achieves higher data efficiency than unweighted baselines, and produces calibrated uncertainty quantification for LLM rankings.
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All authors Mingyuan Xu, Xinzi Tan, Jiawei Wu, Doudou Zhou

Machine Learning (Statistics)

A Decomposable Forward Process in Diffusion Models for Time-Series Forecasting

We introduce a model-agnostic forward diffusion process for time-series forecasting that decomposes signals into spectral components, preserving structured temporal patterns such as seasonality more effectively than standard diffusion. Unlike prior work that modifies the network architecture or diffuses directly in the frequency domain, our proposed method alters only the diffusion process itself, making it compatible with existing diffusion backbones (e.g., DiffWave, TimeGrad, CSDI). By staging noise injection according to component energy, it maintains high signal-to-noise ratios for dominant frequencies throughout the diffusion trajectory, thereby improving the recoverability of long-term patterns. This strategy enables the model to maintain the signal structure for a longer period in the forward process, leading to improved forecast quality. Across standard forecasting benchmarks, we show that applying spectral decomposition strategies, such as the Fourier or Wavelet transform, consistently improves upon diffusion models using the baseline forward process, with negligible computational overhead. The code for this paper is available at https://anonymous.4open.science/r/D-FDP-4A29.
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Machine Learning (Statistics) · Cross-listed from cs.LG

ECSEL: Explainable Classification via Signomial Equation Learning

We introduce ECSEL, an explainable classification method that learns formal expressions in the form of signomial equations, motivated by the observation that many symbolic regression benchmarks admit compact signomial structure. ECSEL directly constructs a structural, closed-form expression that serves as both a classifier and an explanation. On standard symbolic regression benchmarks, our method recovers a larger fraction of target equations than competing state-of-the-art approaches while requiring substantially less computation. Leveraging this efficiency, ECSEL achieves classification accuracy competitive with established machine learning models without sacrificing interpretability. Further, we show that ECSEL satisfies some desirable properties regarding global feature behavior, decision-boundary analysis, and local feature attributions. Experiments on benchmark datasets and two real-world case studies i.e., e-commerce and fraud detection, demonstrate that the learned equations expose dataset biases, support counterfactual reasoning, and yield actionable insights.
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Statistical Computation

Mean-field Variational Bayes for Sparse Probit Regression

We consider Bayesian variable selection for binary outcomes under a probit link with a spike-and-slab prior on the regression coefficients. Motivated by the computational challenges encountered by Markov chain Monte Carlo (MCMC) samplers in high-dimensional regimes, we develop a mean-field variational Bayes approximation in which all variational factors admit closed-form updates, and the evidence lower bound is available in closed form. This, in turn, allows the development of an efficient coordinate ascent variational inference algorithm to find the optimal values of the variational parameters. The approach produces posterior inclusion probabilities and parameter estimates, enabling interpretable selection and prediction within a single framework. As shown in both simulated and real data applications, the proposed method successfully identifies the important variables and is orders of magnitude faster than MCMC, while maintaining comparable accuracy.
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Statistical Computation · Cross-listed from math.PR

Spectral Gap of Metropolis Algorithms for Non-smooth Distributions under Isoperimetry

Metropolis algorithms are classical tools for sampling from target distributions, with broad applications in statistics and scientific computing. Their convergence speed is governed by the spectral gap of the associated Markov operator. Recently, Andrieu et al. (2024) derived the first explicit bounds for the spectral gap of Random–Walk Metropolis when the target distribution is smooth and strongly log-concave. However, existing literature rarely discusses non-smooth targets. In this work, we derive explicit spectral gap bounds for the random-walk Metropolis and Metropolis–adjusted Langevin algorithms over a broad class of non-smooth distributions. Moreover, combining our analysis with a recent result in Goyal et al. (2025), we extend these bounds to targets satisfying a Poincare or log-Sobolev inequality, beyond the strongly log-concave setting. Our theoretical results are further supported by numerical experiments.
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Statistical Methodology

Synthesizing Epileptic Seizures: Gaussian Processes for EEG Generation

Reliable seizure detection from electroencephalography (EEG) time series is a high-priority clinical goal, yet the acquisition cost and scarcity of labeled EEG data limit the performance of machine learning methods. This challenge is exacerbated by the long-range, high-dimensional, and non-stationary nature of epileptic EEG recordings, which makes realistic data generation particularly difficult. In this work, we revisit Gaussian processes as a principled and interpretable foundation for modeling EEG dynamics, and propose a novel hierarchical framework, GP-EEG, for generating synthetic epileptic EEG recordings. At its core, our approach decomposes EEG signals into temporal segments modeled via Gaussian process regression, and integrates a domain-adaptation variational autoencoder. We validate the proposed method on two real-world, open-source epileptic EEG datasets. The synthetic EEG recordings generated by our model match real-world epileptic EEG both quantitatively and qualitatively, and can be used to augment training sets.
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All authors Nina Moutonnet, Joshua Corneck, Felipe Tobar, Danilo Mandic

Machine Learning (Statistics) · Cross-listed from cs.LG

Why $\beta_1 = \beta_2$ Is Dynamically Special in Adam

Adam has been at the core of large-scale training for almost a decade, yet the role of its two momentum parameters remains poorly understood. Recent work shows that tying $\beta_{1}=\beta_{2}$ can preserve Adam's strong performance despite collapsing two memory scales into one, raising a basic question: what becomes dynamically special when the memories are tied? We identify a concrete mechanism. In the continuous-time limit, each normalized-update coordinate decomposes into a sign component, an explicit magnitude-lag term proportional to the difference between the two memory times, and additional transition, curvature, and nonlinear ratio terms. This lag channel vanishes exactly when $\beta_{1}=\beta_{2}$, making the diagonal the unique regime in which this mismatch-induced response is structurally absent. A full-history discrete decomposition on real training gradients recovers this change in composition: tied updates are sign-dominated, whereas the lag term becomes substantial off the diagonal and leaves a comparatively small residual. Across six vision and language tasks, tied configurations also typically exhibit smoother update-norm trajectories. Overall, our results identify memory-scale mismatch as a concrete source of magnitude sensitivity in Adam and provide a mechanistic account of why tied momentum is dynamically distinctive.
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All authors Alberto Fernández-Hernández, Cristian Pérez-Corral, Jose I. Mestre, Manuel F. Dolz, Enrique S. Quintana-Ortí

Statistical Methodology

Neural Wasserstein Two-Sample Tests

The two-sample homogeneity testing problem is fundamental in statistics and becomes particularly challenging in high dimensions, where classical tests can suffer substantial power loss. We develop a learning-assisted procedure based on the projection 1-Wasserstein distance, which we call the neural Wasserstein test. The method is motivated by the observation that there often exists a low-dimensional projection under which the two high-dimensional distributions differ. In practice, we learn the projection directions via manifold optimization and a witness function using deep neural networks. To adapt to unknown projection dimensions and sparsity levels, we aggregate a collection of candidate statistics through a max-type construction, avoiding explicit tuning while potentially improving power. We establish the validity and consistency of the proposed test and prove a Berry–Esseen type bound for the Gaussian approximation. In particular, under the null hypothesis, the aggregated statistic converges to the absolute maximum of a standard Gaussian vector, yielding an asymptotically pivotal (distribution-free) calibration that bypasses resampling. Simulation studies and a real-data example demonstrate the strong finite-sample performance of the proposed method.
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Machine Learning (Statistics) · Cross-listed from cs.LG

LoRA and Privacy: When Random Projections Help (and When They Don't)

We introduce the (Wishart) projection mechanism, a randomized map of the form $S \mapsto M f(S)$ with $M \sim W_d(1/r I_d, r)$ and study its differential privacy properties. For vector-valued queries $f$, we prove non-asymptotic DP guarantees without any additive noise, showing that Wishart randomness alone can suffice. For matrix-valued queries, however, we establish a sharp negative result: in the noise-free setting, the mechanism is not DP, and we demonstrate its vulnerability by implementing a near perfect membership inference attack (AUC $> 0.99$). We then analyze a noisy variant and prove privacy amplification due to randomness and low rank projection, in both large- and small-rank regimes, yielding stronger privacy guarantees than additive noise alone. Finally, we show that LoRA-style updates are an instance of the matrix-valued mechanism, implying that LoRA is not inherently private despite its built-in randomness, but that low-rank fine-tuning can be more private than full fine-tuning at the same noise level. Preliminary experiments suggest that tighter accounting enables lower noise and improved accuracy in practice.
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All authors Yaxi Hu, Johanna Düngler, Bernhard Schölkopf, Amartya Sanyal

Machine Learning (Statistics) · Cross-listed from math.PR

On sample complexity for covariance estimation via the unadjusted Langevin algorithm

We establish sample complexity guarantees for estimating the covariance matrix of a strongly log-concave smooth distribution using the unadjusted Langevin algorithm (ULA). We quantitatively compare our complexity estimates on single-chain ULA with embarrassingly parallel ULA and derive that the sample complexity of the single-chain approach is smaller than that of embarrassingly parallel ULA by a logarithmic factor in the dimension and the reciprocal of the prescribed precision, with the difference arising from effective bias reduction through burn-in. The key technical contribution is a concentration bound for the sample covariance matrix around its expectation, derived via a log-Sobolev inequality for the joint distribution of ULA iterates.
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Statistical Methodology

Independent Component Discovery in Temporal Count Data

Advances in data collection are producing growing volumes of temporal count observations, making adapted modeling increasingly necessary. In this work, we introduce a generative framework for independent component analysis of temporal count data, combining regime-adaptive dynamics with Poisson log-normal emissions. The model identifies disentangled components with regime-dependent contributions, enabling representation learning and perturbations analysis. Notably, we establish the identifiability of the model, supporting principled interpretation. To learn the parameters, we propose an efficient amortized variational inference procedure. Experiments on simulated data evaluate recovery of the mixing function and latent sources across diverse settings, while real-world applications to gut microbiome and climate datasets reveal co-variation patterns and regime shifts consistent with domain-specific knowledge.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Sampling-Free Privacy Accounting for Matrix Mechanisms under Random Allocation

We study privacy amplification for differentially private model training with matrix factorization under random allocation (also known as the balls-in-bins model). Recent work by Choquette-Choo et al. (2025) proposes a sampling-based Monte Carlo approach to compute amplification parameters in this setting. However, their guarantees either only hold with some high probability or require random abstention by the mechanism. Furthermore, the required number of samples for ensuring $(\epsilon,\delta)$-DP is inversely proportional to $\delta$. In contrast, we develop sampling-free bounds based on Rényi divergence and conditional composition. The former is facilitated by a dynamic programming formulation to efficiently compute the bounds. The latter complements it by offering stronger privacy guarantees for small $\epsilon$, where Rényi divergence bounds inherently lead to an over-approximation. Our framework applies to arbitrary banded and non-banded matrices. Through numerical comparisons, we demonstrate the efficacy of our approach across a broad range of matrix mechanisms used in research and practice.
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Statistical Computation

bigMICE: Multiple Imputation of Big Data

Missing data is a prevalent issue in many applications, including large medical registries such as the Swedish Healthcare Quality Registries, potentially leading to biased or inefficient analyses if not handled properly. Multiple Imputation by Chained Equations (MICE) is a popular and versatile method for handling multivariate missing data but traditional implementations face significant challenges when applied to big data sets due to computational time and memory limitations. To address this, the bigMICE package was developed, adapting the MICE framework to big data using Apache Spark MLLib and Spark ML. Our implementation allows for controlling the maximum memory usage during the execution, enabling processing of very large data sets on a hardware with a limited memory, such as ordinary laptops. The developed package was tested on a large Swedish medical registry to measure memory usage, runtime and dependence of the imputation quality on sample size and on missingness proportion in the data. In conclusion, our method is generally more memory efficient and faster on large data sets compared to a commonly used MICE implementation. We also demonstrate that working with very large datasets can result in high quality imputations even when a variable has a large proportion of missing data. This paper also provides guidelines and recommendations on how to install and use our open source package.
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All authors Hugo Morvan, Jonas Agholme, Bjorn Eliasson, Katarina Olofsson, Ludger Grote, Fredrik Iredahl, Oleg Sysoev

Statistical Methodology

A Matrix-Variate Log-Normal Model for Covariance Matrices

We propose a modeling framework for time-varying covariance matrices based on the assumption that the logarithm of a realized covariance matrix follows a matrix-variate oNrmal distribution. By operating in the space of symmetric matrices, the approach guarantees positive definiteness without imposing parameter constraints beyond stationarity. The conditional mean of the logarithmic covariance matrix is specified through a BEKK-type structure that can be rewritten as a diagonal vector representation, yielding a parsimonious specification that mitigates the curse of dimensionality. Estimation is performed by maximum likelihood exploiting properties of matrix-variate Normal distributions and expressing the scale parameter matrix as a function of the location matrix. The covariance matrix is recovered via the matrix exponential. Since this transformation induces an upward bias, an approximate, time-specific bias correction based on a second-order Taylor expansion is proposed. The framework is flexible and applicable to a wide class of problems involving symmetric positive definite matrices.
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Machine Learning (Statistics) · Cross-listed from cs.LG

More Bang for the Buck: Improving the Inference of Large Language Models at a Fixed Budget using Reset and Discard (ReD)

The performance of large language models (LLMs) on verifiable tasks is usually measured by pass@k, the probability of answering a question correctly at least once in k trials. At a fixed budget, a more suitable metric is coverage@cost, the average number of unique questions answered as a function of the total number of attempts. We connect the two metrics and show that the empirically-observed power-law behavior in pass@k leads to a sublinear growth of the coverage@cost (diminishing returns). To solve this problem, we propose Reset-and-Discard (ReD), a query method of LLMs that increases coverage@cost for a given budget, regardless of the pass@k form. Moreover, given a pass@k, we can quantitatively predict the savings in the total number of attempts using ReD. If pass@k is not available for the model, ReD can infer its power-law exponent. Experiments on three LLMs across coding (HumanEval), math (GSM8K), and reasoning (MMLU-Pro) benchmarks demonstrate that ReD substantially reduces the required attempts, tokens, and USD cost to reach a desired coverage, while also offering an efficient way to measure inference power-laws. ReD's advantage is maintained for imperfect verifiers and outperforms the tested allocation baselines.
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All authors Sagi Meir, Tommer D. Keidar, Noam Levi, Shlomi Reuveni, Barak Hirshberg

Statistics Applications

Clustering Methods for Identifying and Modelling Areas with Similar Temperature Variations

This paper proposes a novel data-driven approach for identifying and modelling areas with similar temperature variations throufigureh clustering and Space-Time AutoRegressive (STAR) models. Using annual temperature data from 168 countries (1901-2022), we apply three clustering methods based on (i) warming rates, (ii) annual temperature variations, and (iii) persistence of variation signs, using Euclidean and Hamming distances. These clusters are then employed to construct alternative spatial weight matrices for STAR models. Empirical results show that distance-based STAR models outperform classical contiguity-based ones, both in-sample and out-of-sample, with the Hamming distance-based STAR model achieving the best predictive accuracy. The study demonstrates that using statistical similarity rather than geographical proximity improves the modelling of global temperature dynamics, suggesting broader applicability to other environmental and socioeconomic datasets.
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Statistical Methodology

A Poisson Factor Mixture Model for the Analysis of Linguistic Competence in Italian University Students' Writing

Public debate on the alleged decline of language skills among younger generations often focuses on university students, the most highly educated segment of the population. Rather than addressing the ill posed question of linguistic decline, this paper examines how formal written Italian is currently used by university students and whether systematic patterns of competence and heterogeneity can be identified. The analysis is based on data from the UniversITA project, which collected formal texts written by a large and nationally representative sample of Italian university students. Texts were annotated for linguistically motivated features covering orthography, lexicon, syntax, morphosyntax, coherence, register, and sentence structure, yielding low frequency multivariate count data. To analyse these data, we propose a novel model-based clustering approach based on a Poisson factor mixture model that accounts for dependence among linguistic features and unobserved population heterogeneity. The results identify two correlated dimensions of writing competence, interpretable as communicative competence and linguistic grammatical competence. When educational and socio demographic information is incorporated, distinct student profiles emerge that are associated with field of study and educational background. These findings provide quantitative evidence on contemporary writing and offer insights relevant for language education and higher education policy.
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All authors Silvia Dallari, Laura Anderlucci, Nicola Grandi, Angela Montanari

Statistics Applications · Cross-listed from q-bio.NC

Differential Dynamic Causal Nets: Model Construction, Identification and Group Comparisons

Pathophysiolpgical modelling of brain systems from microscale to macroscale remains difficult in group comparisons partly because of the infeasibility of modelling the interactions of thousands of neurons at the scales involved. Here, to address the challenge, we present a novel approach to construct differential causal networks directly from electroencephalogram (EEG) data. The proposed network is based on conditionally coupled neuronal circuits which describe the average behaviour of interacting neuron populations that contribute to observed EEG data. In the network, each node represents a parameterised local neural system while directed edges stand for node-wise connections with transmission parameters. The network is hierarchically structured in the sense that node and edge parameters are varying in subjects but follow a mixed-effects model. A novel evolutionary optimisation algorithm for parameter inference in the proposed method is developed using a loss function derived from Chen-Fliess expansions of stochastic differential equations. The method is demonstrated by application to the fitting of coupled Jansen-Rit local models. The performance of the proposed method is evaluated on both synthetic and real EEG data. In the real EEG data analysis, we track changes in the parameters that characterise dynamic causality within brains that demonstrate epileptic activity. We show evidence of network functional disruptions, due to imbalance of excitatory-inhibitory interneurons and altered epileptic brain connectivity, before and during seizure periods.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Best Arm Identification with LLM Judges and Limited Human

We study fixed-confidence best-arm identification (BAI) where a cheap but potentially biased proxy (e.g., LLM judge) is available for every sample, while an expensive ground-truth label can only be acquired selectively when using a human for auditing. Unlike classical multi-fidelity BAI, the proxy is biased (arm- and context-dependent) and ground truth is selectively observed. Consequently, standard multi-fidelity methods can mis-select the best arm, and uniform auditing, though accurate, wastes scarce resources and is inefficient. We prove that without bias correction and propensity adjustment, mis-selection probability may not vanish (even with unlimited proxy data). We then develop an estimator for the mean of each arm that combines proxy scores with inverse-propensity-weighted residuals and form anytime-valid confidence sequences for that estimator. Based on the estimator and confidence sequence, we propose an algorithm that adaptively selects and audits arms. The algorithm concentrates audits on unreliable contexts and close arms and we prove that a plug-in Neyman rule achieves near-oracle audit efficiency. Numerical experiments confirm the theoretical guarantees and demonstrate the superior empirical performance of the proposed algorithm.
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All authors Ruicheng Ao, Hongyu Chen, Siyang Gao, Hanwei Li, David Simchi-Levi

Machine Learning (Statistics) · Cross-listed from cs.LG

PPI-SVRG: Unifying Prediction-Powered Inference and Variance Reduction for Semi-Supervised Optimization

We study semi-supervised stochastic optimization when labeled data is scarce but predictions from pre-trained models are available. PPI and SVRG both reduce variance through control variates – PPI uses predictions, SVRG uses reference gradients. We show they are mathematically equivalent and develop PPI-SVRG, which combines both. Our convergence bound decomposes into the standard SVRG rate plus an error floor from prediction uncertainty. The rate depends only on loss geometry; predictions affect only the neighborhood size. When predictions are perfect, we recover SVRG exactly. When predictions degrade, convergence remains stable but reaches a larger neighborhood. Experiments confirm the theory: PPI-SVRG reduces MSE by 43–52% under label scarcity on mean estimation benchmarks and improves test accuracy by 2.7–2.9 percentage points on MNIST with only 10% labeled data.
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All authors Ruicheng Ao, Hongyu Chen, Haoyang Liu, David Simchi-Levi, Will Wei Sun

Machine Learning (Statistics) · Cross-listed from cs.LG

Partial Feedback Online Learning

We study a new learning protocol, termed partial-feedback online learning, where each instance admits a set of acceptable labels, but the learner observes only one acceptable label per round. We highlight that, while classical version space is widely used for online learnability, it does not directly extend to this setting. We address this obstacle by introducing a collection version space, which maintains sets of hypotheses rather than individual hypotheses. Using this tool, we obtain a tight characterization of learnability in the set-realizable regime. In particular, we define the Partial-Feedback Littlestone dimension (PFLdim) and the Partial-Feedback Measure Shattering dimension (PMSdim), and show that they tightly characterize the minimax regret for deterministic and randomized learners, respectively. We further identify a nested inclusion condition under which deterministic and randomized learnability coincide, resolving an open question of Raman et al. (2024b). Finally, given a hypothesis space H, we show that beyond set realizability, the minimax regret can be linear even when |H|=2, highlighting a barrier beyond set realizability.
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All authors Shihao Shao, Cong Fang, Zhouchen Lin, Dacheng Tao