Machine Learning (Statistics)
Principled Federated Random Forests for Heterogeneous Data
Rémi Khellaf, Erwan Scornet, Aurélien Bellet et al. (+1 more)
Random Forests (RF) are among the most powerful and widely used predictive models for centralized tabular data, yet few methods exist to adapt them to the
federated learning setting. Unlike most
federated learning approaches, the piecewise-constant nature of RF prevents exact gradient-based optimization. As a result, existing
federated RF implementations rely on unprincipled heuristics: for instance, aggregating decision trees trained independently on clients fails to optimize the global
impurity criterion, even under simple distribution shifts. We propose FedForest, a new
federated RF
algorithm for horizontally partitioned data that naturally accommodates diverse forms of client data heterogeneity, from
covariate shift to more complex outcome shift mechanisms. We prove that our splitting procedure, based on aggregating carefully chosen client statistics, closely approximates the split selected by a centralized
algorithm. Moreover, FedForest allows splits on client indicators, enabling a non-parametric form of personalization that is absent from prior
federated random forest methods. Empirically, we demonstrate that the resulting
federated forests closely match centralized performance across heterogeneous
benchmarks while remaining communication-efficient.
Read the full abstract ▾
All authors Rémi Khellaf, Erwan Scornet, Aurélien Bellet, Julie Josse
Statistical Methodology
Blinded sample size re-estimation accounting for uncertainty in mid-trial estimation
Hirotada Maeda, Satoshi Hattori and Tim Friede
For randomized controlled trials to be conclusive, it is important to set the target sample size accurately at the design stage. Comparing two normal populations, the sample size calculation requires specification of the variance other than the treatment effect and misspecification can lead to underpowered studies. Blinded sample size re-estimation is an approach to minimize the risk of inconclusive studies. Existing methods proposed to use the total (one-sample) variance that is estimable from blinded data without knowledge of the treatment allocation. We demonstrate that, since the expectation of this
estimator is greater than or equal to the true variance, the one-sample variance approach can be regarded as providing an upper bound of the variance in blind reviews. This worst-case evaluation can likely reduce a risk of underpowered studies. However, blinded reviews of small sample size may still lead to underpowered studies. We propose a refined method accounting for estimation error in blind reviews using an upper confidence limit of the variance. A similar idea had been proposed in the setting of external pilot studies. Furthermore, we developed a method to select an appropriate confidence level so that the re-estimated sample size attains the target power. Numerical studies showed that our method works well and outperforms existing methods. The proposed procedure is motivated and illustrated by recent randomized clinical trials.
Read the full abstract ▾
Machine Learning (Statistics)
Latent Neural-ODE for Model-Informed Precision Dosing: Overcoming Structural Assumptions in Pharmacokinetics
Benjamin Maurel, Agathe Guilloux, Sarah Zohar et al. (+2 more)
Accurate estimation of tacrolimus exposure, quantified by the area under the concentration-time curve (AUC), is essential for precision dosing after renal transplantation. Current practice relies on population pharmacokinetic (PopPK) models based on nonlinear mixed-effects (NLME) methods. However, these models depend on rigid, pre-specified assumptions and may struggle to capture complex, patient-specific dynamics, leading to model misspecification. In this study, we introduce a novel data-driven alternative based on Latent Ordinary Differential Equations (Latent ODEs) for tacrolimus AUC prediction. This deep learning approach learns individualized pharmacokinetic dynamics directly from sparse clinical data, enabling greater flexibility in modeling complex biological behavior. The model was evaluated through extensive simulations across multiple scenarios and benchmarked against two standard approaches: NLME-based estimation and the iterative two-stage
Bayesian (it2B) method. We further performed a rigorous clinical validation using a development
dataset (n = 178) and a completely independent external
dataset (n = 75). In simulation, the Latent ODE model demonstrated superior robustness, maintaining high accuracy even when underlying biological mechanisms deviated from standard assumptions. Regarding experiments on clinical
datasets, in internal validation, it achieved significantly higher precision with a mean RMSPE of 7.99% compared with 9.24% for it2B (p < 0.001). On the external cohort, it achieved an RMSPE of 10.82%, comparable to the two standard
estimators (11.48% and 11.54%). These results establish the Latent ODE as a powerful and reliable tool for AUC prediction. Its flexible architecture provides a promising foundation for next-generation, multi-modal models in personalized medicine.
Read the full abstract ▾
All authors Benjamin Maurel, Agathe Guilloux, Sarah Zohar, Moreno Ursino, Jean-Baptiste Woillard
Statistics Theory
Sharp Inequalities between Total Variation and Hellinger Distances for Gaussian Mixtures
Joonhyuk Jung and Chao Gao
We study the relation between the total variation (TV) and Hellinger distances between two Gaussian location mixtures. Our first result establishes a general upper bound: for any two mixing distributions supported on a compact set, the Hellinger distance between the two mixtures is controlled by the TV distance raised to a power $1-o(1)$, where the $o(1)$ term is of order $1/\log\log(1/\mathrm{TV})$. We also construct two sequences of mixing distributions that demonstrate the sharpness of this bound. Taken together, our results resolve an open problem raised in Jia et al. (2023) and thus lead to an entropic characterization of learning Gaussian mixtures in total variation. Our inequality also yields optimal robust estimation of Gaussian mixtures in Hellinger distance, which has a direct implication for bounding the minimax regret of empirical Bayes under Huber contamination.
Read the full abstract ▾
Machine Learning (Statistics)
NeuralFLoC: Neural Flow-Based Joint Registration and Clustering of Functional Data
Xinyang Xiong, Siyuan jiang and Pengcheng Zeng
Clustering functional data in the presence of phase variation is challenging, as temporal misalignment can obscure intrinsic shape differences and degrade clustering performance. Most existing approaches treat registration and clustering as separate tasks or rely on restrictive parametric assumptions. We present NeuralFLoC, a fully unsupervised, end-to-end deep learning framework for joint functional registration and clustering based on Neural ODE-driven diffeomorphic flows and spectral clustering. The proposed model learns smooth, invertible warping functions and cluster-specific templates simultaneously, effectively disentangling phase and amplitude variation. We establish universal approximation guarantees and asymptotic consistency for the proposed framework. Experiments on functional
benchmarks show state-of-the-art performance in both registration and clustering, with robustness to missing data, irregular sampling, and noise, while maintaining scalability. Code is available at https://anonymous.4open.science/r/NeuralFLoC-FEC8.
Read the full abstract ▾
Machine Learning (Statistics)
Online Conformal Prediction via Universal Portfolio Algorithms
Tuo Liu, Edgar Dobriban and Francesco Orabona
Online conformal prediction (OCP) seeks prediction intervals that achieve long-run $1-\alpha$ coverage for arbitrary (possibly
adversarial) data streams, while remaining as informative as possible. Existing OCP methods often require manual learning-rate tuning to work well, and may also require
algorithm-specific analyses. Here, we develop a general regret-to-coverage theory for interval-valued OCP based on the $(1-\alpha)$-pinball loss. Our first contribution is to identify linearized regret as a key notion, showing that controlling it implies coverage bounds for any online
algorithm. This relies on a black-box reduction that depends only on the Fenchel conjugate of an upper bound on the linearized regret. Building on this theory, we propose UP-OCP, a parameter-free method for OCP, via a reduction to a two-asset portfolio selection problem, leveraging universal portfolio
algorithms. We show strong finite-time bounds on the miscoverage of UP-OCP, even for polynomially growing predictions. Extensive experiments support that UP-OCP delivers consistently better size/coverage trade-offs than prior online conformal baselines.
Read the full abstract ▾
Statistical Methodology
Entropic Mirror Monte Carlo
Anas Cherradi, Yazid Janati, Alain Durmus et al. (+3 more)
Importance sampling is a Monte Carlo method which designs
estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as
multimodal distributions in highdimensional spaces, the efficiency of importance sampling critically depends on the choice of the proposal distribution. In this paper, we propose a novel adaptive scheme for the construction of efficient proposal distributions. Our
algorithm promotes efficient exploration of the target distribution by combining global sampling mechanisms with a delayed weighting procedure. The proposed weighting mechanism plays a key role by enabling rapid resampling in regions where the proposal distribution is poorly adapted to the target. Our sampling
algorithm is shown to be geometrically convergent under mild assumptions and is illustrated through various numerical experiments.
Read the full abstract ▾
All authors Anas Cherradi, Yazid Janati, Alain Durmus, Sylvain Le Corff, Yohan Petetin, Julien Stoehr
Machine Learning (Statistics) · Cross-listed from cs.LG
Self-Hinting Language Models Enhance Reinforcement Learning
Baohao Liao, Hanze Dong, Xinxing Xu et al. (+2 more)
Group Relative Policy Optimization (GRPO) has recently emerged as a practical recipe for aligning large
language models with verifiable objectives. However, under sparse terminal rewards, GRPO often stalls because rollouts within a group frequently receive identical rewards, causing relative advantages to collapse and updates to vanish. We propose self-hint aligned GRPO with privileged supervision (SAGE), an on-policy reinforcement learning framework that injects privileged hints during training to reshape the rollout distribution under the same terminal verifier reward. For each
prompt $x$, the model samples a compact hint $h$ (e.g., a plan or decomposition) and then generates a solution $\tau$ conditioned on $(x,h)$. Crucially, the task reward $R(x,\tau)$ is unchanged; hints only increase within-group outcome diversity under finite sampling, preventing GRPO advantages from collapsing under sparse rewards. At test time, we set $h=\varnothing$ and deploy the no-hint policy without any privileged information. Moreover, sampling diverse self-hints serves as an adaptive curriculum that tracks the learner's bottlenecks more effectively than fixed hints from an initial policy or a stronger external model. Experiments over 6
benchmarks with 3 LLMs show that SAGE consistently outperforms GRPO, on average +2.0 on Llama-3.2-3B-Instruct, +1.2 on Qwen2.5-7B-Instruct and +1.3 on Qwen3-4B-Instruct. The code is available at https://github.com/BaohaoLiao/SAGE.
Read the full abstract ▾
All authors Baohao Liao, Hanze Dong, Xinxing Xu, Christof Monz, Jiang Bian
Statistical Methodology
Empirical Bayes Shrinkage of Functional Effects, with Application to Analysis of Dynamic eQTLs
Ziang Zhang, Peter Carbonetto and Matthew Stephens
We introduce functional adaptive shrinkage (FASH), an empirical Bayes method for joint analysis of observation units in which each unit estimates an effect function at several values of a continuous condition variable. The ideas in this paper are motivated by dynamic expression quantitative trait locus (eQTL) studies, which aim to characterize how genetic effects on gene expression vary with time or another continuous condition. FASH integrates a broad family of Gaussian processes defined through linear differential operators into an empirical Bayes shrinkage framework, enabling adaptive smoothing and borrowing of information across units. This provides improved estimation of effect functions and principled hypothesis testing, allowing straightforward computation of significance measures such as local false discovery and false sign rates. To encourage conservative inferences, we propose a simple prior- adjustment method that has theoretical guarantees and can be more broadly used with other empirical Bayes methods. We illustrate the benefits of FASH by reanalyzing dynamic eQTL data on cardiomyocyte differentiation from induced pluripotent stem
cells. FASH identified novel dynamic eQTLs, revealed diverse temporal effect patterns, and provided improved power compared with the original analysis. More broadly, FASH offers a flexible statistical framework for joint analysis of functional data, with applications extending beyond genomics. To facilitate use of FASH in dynamic eQTL studies and other settings, we provide an accompanying R package at https: //github.com/stephenslab/fashr.
Read the full abstract ▾
Statistics Theory · Cross-listed from cs.LG
Evaluating LLMs When They Do Not Know the Answer: Statistical Evaluation of Mathematical Reasoning via Comparative Signals
Zihan Dong, Zhixian Zhang, Yang Zhou et al. (+3 more)
Evaluating mathematical
reasoning in LLMs is constrained by limited
benchmark sizes and inherent model stochasticity, yielding high-variance accuracy estimates and unstable rankings across platforms. On difficult problems, an LLM may fail to produce a correct final answer, yet still provide reliable pairwise comparison signals indicating which of two candidate solutions is better. We leverage this observation to design a statistically efficient evaluation framework that combines standard labeled outcomes with pairwise comparison signals obtained by having models judge auxiliary
reasoning chains. Treating these comparison signals as control variates, we develop a semiparametric
estimator based on the efficient influence function (EIF) for the setting where auxiliary
reasoning chains are observed. This yields a one-step
estimator that achieves the semiparametric efficiency bound, guarantees strict variance reduction over naive sample averaging, and admits asymptotic normality for principled uncertainty quantification. Across simulations, our one-step
estimator substantially improves ranking accuracy, with gains increasing as model output noise grows. Experiments on GPQA Diamond, AIME 2025, and GSM8K further demonstrate more precise performance estimation and more reliable model rankings, especially in small-sample regimes where conventional evaluation is pretty unstable.
Read the full abstract ▾
All authors Zihan Dong, Zhixian Zhang, Yang Zhou, Can Jin, Ruijia Wu, Linjun Zhang
Machine Learning (Statistics) · Cross-listed from eess.SP
Stationarity and Spectral Characterization of Random Signals on Simplicial Complexes
Madeline Navarro, Andrei Buciulea, Santiago Segarra et al. (+1 more)
It is increasingly common for data to possess intricate structure, necessitating new models and analytical tools. Graphs, a prominent type of structure, can encode the relationships between any two entities (nodes). However, graphs neither allow connections that are not dyadic nor permit relationships between sets of nodes. We thus turn to simplicial complexes for connecting more than two nodes as well as modeling relationships between simplices, such as edges and triangles. Our data then consist of signals lying on topological spaces, represented by simplicial complexes. Much recent work explores these topological signals, albeit primarily through deterministic formulations. We propose a probabilistic framework for random signals defined on simplicial complexes. Specifically, we generalize the classical notion of stationarity. By spectral dualities of Hodge and Dirac theory, we define stationary topological signals as the outputs of topological filters given white noise. This definition naturally extends desirable properties of stationarity that hold for both time-series and graph signals. Crucially, we properly define topological power spectral density (PSD) through a clear spectral characterization. We then discuss the advantages of topological stationarity due to spectral properties via the PSD. In addition, we empirically demonstrate the practicality of these benefits through multiple synthetic and real-world simulations.
Read the full abstract ▾
All authors Madeline Navarro, Andrei Buciulea, Santiago Segarra, Antonio Marques
Machine Learning (Statistics)
Unified Inference Framework for Single and Multi-Player Performative Prediction: Method and Asymptotic Optimality
Zhixian Zhang, Xiaotian Hou and Linjun Zhang
Performative prediction characterizes environments where predictive models alter the very data distributions they aim to forecast, triggering complex feedback loops. While prior research treats single-
agent and multi-
agent performativity as distinct phenomena, this paper introduces a unified statistical inference framework that bridges these contexts, treating the former as a special case of the latter. Our contribution is two-fold. First, we put forward the Repeated Risk Minimization (RRM) procedure for estimating the performative stability, and establish a rigorous inferential theory for admitting its asymptotic normality and confirming its asymptotic efficiency. Second, for the performative optimality, we introduce a novel two-step plug-in
estimator that integrates the idea of Recalibrated Prediction Powered Inference (RePPI) with Importance Sampling, and further provide formal derivations for the Central Limit
Theorems of both the underlying distributional parameters and the plug-in results. The theoretical analysis demonstrates that our
estimator achieves the semiparametric efficiency bound and maintains robustness under mild distributional misspecification. This work provides a principled toolkit for reliable estimation and decision-making in dynamic, performative environments.
Read the full abstract ▾
Machine Learning (Statistics) · Cross-listed from cs.LG
Why Some Models Resist Unlearning: A Linear Stability Perspective
Wei-Kai Chang and Rajiv Khanna
Machine unlearning, the ability to erase the effect of specific training samples without retraining from scratch, is critical for
privacy, regulation, and efficiency. However, most progress in unlearning has been empirical, with little theoretical understanding of when and why unlearning works. We tackle this gap by framing unlearning through the lens of asymptotic linear stability to capture the interaction between optimization dynamics and data geometry. The key quantity in our analysis is data coherence which is the cross sample
alignment of loss surface directions near the optimum. We decompose coherence along three axes: within the retain set, within the forget set, and between them, and prove tight stability thresholds that separate convergence from divergence. To further link data properties to forgettability, we study a two layer ReLU CNN under a signal plus noise model and show that stronger memorization makes forgetting easier: when the signal to noise ratio (SNR) is lower, cross sample
alignment is weaker, reducing coherence and making unlearning easier; conversely, high SNR, highly aligned models resist unlearning. For empirical verification, we show that Hessian tests and CNN heatmaps align closely with the predicted boundary, mapping the stability frontier of gradient based unlearning as a function of batching, mixing, and data/model
alignment. Our analysis is grounded in random
matrix theory tools and provides the first principled account of the trade offs between memorization, coherence, and unlearning.
Read the full abstract ▾
Statistical Computation
Bayesian Methods for the Navier-Stokes Equations
Nicholas Polson and Vadim Sokolov
We develop a
Bayesian methodology for numerical solution of the incompressible Navier–Stokes equations with quantified uncertainty. The central idea is to treat discretized Navier–Stokes dynamics as a state-space model and to view numerical solution as posterior computation: priors encode physical structure and modeling error, and the solver outputs a distribution over states and quantities of interest rather than a single trajectory. In two dimensions,
stochastic representations (Feynman–Kac and
stochastic characteristics for linear advection–
diffusion with prescribed drift) motivate Monte Carlo solvers and provide intuition for uncertainty propagation. In three dimensions, we formulate
stochastic Navier–Stokes models and describe particle-based and ensemble-based
Bayesian workflows for uncertainty propagation in spectral discretizations. A key computational advantage is that parameter learning can be performed stably via particle learning: marginalization and resample–propagate (one-step smoothing) constructions avoid the weight-collapse that plagues naive sequential importance sampling on static parameters. When partial observations are available, the same machinery supports sequential observational updating as an additional capability. We also discuss non-Gaussian (heavy-tailed) error models based on normal variance-mean mixtures, which yield conditionally Gaussian updates via latent scale augmentation.
Read the full abstract ▾
Statistical Methodology
Weighted Sum-of-Trees Model for Clustered Data
Kevin McCoy, Zachary Wooten, Katarzyna Tomczak et al. (+1 more)
Clustered data, which arise when observations are nested within groups, are incredibly common in clinical, education, and social science research. Traditionally, a linear mixed model, which includes random effects to account for within-group correlation, would be used to model the observed data and make new predictions on unseen data. Some work has been done to extend the mixed model approach beyond linear regression into more complex and non-parametric models, such as decision trees and random forests. However, existing methods are limited to using the global fixed effects for prediction on data from out-of-sample groups, effectively assuming that all clusters share a common outcome model. We propose a lightweight sum-of-trees model in which we learn a decision tree for each sample group. We combine the predictions from these trees using weights so that out-of-sample group predictions are more closely aligned with the most similar groups in the training data. This strategy also allows for inference on the similarity across groups in the outcome prediction model, as the unique tree structures and variable importances for each group can be directly compared. We show our model outperforms traditional decision trees and random forests in a variety of simulation settings. Finally, we showcase our method on real-world data from the sarcoma cohort of The Cancer Genome Atlas, where patient samples are grouped by sarcoma subtype.
Read the full abstract ▾
All authors Kevin McCoy, Zachary Wooten, Katarzyna Tomczak, Christine B. Peterson