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Wednesday 4 February

Statistical Computation

Bures-Wasserstein Importance-Weighted Evidence Lower Bound: Exposition and Applications

The Importance-Weighted Evidence Lower Bound (IW-ELBO) has emerged as an effective objective for variational inference (VI), tightening the standard ELBO and mitigating the mode-seeking behaviour. However, optimizing the IW-ELBO in Euclidean space is often inefficient, as its gradient estimators suffer from a vanishing signal-to-noise ratio (SNR). This paper formulates the optimisation of the IW-ELBO in Bures-Wasserstein space, a manifold of Gaussian distributions equipped with the 2-Wasserstein metric. We derive the Wasserstein gradient of the IW-ELBO and project it onto the Bures-Wasserstein space to yield a tractable algorithm for Gaussian VI. A pivotal contribution of our analysis concerns the stability of the gradient estimator. While the SNR of the standard Euclidean gradient estimator is known to vanish as the number of importance samples $K$ increases, we prove that the SNR of the Wasserstein gradient scales favourably as $\Omega(\sqrt{K})$, ensuring optimisation efficiency even for large $K$. We further extend this geometric analysis to the Variational Rényi Importance-Weighted Autoencoder bound, establishing analogous stability guarantees. Experiments demonstrate that the proposed framework achieves superior approximation performance compared to other baselines.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Multi-Integration of Labels across Categories for Component Identification (MILCCI)

Many fields collect large-scale temporal data through repeated measurements (trials), where each trial is labeled with a set of metadata variables spanning several categories. For example, a trial in a neuroscience study may be linked to a value from category (a): task difficulty, and category (b): animal choice. A critical challenge in time-series analysis is to understand how these labels are encoded within the multi-trial observations, and disentangle the distinct effect of each label entry across categories. Here, we present MILCCI, a novel data-driven method that i) identifies the interpretable components underlying the data, ii) captures cross-trial variability, and iii) integrates label information to understand each category's representation within the data. MILCCI extends a sparse per-trial decomposition that leverages label similarities within each category to enable subtle, label-driven cross-trial adjustments in component compositions and to distinguish the contribution of each category. MILCCI also learns each component's corresponding temporal trace, which evolves over time within each trial and varies flexibly across trials. We demonstrate MILCCI's performance through both synthetic and real-world examples, including voting patterns, online page view trends, and neuronal recordings.
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All authors Noga Mudrik, Yuxi Chen, Gal Mishne, Adam S. Charles

Statistics Theory · Cross-listed from math.PR

A Note on Physical Dependence and Mixing Conditions for Triangular Arrays

Under mild structural assumptions and regularity conditions on the marginal and conditional densities, an explicit bound on the $\beta$-mixing coefficients in terms of the physical dependence measure is provided. Consequently, weak physical dependence implies $\beta$-mixing and strong mixing for triangular arrays, complementing Hill (2025), who proved the converse implication under moment assumptions.
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Machine Learning (Statistics)

Provable Target Sample Complexity Improvements as Pre-Trained Models Scale

Pre-trained models have become indispensable for efficiently building models across a broad spectrum of downstream tasks. The advantages of pre-trained models have been highlighted by empirical studies on scaling laws, which demonstrate that larger pre-trained models can significantly reduce the sample complexity of downstream learning. However, existing theoretical investigations of pre-trained models lack the capability to explain this phenomenon. In this paper, we provide a theoretical investigation by introducing a novel framework, caulking, inspired by parameter-efficient fine-tuning (PEFT) methods such as adapter-based fine-tuning, low-rank adaptation, and partial fine-tuning. Our analysis establishes that improved pre-trained models provably decrease the sample complexity of downstream tasks, thereby offering theoretical justification for the empirically observed scaling laws relating pre-trained model size to downstream performance, a relationship not covered by existing results.
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Statistical Methodology

Validating Causal Message Passing Against Network-Aware Methods on Real Experiments

Estimating total treatment effects in the presence of network interference typically requires knowledge of the underlying interaction structure. However, in many practical settings, network data is either unavailable, incomplete, or measured with substantial error. We demonstrate that causal message passing, a methodology that leverages temporal structure in outcome data rather than network topology, can recover total treatment effects comparable to network-aware approaches. We apply causal message passing to two large-scale field experiments where a recently developed bipartite graph methodology, which requires network knowledge, serves as a benchmark. Despite having no access to the interaction network, causal message passing produces effect estimates that match the network-aware approach in direction across all metrics and in statistical significance for the primary decision metric. Our findings validate the premise of causal message passing: that temporal variation in outcomes can serve as an effective substitute for network observation when estimating spillover effects. This has important practical implications: practitioners facing settings where network data is costly to collect, proprietary, or unreliable can instead exploit the temporal dynamics of their experimental data.
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All authors Albert Tan, Sadegh Shirani, James Nordlund, Mohsen Bayati

Statistical Computation · Cross-listed from cs.LG

Beyond Accuracy: Evaluating Posterior Fidelity of Diffusion Inverse Solvers

Uncertainty evaluation is critical in scientific and engineering inverse problems. However, existing benchmarks on Diffusion Inverse Solvers (DIS) primarily focus on reconstruction accuracy but overlook uncertainty and distributional behavior. Since stochastic inverse solvers represent uncertainty through diffusion-based posterior samples, evaluating how well their generated samples capture the target posterior distribution becomes an important aspect of uncertainty quantification. To address this limitation and better understand the distributional behavior of diffusion samplers, we conduct a systematic study to investigate the posterior fidelity of a broad range of existing DIS methods in controlled simulation settings with a known analytical true posterior. Furthermore, to enable posterior-aware evaluation on real-world inverse problems where ground-truth posterior is unavailable, we propose score-based Kernel Stein Discrepancy (score-KSD), a theoretically-grounded and ground-truth-free metric that measures the consistency of the distribution of generated samples from a DIS method with the target posterior score field, induced by the forward model and learned diffusion prior. Through both simulation experiments and real-world inverse problem solving, we validate the effectiveness of the proposed score-KSD and demonstrate that it provides meaningful posterior fidelity diagnostics beyond reconstruction accuracy, revealing that higher reconstruction accuracy does not necessarily imply better posterior consistency.
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All authors Xiaoyu Qiu, Taewon Yang, Zhanhao Liu, Guanyang Wang, Liyue Shen

Statistical Methodology

Sparse group principal component analysis via double thresholding with application to multi-cellular programs

Multi-cellular programs (MCPs) are coordinated patterns of gene expression across interacting cell types that collectively drive complex biological processes such as tissue development and immune responses. While MCPs are typically estimated from high-dimensional gene expression data using methods like sparse principal component analysis or latent factor models, these approaches often suffer from high computational costs and limited statistical power. In this work, we propose Sparse Group Principal Component Analysis (SGPCA) to estimate MCPs by leveraging their inherent group and individual sparsity. We introduce an efficient double-thresholding algorithm based on power iteration. In each iteration, a group thresholding step first identifies relevant gene groups, followed by an individual thresholding step to select active cell types. This algorithm achieves a linear computational complexity of $O(np)$, making it highly efficient and scalable for large-scale genomic analyses. We establish theoretical guarantees for SGPCA, including statistical consistency and a convergence rate that surpasses competing methods. Through extensive simulations, we demonstrate that SGPCA achieves superior estimation accuracy and improved statistical power for signal detection. Furthermore, We apply SGPCA to a Lupus study, discovering differentially expressed MCPs distinguishing Lupus patients from normal subjects.
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Statistics Applications · Cross-listed from cs.ET

The Dynamics of Attention across Automated and Manual Driving Modes: A Driving Simulation Study

This study aims to explore the dynamics of driver attention to various zones, including the road, the central mirror, the embedded Human-Machine Interface (HMI), and the speedometer, across different driving modes in AVs. The integration of autonomous vehicles (AVs) into transportation systems has introduced critical safety concerns, particularly regarding driver re-engagement during mode transitions. Past accidents underscore the risks of overreliance on automation and highlight the need to understand dynamic attention allocation to support safety in autonomous driving. A high-fidelity driving simulation was conducted. Eye-tracking technology was used to measure fixation duration, fixation count, and time to first fixation across distinct driving modes (automated, manual, and transition), which were then used to assess how drivers allocated attention to various areas of interest (AOIs). Findings show that drivers' attention varies significantly across driving modes. In manual mode, attention consistently focuses on the road, while in automated mode, prolonged fixation on the embedded HMI was observed. During the handover and takeover phases, attention shifts dynamically between environmental and technological elements. The study reveals that driver attention allocation is mode-dependent. These findings inform the design of adaptive HMIs in AVs that align with drivers' attention patterns. By presenting relevant information according to the driving context, such systems can enhance driver-vehicle interaction, support effective transitions, and improve overall safety. Systematic analysis of visual attention dynamics across driving modes is gaining prominence, as it informs adaptive HMI designs and driver readiness interventions. The GLMM findings can be directly applied to the design of adaptive HMIs or driver training programs to enhance attention and improve safety.
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All authors Yuan Cai, Mustafa Demir, Farzan Sasangohar, Mohsen Zare

Machine Learning (Statistics)

Maximin Relative Improvement: Fair Learning as a Bargaining Problem

When deploying a single predictor across multiple subpopulations, we propose a fundamentally different approach: interpreting group fairness as a bargaining problem among subpopulations. This game-theoretic perspective reveals that existing robust optimization methods such as minimizing worst-group loss or regret correspond to classical bargaining solutions and embody different fairness principles. We propose relative improvement, the ratio of actual risk reduction to potential reduction from a baseline predictor, which recovers the Kalai-Smorodinsky solution. Unlike absolute-scale methods that may not be comparable when groups have different potential predictability, relative improvement provides axiomatic justification including scale invariance and individual monotonicity. We establish finite-sample convergence guarantees under mild conditions.
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Statistics Theory

Bayes, E-values and Testing

E-values and E-processes (nonnegative supermartingales) provide anytime-valid evidence for sequential testing via Ville's inequality, yet their connection to Bayesian reasoning, representational structure, and computational feasibility are often conflated in the literature. We develop a typed framework that separates sequential evidence into three layers: (i) representation (Radon-Nikodym / likelihood-ratio geometry), (ii) validity (supermartingale certificates under optional stopping), and (iii) decision (boundary design and efficiency calibration). Our main results are: (a) under log-loss and Bayes-risk minimization, the likelihood ratio is the unique evidence representation within the coherent predictive subclass; (b) the likelihood-ratio stopping time satisfies E_1[tau_b] = (log b)/mu + O(sqrt(log b)) under Cramer conditions, while validity-only thresholds admit no such growth-rate guarantee; and (c) regret-optimal codes (e.g., NML/MDL) do not in general yield valid E-processes, while prequential codes do. Monte Carlo experiments confirm the theoretical predictions. The framework applies to online model validation, adaptive experimentation, conformal prediction, and sequential changepoint detection.
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Machine Learning (Statistics)

Attack-Resistant Uniform Fairness for Linear and Smooth Contextual Bandits

Modern digital platforms use contextual bandits to allocate valuable exposure and opportunities among competing participants. Fair treatment is therefore an important concern, yet reward maximization alone does not ensure that preferential allocation reflects participants' merits. We develop algorithms for linear and smooth contextual bandits under uniform merit-based fairness, requiring the reward ordering to justify preferential allocation across all contexts and rounds, and study how these guarantees are affected by adversarial reward corruption. Our algorithms achieve \((1-\widetilde O(1/T))\)-fairness, with regret that is minimax optimal among fair policies for linear rewards and nearly minimax optimal for smooth rewards. In the linear setting, matching lower bounds identify the price of fairness exactly: minimax regret increases from \(\log T\) to \(\log^2 T\). For smooth rewards, the cost of fairness is at most polylogarithmic. We further establish a separation between regret and fairness robustness: an \(\widetilde O(1)\) corruption budget can cause substantial fairness violations without worsening the regret order. We therefore develop robust algorithms that adapt sampling, estimation, and fairness certification to corruption, which preserve uniform fairness and achieve minimax-optimal and nearly optimal regrets for linear and smooth rewards, respectively. Numerical and semi-synthetic experiments illustrate these findings.
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Statistical Methodology

Privacy Amplification for Synthetic data using Range Restriction

We introduce a new class of range restricted formal data privacy standards that condition on owner beliefs about sensitive data ranges. By incorporating this additional information, we can provide a stronger privacy guarantee (e.g. an amplification). The range restricted formal privacy standards protect only a subset (or ball) of data values and exclude ranges (or balls) believed to be already publicly known. The privacy standards are designed for the risk-weighted pseudo posterior (model) mechanism (PPM) used to generate synthetic data under an asymptotic Differential (aDP) privacy guarantee. The PPM downweights the likelihood contribution for each record proportionally to its disclosure risk. The PPM is adapted under inclusion of beliefs by adjusting the risk-weighted pseudo likelihood. We introduce two alternative adjustments. The first expresses data owner knowledge of the sensitive range as a probability, $\lambda$, that a datum value drawn from the underlying generating distribution lies outside the ball or subspace of values that are sensitive. The portion of each datum likelihood contribution deemed sensitive is then $(1-\lambda) \leq 1$ and is the only portion of the likelihood subject to risk down-weighting. The second adjustment encodes knowledge as the difference in probability masses $P(R) \leq 1$ between the edges of the sensitive range, $R$. We use the resulting conditional (pseudo) likelihood for a sensitive record, which boosts its worst case tail values away from 0. We compare privacy and utility properties for the PPM under the aDP and range restricted privacy standards.
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Statistics Applications

Time-to-Event Estimation with Unreliably Reported Events in Medicare Health Plan Payment

OBJECTIVE: To propose time-to-event estimators that help evaluate incident diagnostic coding and possible upcoding in Medicare as well as introduce an open-source software package that enables more reproducible methods development relevant to Medicare billing behavior. STUDY SETTING AND DESIGN: Observational analysis of simulated upcoding based on coding by insurers or providers that may be incentivized by Medicare Advantage risk adjustment. DATA SOURCES AND ANALYTIC SAMPLE: Two years of separately simulated incident health condition coding data for a Medicare Advantage population and a Traditional Medicare population where coding patterns are aligned with known practices in each program. PRINCIPAL FINDINGS: We propose several novel time-to-event estimators of incident coding intensity and possible upcoding in Medicare Advantage, including accounting for unreliable reporting. We demonstrate estimator performance in simulated data leveraging the National Institutes of Health's All of Us study and also develop an open source R package to simulate longitudinal realistic labeled upcoding data, which were not previously available for researchers. In simulations, our novel estimators recovered differences in upcoding within and across monitoring periods. Undercoding had a limited effect on our novel estimators while an existing estimator was more sensitive to undercoding. CONCLUSIONS: Our proposed estimators can help researchers and policymakers track new coding behaviors (e.g., as may be incentivized by risk adjustment formula updates) earlier and at scale while accounting for several real-world data considerations. Further, the R package we provide can be used to improve the development, accessibility, and reproducible evaluation of coding intensity and upcoding methodology.
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Tuesday 3 February

Statistical Methodology · Cross-listed from cs.LG

Causal Discovery from Heteroscedastic Stochastic Dynamical Systems under Imperfect Physical Models

Causal discovery is a data-driven paradigm for analyzing complex systems, while physics-based models, such as ordinary differential equations (ODEs), provide mechanistic structure for real-world dynamical processes. Integrating these paradigms can improve identifiability, stability, and robustness. However, real dynamical systems often exhibit cyclic interactions and nonstationarity, whereas many causal discovery methods rely on acyclicity, stationarity, or equilibrium assumptions. We propose an integrative causal discovery framework for dynamical systems that leverages partial physical knowledge through stochastic differential equations (SDEs). The drift term encodes known ODE dynamics, while the diffusion term captures unknown causal couplings beyond the prescribed physics. We develop a scalable sparsity-inducing maximum quasi-likelihood estimator with a theoretically justified stabilization technique to improve the optimization landscape. Under mild conditions, we establish causal graph recovery guarantees for both stable and unstable SDEs. We also analyze robustness of our causal graph estimate to ODE misspecification and clarify how the introduced stabilization technique balances numerical stability and statistical recoverability. Experiments on linear SDEs and nonlinear benchmarks, including Lotka-Volterra and Lorenz dynamics with acyclic and cyclic structures, show improved graph recovery and robustness over data-driven baselines. We also demonstrate practical utility on real-world epidemic data by reconstructing stochastic SIR dynamics within our causal discovery framework.
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Machine Learning (Statistics) · Cross-listed from cs.CR

Privacy Amplification Persists under Unlimited Synthetic Data Release

We study privacy amplification by synthetic data release, a phenomenon in which differential privacy guarantees are improved by releasing only synthetic data rather than the private generative model itself. Recent work by Pierquin et al. (2025) established the first formal amplification guarantees for a linear generator, but they apply only in asymptotic regimes where the model dimension far exceeds the number of released synthetic records, limiting their practical relevance. In this work, we show a surprising result: under a bounded-parameter assumption, privacy amplification persists even when releasing an unbounded number of synthetic records, thereby improving upon the bounds of Pierquin et al. (2025). Our analysis provides structural insights that may guide the development of tighter privacy guarantees for more complex release mechanisms.
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All authors Clément Pierquin, Aurélien Bellet, Marc Tommasi, Matthieu Boussard

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

Principles of Lipschitz continuity in neural networks

Deep learning has achieved remarkable success across a wide range of domains, significantly expanding the frontiers of what is achievable in artificial intelligence. Yet, despite these advances, critical challenges remain – most notably, ensuring robustness to small input perturbations and generalization to out-of-distribution data. These critical challenges underscore the need to understand the underlying fundamental principles that govern robustness and generalization. Among the theoretical tools available, Lipschitz continuity plays a pivotal role in governing the fundamental properties of neural networks related to robustness and generalization. It quantifies the worst-case sensitivity of network's outputs to small input perturbations. While its importance is widely acknowledged, prior research has predominantly focused on empirical regularization approaches based on Lipschitz constraints, leaving the underlying principles less explored. This thesis seeks to advance a principled understanding of the principles of Lipschitz continuity in neural networks within the paradigm of machine learning, examined from two complementary perspectives: an internal perspective – focusing on the temporal evolution of Lipschitz continuity in neural networks during training (i.e., training dynamics); and an external perspective – investigating how Lipschitz continuity modulates the behavior of neural networks with respect to features in the input data, particularly its role in governing frequency signal propagation (i.e., modulation of frequency signal propagation).
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Machine Learning (Statistics)

Efficient Subgroup Analysis via Optimal Trees with Global Parameter Fusion

Identifying and making statistical inferences on differential treatment effects (commonly known as subgroup analysis in clinical research) is central to precision health. Subgroup analysis allows practitioners to pinpoint populations for whom a treatment is especially beneficial or protective, thereby advancing targeted interventions. Tree based recursive partitioning methods are widely used for subgroup analysis due to their interpretability. Nevertheless, these approaches encounter significant limitations, including suboptimal partitions induced by greedy heuristics and overfitting from locally estimated splits, especially under limited sample sizes. To address these limitations, we propose a fused optimal causal tree method that leverages mixed integer optimization (MIO) to facilitate precise subgroup identification. Our approach ensures globally optimal partitions and introduces a parameter fusion constraint to facilitate information sharing across related subgroups. This design substantially improves subgroup discovery accuracy and enhances statistical efficiency. We provide theoretical guarantees by rigorously establishing out of sample risk bounds and comparing them with those of classical tree based methods. Empirically, our method consistently outperforms popular baselines in simulations. Finally, we demonstrate its practical utility through a case study on the Health and Aging Brain Study Health Disparities (HABS-HD) dataset, where our approach yields clinically meaningful insights.
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Statistical Methodology · Cross-listed from cs.LG

Partition Tree: Conditional Density Estimation over General Outcome Spaces

We propose Partition Tree, a novel tree-based framework for conditional density estimation over general outcome spaces that supports both continuous and categorical variables within a unified formulation. Our approach models conditional distributions as piecewise-constant densities on data-adaptive partitions and learns trees by directly minimizing conditional negative log-likelihood. This yields a scalable, nonparametric alternative to existing probabilistic trees that does not make parametric assumptions about the target distribution. We further introduce Partition Forest, a bagging extension obtained by averaging conditional densities. Empirically, we demonstrate improved probabilistic prediction over CART-style trees and competitive performance compared to state-of-the-art probabilistic tree methods and Random Forests.
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Statistical Methodology · Cross-listed from cs.AI

Axiomatic Foundations of Counterfactual Explanations

Explaining autonomous and intelligent systems is critical in order to improve trust in their decisions. Counterfactuals have emerged as one of the most compelling forms of explanation. They address “why not” questions by revealing how decisions could be altered. Despite the growing literature, most existing explainers focus on a single type of counterfactual and are restricted to local explanations, focusing on individual instances. There has been no systematic study of alternative counterfactual types, nor of global counterfactuals that shed light on a system's overall reasoning process. This paper addresses the two gaps by introducing an axiomatic framework built on a set of desirable properties for counterfactual explainers. It proves impossibility theorems showing that no single explainer can satisfy certain axiom combinations simultaneously, and fully characterizes all compatible sets. Representation theorems then establish five one-to-one correspondences between specific subsets of axioms and the families of explainers that satisfy them. Each family gives rise to a distinct type of counterfactual explanation, uncovering five fundamentally different types of counterfactuals. Some of these correspond to local explanations, while others capture global explanations. Finally, the framework situates existing explainers within this taxonomy, formally characterizes their behavior, and analyzes the computational complexity of generating such explanations.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Group Contrastive Learning for Weakly Paired Multimodal Data

We present GROOVE, a semi-supervised multi-modal representation learning approach for high-content perturbation data where samples across modalities are weakly paired through shared perturbation labels but lack direct correspondence. Our primary contribution is GroupCLIP, a novel group-level contrastive loss that bridges the gap between CLIP for paired cross-modal data and SupCon for uni-modal supervised contrastive learning, addressing a fundamental gap in contrastive learning for weakly-paired settings. We integrate GroupCLIP with an on-the-fly backtranslating autoencoder framework to encourage cross-modally entangled representations while maintaining group-level coherence within a shared latent space. Critically, we introduce a comprehensive combinatorial evaluation framework that systematically assesses representation learners across multiple optimal transport aligners, addressing key limitations in existing evaluation strategies. This framework includes novel simulations that systematically vary shared versus modality-specific perturbation effects enabling principled assessment of method robustness. Our combinatorial benchmarking reveals that there is not yet an aligner that uniformly dominates across settings or modality pairs. Across simulations and two real single-cell genetic perturbation datasets, GROOVE performs on par with or outperforms existing approaches for downstream cross-modal matching and imputation tasks. Our ablation studies demonstrate that GroupCLIP is the key component driving performance gains. These results highlight the importance of leveraging group-level constraints for effective multi-modal representation learning in scenarios where only weak pairing is available.
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All authors Aditya Gorla, Hugues Van Assel, Jan-Christian Huetter, Heming Yao, Kyunghyun Cho, Aviv Regev, Russell Littman

Statistical Methodology

Robust Nonparametric Two-Sample Tests via Mutual Information using Extended Bregman Divergence

We introduce a generalized formulation of mutual information (MI) based on the extended Bregman divergence, a framework that subsumes the generalized S-Bregman (GSB) divergence family. The GSB divergence unifies two important classes of statistical distances, namely the S-divergence and the Bregman exponential divergence (BED), thereby encompassing several widely used subfamilies, including the power divergence (PD), density power divergence (DPD), and S-Hellinger distance (S-HD). In parametric inference, minimum divergence estimators are well known to balance robustness with high asymptotic efficiency relative to the maximum likelihood estimator. However, nonparametric tests based on such statistical distances have been relatively less explored. In this paper, we construct a class of consistent and robust nonparametric two-sample tests for the equality of two absolutely continuous distributions using the generalized MI. We establish the asymptotic normality of the proposed test statistics under the null and contiguous alternatives. The robustness properties of the generalized MI are rigorously studied through the influence function and the breakdown point, demonstrating that stability of the generalized MI translates into stability of the associated tests. Extensive simulation studies show that divergences beyond the PD family often yield superior robustness under contamination while retaining high asymptotic power. A data-driven scheme for selecting optimal tuning parameters is also proposed. Finally, the methodology is illustrated with applications to real data.
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Statistics Theory · Cross-listed from math.PR

Functional Stochastic Localization

Eldan's stochastic localization is a probabilistic construction that has proved instrumental to modern breakthroughs in high-dimensional geometry and the design of sampling algorithms. Motivated by sampling under non-Euclidean geometries and the mirror descent algorithm in optimization, we develop a functional generalization of Eldan's process that replaces Gaussian regularization with regularization by any positive integer multiple of a log-Laplace transform. We further give a mixing time bound on the Markov chain induced by our localization process, which holds if our target distribution satisfies a functional Poincaré inequality. Finally, we apply our framework to differentially private convex optimization in $\ell_p$ norms for $p \in [1, 2)$, where we improve state-of-the-art query complexities in a zeroth-order model.
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Statistical Methodology

Doubly-Robust Bayesian Estimation of Optimal Individualized Treatment Rules using Network Meta-Analysis

An optimal individualized treatment rule (ITR) is a function that takes a patient's characteristics, such as demographics, biomarkers, and treatment history, and outputs a treatment that is expected to give the best outcome for that patient. Major Depressive Disorder (MDD) is a common and disabling mental health condition for which an optimal ITR is of interest. Unfortunately, the power to detect treatment-covariate interactions in individual studies of MDD treatments is low. Additionally, all treatments of interest are not compared head-to-head in a single study. Network meta-analysis (NMA) is a method of synthesizing data from multiple studies to estimate the relative effects of a set of treatments. Recently, two-stage ITR NMA was proposed as a method to estimate ITRs that has the potential to improve power and simultaneously consider all relevant treatment options. In the first stage, study-specific ITRs are estimated, and in the second stage, they are pooled using a Bayesian NMA model. The existing approach is vulnerable to model misspecification and fails to address missing outcomes, which occur in the MDD data. We overcome these challenges by proposing Bayesian Bootstrap dynamic Weighted Ordinary Least Squares (BBdWOLS), a doubly-robust approach to ITR estimation that accounts for missing at random outcomes and naturally quantifies the uncertainty in estimation. We also propose an improvement to the NMA model that incorporates the full variance-covariance matrix of study-specific estimates. In a simulation study, we show that our fully Bayesian ITR NMA method is more robust and efficient than the existing approach. We apply our method to the motivating dataset consisting of three studies of pharmacological treatments for MDD, and explore how ITR NMA results can support personalized decision making in this context.
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Machine Learning (Statistics)

Fixed Budget is No Harder Than Fixed Confidence in Best-Arm Identification up to Logarithmic Factors

The best-arm identification (BAI) problem is one of the most fundamental problems in interactive machine learning, which has two flavors: the fixed-budget setting (FB) and the fixed-confidence setting (FC). For $K$-armed bandits with a unique best arm, the optimal sample complexities for both settings have been settled down, and they match up to logarithmic factors. This prompts an interesting research question about the generic, potentially structured BAI problems: is FB harder than FC or the other way around? In this paper, we show that FB is no harder than FC up to logarithmic factors. We do this constructively: we propose a novel algorithm called FC2FB (fixed confidence to fixed budget), which is a meta algorithm that takes in an FC algorithm $\mathcal{A}$ and turn it into an FB algorithm. We prove that FC2FB enjoys a sample complexity that matches, up to logarithmic factors, that of the sample complexity of $\mathcal{A}$. This means that the optimal FC sample complexity is an upper bound of the optimal FB sample complexity up to logarithmic factors. Our result not only reveals a fundamental relationship between FB and FC, but also has a significant implication: FC2FB combined with existing state-of-the-art FC algorithms leads to improved sample complexity for a number of FB problems.
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All authors Kapilan Balagopalan, Yinan Li, Yao Zhao, Tuan Nguyen, Anton Daitche, Houssam Nassif, Kwang-Sung Jun

Machine Learning (Statistics)

Statistical Guarantees for Reasoning Probes on Looped Boolean Circuits

We study the statistical behavior of reasoning probes in a stylized model of iterative computation inspired by neural algorithmic reasoning. The underlying computation is given by a looped Boolean circuit whose graph is a perfect $\nu$-ary tree ($\nu\ge 2$), with outputs recursively fed back as inputs across computation rounds. A probe observes a sampled subset of internal nodes and seeks to infer the latent operation at each node, represented as a probability distribution over a finite set of admissible Boolean gates. This partial observability induces a transductive generalization problem on a structured computation graph. We show that when the probe is parameterized by a graph convolutional network and queries $N$ nodes, the worst-case generalization error decays at the optimal rate $\mathcal{O}(\sqrt{\log(2/\delta)}/\sqrt{N})$ with probability at least $1-\delta$. Our analysis combines metric embedding techniques with tools from optimal transport. A key insight is that this rate is achievable independently of the size of the computation graph, enabled by a low-distortion one-dimensional snowflake embedding of the induced graph metric. These results highlight a geometric mechanism underlying statistical efficiency in probing structured, iterative computations.
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Machine Learning (Statistics)

Learning Multi-type heterogeneous interacting particle systems

We propose a framework for the joint inference of network topology, multi-type interaction kernels, and latent type assignments in heterogeneous interacting particle systems from multi-trajectory data. This learning task is a challenging non-convex mixed-integer optimization problem, which we address through a novel three-stage approach. First, we leverage shared structure across agent interactions to recover a low-rank embedding of the system parameters via matrix sensing. Second, we identify discrete interaction types by clustering within the learned embedding. Third, we recover the network weight matrix and kernel coefficients through matrix factorization and a post-processing refinement. We provide theoretical guarantees with estimation error bounds under a Restricted Isometry Property (RIP) assumption and establish conditions for the exact recovery of interaction types based on cluster separability. Numerical experiments on synthetic datasets, including heterogeneous predator-prey systems, demonstrate that our method yields an accurate reconstruction of the underlying dynamics and is robust to noise.
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All authors Quanjun Lang, Xiong Wang, Fei Lu, Mauro Maggioni

Machine Learning (Statistics)

Privacy utility trade offs for parameter estimation in degree heterogeneous higher order networks

In sensitive applications involving relational datasets, protecting information about individual links from adversarial queries is of paramount importance. In many such settings, the available data are summarized solely through the degrees of the nodes in the network. We adopt the $\beta$ model, which is the prototypical statistical model adopted for this form of aggregated relational information, and study the problem of minimax-optimal parameter estimation under both local and central differential privacy constraints. We establish finite sample minimax lower bounds that characterize the precise dependence of the estimation risk on the network size and the privacy parameters, and we propose simple estimators that achieve these bounds up to constants and logarithmic factors under both local and central differential privacy frameworks. Our results provide the first comprehensive finite sample characterization of privacy utility trade offs for parameter estimation in $\beta$ models, addressing the classical graph case and extending the analysis to higher order hypergraph models. We further demonstrate the effectiveness of our methods through experiments on synthetic data and a real world communication network.
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Statistics Theory · Cross-listed from cond-mat.stat-mech

Tsallis Entropy derived from the Chaitin-Kolmogorov Informational Entropy

We provide a rigorous first-principle derivation of the non-additive Tsallis' entropy by employing the Chaitin-Kolmogorov algorithmic information theory. By applying non-local restrictive rules on the string formation (grammar), we show that the algorithmic cost follows a power-law of the string length, instead of the linear behaviour obtained in the classical theory. As a result, the Tsallis entropy governs the increase of information. We explore the result showing, through Landauer's limit, that the heat dissipation in systems with long-range correlations is diminished. The $\Omega_q$ number, which remains incompressible, now offers the possibility of a continuous increase of complexity, measured by the parameter $q$. We show the consistency of the results by a numerical simulation, and discuss Zipf's law in light of the new findings.
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Statistical Methodology · Cross-listed from cs.LG

Causal Discovery for Cross-Sectional Data Based on Super-Structure and Divide-and-Conquer

This paper tackles a critical bottleneck in Super-Structure-based divide-and-conquer causal discovery: the high computational cost of constructing accurate Super-Structures–particularly when conditional independence (CI) tests are expensive and domain knowledge is unavailable. We propose a novel, lightweight framework that relaxes the strict requirements on Super-Structure construction while preserving the algorithmic benefits of divide-and-conquer. By integrating weakly constrained Super-Structures with efficient graph partitioning and merging strategies, our approach substantially lowers CI test overhead without sacrificing accuracy. We instantiate the framework in a concrete causal discovery algorithm and rigorously evaluate its components on synthetic data. Comprehensive experiments on Gaussian Bayesian networks, including magic-NIAB, ECOLI70, and magic-IRRI, demonstrate that our method matches or closely approximates the structural accuracy of PC and FCI while drastically reducing the number of CI tests. Further validation on the real-world China Health and Retirement Longitudinal Study (CHARLS) dataset confirms its practical applicability. Our results establish that accurate, scalable causal discovery is achievable even under minimal assumptions about the initial Super-Structure, opening new avenues for applying divide-and-conquer methods to large-scale, knowledge-scarce domains such as biomedical and social science research.
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Machine Learning (Statistics) · Cross-listed from cs.LG

The Role of Target Update Frequencies in Q-Learning

The target network update frequency (TUF) is a central stabilization mechanism in (deep) Q-learning. However, their selection remains poorly understood and is often treated merely as another tunable hyperparameter rather than as a principled design decision. This work provides a theoretical analysis of target fixing in tabular Q-learning through the lens of approximate dynamic programming. We formulate periodic target updates as a nested optimization scheme in which each outer iteration applies an inexact Bellman optimality operator, approximated by a generic inner loop optimizer. Rigorous theory yields a finite-time convergence analysis for the asynchronous sampling setting, specializing to stochastic gradient descent in the inner loop. Our results deliver an explicit characterization of the bias-variance trade-off induced by the target update period, showing how to optimally set this critical hyperparameter. We prove that constant target update schedules are suboptimal, incurring a logarithmic overhead in sample complexity that is entirely avoidable with adaptive schedules. Our analysis shows that the optimal target update frequency increases geometrically over the course of the learning process.
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All authors Simon Weissmann, Tilman Aach, Benedikt Wille, Sebastian Kassing, Leif Döring