Papers

Theoretical and applied research into privacy encompasses an incredibly broad swathe of differing approaches, emphases and aims. This work introduces a novel quantitative notion of privacy that is both contextual and specific. Building on and extending ideas from statistical disclosure control and differential privacy, our aim is to model the implications of a disclosure decision in an adversarial setting. Our definition relies on concepts inherent to standard Bayesian decision theory, while departing from them in several important respects. In particular, (i) inference about the data itself becomes meaningful and (ii) the party controlling the release of sensitive information should make disclosure decisions from the prior viewpoint, rather than conditional on the data, which is a feature shared with Bayesian design. Illuminating toy examples are exploited towards highlighting the specificities of the method.

Sparse autoencoders (SAEs) are widely used to extract human-interpretable features from neural network activations, but their learned features can vary substantially across random seeds and training choices. To improve stability, we studied weight regularization by adding L1 or L2 penalties on encoder and decoder weights, and evaluate how regularization interacts with common SAE training defaults. On MNIST, we observe that L2 weight regularization produces a core of highly aligned features and, when combined with tied initialization and unit-norm decoder constraints, it dramatically increases cross-seed feature consistency. For TopK SAEs trained on language model activations (Pythia-70M-deduped), adding a small L2 weight penalty increased the fraction of features shared across three random seeds and roughly doubles steering success rates, while leaving the mean of automated interpretability scores essentially unchanged. Finally, in the regularized setting, activation steering success becomes better predicted by auto-interpretability scores, suggesting that regularization can align text-based feature explanations with functional controllability.

The Bayesian and Akaike information criteria aim at finding a good balance between under- and over-fitting. They are extensively used every day by practitioners. Yet we contend they suffer from at least two afflictions: their penalty parameter $\lambda=\log n$ and $\lambda=2$ are too small, leading to many false discoveries, and their inherent (best subset) discrete optimization is infeasible in high dimension. We alleviate these issues with the pivotal information criterion: PIC is defined as a continuous optimization problem, and the PIC penalty parameter $\lambda$ is selected at the detection boundary (under pure noise). PIC's choice of $\lambda$ is the quantile of a statistic that we prove to be (asymptotically) pivotal, provided the loss function is appropriately transformed. As a result, simulations show a phase transition in the probability of exact support recovery with PIC, a phenomenon studied with no noise in compressed sensing. Applied on real data, for similar predictive performances, PIC selects the least complex model among state-of-the-art learners.

Deep Neural Networks are powerful tools for solving machine learning problems, but their training often involves dense and costly parameter updates. In this work, we use a novel Max-Plus neural architecture in which classical addition and multiplication are replaced with maximum and summation operations respectively. This is a promising architecture in terms of interpretability, but its training is challenging. A particular feature is that this algebraic structure naturally induces sparsity in the subgradients, as only neurons that contribute to the maximum affect the loss. However, standard backpropagation fails to exploit this sparsity, leading to unnecessary computations. In this work, we focus on the minimization of the worst sample loss which transfers this sparsity to the optimization loss. To address this, we propose a sparse subgradient algorithm that explicitly exploits the algebraic sparsity. By tailoring the optimization procedure to the non-smooth nature of Max-Plus models, our method achieves more efficient updates while retaining theoretical guarantees. This highlights a principled path toward bridging algebraic structure and scalable learning.

In causal analysis, understanding the causal mechanisms through which an intervention or treatment affects an outcome is often of central interest. We propose a test to evaluate (i) whether the causal effect of a treatment that is randomly assigned conditional on covariates is fully mediated by, or operates exclusively through, observed intermediate outcomes (referred to as mediators or surrogate outcomes), and (ii) whether the various causal mechanisms operating through different mediators are identifiable conditional on covariates. We demonstrate that if both full mediation and identification of causal mechanisms hold, then the conditionally random treatment is conditionally independent of the outcome given the mediators and covariates. Furthermore, we extend our framework to settings with non-randomly assigned treatments. We show that, in this case, full mediation remains testable, while identification of causal mechanisms is no longer guaranteed. We propose a double machine learning framework for implementing the test that can incorporate high-dimensional covariates and is root-n consistent and asymptotically normal under specific regularity conditions. We also present a simulation study demonstrating good finite-sample performance of our method, along with two empirical applications revisiting randomized experiments on maternal mental health and social norms.

With staggered adoption, difference-in-differences (DiD) analyses define the average treatment effect on the treated (ATT) at the group-period level and aggregate it into groupwise, periodwise, dynamic, and overall effects. We study a period-by-period version of conditional parallel trends, with covariates unaffected by treatment while allowing covariates to shift the trends in untreated potential outcomes. We propose an augmented inverse probability weighting (AIPW) estimator and an augmented inverse variance weighting (AIVW) generalization. Both are doubly robust and asymptotically normal, with closed-form influence-function-based inference for all group-period and aggregated ATTs. AIVW is statistically efficient in some special cases, while AIPW is computationally more efficient. We illustrate the methods with the staggered provincial adoption of a parallel college admission mechanism in China and its effect on justified envy.

\cite{tsagris2025a} proposed the generalized circular projected Cauchy (GCPC) distribution, whose special case is the wrapped Cauchy distribution. In this paper we first derive the relationship with the wrapped Cauchy distribution, and then we attempt to characterize the distribution. We establish the conditions under which the distribution exhibits unimodality. We provide non-analytical formulas for the mean resultant length and the Kullback-Leibler divergence, and analytical form for the cumulative probability function and the entropy of the GCPC distribution. We propose log-likelihood ratio tests for one, or two location parameters without assuming equality of the concentration parameters. We revisit maximum likelihood estimation with and without predictors. In the regression setting we briefly mention the addition of circular and simplicial predictors. Simulation studies illustrate a) the performance of the log-likelihood ratio test when one falsely assumes that the true distribution is the wrapped Cauchy distribution, and b) the empirical rate of convergence of the regression coefficients. Using a real data analysis example we show how to avoid the log-likelihood being trapped in a local maximum and we correct a mistake in the regression setting.

We study fixed budget constrained best-arm identification in grouped bandits, where each arm consists of multiple independent attributes with stochastic rewards. An arm is considered feasible only if all its attributes' means are above a given threshold. The aim is to find the feasible arm with the largest overall mean. We first derive a lower bound on the error probability for any algorithm on this setting. We then propose Feasibility Constrained Successive Rejects (FCSR), a novel algorithm that identifies the best arm while ensuring feasibility. We show it attains optimal dependence on problem parameters up to constant factors in the exponent. Empirically, FCSR outperforms natural baselines while preserving feasibility guarantees.

Dynamic structural equation models (DSEMs) combine time-series modeling of within-person processes with hierarchical modeling of between-person differences and differences between timepoints, and have become very popular for the analysis of intensive longitudinal data in the social sciences. An important computational bottleneck has, however, still not been resolved: whenever the underlying process is assumed to be latent and measured by one or more indicators per timepoint, currently published algorithms rely on inefficient brute-force Markov chain Monte Carlo sampling which scales poorly as the number of timepoints and participants increases and results in highly correlated samples. The main result of this paper shows that the within-level part of any DSEM can be reformulated as a linear Gaussian state space model. Consequently, the latent states can be analytically marginalized using a Kalman filter, allowing for highly efficient estimation via Hamiltonian Monte Carlo. This makes estimation of DSEMs computationally tractable for much larger datasets – both in terms of timepoints and participants – than what has been previously possible. We demonstrate the proposed algorithm in several simulation experiments, showing it can be orders of magnitude more efficient than standard Metropolis-within-Gibbs approaches.

Spatial autocorrelation in regression models can lead to downward biased standard errors and thus incorrect inference. The most common correction in applied economics is the spatial heteroskedasticity and autocorrelation consistent (HAC) standard error estimator introduced by Conley (1999). A critical input is the kernel bandwidth: the distance within which residuals are allowed to be correlated. However, this is still an unresolved problem and there is no formal guidance in the literature. In this paper, I first document that the relationship between the bandwidth and the magnitude of spatial HAC standard errors is inverse-U shaped. This implies that both too narrow and too wide bandwidths lead to underestimated standard errors, contradicting the conventional wisdom that wider bandwidths yield more conservative inference. I then propose a simple, non-parametric, data-driven bandwidth selector based on the empirical covariogram of regression residuals. In extensive Monte Carlo experiments calibrated to empirically relevant spatial correlation structures across the contiguous United States, I show that the proposed method controls the false positive rate at or near the nominal 5% level across a wide range of spatial correlation intensities and sample configurations. I compare six kernel functions and find that the Bartlett and Epanechnikov kernels deliver the best size control. An empirical application using U.S. county-level data illustrates the practical relevance of the method. The R package SpatialInference implements the proposed bandwidth selection method.

Bounded continuous data on the unit interval frequently arise in applied fields and often exhibit a non-negligible proportion of observations at the boundaries. Inflated regression models address this feature by combining a continuous distribution on the unit interval with a discrete component to account for zero- and/or one-inflation. In this paper, we propose a class of Bayesian structured additive quantile regression models for inflated bounded continuous data that accommodates zero- and/or one-inflation. The proposed approach enables direct modeling of both the conditional quantiles of the continuous component and the probabilities of observing zeros and/or ones, with structured additive predictors incorporated in both parts, including nonlinear effects, spatial effects, random effects, and varying-coefficient terms. Posterior inference is carried out using Markov chain Monte Carlo algorithms implemented through the software Liesel, a probabilistic programming framework for semiparametric regression. The practical performance of the proposed models is illustrated through simulation studies and two real-data applications: one analyzing the proportion of traffic-related fatalities across Brazilian municipal districts, and another evaluating speech intelligibility in cochlear implant recipients under different experimental conditions.

We consider a sparse i.i.d.\ non-Hermitian random matrix model $X_n$ (with sparsity parameter $K_n$) and a deterministic finite-rank perturbation $E_n$. Assuming biorthogonality for $E_n$ and a growth condition on $K_n$, we outline a finite-rank resolvent reduction leading to asymptotics for the overlap between an outlier eigenvector of $Y_n:=X_n+E_n$ and the corresponding spike eigenspace. In particular, for an outlier spike $\mu$ with $|\mu|>1$, the squared projection of the associated (right) eigenvector onto the spike eigenspace converges in probability to $1-|\mu|^{-2}$. Our result generalizes Theorem 1.6 of [HLN26] to general finite rank case solving Open Problem 5.

Multiple seasonalities have been widely studied in continuous time series using models such as TBATS, for instance in electricity demand forecasting. However, their treatment in categorical time series, such as air quality index (AQI) data, remains limited. Categorical AQI often exhibits distinct seasonal patterns at multiple frequencies, which are not captured by standard models. In this paper, we propose a framework that models multiple seasonalities using Fourier series and indicator functions, inspired by the TBATS methodology. The approach accommodates the ordinal nature of AQI categories while explicitly capturing daily, weekly and yearly seasonal cycles. Simulation studies demonstrate the empirical consistency of parameter estimates under the proposed model. We further illustrate its applicability using real categorical AQI data from Kolkata and compare forecasting performance with Markov models and machine learning methods. Results indicate that our approach effectively captures complex seasonal dynamics and provides improved predictive accuracy. The proposed methodology offers a flexible and interpretable framework for analyzing categorical time series exhibiting multiple seasonal patterns, with potential applications in air quality monitoring, energy consumption and other environmental domains.

Inverse problems are the task of calibrating models to match data. They play a pivotal role in diverse engineering applications by allowing practitioners to align models with reality. In many applications, engineers and scientists do not have a complete picture of i) the detailed properties of a system (such as material properties, geometry, initial conditions, etc.); ii) the complete laws describing all dynamics at play (such as friction laws, complicated damping phenomena, and general nonlinear interactions). In this paper, we develop a principled methodology for leveraging data from collections of distinct yet related physical systems to jointly estimate the individual model parameters of each system, and learn the shared unknown dynamics in the form of an ML-based closure model. To robustly infer the unknown parameters for each system, we employ a hierarchical Bayesian framework, which allows for the joint inference of multiple systems and their population-level statistics. To learn the closures, we use a maximum marginal likelihood estimate of a neural network embeded within the ODE/PDE formulation of the problem. To realize this framework we utilize the ensemble Metropolis-Adjusted Langevin Algorithm (MALA) for stable and efficient sampling. To mitigate the computational bottleneck of repetitive forward evaluations in solving inverse problems, we introduce a bilevel optimization strategy to simultaneously train a surrogate forward model alongside the inference. Within this framework, we evaluate and compare distinct surrogate architectures, specifically Fourier Neural Operators (FNO) and parametric Physics-Informed Neural Network (PINNs).

We present a computational framework to investigate steady state distributions and perform stability analysis for random ordinary differential equations driven by parameter uncertainty. Using the nonlinear Rosenzweig McArthur predator prey model as a case study, we characterize the non-trivial equilibrium steady state of the system and investigate its complex distribution when the parameter probability densities are multi-modal mixture models with partially overlapping or separated components. In consequence, this application includes both, uncertainties and superpositions, of the system parameters. In addition, we present the stability analysis of steady states based on the eigenvalue distribution of the system's Jacobian matrix in this stochastic regime. The steady state posterior density and stability metrics are computed with a recently published Monte Carlo based numerical scheme specifically designed for random equation systems (Hoegele, 2026). Particularly, the simplicity of this stochastic extension of dynamic systems combined with a broadly applicable computational approach is demonstrated. Numerical experiments show the emergence of multi-modal steady state distributions of the predator prey model and we calculate their stability regions, illustrating the method's applicability to uncertainty quantification in dynamical systems.

We consider stochastic non-stationary linear bandits where the linear parameter connecting contexts to the reward changes over time. Existing algorithms in this setting localize the policy by gradually discarding or down-weighting past data, effectively shrinking the time horizon over which learning can occur. However, in many settings historical data may still carry partial information about the reward model. We propose to leverage such data while adapting to changes, by assuming the reward model decomposes into stationary and non-stationary components. Based on this assumption, we introduce ISD-linUCB, an algorithm that uses past data to learn invariances in the reward model and subsequently exploits them to improve online performance. We show both theoretically and empirically that leveraging invariance reduces the problem dimensionality, yielding significant regret improvements in fast-changing environments when sufficient historical data is available.

The philosophical foundations of statistics involve issues in theoretical statistics, such as goals and methods to meet these goals, and interpretation of the meaning of inference using statistics. They are related to the philosophy of science and to the philosophy of probability. We review the core and partly interrelated themes and place them in context.

Regression discontinuity designs (RDD) are widely used for causal inference. In many empirical applications, treatment effects vary substantially with covariates, and ignoring such heterogeneity can lead to misleading conclusions, which motivates flexible modeling of heterogeneous treatment effects in RDD. To this end, we propose a Bayesian nonparametric approach to estimating heterogeneous treatment effects based on Bayesian Additive Regression Trees (BART). The key feature of our method lies in adopting a general Bayesian framework using a pseudo-model defined through a loss function for fitting local linear models around the cutoff, which gives direct modeling of heterogeneous treatment effects by BART. Optimal selection of the bandwidth parameter for the local model is implemented using the Hyvärinen score. Through numerical experiments, we demonstrate that the proposed approach flexibly captures complicated structures of heterogeneous treatment effects as a function of covariates.

This paper is motivated by a cutting-edge application in neuroscience: the analysis of electroencephalogram (EEG) signals recorded under flash stimulation. Under commonly used signal-processing assumptions, only the phase angle of the EEG is required for the analysis of such applications. We demonstrate that these assumptions imply that the phase has a projected isotropic normal distribution. We revisit this distribution and derive several new properties, including closed-form expressions for its trigonometric moments. We then examine the distribution of the mean resultant and its square – a statistic of central importance in phase-based EEG studies. The distribution of the resultant is analytically intricate; to make it practically useful, we develop two approximations based on the well-known resultant distribution for the von Mises distribution. We then study inference problems for this projected isotropic normal distribution. The method is illustrated with an application to EEG data from flash-stimulation experiments.

A well-established insight in mortality forecasting is that combining predictions from a set of models improves accuracy compared to relying on a single best model. This paper proposes a novel ensemble approach based on Shapley values, a game-theoretic measure of each model's marginal contribution to the forecast. We further compute these SHapley Additive exPlanations (SHAP)-based weights age-by-age, thereby capturing the specific contribution of each model at each age. In addition, we introduce a threshold mechanism that excludes models with negligible contributions, effectively reducing the forecast variance. Using data from 24 OECD countries, we demonstrate that our SHAP ensemble enhances out-of-sample forecasting performance, especially at longer horizons. By leveraging the complementary strengths of different mortality models and filtering out those that add little predictive power, our approach offers a robust and interpretable solution for improving mortality forecasts.

Randomized Controlled Trials (RCTs) represent the gold standard for causal inference yet remain a scarce resource. While large-scale observational data is often available, it is utilized only for retrospective fusion, and remains discarded in prospective trial design due to bias concerns. We argue this "tabula rasa" data acquisition strategy is fundamentally inefficient. In this work, we propose Active Residual Learning, a new paradigm that leverages the observational model as a foundational prior. This approach shifts the experimental focus from learning target causal quantities from scratch to efficiently estimating the residuals required to correct observational bias. To operationalize this, we introduce the R-Design framework. Theoretically, we establish two key advantages: (1) a structural efficiency gap, proving that estimating smooth residual contrasts admits strictly faster convergence rates than reconstructing full outcomes; and (2) information efficiency, where we quantify the redundancy in standard parameter-based acquisition (e.g., BALD), demonstrating that such baselines waste budget on task-irrelevant nuisance uncertainty. We propose R-EPIG (Residual Expected Predictive Information Gain), a unified criterion that directly targets the causal estimand, minimizing residual uncertainty for estimation or clarifying decision boundaries for policy. Experiments on synthetic and semi-synthetic benchmarks demonstrate that R-Design significantly outperforms baselines, confirming that repairing a biased model is far more efficient than learning one from scratch.

We study the Inverse Contextual Bandit (ICB) problem, in which a learner seeks to optimize a policy while an observer, who cannot access the learner's rewards and only observes actions, aims to recover the underlying problem parameters. During the learning process, the learner's behavior naturally transitions from exploration to exploitation, resulting in non-stationary action data that poses significant challenges for the observer. To address this issue, we propose a simple and effective framework called Two-Phase Suffix Imitation. The framework discards data from an initial burn-in phase and performs empirical risk minimization using only data from a subsequent imitation phase. We derive a predictive decision loss bound that explicitly characterizes the bias-variance trade-off induced by the choice of burn-in length. Despite the severe information deficit, we show that a reward-free observer can achieve a convergence rate of $\tilde O(1/\sqrt{N})$, matching the asymptotic efficiency of a fully reward-aware learner. This result demonstrates that a passive observer can effectively uncover the optimal policy from actions alone, attaining performance comparable to that of the learner itself.

The kernel smoothing with large bandwidth values causes oversmoothing or underfitting in general. However, when irrelevant variables are included, the corresponding large bandwidth values are known to have an effect of shrinking them. This study investigates asymptotic properties of the kernel conditional density estimator and the regression estimator with large bandwidth matrix elements for cases of multi-index model. It is clarified that the optimal convergence rate of the estimators depends on not the number of the variables but the effective dimension without eliminating the irrelevant variables. Thus, the kernel conditional density estimator and regression estimator are demonstrated to equip the reduction of the curse of dimensionality by nature. Finite sample performances are investigated by a numerical study, and the bandwidth selection is discussed. Finally a case study on the Boston housing data is provided.

Despite the remarkable empirical success of score-based diffusion models, their statistical guarantees remain underdeveloped. Existing analyses often provide pessimistic convergence rates that do not reflect the intrinsic low-dimensional structure common in real data, such as that arising in natural images. In this work, we study the statistical convergence of score-based diffusion models for learning an unknown distribution $\mu$ from finitely many samples. Under mild regularity conditions on the forward diffusion process and the data distribution, we derive finite-sample error bounds on the learned generative distribution, measured in the Wasserstein-$p$ distance. Unlike prior results, our guarantees hold for all $p \ge 1$ and require only a finite-moment assumption on $\mu$, without compact-support, manifold, or smooth-density conditions. Specifically, given $n$ i.i.d.\ samples from $\mu$ with finite $q$-th moment and appropriately chosen network architectures, hyperparameters, and discretization schemes, we show that the expected Wasserstein-$p$ error between the learned distribution $\hat{\mu}$ and $\mu$ scales as $\mathbb{E}\, \mathbb{W}_p(\hat{\mu},\mu) = \widetilde{O}\!\left(n^{-1 / d^\ast_{p,q}(\mu)}\right),$ where $d^\ast_{p,q}(\mu)$ is the $(p,q)$-Wasserstein dimension of $\mu$. Our results demonstrate that diffusion models naturally adapt to the intrinsic geometry of data and mitigate the curse of dimensionality, since the convergence rate depends on $d^\ast_{p,q}(\mu)$ rather than the ambient dimension. Moreover, our theory conceptually bridges the analysis of diffusion models with that of GANs and the sharp minimax rates established in optimal transport. The proposed $(p,q)$-Wasserstein dimension also extends the notion of classical Wasserstein dimension to distributions with unbounded support, which may be of independent theoretical interest.

Learning from multivariate distribution-valued data requires both averaging distributions and predicting them from covariates. Positive barycenters and Fréchet regression impose different closure requirements. Regression weights can be negative, yet every fitted value must remain a probability law. We introduce the Hilbert mass-addressed parameterization (HiMAP), which uses balanced recursive median partitions to assign the same probability mass to each binary address across distributions. The common mass address yields two complementary representations. Q-HiMAP averages physical paths and defines a closed-form barycenter for nonnegative weights. Tree-logit HiMAP (TL-HiMAP) maps root geometry and relative split positions to Hilbert coordinates, where every finite affine combination decodes uniquely to a probability law. We establish exact mass coding, an encoder–decoder inverse, completeness, Wasserstein continuity, dense model coverage, and deterministic error decompositions for fixed-size particle outputs. The TL coordinates also give closed-form global and local Fréchet regression and allow each response to be encoded once for repeated prediction. Experiments with certified barycenters, simulated distribution regression, and two NHANES survey cycles show accurate barycenter recovery, algebraically exact TL-coordinate composition with finite particle reconstruction error, competitive predictive loss, and efficient repeated prediction.

Stein's identity is a fundamental tool in machine learning with applications in generative models, stochastic optimization, and other problems involving gradients of expectations under Gaussian distributions. Less attention has been paid to problems with non-Gaussian expectations. Here, we consider the class of bounded-support $q$-Gaussians and derive a new Stein identity leading to gradient estimators which have nearly identical forms to the Gaussian ones, and which are similarly easy to implement. We do this by extending the previous results of Landsman, Vanduffel, and Yao (2013) to prove new Bonnet- and Price-type theorems for q-Gaussians. We also simplify their forms by using escort distributions. Our experiments show that bounded-support distributions can reduce the variance of gradient estimators, which can potentially be useful for Bayesian deep learning and sharpness-aware minimization. Overall, our work simplifies the application of Stein's identity for an important class of non-Gaussian distributions.

Low-dimensional structure in real-world data plays an important role in the success of generative models, which motivates diffusion models defined on intrinsic data manifolds. Such models are driven by stochastic differential equations (SDEs) on manifolds, which raises the need for convergence theory of numerical schemes for manifold-valued SDEs. In Euclidean space, the Euler–Maruyama (EM) scheme achieves strong convergence with order $1/2$, but an analogous result for manifold discretizations is less understood in general settings. In this work, we study a geometric version of the EM scheme for SDEs on Riemannian manifolds and prove strong convergence with order $1/2$ under geometric and regularity conditions. As an application, we obtain a Wasserstein bound for sampling on manifolds via the geometric EM discretization of Riemannian Langevin dynamics.

We develop a rigorous framework for extending neural operators to handle out-of-distribution input functions. We leverage kernel approximation techniques and provide theory for characterizing the input-output function spaces in terms of Reproducing Kernel Hilbert Spaces (RKHSs). We provide theorems on the requirements for reliable extensions and their predicted approximation accuracy. We also establish formal relationships between specific kernel choices and their corresponding Sobolev Native Spaces. This connection further allows the extended neural operators to reliably capture not only function values but also their derivatives. Our methods are empirically validated through the solution of elliptic partial differential equations (PDEs) involving operators on manifolds having point-cloud representations and handling geometric contributions. We report results on key factors impacting the accuracy and computational performance of the extension approaches.

The No Free Lunch (NFL) theorem guarantees equal average performance only under uniform sampling of a function space closed under permutation (c.u.p.). We ask when this averaging ceases to reflect what benchmarking actually reports. We study an iterative-search setting with sampling without replacement, where algorithms differ only in evaluation order. Binary objectives allow exhaustive evaluation in the fully enumerable case, and efficiency is defined by the first time the global minimum is reached. We then construct two additional benchmarks by algebraically recombining the same baseline functions through sums and differences. Function-algorithm relations are examined via correlation structure, hierarchical clustering, delta heatmaps, and PCA. A one-way ANOVA with Tukey contrasts confirms that algebraic reformulations induce statistically meaningful shifts in performance patterns. The uniformly sampled baseline remains consistent with the global NFL symmetry. In contrast, the algebraically modified benchmarks yield stable re-rankings and coherent clusters of functions and sampling policies. Composite objectives can also exhibit non-additive search effort despite being built from simpler components. Monte Carlo experiments indicate that order effects persist in larger spaces and depend on function class. Taken together, the results show how objective reformulation and benchmark design can generate structured local departures from NFL intuition. They motivate algorithm choice that is aware of both the problem class and the objective representation. This message applies to evolutionary computation as well as to statistical procedures based on relabeling, resampling, and permutation tests.

Datasets encountered when examining deeper issues in ecology and evolution are often complex. This calls for careful strategies for both model building, model selection, and model averaging. Our paper aims at motivating, exhibiting, and further developing focused model selection criteria. In contexts involving precisely formulated interest parameters, these versions of FIC, the focused information criterion, typically lead to better final precision for the most salient estimates, confidence intervals, etc. as compared to estimators obtained from other selection methods. Our methods are illustrated with real case studies in ecology; one related to bird species abundance and another to the decline in body condition for the Antarctic minke whale.