Papers

Gaussian process (GP) regression is widely used for uncertainty quantification, yet the standard formulation assumes noise-free covariates. When inputs are measured with error, this errors-in-variables (EIV) setting can lead to optimistically narrow posterior intervals and biased decisions. We study GP regression under input measurement uncertainty by representing each noisy input as a probability measure and defining covariance through Wasserstein distances between these measures. Building on this perspective, we instantiate a deterministic projected Wasserstein ARD (PWA) kernel whose one-dimensional components admit closed-form expressions and whose product structure yields a scalable, positive-definite kernel on distributions. Unlike latent-input GP models, PWA-based GPs (\PWAGPs) handle input noise without introducing unobserved covariates or Monte Carlo projections, making uncertainty quantification more transparent and robust.

Lately, a New Transmuted Logistic-exponential (NTLE) distribution was introduced and studied as an extension of the Logistic-Exponential Distribution (LED) with wider applicability in lifetime modelling. However, the maximum likelihood estimates (MLE) of NTLE are not in closed form, and the consistency of the estimates was not examined. Furthermore, some other important properties of NTLE, namely the Shannon entropy, Rényi entropy, stochastic ordering, mode, stress-strength reliability measure, residual life functions (mean and reverse), incomplete moments, Bonferroni and Lorenz curves are yet to be derived. Motivated by this, we derived and studied these important properties and evaluated the performance of ten estimation methods (Maximum Likelihood, Moments, Least Squares, Weighted Least Squares, Maximum product of Spacings, Anderson-Darling, Cramer-von Mises, percentile estimation, and Maximum Goodness-of-Fit methods) for NTLE parameters via Monte Carlo simulation using bias, mean square error, and root mean square error as evaluation criteria. Real-life infectious mortality data fitted to the distributions showed that NTLE has a better fit compared to its base distributions (Exponential and Logistic-Exponential). This finding contributes valuable insights for researchers and practitioners when selecting the appropriate estimation methods, especially for NTLE and some similar distributions in non-closed form.

We consider estimation of high-dimensional long-run covariance matrices for time series with nonconstant means, a setting in which conventional estimators can be severely biased. To address this difficulty, we propose a difference-based initial estimator that is robust to a broad class of mean variations, and combine it with hard thresholding, soft thresholding, and tapering to obtain sparse long-run covariance estimators for high-dimensional data. We derive convergence rates for the resulting estimators under general temporal dependence and time-varying mean structures, showing explicitly how the rates depend on covariance sparsity, mean variation, dimension, and sample size. Numerical experiments show that the proposed methods perform favorably in high dimensions, especially when the mean evolves over time.

With the development of information technology, the application of artificial intelligence and machine learning in the field of education shows great potential. This study aims to explore how to utilize K-means clustering algorithm to provide accurate career guidance for college students. Existing methods mostly focus on the prediction of career paths, but there are fewer studies on the fitness of students with different combinations of characteristics in specific career directions. In this study, we analyze the data of more than 3000 students on their CET-4 scores, GPA, personality traits and student cadre experiences, and use the K-means clustering algorithm to classify the students into four main groups. The K-means clustering algorithm groups students with similar characteristics into one group by minimizing the intra-cluster squared error, ensuring that the students within the same cluster are highly similar in their characteristics, and that differences between different clusters are maximized. Based on the clustering results, targeted career guidance suggestions are provided for each group. The results of the study show that students with different combinations of characteristics are suitable for different career directions, which provides a scientific basis for personalized career guidance and effectively enhances students' employment success rate. Future research can further improve the precision of clustering and the guidance effect by expanding the sample size, increasing the feature variables and considering external factors.

The Olympic 500 meter sprint competition is the `Formula One event' of speed skating, and is watched by millions of television viewers. A draw decides who should start in inner lane and who in outer lane. Many skaters dread the last inner lane, where they need to tackle heavier centrifugal forces than their companions in the last outer lane, at maximum speed around 55 km/hour, at a time when fatigue may set in. The aim of this article is to investigate this potential difference between last inner and last outer lane. For this purpose data from eleven Sprint World Championships 1984–1994 are exploited. A bivariate mixed effects model is used that in addition to the inner-outer lane information takes account of different ice and weather conditions on different days, unequal levels for different skaters, and the passing times for the first 100 meter. The underlying `unfairness parameter', estimated with optimal precision, is about 0.05 seconds, and is indeed significantly different from zero; it is about three times as large as its estimated standard deviation. This is enough for medals to change necks. Results from the work reported on here played a decisive role in leading the International Skating Union and the International Olympic Committee to change the rules for the 500 meter sprint event; as of the Nagano 1998 Olympic Games, the sprinters are to skate twice, with one start in inner lane and one in outer lane. The best average result determines the final list, and the best skaters from the first run are paired to skate last in the second run. It has also been decided that the same rules shall apply for the single distance 500 meter World Championships;these are arranged yearly from 1996 onwards.

Online social platforms increasingly rely on crowd-sourced systems to label misleading content at scale, but these systems must both aggregate users' evaluations and decide whose evaluations to trust. To address the latter, many platforms audit users by rewarding agreement with the final aggregate outcome, a design we term consensus-based auditing. We analyze the consequences of this design in X's Community Notes, which in September 2022 adopted consensus-based auditing that ties users' eligibility for participation to agreement with the eventual platform outcome. We find evidence of strategic conformity: minority contributors' evaluations drift toward the majority and their participation share falls on controversial topics, where independent signals matter most. We formalize this mechanism in a behavioral model in which contributors trade off private beliefs against anticipated penalties for disagreement. Motivated by these findings, we propose a two-stage auditing and aggregation algorithm that weights contributors by the stability of their past residuals rather than by agreement with the majority. The method first accounts for differences across content and contributors, and then measures how predictable each contributor's evaluations are relative to the latent-factor model. Contributors whose evaluations are consistently informative receive greater influence in aggregation, even when they disagree with the prevailing consensus. In the Community Notes data, this approach improves out-of-sample predictive performance while avoiding penalization of disagreement.

We introduce a general framework for analyzing learning algorithms based on the notion of self-regularization, which captures implicit complexity control without requiring explicit regularization. This is motivated by previous observations that many algorithms, such as gradient-descent based learning, exhibit implicit regularization. In a nutshell, for a self-regularized algorithm the complexity of the predictor is inherently controlled by that of the simplest comparator achieving the same empirical risk. This framework is sufficiently rich to cover both classical regularized empirical risk minimization and gradient descent. Building on self-regularization, we provide a thorough statistical analysis of such algorithms including minmax-optimal rates, where it suffices to show that the algorithm is self-regularized – all further requirements stem from the learning problem itself. Finally, we discuss the problem of data-dependent hyperparameter selection, providing a general result which yields minmax-optimal rates up to a double logarithmic factor and covers data-driven early stopping for RKHS-based gradient descent.

Option prices encode the market's collective outlook through implied density and implied volatility. An explicit link between implied density and implied volatility translates the risk-neutrality of the former into conditions on the latter to rule out static arbitrage. Despite earlier recognition of their parity, the two had been studied in isolation for decades until the recent demand in implied volatility modeling rejuvenated such parity. This paper provides a systematic approach to build neural representations of option implied information. As a preliminary, we first revisit the explicit link between implied density and implied volatility through an alternative and minimalist lens, where implied volatility is viewed not as volatility but as a pointwise corrector mapping the Black-Scholes quasi-density into the implied risk-neutral density. Building on this perspective, we propose the neural representation that incorporates arbitrage constraints through the differentiable corrector. With an additive logistic model as the synthetic benchmark, extensive experiments reveal that deeper or wider network structures do not necessarily improve the model performance due to the nonlinearity of both arbitrage constraints and neural derivatives. By contrast, a shallow feedforward network with a single hidden layer and a specific activation effectively approximates implied density and implied volatility.

Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process parameters can be identified and estimated from the steady-state distributions. We study this problem for continuous Lyapunov models that arise as steady-state distributions of the solution to a multivariate stochastic differential equation, whose linear drift matrix is parametrized by a directed graph. We derive equations for the cumulant tensors of any order for this distribution, which generalize the well-known covariance Lyapunov equation. Under a non-Gaussianity assumption we prove generic identifiability of the drift matrix for any connected graph using the equations for the higher-order cumulants. Based on the identifiability result, we propose a new semiparametric estimator of the drift matrix, and we derive its asymptotic distribution. A simulation study demonstrates the asymptotic validity of the estimator but shows that it is only accurate for relatively large sample sizes, illustrating the hardness of the unconstrained estimation problem.

Decision-making problems often feature uncertainty stemming from heterogeneous and context-dependent human preferences. To address this, we propose a sequential learning-and-optimization pipeline to learn preference distributions and leverage them to solve downstream problems, for example risk-averse formulations. We focus on human choice settings that can be formulated as (integer) linear programs. In such settings, existing inverse optimization and choice modelling methods infer preferences from observed choices but typically produce point estimates or fail to capture contextual shifts, making them unsuitable for risk-averse decision-making. Using a bounded-variance score function gradient estimator, we train a predictive model mapping contextual features to a rich class of parameterizable distributions. This approach yields a maximum likelihood estimate. The model generates scenarios for unseen contexts in the subsequent optimization phase. In a synthetic ridesharing environment, our approach reduces average post-decision surprise by up to 114$\times$ compared to a risk-neutral approach with perfect predictions and up to 25$\times$ compared to leading risk-averse baselines.

Proxy-based race inference is increasingly used to conduct fairness assessments when protected-class data are unavailable or legally restricted – most prominently in U.S. fair-lending enforcement, and now explicitly contemplated in emerging insurance regulation, including Colorado's draft SB21-169 testing framework and New York's Insurance Circular Letter No. 7. Despite this growing regulatory relevance, little is known about how standard regression-based discrimination analyses behave when race is measured with error through proxies such as Bayesian Improved Surname Geocoding (BISG) or Bayesian Improved First Name and Surname Geocoding (BIFSG). This paper studies the consequences of using proxy-imputed race as a categorical regressor in regression-based fairness assessments. Treating proxy race as a categorical covariate subject to misclassification, we show that proxy-based coefficients become weighted mixtures of true group effects, systematically shrinking estimated disparities toward the majority group – even when overall classification accuracy is high. Empirically, using a linked North Carolina voter-insurance dataset with self-reported race and ZIP-level auto insurance premiums, we demonstrate two mechanisms through which it distorts inference: (i) the intrinsic mixing of group effects implied by misclassification, and (ii) structured errors that vary with ZIP-level racial composition and socioeconomic conditions and remain correlated with pricing residuals after controls. As a result, regression-based disparity estimates can be attenuated or amplified relative to analogous analyses based on self-reported race. Our findings caution against treating proxy race as a plug-in substitute in regulatory testing and highlight design implications for proxy-based audit frameworks in insurance and other high-stakes domains.

Persistent homology (PH) characterizes the shape of brain networks through persistence features. Group comparison of persistence features from brain networks can be challenging as they are inherently heterogeneous. A recent scale-space representation of persistence diagrams (PDs) through heat diffusion reparameterizes them using a finite number of Fourier coefficients with respect to the Laplace–Beltrami (LB) eigenfunction expansion of the domain, providing a powerful vectorized algebraic representation for group comparisons. In this study, we develop a transposition-based permutation test for comparing multiple groups of PDs using heat-diffusion estimates. We evaluate the empirical performance of the spectral transposition test in capturing within- and between-group similarity and dissimilarity under varying levels of topological noise and cycle location variability. In application, we propose a topological lesion symptom mapping (TLSM) method based on the proposed framework. The method is applied to resting-state functional brain networks of individuals with post-stroke aphasia to identify characteristic cycles associated with varying levels of speech-language impairment.

We develop estimators that improve precision of heterogeneous treatment effect estimates that allow borrowing information from observational studies when the available covariates in each data source do not perfectly match. Standard data-borrowing methods often assume perfectly matched covariates. We propose MR-OSCAR, an RCT-calibrated, two-stage estimation approach that first predicts the trial-missing variables using the observational data via imputation and then calibrates observational outcome predictions to the randomized trial, preserving the causal contrast, unlike the results for generalization, where imputation does not improve performance. Our theory gives finite-sample guarantees with a transparent error decomposition including an imputation error that shrinks as the observational mapping becomes more predictable. Simulations show that imputation almost always outperforms naively using only the shared covariates and clarifies when borrowing helps (strong predictability of the missing block, moderate trial size) and when it does not (poor predictability or dominant trial-only moderators). We motivate the approach with the Greenlight Plus trial on early childhood obesity and outline a forthcoming EHR analysis at Vanderbilt, highlighting the use of our method in common scenarios where data do not perfectly align.

Generative models are increasingly deployed as substitutes for real data in downstream scientific workflows, yet standard evaluation criteria remain focused on marginal distribution matching. We argue that this represents a fundamental gap: downstream inference is rarely a marginal operation, and a model that passes every univariate diagnostic can still produce structurally unreliable synthetic data. We introduce covariance-level dependence fidelity, measured by D_Sigma(P,Q) = ||Sigma_P - Sigma_Q||_F, as a principled, computable criterion for evaluating whether a generative model preserves the joint structure of data beyond its univariate marginals. Three results formalise this criterion. First, marginal fidelity provides no constraint on dependence structure: D_Sigma can be made arbitrarily large while all univariate marginals match exactly. Second, covariance divergence induces quantifiable downstream instability, including sign reversals in population regression coefficients. Third, bounding D_Sigma provides positive stability guarantees for dependence-sensitive procedures such as PCA via Davis-Kahan-type bounds. Empirical validation across three domains, image data (Fashion-MNIST VAE, n = 60,000), bulk RNA-seq (TCGA-BRCA, n = 1,111), and a small-sample stress test (Alzheimer's gene expression, n = 113), shows that D_Sigma/delta consistently distinguishes structure-discarding from structure-preserving generators in cases where standard marginal diagnostics show little separation, confirming that covariance-level fidelity provides information orthogonal to existing evaluation metrics across domains and sample sizes.

Randomized experiments (often known as "A/B tests") are widely used to evaluate product and service innovations. We study how to allocate limited experimentation resources across M concurrent experiments in an experiment-rich regime. Existing work on allocation has predominantly focused on minimizing the worst-case mean squared error (MSE) of estimated treatment effects, which favors experiments with larger (and typically unknown) outcome variance. While appropriate for controlling estimation accuracy, this objective does not directly capture a common managerial priority in screening stages: detecting practically meaningful treatment effects with high probability. Motivated by this, we consider the objective of minimizing the worst-case Type II error across all experiments. When the standard deviations are known, we characterize the power-optimal allocation and show that MSE-based allocations can be highly inefficient for detection, even though the two objectives align asymptotically. When the standard deviations are unknown and must be learned from pilot data, we show that a naive plug-in approach, treating pilot standard deviations as truth, can suffer substantial power loss. We propose inflating pilot estimates via correction factors and develop three optimization-based frameworks for selecting them, each reflecting a different risk criterion with distinct managerial implications. Although the resulting stochastic programs are computationally challenging at scale, we derive tractable surrogate reformulations inspired by robust optimization and establish favorable theoretical properties. We further propose Surrogate-S, a fully data-dependent and implementable procedure that computes correction factors using only pilot variance estimates and achieves near-oracle performance in numerical experiments.

Interstellar objects (ISOs) motivate a coupled mission-design and inference question relevant to spacecraft dynamics and control in extreme environments: if volatile-rich, rotating comet-like bodies were used for sustained deep-space navigation by exploiting pre-existing hyperbolic motion and in-situ propellant, what stability requirements arise under non-gravitational forcing, and what astrometric signatures might distinguish active stabilization from uncontrolled natural dynamics? We develop a stability-theoretic framework for trajectory tracking with jet-actuated correction, and show that high-speed transit geometry – including debris-belt avoidance and encounter phasing – tightly constrains feasible trajectories, making long-horizon tracking stability mission-critical. We model tracking residuals as the balance of disturbances and corrective action, and derive stability conditions across four levels: disturbance-energy stability, outer-loop contraction, actuator-memory stability, and rotation-mediated (Floquet) stability. The analysis implies residual diagnostics that can motivate empirical tests: under comparable forcing, effective stabilization is expected to strengthen short-horizon error correction, reduce event-conditioned persistence and variance clustering, regularize standardized innovations, and yield bounded post-shock recovery. More broadly, the framework provides a reference for deep-space guidance and control under nonlinear, multi-field disturbances and for planetary-defense concepts involving attitude shaping or impulsive kinetic impact.

Per- and polyfluoroalkyl substances (PFAS) are typically encountered as mixtures of distinct chemicals with distinct effects on multiple health outcomes. Estimating joint causal effects using spatially-dependent observed data is challenging. We propose a spatial causal tensor completion framework that jointly models multiple exposures and outcomes within a low-rank tensor structure, while adjusting for observed confounders and latent spatial confounders. This method combines a low-rank tensor representation to pool information across exposures and outcomes with a spectral adjustment step that incorporates graph-Laplacian eigenvectors to approximate unmeasured spatial confounders, implemented via a projected-gradient descent algorithm. This framework enables causal inference in the presence of unmeasured spatial confounding and pervasive missingness of potential outcomes. We establish theoretical guarantees for the estimator and evaluate its finite-sample performance through extensive simulations. In an application to national PFAS monitoring data, our approach yields more conservative and credible causal relationships between PFOA and PFOS exposure and 13 chronic disease outcomes compared with existing alternatives.

Asymptotically linear estimators in semiparametric models are usually studied through a von Mises expansion in which first-order inference is based on the influence-function variance. This reduction is valid only when the second-order remainder is negligible not only in probability but also in variance, a requirement not implied by the usual product-rate conditions ensuring asymptotic linearity. We study the regime in which the remainder contributes variance at order $n^{-1}$, so that the total sampling variance differs from the standard influence-function approximation by a non-vanishing first-order term. We derive a finite-sample variance decomposition separating the influence-function variance, the remainder variance, and their covariance, and characterize sandwich validity through the vanishing of scaled remainder variance: under a negligible cross term, the sandwich estimator is consistent for the total sampling variance when $n\,\mathrm{Var}(R_{\mathrm{rem}})\to 0$ and materially underestimates it in the complementary near-boundary regime $n\,\mathrm{Var}(R_{\mathrm{rem}})\to c_R>0$. We then establish asymptotic validity of two refined procedures in the near-boundary regime: the leave-one-out jackknife and the pairs bootstrap. Jackknife validity is obtained through a self-normalization argument; bootstrap validity is established directly under a Mallows–2 condition. We also extend the theory to clustered data and derive an analytic expression showing how intra-cluster correlation amplifies the sandwich gap through the remainder term. Simulations illustrate the regime and confirm the predicted coverage behaviour of the competing variance estimators.

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to capture such conditional distributional treatment effects, and develop a doubly robust estimator that is minimax optimal in the local asymptotic sense. Using this, we develop a test for the global homogeneity of conditional potential outcome distributions that accommodates discrepancies beyond the maximum mean discrepancy (MMD), has provably valid type 1 error, and is consistent against fixed alternatives—the first test, to our knowledge, with such guarantees in this setting. We then provide a test that aggregates evidence across a grid of kernel-bandwidth choices. Furthermore, we derive exact closed-form expressions for two natural discrepancies (including the MMD), and provide a computationally efficient, permutation-free algorithm for our test.

This paper investigates the evolving causal mechanisms of flight delays in the U.S. domestic aviation network from 2010-2024. Utilizing a three-level hierarchical Bayesian model on Bureau of Transportation Statistics (BTS) on-time performance data, we decouple the marginal contribution factors of weather, national aviation system (NAS), security delays, and late-arriving aircraft, using carrier delays as the baseline reference. Our findings suggest a structural shift: during the pre-pandemic decade (2010-2019), security delays functioned as an operational stabilizer with negative causal leverage (beta approx -1.307). However, in the post-pandemic period, they shift to a statistically marginal effect (beta approx -0.130). While the total volume of security delays remains a marginal fraction of the overall system latency, this structural shift points toward a potential change in the operational sensitivity of the system to security-related frictions. We show that while causal neutralization is characteristic of high-volume hubs (n >= 100), a discernible directional shift into a positive delay driver (beta approx 0.118) is observed as the analysis scales down to include the broader network (n >= 30). Our model identifies a significant change in how security delays propagate through high-volume nodes, evolving from an internalized operational buffer into a statistically discernible contributor to delay probability in the post-pandemic era.

We study mean estimation for a Gaussian distribution with identity covariance in $\mathbb{R}^d$ under a missing data scheme termed realizable $\epsilon$-contamination model. In this model an adversary can choose a function $r(x)$ between 0 and $\epsilon$ and each sample $x$ goes missing with probability $r(x)$. Recent work Ma et al., 2024 proposed this model as an intermediate-strength setting between Missing Completely At Random (MCAR) – where missingness is independent of the data – and Missing Not At Random (MNAR) – where missingness may depend arbitrarily on the sample values and can lead to non-identifiability issues. That work established information-theoretic upper and lower bounds for mean estimation in the realizable contamination model. Their proposed estimators incur runtime exponential in the dimension, leaving open the possibility of computationally efficient algorithms in high dimensions. In this work, we establish an information-computation gap in the Statistical Query model (and, as a corollary, for Low-Degree Polynomials and PTF tests), showing that algorithms must either use substantially more samples than information-theoretically necessary or incur exponential runtime. We complement our SQ lower bound with an algorithm whose sample-time tradeoff nearly matches our lower bound. Together, these results qualitatively characterize the complexity of Gaussian mean estimation under $\epsilon$-realizable contamination.

This paper consider the LAN property for the mixed O-U process under high-frequency observation when H>3/4. As considered in mixed fractional Brownian motion, we will also use the projection step to get the non-diagonal rate matrix.

In many scientific and engineering domains, physical experiments are often costly, time-consuming, and limited to a certain number of design points. The Kennedy and O'Hagan (KOH) framework is widely used for combining simulator runs with limited experimental observations. Under a Bayesian implementation, simulator output, model discrepancy, and observation noise are jointly modeled by coupled Gaussian processes, followed by posterior inference and uncertainty quantification, thereby providing a probabilistic foundation for experimental design. Existing sequential design criteria mainly target better parameter estimation or global uncertainty reduction but may overlook the local structure of the predicted response. This work presents a sequential Bayesian experimental design (BED) framework aimed at improving the predictive performance of the KOH model. The framework introduces a mutual information (MI)-based criterion combined with a local complexity score that measures nonlinearity of the posterior predictive mean near each candidate point, leading to more efficient design decisions. To make the criterion computationally feasible in a fully Bayesian setting, we employ Gaussian mixture reduction with fast covariance update strategies. Through several challenging test problems and an example of the Duffing oscillator on a discrete design space, we demonstrate the effectiveness of the proposed method and illustrate its difference from conventional design baselines under sequential (offline) and adaptive (online) BED settings. The numerical results suggest that incorporating local response complexity into the MI criterion can substantially improve prediction-oriented design for physical experiments informed by computer models.

Objective. We establish a principled method for inferring mental health related psychometric variables from neural and behavioral data using the Implicit Association Test (IAT) as the data generation engine, aiming to overcome the limited predictive performance (typically under 0.7 AUC) of the gold-standard D-score method, which relies solely on reaction times. Approach. We propose a sparse hierarchical Bayesian model that leverages multi-modal data to predict experiences related to mental illness symptoms in new participants. The model is a multivariate generalization of the D-score with trainable parameters, engineered for parameter efficiency in the small-cohort regime typical of IAT studies. Data from two IAT variants were analyzed: a suicidality-related E-IAT ($n=39$) and a psychosis-related PSY-IAT ($n=34$). Main Results. Our approach overcomes a high inter-individual variability and low within-session effect size in the dataset, reaching AUCs of 0.73 (E-IAT) and 0.76 (PSY-IAT) in the best modality configurations, though corrected 95% confidence intervals are wide ($\pm 0.18$) and results are marginally significant after FDR correction ($q=0.10$). Restricting the E-IAT to MDD participants improves AUC to 0.79 $[0.62, 0.97]$ (significant at $q=0.05$). Performance is on par with the best reference methods (shrinkage LDA and EEGNet) for each task, even when the latter were adapted to the task, while the proposed method was not. Accuracy was substantially above near-chance D-scores (0.50-0.53 AUC) in both tasks, with more consistent cross-task performance than any single reference method. Significance. Our framework shows promise for enhancing IAT-based assessment of experiences related to entrapment and psychosis, and potentially other mental health conditions, though further validation on larger and independent cohorts will be needed to establish clinical utility.

Benchmarking the performance of complex systems such as rail networks, renewable generation assets and national economies is central to transport planning, regulation and macroeconomic analysis. Classical frontier methods, notably Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA), estimate an efficient frontier in the observed input-output space and define efficiency as distance to this frontier, but rely on restrictive assumptions on the production set and only indirectly address heterogeneity and scale effects. We propose Geometric Manifold Analysis (GeMA), a latent manifold frontier framework implemented via a productivity-manifold variational autoencoder (ProMan-VAE). Instead of specifying a frontier function in the observed space, GeMA represents the production set as the boundary of a low-dimensional manifold embedded in the joint input-output space. A split-head encoder learns latent variables that capture technological structure and operational inefficiency. Efficiency is evaluated with respect to the learned manifold, endogenous peer groups arise as clusters in latent technology space, a quotient construction supports scale-invariant benchmarking, and a local certification radius, derived from the decoder Jacobian and a Lipschitz bound, quantifies the geometric robustness of efficiency scores. We validate GeMA on synthetic data with non-convex frontiers, heterogeneous technologies and scale bias, and on four real-world case studies: global urban rail systems (COMET), British rail operators (ORR), national economies (Penn World Table) and a high-frequency wind-farm dataset. Across these domains GeMA behaves comparably to established methods when classical assumptions hold, and provides additional insight in settings with pronounced heterogeneity, non-convexity or size-related bias.

We consider computationally-efficient estimation of population parameters when observations are subject to missing data. In particular, we consider estimation under the realizable contamination model of missing data in which an $\epsilon$ fraction of the observations are subject to an arbitrary (and unknown) missing not at random (MNAR) mechanism. When the true data is Gaussian, we provide evidence towards statistical-computational gaps in several problems. For mean estimation in $\ell_2$ norm, we show that in order to obtain error at most $\rho$, for any constant contamination $\epsilon \in (0, 1)$, (roughly) $n \gtrsim d e^{1/\rho^2}$ samples are necessary and that there is a computationally-inefficient algorithm which achieves this error. On the other hand, we show that any computationally-efficient method within certain popular families of algorithms requires a much larger sample complexity of (roughly) $n \gtrsim d^{1/\rho^2}$ and that there exists a polynomial time algorithm based on sum-of-squares which (nearly) achieves this lower bound. For covariance estimation in relative operator norm, we show that a parallel development holds. Finally, we turn to linear regression with missing observations and show that such a gap does not persist. Indeed, in this setting we show that minimizing a simple, strongly convex empirical risk nearly achieves the information-theoretic lower bound in polynomial time.

Standard masked discrete diffusion models face limitations in reasoning tasks due to their inability to correct their own mistakes on the masking path. Since they rely on a fixed number of denoising steps, they are unable to adjust their computation to the complexity of a given problem. To address these limitations, we introduce a method based on learning a Markov transition kernel that is trained on its own outputs. This design enables tokens to be remasked, allowing the model to correct its previous mistakes. Furthermore, we do not need a fixed time schedule but use a trained stopping criterion. This allows for adaptation of the number of function evaluations to the difficulty of the reasoning problem. Our adaptation adds two lightweight prediction heads, enabling reuse and fine-tuning of existing pretrained models. On the Sudoku-Extreme dataset we clearly outperform other flow based methods with a validity of 95%. For the Countdown-4 we only need in average of 10 steps to solve almost 96% of them correctly, while many problems can be solved already in 2 steps.

Transformers owe much of their empirical success in natural language processing to the self-attention blocks. Recent perspectives interpret attention blocks as interacting particle systems, whose mean-field limits correspond to gradient flows of interaction energy functionals on probability density spaces equipped with Wasserstein-$2$-type metrics. We extend this viewpoint by introducing accelerated attention blocks derived from inertial Nesterov-type dynamics on density spaces. In our proposed architecture, tokens carry both spatial (feature) and velocity variables. The time discretization and the approximation of accelerated density dynamics yield Hamiltonian momentum attention blocks, which constitute the proposed accelerated attention architectures. In particular, for linear self-attention, we show that the attention blocks approximate a Stein variational gradient flow, using a bilinear kernel, of a potential energy. In this setting, we prove that elliptically contoured probability distributions are preserved by the accelerated attention blocks. We present implementable particle-based algorithms and demonstrate that the proposed accelerated attention blocks converge faster than the classical attention blocks while preserving the number of oracle calls.

To analyze the uncertain data frequently encountered in practice, this paper proposes novel fixed-effects models that incorporate an uncertain measure to investigate variables of interest and nuisance variables in factor designs. First, an uncertain fixed-effects (UFE) model of a single-factor design is established, and uncertain estimation and hypothesis testing are conducted. We then extend the UFE model to two-factor designs with and without interactions and classify them as balanced or unbalanced based on the equality of replicates within each combination. In the above UFE models, the effectiveness and practicality of estimation and hypothesis methods are demonstrated through three real-world cases, including both balanced and unbalanced designs. These examples highlight the models' ability to handle uncertain experimental data.

Over the last decade, nonparametric methods have gained increasing attention for modeling complex data structures due to their flexibility and minimal structural assumptions. In this paper, we study a general multivariate nonparametric regression framework that encompasses a broad class of parametric models commonly used in financial econometrics. Both the response and the covariate processes are allowed to be multivariate with fixed finite dimensions, and the framework accommodates temporal dependence, thereby introducing additional modeling and theoretical hurdles. To address these challenges, we adopt a functional dependence structure which permits flexible dynamic behavior while maintaining tractable asymptotic analysis. Within this setting, we establish strong and weak convergence results for the estimators of the conditional mean and volatility functions. In addition, we investigate conditional geometric quantiles in the multivariate time series context and prove their consistency under mild regularity conditions. The finite sample performance is examined through comprehensive simulation studies, and the methodology is illustrated by modeling the stock returns of Maersk and Lockheed Martin as a nonparametric function of a geopolitical risk index.