Papers

Nonrigid registration is conventionally divided into point set registration, which aligns sparse geometries, and image registration, which aligns continuous intensity fields on regular grids. This dichotomy is limiting for emerging scientific data such as spatial transcriptomics, where high-dimensional vector-valued functions, e.g., gene expression, are defined on irregular sparse manifolds. Researchers must therefore either sacrifice single-cell resolution through voxelization or ignore functional signals in favor of geometric alignment. We propose Domain Elastic Transform (DET), a grid-free probabilistic framework that jointly aligns geometry and function. By treating data as functions on irregular domains, DET registers high-dimensional signals directly without binning. Within a generalized Bayesian formulation, domain deformation is modeled as elastic motion guided by a joint spatial-functional likelihood. DET is fully unsupervised and scalable through registration on sampled points followed by displacement interpolation. We evaluate DET on MERFISH mouse-brain slices and Stereo-seq mouse-embryo atlases. On a 90-case MERFISH benchmark with severe perturbations and no prior initialization, DET achieved the strongest spatial overlap and topology among the evaluated pipelines, while an accelerated PASTE2 variant achieved the highest label-transfer ARI. In an atlas-scale MOSTA feasibility study without cross-stage ground truth, nonrigid refinement improved several within-pipeline anatomical-domain and boundary-consistency measures. These results suggest that grid-free function registration complements point-set, image-based, and optimal-transport approaches for high-dimensional scientific data. The DET implementation is available at https://github.com/ohirose/bcpd (since Mar, 2025).

Accurate estimation of cause-specific mortality fractions (CSMFs), the percentage of deaths attributable to each cause in a population, is essential for global health monitoring. Challenge arises because computer-coded verbal autopsy (CCVA) algorithms, commonly used to estimate CSMFs, frequently misclassify the cause of death (COD). This misclassification is further complicated by structured patterns and substantial variation across countries. To address this, we introduce the R package 'vacalibration'. It implements a modular Bayesian framework to correct for the misclassification, thereby yielding more accurate CSMF estimates from verbal autopsy (VA) questionnaire data. The package utilizes uncertainty-quantified CCVA misclassification matrix estimates derived from data collected in the CHAMPS project and available on the 'CCVA-Misclassification-Matrices' GitHub repository. Currently, these matrices cover three CCVA algorithms (EAVA, InSilicoVA, and InterVA) and two age groups (neonates aged 0-27 days, and children aged 1-59 months) across countries (specific estimates for Bangladesh, Ethiopia, Kenya, Mali, Mozambique, Sierra Leone, and South Africa, and a combined estimate for all other countries), enabling global calibration. The 'vacalibration' package also supports ensemble calibration when multiple algorithms are available. Implemented using the 'RStan', the package offers rapid computation, uncertainty quantification, and seamless compatibility with openVA, a leading COD analysis software ecosystem. We demonstrate the package's flexibility with two real-world applications in COMSA-Mozambique and CA CODE. The package and its foundational methodology applies more broadly and can calibrate any discrete classifier or their ensemble.

We study the role of batch size in stochastic conditional gradient methods under a $\mu$-Kurdyka-Łojasiewicz ($\mu$-KL) condition. Focusing on momentum-based stochastic conditional gradient algorithms (e.g., Scion), we derive a new analysis that explicitly captures the interaction between stepsize, batch size, and stochastic noise. Our study reveals a regime-dependent behavior: increasing the batch size initially improves optimization accuracy but, beyond a critical threshold, the benefits saturate and can eventually degrade performance under a fixed token budget. Notably, the theory predicts the magnitude of the optimal stepsize and aligns well with empirical practices observed in large-scale training. Leveraging these insights, we derive principled guidelines for selecting the batch size and stepsize, and propose an adaptive strategy that increases batch size and sequence length during training while preserving convergence guarantees. Experiments on NanoGPT are consistent with the theoretical predictions and illustrate the emergence of the predicted scaling regimes. Overall, our results provide a theoretical framework for understanding batch size scaling in stochastic conditional gradient methods and offer guidance for designing efficient training schedules in large-scale optimization.

Sequential experimental design under expensive, gradient-free objectives is a central challenge in computational statistics: evaluation budgets are tightly constrained and information must be extracted efficiently from each observation. We propose ALMAB-DC, a GP-based sequential design framework combining active learning, multi-armed bandits (MAB), and distributed asynchronous computing for expensive black-box experimentation. A Gaussian process surrogate with uncertainty-aware acquisition identifies informative query points; a UCB or Thompson-sampling bandit controller allocates evaluations across parallel workers; and an asynchronous scheduler handles heterogeneous runtimes. We present cumulative regret bounds for the bandit components and characterize parallel scalability via Amdahl's Law. We validate ALMAB-DC on five benchmarks. On the two statistical experimental-design tasks, ALMAB-DC achieves lower simple regret than Equal Spacing, Random, and D-optimal designs in dose–response optimization, and in adaptive spatial field estimation matches the Greedy Max-Variance benchmark while outperforming Latin Hypercube Sampling; at $K=4$ the distributed setting reaches target performance in one-quarter of sequential wall-clock rounds. On three ML/engineering tasks (CIFAR-10 HPO, CFD drag minimization, MuJoCo RL), ALMAB-DC achieves 93.4% CIFAR-10 accuracy (outperforming BOHB by 1.7\,pp and Optuna by 1.1\,pp), reduces airfoil drag to $C_D = 0.059$ (36.9% below Grid Search), and improves RL return by 50% over Grid Search. All advantages over non-ALMAB baselines are statistically significant under Bonferroni-corrected Mann–Whitney $U$ tests. Distributed execution achieves $7.5\times$ speedup at $K = 16$ agents, consistent with Amdahl's Law.

Estimating ballpark effects and team defense in baseball is challenging because batted-ball outcomes are influenced by multiple factors, including contact quality, ballpark environment, defensive performance, and random variation. In this study, we propose a simple and interpretable framework based on Total Bases Residuals (TBR). Using Statcast data from 2015 to 2024, we construct expected total bases conditional on exit velocity and launch angle, and define residuals relative to this baseline. These residuals allow us to separate the effects of ballpark environment and team defense and to estimate them simultaneously within a unified regression framework. Our results show that, when our estimates differ from official MLB metrics, they are more consistent with observed home-away patterns for both teams and their opponents, providing empirical support for our approach. Similar patterns are also observed in comparisons with existing defensive metrics. The results also suggest changes in league-wide outcomes and are broadly consistent with developments in the game, including the increased use of data-driven positioning, the restriction on defensive shifts, and possible changes in the physical properties of the baseball. We further introduce a standardized index that facilitates comparison across teams, ballparks, and seasons by expressing effects in units of standard deviation.

We propose an information criterion for determining an unknown number of periodic components in functional time series. Identifying the number of frequencies in large-scale time series has been a central focus. To achieve this goal, we suggest an iterative procedure, utilizing the residual process obtained through least squares fitting. This iterative approach demonstrates broad applicability. We establish the consistency of the estimated number of periodic components by minimizing the information criterion. The efficacy of the procedure is illustrated through numerical simulations. In real data analysis, we apply this information criterion to temperature data and sunspot data.

This paper proposes a new formulation of functional Gaussian Process regression on manifolds, based on an Empirical Bayes approach, in the spatiotemporal random field context. We apply the machinery of tight Gaussian measures in separable Hilbert spaces, exploiting the invariance property of covariance kernels under the group of isometries of the manifold. The identification via characteristic function of these measures with the infinite product of one-dimensional Gaussian measures is then obtained, in terms of the eigenfunctions of the Laplace-Beltrami operator on the manifold. The involved time-varying angular spectrum constitutes the key tool for dimension reduction in the implementation of this regression approach, adopting a suitable truncation scheme depending on the functional sample size. The simulation study and synthetic data application illustrate the performance of the proposed functional regression predictor.

Based on some recent work of the author on stochastic approximation in non-markovian environments, the situation when the driving random process is non-ergodic in addition to being non-markovian is considered. Using this, we propose an analytic framework for understanding transformer based learning, specifically, the `attention' mechanism, and continual learning, both of which depend on the entire past in principle.

Copula models are widely employed in multivariate time series analysis because they permit flexible modelling of marginal distributions independently of the dependence structure, which is fully characterised by the copula function. However, Bayesian inference with these models becomes computationally demanding as the number of variables in the time series increases. Motivated by the classical inference functions for margins (IFM) approach, we propose a new neural-network based inference framework for estimating parameters in copula models, termed the neural inference functions for margins (N-IFM). N-IFM enables rapid parameter estimation for new data, fast sequential prediction, and efficient model comparison via time-series validation. We assess the performance of N-IFM using both simulated and real datasets and compare it to Hamiltonian Monte Carlo, demonstrating substantial computational gains with comparable inferential accuracy.

Structural and functional neuroimaging modalities provide complementary windows into brain organization: structural imaging characterizes neural tissue anatomy and microstructure, while functional imaging captures dynamic patterns of neural activity and connectivity. Together, they offer a more complete picture than either alone. Recent multimodal neuroimaging work has focused on joint modeling of structural and functional data, often assuming a strong association between them to improve prediction and interpretability. However, relatively little attention has been given to developing statistically principled frameworks for formally testing hypotheses about these associations. Existing approaches typically rely on simple correlation-based measures or heuristic integration strategies, which may fail to capture the complex dependencies inherent in neuroimaging data, particularly when functional data are represented as brain networks and structural data as region-specific anatomical measures. We address this gap by developing an explicit Bayesian hypothesis testing framework for quantifying associations between structural and functional neuroimaging data. Our approach constructs functional brain networks from fMRI data, then integrates them with structural measurements through a hierarchical Bayesian model. The Bayesian formulation naturally accommodates two types of datasets with different structures, incorporates prior knowledge, and yields full posterior uncertainty quantification. Through extensive empirical studies, we demonstrate that the proposed method achieves excellent performance in detecting associations under a wide range of settings, including varying signal-to-noise ratios, different numbers of brain regions, and diverse sets of structural imaging measures.

We study the problem of learning a low-degree spherical polynomial of degree $k_0 = \Theta(1) \ge 1$ defined on the unit sphere in $\RR^d$ by training an over-parameterized two-layer neural network with augmented feature in this paper. Our main result is the significantly improved sample complexity for learning such low-degree polynomials. We show that, for any regression risk $\eps \in (0, \Theta(d^{-k_0})]$, an over-parameterized two-layer neural network trained by a novel Gradient Descent with Projection (GDP) requires a sample complexity of $n \asymp \Theta( \log(4/\delta) \cdot d^{k_0}/\eps)$ with probability $1-\delta$ for $\delta \in (0,1)$, in contrast with the representative sample complexity $\Theta(d^{k_0} \max\set{\eps^{-2},\log d})$. Moreover, such sample complexity is nearly unimprovable since the trained network renders a nearly optimal rate of the nonparametric regression risk of the order $\log({4}/{\delta}) \cdot \Theta(d^{k_0}/{n})$ with probability at least $1-\delta$. On the other hand, the minimax optimal rate for the regression risk with a kernel of rank $\Theta(d^{k_0})$ is $\Theta(d^{k_0}/{n})$, so that the rate of the nonparametric regression risk of the network trained by GDP is nearly minimax optimal. In the case that the ground truth degree $k_0$ is unknown, we present a novel and provable adaptive degree selection algorithm which identifies the true degree and achieves the same nearly optimal regression rate. To the best of our knowledge, this is the first time that a nearly optimal risk bound is obtained by training an over-parameterized neural network with a popular activation function (ReLU) and algorithmic guarantee for learning low-degree spherical polynomials. Due to the feature learning capability of GDP, our results are beyond the regular Neural Tangent Kernel (NTK) limit.

Brain encoding and decoding aims to understand the relationship between external stimuli and brain activities, and is a fundamental problem in neuroscience. In this article, we study latent embedding alignment for brain encoding and decoding, with a focus on improving sample efficiency under limited fMRI-stimulus paired data and substantial subject heterogeneity. We propose a lightweight alignment framework equipped with two statistical learning components: inverse semi-supervised learning that leverages abundant unpaired stimulus embeddings through inverse mapping and residual debiasing, and meta transfer learning that borrows strength from pretrained models across subjects via sparse aggregation and residual correction. Both methods operate exclusively at the alignment stage while keeping encoders and decoders frozen, allowing for efficient computation, modular deployment, and rigorous theoretical analysis. We establish finite-sample generalization bounds and safety guarantees, and demonstrate competitive empirical performance on the large-scale fMRI-image reconstruction benchmark data.

This article introduces a predictor-dependent joint modeling framework for network data obtained from multiple subjects over a shared set of nodes with spatial co-ordinates and spatially correlated nodal attributes. The framework is highly flexible, allowing concurrent inference on nodes significantly associated with a predictor, spatial associations of nodal attributes and the regression relationship between a predictor and edge connecting a pair of nodes or a specific nodal attribute. Empirical results indicate a superior performance of the proposed approach due to accounting for network structure and spatial correlation in the data simultaneously. The methodology analyzes multimodal brain imaging data collected first-hand in the coauthor's Lifespan Cognitive and Motor Neuroimaging Laboratory, with a focus on integrating structural and functional information. It examines brain connectivity, represented as a connectome network across regions of interest (ROIs) derived from functional magnetic resonance imaging (fMRI), while also incorporating ROI-specific attributes obtained from structural MRI data, for each subject. Subject-specific aging-related features and spatial locations of ROIs are incorporated in the analysis. This framework facilitates robust inference on the associations between predictors and brain connectivity patterns, the spatial relationships among ROI-specific attributes, and the regression relationships involving edges or ROI-specific attributes with aging-related predictors. By integrating these diverse data sources, the approach provides a deeper understanding of the complex interplay between brain structure, function, aging-related changes, and external predictors. As a model-based Bayesian approach, it provides uncertainty quantification for all inferences, offering robust and reliable results, particularly in scenarios with limited sample size.

Minimum divergence problems under integral constraints appear throughout statistics and probability, including sequential inference, bandit theory, and distributionally robust optimization. In many such settings, dual representations are the key step that convert information-theoretic lower bounds into computationally tractable (and often near-optimal) algorithms. In this paper, we present a general two-stage recipe for deriving dual representations of constrained minimum divergence (in the second argument) for distributions supported on $[0,1]^K$. The first stage derives a dual representation for finitely-supported distributions using classical finite-dimensional convex duality techniques, while the second establishes an abstract interchange argument that lifts this discretized dual to arbitrary distributions. We begin with the simplest case of mean-constrained minimum relative entropy, commonly called $\mathrm{KL}_{\inf}$, and generalize an existing argument from multi-armed bandits literature for $K=1$ to arbitrary dimensions. Our main contribution is to significantly expand the scope of this approach to a broad class of $f$-divergences (beyond relative entropy) and to general integral constraint functionals (beyond the mean constraint). Finally, we illustrate the statistical implications of our results by constructing optimal procedures for sequential testing, estimation, and change detection with observations in $[0,1]^K$.

We characterize the maximal attainable power-size gap in overidentified instrumental variables models with heteroskedastic or autocorrelated (HAC) errors. Using total variation distance and Kraft's theorem, we define the decision theoretic frontier of the testing problem. We show that Lagrange multiplier and conditional quasi likelihood ratio tests can have power arbitrarily close to size even when the null and alternative are well separated, because they do not fully exploit the reduced-form likelihood. In contrast, the conditional likelihood ratio (CLR) test uses the full reduced-form likelihood. We prove that the power-size gap of CLR converges to one if and only if the testing problem becomes trivial in total variation distance, so that CLR attains the decision theoretic frontier whenever any test can. An empirical illustration based on Yogo (2004) shows that these failures arise in empirically relevant configurations.

For most process systems, knowledge of the model structure is incomplete. This missing physics must then be learned from experimental data. Recently, a combination of universal differential equations and symbolic regression has become a popular tool to discover these missing physics. Universal differential equations employ neural networks to represent missing parts of the model structure, and symbolic regression aims to make these neural networks interpretable. These machine learning techniques require high-quality data to successfully recover the true model structure. To gather such informative data, a sequential experimental design technique is developed which is based on optimally discriminating between the plausible model structures suggested by symbolic regression. This technique is then applied to discovering the missing physics of a bioreactor.

Large language models (LLMs) assisted literature retrieval may lead to erroneous references, but these errors have not been rigorously quantified. Therefore, we quantitatively assess errors in reference retrieval of widely used free-version LLM platforms and identify the factors associated with retrieval errors. We evaluated 2,000 references retrieved by 5 LLMs (Grok-2, ChatGPT GPT-4.1, Google Gemini Flash 2.5, Perplexity AI, and DeepSeek GPT-4) for 40 randomly-selected original articles (10 per journal) published Jan. 2024 to July 2025 from British Medical Journal (BMJ), Journal of the American Medical Association, and The New England Journal of Medicine (NEJM). Primary outcomes were a multimetric score ratio combining validity of digital object identifier, PubMed ID, Google-Scholar link, and relevance; and complete miss rate (proportion of references failing all applicable metrics). Multivariable regression was used to examine independent associations. LLM platforms completely failed to retrieve correct reference data 47.8% of the time. The average score ratio of the 5 LLM platforms was 0.29 (standard deviation, 0.35; range, 0-1.25), with a higher score ratio indicating a higher accuracy in retrieving relevant references and correct bibliographic data. The highest and lowest accuracies were achieved by Grok (0.57) and Genimi (0.11), respectively. Compared with BMJ, NEJM articles had lower score ratios and higher complete miss rates. Multivariable analysis shows LLM platforms and journals were independently associated with score ratios and complete miss rate, respectively. We show modest overall performance of LLMs and significant variability in retrieval accuracy across platforms and journals. LLM platforms and journals are associated with LLM's performance in retrieving medical literature. Bibliographic data should be carefully reviewed when using LLM-assisted literature retrieval.

Chinchilla Approach 2 is among the most widely used methods for fitting neural scaling laws. Its parabolic approximation introduces systematic biases in compute-optimal allocation estimates, even on noise-free synthetic data. Applied to published Llama 3 IsoFLOP data at open frontier compute scales, these biases imply a parameter underallocation corresponding to 6.5% of the $3.8\times10^{25}$ FLOP training budget and \$1.4M (90% CI: \$412K-\$2.9M) in unnecessary compute at 50% H100 MFU. Simulated multimodal model misallocations show even greater opportunity costs due to higher loss surface asymmetry. Three sources of this error are examined: IsoFLOP sampling grid width (Taylor approximation accuracy), uncentered IsoFLOP sampling, and loss surface asymmetry ($\alpha \neq \beta$). Chinchilla Approach 3 largely eliminates these biases but is often regarded as less data-efficient, numerically unstable, prone to local minima, and harder to implement. Each concern is shown to be unfounded or addressable, especially when the partially linear structure of the objective is exploited via Variable Projection, enabling unbiased inference on all five loss surface parameters through a two-dimensional optimization that is well-conditioned, analytically differentiable, and amenable to dense, or even exhaustive, grid search. It may serve as a more convenient replacement for Approach 2 or a more scalable alternative for adaptations of Approach 3 to richer scaling law formulations. See https://github.com/Open-Athena/vpnls for details and https://openathena.ai/scaling-law-analysis for other results from this study.

Time-varying causal models provide a powerful framework for studying dynamic scientific systems, yet most existing approaches assume that the underlying causal network is known a priori - an assumption rarely satisfied in real-world domains where causal structure is uncertain, evolving, or only indirectly observable. This limits the applicability of dynamic causal inference in many scientific settings. We propose Dynamic Causal Network Autoregression (DCNAR), a two-stage neural causal modeling framework that integrates data-driven causal discovery with time-varying causal inference. In the first stage, a neural autoregressive causal discovery model learns a sparse directed causal network from multivariate time series. In the second stage, this learned structure is used as a structural prior for a time-varying neural network autoregression, enabling dynamic estimation of causal influence without requiring pre-specified network structure. We evaluate the scientific validity of DCNAR using behavioral diagnostics that assess causal necessity, temporal stability, and sensitivity to structural change, rather than predictive accuracy alone. Experiments on multi-country panel time-series data demonstrate that learned causal networks yield more stable and behaviorally meaningful dynamic causal inferences than coefficient-based or structure-free alternatives, even when forecasting performance is comparable. These results position DCNAR as a general framework for using AI as a scientific instrument for dynamic causal reasoning under structural uncertainty.

Directional and shape data often live on manifolds, where standard central limit theorems (CLT) and the associated Wald-type \(\chi^2\)-tests require curvature-dependent recalibration: the limiting normal covariance is modified by the Hessian of the Fréchet function. On spheres, under the positive-Hessian assumptions considered here, this curvature correction yields Type~I finite sample smeariness (FSS), meaning that the asymptotic modulation exceeds \(1\). This paper studies FSS on \(\mathbb{S}^m\) and develops modulation-aware tests. We first show that, for absolutely continuous distributions on \(\mathbb{S}^m\) with positive definite Hessians, Type~I FSS is unavoidable under the stated classical CLT and moment assumptions. The geometric mechanism is that, for the absolutely continuous spherical distributions considered here, positive curvature of the sphere gives the strict spectral bound \(H \prec 2I\), so that the limiting modulation is strictly larger than one. We then prove a curse-of-dimensionality result for dimensionally comparable rotationally symmetric families: their asymptotic modulation is monotone increasing with dimension and can become arbitrarily large as the support approaches a hemisphere. Motivated by these results, we derive explicit consistent plug-in estimators of the Fréchet-function Hessian and use them to construct one-sample and two-sample Hessian-corrected Hotelling-type statistics with \(\chi^2\) limits. Numerical experiments on low- and high-dimensional spheres show that the proposed modulation-aware tests have rejection behavior comparable to bootstrap-based FSS corrections, while being substantially faster due to the explicit Hessian formulas.

The exact composition of mechanisms for which two differential privacy (DP) constraints hold simultaneously is studied. The resulting privacy region admits an exact representation as a mixture over compositions of mechanisms of heterogeneous DP guarantees, yielding a framework that naturally generalizes to the composition of mechanisms for which any number of DP constraints hold. This result is shown through a structural lemma for mixtures of binary hypothesis tests. Lastly, the developed methodology is applied to approximate $f$-DP composition.

One of the most common machine learning setups is logistic regression. In many classification models, including neural networks, the final prediction is obtained by applying a logistic link function to a linear score. In binary logistic regression, the feedback can be either soft labels, corresponding to the true conditional probability of the data (as in distillation), or sampled hard labels (taking values $\pm 1$). We point out a fundamental problem that arises even in a particularly favorable setting, where the goal is to learn a noise-free soft target of the form $\sigma(\mathbf{x}^{\top}\mathbf{w}^{\star})$. In the over-constrained case (i.e. the number of samples $n$ exceeds the input dimension $d$) with examples $(\mathbf{x}_i,\sigma(\mathbf{x}_i^{\top}\mathbf{w}^{\star}))$, it is sufficient to recover $\mathbf{w}^{\star}$ and hence achieve the Bayes risk. However, we prove that when the examples are labeled by hard labels $y_i$ sampled from the same conditional distribution $\sigma(\mathbf{x}_i^{\top}\mathbf{w}^{\star})$ and $\mathbf{w}^{\star}$ is $s$-sparse, then rotation-invariant algorithms are provably suboptimal: they incur an excess risk $\Omega\!\left(\frac{d-1}{n}\right)$, while there are simple non-rotation invariant algorithms with excess risk $O(\frac{s\log d}{n})$. The simplest rotation invariant algorithm is gradient descent on the logistic loss (with early stopping). A simple non-rotation-invariant algorithm for sparse targets that achieves the above upper bounds uses gradient descent on the weights $u_i,v_i$, where now the linear weight $w_i$ is reparameterized as $u_iv_i$.

Exploring the dynamic co-evolution of multiplex graphs and nodal attributes is a compelling question in criminal and terrorism networks. This article is motivated by the study of dynamically evolving interactions among prominent terrorist organizations, considering various organizational attributes like size, ideology, leadership, and operational capacity. Statistically principled integration of multiplex graphs with nodal attributes is significantly challenging due to the need to leverage shared information within and across layers, account for uncertainty in predicting unobserved links, and capture temporal evolution of node attributes. These difficulties increase when layers are partially observed, as in terrorism networks where connections are deliberately hidden to obscure key relationships. To address these challenges, we present a principled methodological framework to integrate the multiplex graph layers and nodal attributes. The approach employs time-varying stochastic latent factor models, leveraging shared latent factors to capture graph structure and its co-evolution with node attributes. Latent factors are modeled using Gaussian processes with an infinitely wide deep neural network-based covariance function, termed neural network Gaussian processes (NN-GP). The NN-GP framework on latent factors exploits the predictive power of Bayesian deep neural network architecture while propagating uncertainty for reliability. Simulation studies highlight superior performance of the proposed approach in achieving inferential objectives. The approach, termed as dynamic joint learner, enables predictive inference (with uncertainty) of diverse unobserved dynamic relationships among prominent terrorist organizations and their organization-specific attributes, as well as clustering behavior in terms of friend-and-foe relationships, which could be informative in counter-terrorism research.

We consider the sample efficient estimation of failure probabilities from expensive oracle evaluations of a limit state function via importance sampling (IS). In contrast to conventional “two stage” approaches, which first train a surrogate model for the limit state and then construct an IS proposal to estimate failure probability using separate oracle evaluations, we propose a single stage approach where a Gaussian process surrogate and a surrogate for the optimal (zero-variance) IS density are trained from shared evaluations of the oracle, making better use of a limited budget. With such an approach, small failure probabilities can be learned with relatively few oracle evaluations. We propose kernel density estimation adaptive importance sampling (KDE-AIS), which combines Gaussian process surrogates with kernel density estimation to adaptively construct the IS proposal density, leading to sample efficient estimation of failure probabilities. We show that KDE-AIS density asymptotically converges to the optimal zero-variance IS density in total variation. Empirically, KDE-AIS enables accurate and sample efficient estimation of failure probabilities compared to the state of the art, including previous work on Gaussian process based adaptive importance sampling.

Nonstationary high-dimensional time series are increasingly encountered in biomedical research as measurement technologies advance. Owing to the homeostatic nature of physiological systems, such datasets are often located on, or can be well approximated by, a low-dimensional manifold. Modeling such datasets by manifold-valued Itô diffusion processes has been shown to provide valuable insights and to guide the design of algorithms for clinical applications. In this paper, we propose Nadaraya-Watson type nonparametric estimators for the drift vector field and diffusion matrix of the process from one trajectory. Assuming a time-homogeneous stochastic differential equation on a smooth complete manifold without boundary, we show that as the sampling interval and kernel bandwidth vanish with increasing trajectory length, recurrence of the process yields asymptotic consistency and normality of the drift and diffusion estimators, as well as the associated occupation density. Analysis of the diffusion estimator further produces a tangent space estimator for dependent data, which has its own interest and is essential for drift estimation. Numerical experiments across a range of manifold configurations support the theoretical results.

Variable selection and ensemble methods are central to high-dimensional modelling, enabling the identification of relevant predictors and the construction of stable predictive signals through aggregation across multiple models. However, in practice, high-dimensional data are often affected by cellwise contamination, in which individual cells of the data matrix deviate from the underlying multivariate structure without necessarily making the corresponding observation outlying. This type of contamination can easily propagate throughout many observations, compromising variable selection procedures and ensemble methods, including robust methods designed for contamination affecting entire observations (casewise contamination). To address this limitation, we propose the Fast and Scalable Cellwise-Robust Ensemble (FSCRE) algorithm. FSCRE dynamically partitions predictors into disjoint sub-models using a competitive proposer-arbiter architecture operating in a robust correlation framework. Through extensive simulations and a bioinformatics application, we demonstrate FSCRE's competitive performance in variable selection precision, recall, and predictive accuracy across various contamination scenarios, all while maintaining high computational efficiency in high-dimensional settings. This work provides a unified framework connecting cellwise-robust estimation with high-performance ensemble learning, with an implementation available on CRAN.

Large language models are increasingly used as personal assistants, yet most lack a persistent user model, forcing users to repeatedly restate preferences across sessions. We propose Vector-Adapted Retrieval Scoring (VARS), a pipeline-agnostic, frozen-backbone framework that represents each user with long-term and short-term vectors in a shared preference space and uses these vectors to bias retrieval scoring over structured preference memory. The vectors are updated online from weak scalar rewards from users' feedback, enabling personalization without per-user fine-tuning. We evaluate on MultiSessionCollab, an online multi-session collaboration benchmark with rich user preference profiles, across math and code tasks. Under frozen backbones, the main benefit of user-aware retrieval is improved interaction efficiency rather than large gains in raw task accuracy: our full VARS agent achieves the strongest overall performance, matches a strong Reflection baseline in task success, and reduces timeout rate and user effort. The learned long-term vectors also align with cross-user preference overlap, while short-term vectors capture session-specific adaptation, supporting the interpretability of the dual-vector design. Code, model, and data are available at https://github.com/YurenHao0426/VARS.

Unidimensional factor models justify some of the most consequential summaries in science – single scores, single ranks, and single leaderboards – yet unidimensionality is usually assessed indirectly by fitting and evaluating models on images of the data (e.g., correlation matrices) rather than on the response matrix itself. We introduce Refactor analysis, a data-first evaluation paradigm that converts a one-factor solution into a rank-1 prediction of the original matrix by estimating both respondent- and item-side structure from dual association images. We further introduce Verifactor analysis, which evaluates the same construction under bi-cross-validated (BCV) row-column partitions for improved generalization. In simulations where the data-generating mechanism is truly rank-1 and correlational, Refactor metrics align with classical unidimensionality indices, validating the approach. However, across 200 public dichotomous datasets, traditional fit and unidimensionality measures, though highly intercorrelated, are weakly related to data recoverability, especially out of sample. This gap exposes a methodological vulnerability: excellent image-based fit can coexist with poor data-level explanatory power. Finally, treating the association measure itself as a testable hypothesis, we compare $\phi$, tetrachoric, and quadrant correlation, $q^\prime$, an important reintroduction. Quadrant correlation emerges as a simple, interpretable, and remarkably robust alternative, yielding consistently stronger reconstruction and more stable behavior under sample-size variation than commonly used correlations. Together, Refactor and Verifactor shift unidimensionality assessment from "does a one-factor model fit the correlation matrix?" to the question that matters for measurement and benchmarking: does a one-factor dependence structure recover and generalize the observed responses?

The Riesz representer is a central object in semiparametric statistics and debiased/doubly-robust estimation. Two literatures in econometrics have highlighted the role for directly estimating Riesz representers: the automatic debiased machine learning literature (as in Chernozhukov et al., 2022b), and an independent literature on sieve methods for conditional moment models (as in Chen et al., 2014). These two literatures solve distinct optimization problems that in the population both have the Riesz representer as their solution. We show that with unregularized or ridge-regularized linear, sieve, or RKHS models, the two resulting estimators are numerically equivalent. However, for other regularization schemes such as the Lasso, or more general machine learning function classes including neural networks, the estimators are not necessarily equivalent. In the latter case, the Chen et al. (2014) formulation yields a novel constrained optimization problem for directly estimating Riesz representers with machine learning. Drawing on results from Birrell et al. (2022), we conjecture that this approach may offer statistical advantages at the cost of greater computational complexity.

We highlight a striking difference in behavior between two widely used variants of coordinate ascent variational inference: the sequential and parallel algorithms. While such differences were known in the numerical analysis literature in simpler settings, they remain largely unexplored in the optimization-focused literature on variational inference in more complex models. Focusing on the moderately high-dimensional linear regression problem, we show that the sequential algorithm, although typically slower, enjoys convergence guarantees under more relaxed conditions than the parallel variant, which is often employed to facilitate block-wise updates and improve computational efficiency.