Papers

Shooting location is a core indicator of offensive style in invasion sports. Existing basketball shot-chart analyses often use spatial information for descriptive visualization, location-based efficiency modeling, or clustering players into shooting archetypes, yet few studies provide a unified framework for fair comparison of shot-type-specific tendencies. We propose the shot-type-aware areal multilevel Poisson (STAMP) model, which jointly models team-level field-goal attempts across predefined court regions, seasons, and shot types using a Poisson likelihood with a possession-based exposure offset. The hierarchical random-effects structure combines team, area, team-area, and team-side random effects with shot-type-specific random slopes for key shot categories. We fit the model using approximate Bayesian inference via the Integrated Nested Laplace Approximation (INLA), enabling efficient analysis of more than $3\times 10^{5}$ shots from two seasons of B.LEAGUE (the men's professional basketball league in Japan). The STAMP model achieves better out-of-sample predictive performance than simpler baselines, yielding interpretable relative-rate maps and left-right bias summaries. Case studies illustrate how the model reveals team-specific spatial tendencies for comparative analysis, and we discuss its limitations and potential extensions.

Understanding how animals move through heterogeneous landscapes is central to ecology and conservation. In this context, step selection functions (SSFs) have emerged as the main statistical framework to analyze how biotic and abiotic predictors influence movement paths observed by radio tracking, GPS tags, or similar sensors. A traditional SSF consists of a generalized linear model (GLM) that infers the animal's habitat preferences (selection coefficients) by comparing each observed movement step to random steps. Such GLM-SSFs, however, cannot flexibly consider non-linear or interacting effects, unless those have been specified a priori. To address this problem, generalized additive models have been integrated in the SSF framework, but those GAM-SSFs are still limited in their ability to represent complex habitat preferences and inter-individual variability. Here we explore the utility of deep neural networks (DNNs) to overcome these limitations. We find that DNN-SSFs, coupled with explainable AI to extract selection coefficients, offer many advantages for analyzing movement data. In the case of linear effects, they effectively retrieve the same effect sizes and p-values as conventional GLMs. At the same time, however, they can automatically detect complex interaction effects, nonlinear responses, and inter-individual variability if those are present in the data. We conclude that DNN-SSFs are a promising extension of traditional SSF. Our analysis extends previous research on DNN-SSF by exploring differences and similarities of GLM, GAM and DNN-based SSF models in more depth, in particular regarding the validity of statistical indicators that are derived from the DNN. We also propose new DNN structures to capture inter-individual effects that can be viewed as a nonlinear random effect. All methods used in this paper are available via the 'citoMove' R package.

Model selection is a cornerstone of statistical inference, where information criteria are widely employed to balance model fit and complexity. However, classical likelihood-based criteria are often highly sensitive to contamination, outliers, and model misspecification. In this paper, we develop a robust alternative based on the Exponential-Polynomial Divergence, a flexible extension of existing divergence measures that enhances adaptability to diverse data irregularities. The proposed Exponential-Polynomial Divergence Information Criterion preserves the objective of approximating the discrepancy between the true model and candidate models while incorporating robustness against anomalous observations. Its theoretical properties are established, and robustness is examined through influence function analysis, demonstrating controlled sensitivity to extreme data points. For practical implementation, a data-driven tuning parameter selection strategy based on generalized score matching is employed, ensuring improved computational stability and efficiency. The effectiveness of the proposed method is demonstrated through extensive simulation studies under varying contamination levels, as well as real data applications involving linear mixed-effects panel data models and neural network-based prediction tasks. The results consistently show improved stability and reliability compared to classical likelihood and density power divergence-based information criteria. The proposed framework thus provides a practical and unified approach for model selection in complex and contaminated data settings.

Matérn random fields are one of the most widely used classes of models in spatial statistics. The fixed-domain identifiability of covariance parameters for stationary Matérn Gaussian random fields exhibits a dimension-dependent phase transition. For known smoothness $\nu$, Zhang \cite{Zhang2004} showed that when $d\le3$, two Matérn models with the same microergodic parameter $m=\sigma^2\alpha^{2\nu}$ induce equivalent Gaussian measures on bounded domains, while Anderes \cite{Anderes2010} proved that when $d>4$, the corresponding measures are mutually singular whenever the parameters differ. The critical case $d=4$ for stationary Matérn models has remained open. We resolve this case. Let $d=4$ and consider two stationary Matérn models on $\mathbb R^4$ with parameters $(\sigma_1,\alpha_1)$ and $(\sigma_2,\alpha_2)$ satisfying \[ \sigma_1^2\alpha_1^{2\nu}=\sigma_2^2\alpha_2^{2\nu}, \qquad \alpha_1\neq \alpha_2. \] We prove that the corresponding Gaussian measures on any bounded observation domain are mutually singular on every countable dense observation set, and on the associated path space of continuous functions. Our approach can be viewed as a spectral analogue of the higher-order increment method of Anderes \cite{Anderes2010}. Whereas Anderes isolates the second irregular covariance coefficient through renormalized quadratic variations in physical space, we detect the first nonvanishing high-frequency spectral mismatch via localized Fourier coefficients and use a normalized Whittle score to identify parameters. More broadly, the localized spectral probing framework used here for detecting subtle covariance differences in Gaussian random fields may be useful for studying identifiability and estimation in other spatial models.

Online reinforcement learning in infinite-horizon Markov decision processes (MDPs) remains less theoretically and algorithmically developed than its episodic counterpart, with many algorithms suffering from high “burn-in” costs and failing to adapt to benign instance-specific complexity. In this work, we address these shortcomings for two infinite-horizon objectives: the classical average-reward regret and the $\gamma$-regret. We develop a single tractable UCB-style algorithm applicable to both settings, which achieves the first optimal variance-dependent regret guarantees. Our regret bounds in both settings take the form $\tilde{O}( \sqrt{SA\,\text{Var}} + \text{lower-order terms})$, where $S,A$ are the state and action space sizes, and $\text{Var}$ captures cumulative transition variance. This implies minimax-optimal average-reward and $\gamma$-regret bounds in the worst case but also adapts to easier problem instances, for example yielding nearly constant regret in deterministic MDPs. Furthermore, our algorithm enjoys significantly improved lower-order terms for the average-reward setting. With prior knowledge of the optimal bias span $\Vert h^\star\Vert_\text{sp}$, our algorithm obtains lower-order terms scaling as $\Vert h^\star\Vert_\text{sp} S^2 A$, which we prove is optimal in both $\Vert h^\star\Vert_\text{sp}$ and $A$. Without prior knowledge, we prove that no algorithm can have lower-order terms smaller than $\Vert h^\star \Vert_\text{sp}^2 S A$, and we provide a prior-free algorithm whose lower-order terms scale as $\Vert h^\star\Vert_\text{sp}^2 S^3 A$, nearly matching this lower bound. Taken together, these results completely characterize the optimal dependence on $\Vert h^\star\Vert_\text{sp}$ in both leading and lower-order terms, and reveal a fundamental gap in what is achievable with and without prior knowledge.

Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution and detailed analyses of how models learn from data. In recent years, conformal prediction has emerged as an alternative framework that is well suited to modern applications involving high-dimensional data and complex machine learning models. Its appeal stems from being both distribution-free—relying mainly on symmetry assumptions such as exchangeability—and model-agnostic, treating the learning algorithm as a black box. Even under such limited assumptions, conformal prediction provides exact finite-sample guarantees, although these are typically marginal and require careful interpretation. This paper explains the core ideas of conformal prediction and reviews selected methods. Rather than offering an exhaustive survey, it aims to provide a clear conceptual entry point and a pedagogical overview of the field.

Galaxy surveys provide finite catalogs of objects observed within bounded volumes, yet clustering statistics are often interpreted using theoretical frameworks developed for infinite point processes. In this work, we formulate key statistical quantities directly for finite point processes and examine the structural consequences of finite-number and finite-window constraints. We show that several well-known features of galaxy survey analysis arise naturally from finiteness alone. In particular, non-vanishing higher-order connected correlations can occur even in statistically independent samples when the total number of points is fixed, and the integral constraint in two-point statistics appears as an exact identity implied by the finite-number condition rather than as an estimator artifact. We further demonstrate that counts-in-cells and point-centered environmental measures correspond to distinct statistical ensembles. Using Palm conditioning, we derive an exact relation between random-cell and point-centered statistics, showing that the latter probe a tilted version of the underlying distribution. These results provide a probabilistic framework for separating structural effects imposed by finite sampling from correlations reflecting genuine astrophysical processes. The formulation presented here remains valid for realistic survey geometries and finite data sets and clarifies the interpretation of commonly used clustering statistics in galaxy surveys.

There remain theoretical gaps in deep neural network estimators for the nonparametric Cox proportional hazards model. In particular, it is unclear how gradient-based optimization error propagates to population risk under partial likelihood, how pointwise bias can be controlled to permit valid inference, and how ensemble-based uncertainty quantification behaves under realistic variance decay regimes. We develop an asymptotic distribution theory for deep Cox estimators that addresses these issues. First, we establish nonasymptotic oracle inequalities for general trained networks that link in-sample optimization error to population risk without requiring the exact empirical risk optimizer. We then construct a structured neural parameterization that achieves infinity-norm approximation rates compatible with the oracle bound, yielding control of the pointwise bias. Under these conditions and using the Hajek–Hoeffding projection, we prove pointwise and multivariate asymptotic normality for subsampled ensemble estimators. We derive a range of subsample sizes that balances bias correction with the requirement that the Hajek–Hoeffding projection remain dominant. This range accommodates decay conditions on the single-overlap covariance, which measures how strongly a single shared observation influences the estimator, and is weaker than those imposed in the subsampling literature. An infinitesimal jackknife representation provides analytic covariance estimation and valid Wald-type inference for relative risk contrasts such as log-hazard ratios. Finally, we illustrate the finite-sample implications of the theory through simulations and a real data application.

Deep neural networks (DNNs), particularly those using Rectified Linear Unit (ReLU) activation functions, have achieved remarkable success across diverse machine learning tasks, including image recognition, audio processing, and language modeling. Despite this success, the non-convex nature of DNN loss functions complicates optimization and limits theoretical understanding. In this paper, we highlight how recently developed convex equivalences of ReLU NNs and their connections to sparse signal processing models can address the challenges of training and understanding NNs. Recent research has uncovered several hidden convexities in the loss landscapes of certain NN architectures, notably two-layer ReLU networks and other deeper or varied architectures. This paper seeks to provide an accessible and educational overview that bridges recent advances in the mathematics of deep learning with traditional signal processing, encouraging broader signal processing applications.

Neural Collapse is a phenomenon that helps identify sparse and low rank structures in deep classifiers. Recent work has extended the definition of neural collapse to regression problems, albeit only measuring the phenomenon at the last layer. In this paper, we establish that Neural Regression Collapse (NRC) also occurs below the last layer across different types of models. We show that in the collapsed layers of neural regression models, features lie in a subspace that corresponds to the target dimension, the feature covariance aligns with the target covariance, the input subspace of the layer weights aligns with the feature subspace, and the linear prediction error of the features is close to the overall prediction error of the model. In addition to establishing Deep NRC, we also show that models that exhibit Deep NRC learn the intrinsic dimension of low rank targets and explore the necessity of weight decay in inducing Deep NRC. This paper provides a more complete picture of the simple structure learned by deep networks in the context of regression.

Aggregated functional data arise in a variety of applications where only linear combinations of latent functional components are observed. A prominent example is found in chemometrics through the Beer-Lambert law. This paper introduces the FunctionalCalibration package for R, which provides tools for estimating constituent curves from aggregated functional observations under additive error models. The package implements calibration methods based on B-spline and wavelet basis expansions, allowing the recovery of smooth as well as locally irregular component functions. In addition, it includes simulation tools, visualization functions, and procedures for estimating weights in prediction problems. The package is illustrated through simulated and real datasets, demonstrating its flexibility and practical applicability in functional calibration problems.

In a controlled experiment on modular arithmetic ($p = 9973$), varying only example ordering while holding all else constant, two fixed-ordering strategies achieve 99.5% test accuracy by epochs 487 and 659 respectively from a training set comprising 0.3% of the input space, well below established sample complexity lower bounds for this task under IID ordering. The IID baseline achieves 0.30% after 5{,}000 epochs from identical data. An adversarially structured ordering suppresses learning entirely. The generalizing model reliably constructs a Fourier representation whose fundamental frequency is the Fourier dual of the ordering structure, encoding information present in no individual training example, with the same fundamental emerging across all seeds tested regardless of initialization or training set composition. We discuss implications for training efficiency, the reinterpretation of grokking, and the safety risks of a channel that evades all content-level auditing.

Computational topology provides a tool, persistent homology, to extract quantitative descriptors from structured objects (images, graphs, point clouds, etc). These descriptors can then be involved in optimization problems, typically as a way to incorporate topological priors or to regularize machine learning models. This is usually achieved by minimizing adequate, topologically-informed losses based on these descriptors, which, in turn, naturally raises theoretical and practical questions about the possibility of optimizing such loss functions using gradient-based algorithms. This has been an active research field in the topological data analysis community over the last decade, and various techniques have been developed to enable optimization of persistence-based loss functions with gradient descent schemes. This survey presents the current state of this field, covering its theoretical foundations, the algorithmic aspects, and showcasing practical uses in several applications. It includes a detailed introduction to persistence theory and, as such, aims at being accessible to mathematicians and data scientists newcomers to the field. It is accompanied by an open-source library which implements the different approaches covered in this survey, providing a convenient playground for researchers to get familiar with the field.

Diffusion models often generate novel samples even when the learned score is only coarse – a phenomenon not accounted for by the standard view of diffusion training as density estimation. In this paper, we show that, under the manifold hypothesis, this behavior can instead be explained by coarse scores capturing the geometry of the data while discarding the fine-scale distributional structure of the population measure~$\mu_{\scriptscriptstyle\mathrm{data}}$. Concretely, whereas estimating the full data distribution $\mu_{\scriptscriptstyle\mathrm{data}}$ supported on a $k$-dimensional manifold is known to require the classical minimax rate $\tilde{\mathcal{O}}(N^{-1/k})$, we prove that diffusion models trained with coarse scores can exploit the regularity of the manifold support and attain a near-parametric rate toward a different target distribution. This target distribution has density uniformly comparable to that of~$\mu_{\scriptscriptstyle\mathrm{data}}$ throughout any $\tilde{\mathcal{O}}\bigl(N^{-\beta/(4k)}\bigr)$-neighborhood of the manifold, where $\beta$ denotes the manifold regularity. Our guarantees therefore depend only on the smoothness of the underlying support, and are especially favorable when the data density itself is irregular, for instance non-differentiable. In particular, when the manifold is sufficiently smooth, we obtain that generalization – formalized as the ability to generate novel, high-fidelity samples – occurs at a statistical rate strictly faster than that required to estimate the full population distribution~$\mu_{\scriptscriptstyle\mathrm{data}}$.

We concern computer model calibration problem where the goal is to find the parameters that minimize the discrepancy between the multivariate real-world and computer model outputs. We propose to solve an approximation using signed residuals that enables a root finding approach and an accelerated search. We characterize the distance of the solutions to the approximation from the solutions of the original problem for the strongly-convex objective functions, showing that it depends on variability of the signed residuals across output dimensions, as wells as their variance and covariance. We develop a metamodel-based root finding framework under kriging and stochastic kriging that is augmented with a sequential search space reduction. We derive three new acquisition functions for finding roots of the approximate problem along with their derivatives usable by first-order solvers. Compared to kriging, stochastic kriging accounts for observational noise, promoting more robust solutions. We also analyze the case where a root may not exist. Our analysis of the asymptotic behavior in this context show that, since existence of roots in the approximation problem may not be known a priori, using new acquisition functions will not compromise the outcome. Numerical experiments on data-driven and physics-based examples demonstrate significant computational gains over standard calibration approaches.

Adapting large-scale foundation models to new domains with limited supervision remains a fundamental challenge due to latent distribution mismatch, unstable optimization dynamics, and miscalibrated uncertainty propagation. This paper introduces an uncertainty-aware probabilistic latent transport framework that formulates domain adaptation as a stochastic geometric alignment problem in representation space. A Bayesian transport operator is proposed to redistribute latent probability mass along Wasserstein-type geodesic trajectories, while a PAC-Bayesian regularization mechanism constrains posterior model complexity to mitigate catastrophic overfitting. The proposed formulation yields theoretical guarantees on convergence stability, loss landscape smoothness, and sample efficiency under distributional shift. Empirical analyses demonstrate substantial reduction in latent manifold discrepancy, accelerated transport energy decay, and improved covariance calibration compared with deterministic fine-tuning and adversarial domain adaptation baselines. Furthermore, bounded posterior uncertainty evolution indicates enhanced probabilistic reliability during cross-domain transfer. By establishing a principled connection between stochastic optimal transport geometry and statistical generalization theory, the proposed framework provides new insights into robust adaptation of modern foundation architectures operating in heterogeneous environments. These findings suggest that uncertainty-aware probabilistic alignment constitutes a promising paradigm for reliable transfer learning in next-generation deep representation systems.

In attempt to advance the current practice for assessing and predicting the primary ovarian insufficiency (POI) risk in female childhood cancer survivors, we propose two estimating function based approaches for age-specific logistic regression. Both approaches adapt the inverse probability of censoring weighting (IPCW) strategy and yield consistent estimators with asymptotic normality. The first approach modifies the IPCW weights used by Im et al. (2023) to account for doubly censoring. The second approach extends the outcome weighted IPCW approach to use the information of the subjects censored before the analysis time. We consider variance estimation for the estimators and explore by simulation the two approaches implemented in the situations where the conditional right-censoring time distribution required in the IPCW weighs is unknown and approximated using the survival random forest approaches, stratified empirical distribution functions, or the estimator under the Cox proportional hazards model. The numerical studies indicate that the second approach is more efficient when right-censoring is relatively heavy, whereas the first approach is preferable when the right-censoring is light. We also observe that the performance of the two approaches heavily relies on the estimation of censoring distribution in our simulation settings. The POI data from a childhood cancer survivor study are employed throughout the paper for motivation and illustration. Our data analysis provides new insight into understanding the POI risk among cancer survivors.

Many scientific systems, such as cellular populations or economic cohorts, are naturally described by probability distributions that evolve over time. Predicting how such a system would have evolved under different forces or initial conditions is fundamental to causal inference, domain adaptation, and counterfactual prediction. However, the space of distributions often lacks the vector space structure on which classical methods rely. To address this, we introduce a general notion of parallel dynamics at a distributional level. We base this principle on parallel transport of tangent dynamics along optimal transport geodesics and call it “Wasserstein Parallel Trends”. By replacing the vector subtraction of classic methods with geodesic parallel transport, we can provide counterfactual comparisons of distributional dynamics in applications such as causal inference, domain adaptation, and batch-effect correction in experimental settings. The main mathematical contribution is a novel notion of fanning scheme on the Wasserstein manifold that allows us to efficiently approximate parallel transport along geodesics while also providing the first theoretical guarantees for parallel transport in the Wasserstein space. We also show that Wasserstein Parallel Trends recovers the classic parallel trends assumption for averages as a special case and derive closed-form parallel transport for Gaussian measures. We deploy the method on synthetic data and two single-cell RNA sequencing datasets to impute gene-expression dynamics across biological systems.

Inverse probability of treatment weighting (IPTW) is widely used to estimate causal effects, but guidance is limited for count exposures. It is also unclear how IPTW performs when combined with multiple imputation in this context. In this study, we evaluated five IPTW methods applied to count exposures: multinomial binning, parametric and non-parametric covariate balancing propensity scores (CBPS, npCBPS), generalised boosted models (GBM), and energy balancing. Our simulations were informed by an example using data from the 1970 British Cohort Study, aiming to estimate the effect of psychological distress, measured as a count of symptoms at age 34, on self-reported longstanding illness at age 42. We compared these approaches on bias, coverage, effective sample size, and other metrics under truncated negative binomial and Poisson exposure distributions. We also assessed the performance of Rubin's rules under different missingness mechanisms. Under complete data, multinomial, CBPS, GBM, and energy weights produced low bias and near-nominal coverage, whereas npCBPS resulted in bias and poor coverage due to extreme weights. When data were missing completely at random, similar performance patterns were observed for IPTW with multiple imputation. Under missing at random, bias increased with higher missingness, but this was present for both IPTW and covariate-adjusted regression, possibly reflecting a limitation of the imputation model rather than a failure of IPTW. Overall, these findings support the use of multinomial, CBPS, GBMs, and energy weights for count exposures in similar settings while highlighting trade-offs between these methods and the need for imputation models accommodating right-truncated overdispersed counts.

In the aftermath of the COVID-19 pandemic, empirical data have revealed that large-scale health crises not only cause immediate disruptions in mortality dynamics but also have persistent effects that may last for several years. Existing mortality models largely assume that mortality shocks are transitory and overlook how their effects can be long-lasting and heterogeneous across age groups and causes of death. In response to this limitation, we propose a novel stochastic mortality model that captures age- and cause-specific long-lasting effects of mortality jumps through a gamma-density-like decay function, estimated via a customized conditional maximum likelihood algorithm. Applying the model to recent U.S. mortality data, we reveal divergent persistence patterns across demographic groups and provide key insights into the tail risk profiles of life insurance and annuity products. Our scenario-based analyses further show that neglecting persistent shock effects can lead to suboptimal hedging, while the proposed model enables what-if testing to analyze such effects under potential future health crises.

Background: Determining an adequate sample size is essential for developing reliable and generalisable clinical prediction models, yet practical guidance on selecting appropriate methods remains limited. Existing analytical and simulation-based approaches often rely on restrictive assumptions and focus on mean-based criteria. We present and validate pmsims, an R package that uses Gaussian process surrogate modelling to provide a flexible and computationally efficient simulation-based framework for sample size determination across diverse prediction settings. Methods: We conducted a comprehensive simulation study with two aims. First, we compared three search engines implemented in pmsims: a Gaussian process-based adaptive method, a deterministic bisection method, and a hybrid approach, across binary, continuous, and survival outcomes. Second, we benchmarked the best-performing pmsims engine against existing analytical (pmsampsize) and simulation-based (samplesizedev) methods, evaluating recommended sample sizes, computational time, and achieved performance on large independent validation datasets. Results: The Gaussian process-based method consistently produced the most stable sample size estimates, particularly in low-signal, high-dimensional settings. In benchmarking, pmsims achieved performance close to prespecified targets across all outcome types, matching simulation-based approaches and outperforming analytical methods in more challenging scenarios. Conclusions: pmsims provides an efficient and flexible framework for principled sample size planning in clinical prediction modelling, requiring fewer model evaluations than non-adaptive simulation approaches.

The main purpose of this paper is to study the Dynamical behaviors of a stochastic SIS epidemic model using mean-reverting inhomogeneous geometric brownian motion process. First we demonstrate the existence of a global-in-time solution and establish that is unique and remains positive. Then we derive a sufficient condition for exponential extinction of infectious diseases and we show that our extinction threshold in the stochastic case coincides with that of the deterministic case. Finaly, we define an appropriate theoretical framework to guarantee the existence of an ergodic stationary distribution.

In this paper, we study semiparametric inference for linear multivariate Hawkes processes, a class of point processes widely used to describe self and mutually exciting phenomena. We establish a convolution theorem giving the best limiting distribution for a regular estimator of smooth functional. Then, in the Bayesian setting, we prove a semiparametric Bernstein-von Mises (BvM) theorem for nonparametric random series priors. We apply this result to histogram and wavelet based priors. Taken together, the convolution and BvM theorems show that, from a frequentist point of view, semiparametric Bayesian procedures have asymptotically the optimal behavior. Deriving the BvM property for random series priors led us to prove L2 posterior contraction, complementing for these priors the results of Donnet, Rivoirard and Rousseau (2020).

In clustering, strong dominance in the size of a particular cluster is often undesirable, motivating a measure of cluster size uniformity that can be used to filter such partitions. A basic requirement of such a measure is stability: partitions that differ only slightly in their point assignments should receive similar uniformity scores. A difficulty arises because cluster labels are not fixed objects; algorithms may produce different numbers of labels even when the underlying point distribution changes very little. Measures defined directly over labels can therefore become unstable under label-count perturbations. I introduce the Mass Agreement Score (MAS), a point-centric metric bounded in [0, 1] that evaluates the consistency of expected cluster size as measured from the perspective of points in each cluster. Its construction yields fragment robustness by design, assigning similar scores to partitions with similar bulk structure while remaining sensitive to genuine redistribution of cluster mass.

Understanding wafer-level spatial variations from in-situ process signals is essential for advanced plasma etching process monitoring. While most data-driven approaches focus on scalar indicators such as average etch rate, actual process quality is determined by complex two-dimensional spatial distributions across the wafer. This paper presents a spatial regression model that predicts wafer-level etch depth distributions directly from multichannel in-situ process time series. We propose a Time-LLM-based spatial regression model that extends LLM reprogramming from conventional time-series forecasting to wafer-level spatial estimation by redesigning the input embedding and output projection. Using the BOSCH plasma-etching dataset, we demonstrate stable performance under data-limited conditions, supporting the feasibility of LLM-based reprogramming for wafer-level spatial monitoring.

Sentiment signals derived from sparse news are commonly used in financial analysis and technology monitoring, yet transforming raw article-level observations into reliable temporal series remains a largely unsolved engineering problem. Rather than treating this as a classification challenge, we propose to frame it as a causal signal reconstruction problem: given probabilistic sentiment outputs from a fixed classifier, recover a stable latent sentiment series that is robust to the structural pathologies of news data such as sparsity, redundancy, and classifier uncertainty. We present a modular three-stage pipeline that (i) aggregates article-level scores onto a regular temporal grid with uncertainty-aware and redundancy-aware weights, (ii) fills coverage gaps through strictly causal projection rules, and (iii) applies causal smoothing to reduce residual noise. Because ground-truth longitudinal sentiment labels are typically unavailable, we introduce a label-free evaluation framework based on signal stability diagnostics, information preservation lag proxies, and counterfactual tests for causality compliance and redundancy robustness. As a secondary external check, we evaluate the consistency of reconstructed signals against stock-price data for a multi-firm dataset of AI-related news titles (November 2024 to February 2026). The key empirical finding is a three-week lead lag pattern between reconstructed sentiment and price that persists across all tested pipeline configurations and aggregation regimes, a structural regularity more informative than any single correlation coefficient. Overall, the results support the view that stable, deployable sentiment indicators require careful reconstruction, not only better classifiers.

Missing values are ubiquitous in statistical practice, with potentially detrimental consequences for any statistical analysis. As such, a wealth of methods and theoretical results have been developed in the last decades. However, many questions remain open, in particular in the case of general non-monotone missing at random (MAR), where nonparametric results are still lacking. In this paper, we extend nonparametric Bayesian theory to this MAR setting. We introduce a general theorem of posterior contraction under MAR and an additional positivity condition and apply this result to density estimation as well as regression problems. In particular, we show that, despite the missing values, the complete-data density can be estimated with the minimax posterior contraction rate up to logarithmic factors. To the best of our knowledge, this is the first nonparametric result showing that the complete-data distribution can be consistently estimated under Rubin's MAR definition. As a consequence, we obtain an algorithm that takes incomplete data and returns a sample from a consistent estimate of the complete-data distribution.

Generative modeling of discrete data, such as graphs, underpins many scientific and industrial applications, including molecular discovery and materials design. In these domains, probabilistic inference is particularly valuable, as it enables composable generation and principled incorporation of desired constraints, such as structural or functional properties. Energy-based models naturally support this goal by capturing relative likelihoods and enabling composable inference by directly enforcing constraints during inference. However, discrete energy-based models typically struggle with efficient and high-quality sampling, as off-support regions often contain spurious local minima, trapping samplers and causing training instabilities, resulting in a fidelity gap compared to discrete diffusion models. To address this gap, we introduce Graph Energy Matching (GEM), a discrete generative framework inspired by the Jordan-Kinderlehrer-Otto (JKO) transport-map optimization perspective. GEM learns a permutation-invariant potential energy that simultaneously guides discrete transport from noise toward high-likelihood graph regions and refines samples within these regions. We further introduce a sampling protocol leveraging an energy-based switching strategy, seamlessly bridging rapid, gradient-guided transport and a local mixing regime for effective exploration. On molecular graph benchmarks, GEM matches or surpasses strong discrete diffusion baselines on most reported metrics. Beyond improving generation quality, GEM's relative likelihood modeling enables targeted exploration, facilitating compositional generation, property-constrained sampling, and interpolation between graphs. Project page: https://michalbalcerak.ai/graph-energy-matching/.

Constrained sampling is an important and challenging task in computational statistics, concerned with generating samples from a distribution under certain constraints. There are numerous types of algorithm aimed at this task, ranging from general Markov chain Monte Carlo, to unadjusted Langevin methods. In this article we propose a series of new sampling algorithms based on the latter of these, specifically the kinetic Langevin dynamics. Our series of algorithms are motivated on advanced numerical methods which are splitting order schemes, which include the BU and BAO families of splitting schemes.Their advantage lies in the fact that they have favorable strong order (bias) rates and computationally efficiency. In particular we provide a number of theoretical insights which include a Wasserstein contraction and convergence results. We are able to demonstrate favorable results, such as improved complexity bounds over existing non-splitting methodologies. Our results are verified through numerical experiments on a range of models with constraints, which include a toy example and Bayesian linear regression.

Achieving valid conditional coverage in conformal prediction is challenging due to the theoretical difficulty of satisfying pointwise constraints in finite samples. Building upon the characterization of conditional coverage through marginal moment restrictions, we introduce Minimax Optimization Predictive Inference (MOPI), a framework that generalizes prior work by optimizing over a flexible class of set-valued mappings during the calibration phase, rather than simply calibrating a fixed sublevel set. This minimax formulation effectively circumvents the structural constraints of predefined score functions, achieving superior shape adaptivity while maintaining a principled connection to the minimization of mean squared coverage error. Theoretically, we provide non-asymptotic oracle inequalities and show that the convergence rate of the coverage error attains the optimal order under regular conditions. The MOPI also enables valid inference conditional on sensitive attributes that are available during calibration but unobserved at test time. Empirical results on complex, non-standard conditional distributions demonstrate that MOPI produces more efficient prediction sets than existing baselines.