Papers

Surveillance of diseases in a pandemic is an important part of public health policy. Diagnostic testing at the individual level is often infeasible due to resource constraints. To circumvent these constraints, group testing can be applied. The economic cost evaluation from the payer's perspective typically focuses only on deterministic costs which overlooks the substantial economic impact of productivity losses resulting from quarantine and workplace disruptions. The objective of this article is to develop a mathematical model for a retrospective economic evaluation of group testing that incorporates both deterministic costs and income-based economic loss. Group testing algorithms are revisited and simulated at optimized pool sizes to determine the required number of tests. Income data from the German Socio-Economic Panel are integrated into a mathematical model to capture the economic loss. Afterward, hybrid Monte Carlo experiments are conducted by evaluating the economic cost in the Coronavirus disease 2019 pandemic in Germany. Monte Carlo experiments show that the optimal choice of group testing algorithms changes substantially when income-based economic losses are included. Evaluations considering only deterministic costs systematically underestimate the total economic cost. Algorithms with a longer quarantine duration are less attractive than shorter quarantine duration if income-based economic loss is accounted for. The findings show that current evaluations underestimate the true economic cost. Group testing algorithms with shorter duration and fewer stages are preferred, even when they require a larger number of tests. These results underscore the importance of incorporating income-based economic loss into a mathematical model.

This work uncovers variational principles behind symmetrizing the Bregman divergences induced by generic mirror maps over the cone of positive definite matrices. We show that computing the canonical means for this symmetrization can be posed as minimizing the desired symmetrized divergences over a set of mean functionals defined axiomatically to satisfy certain properties. For the forward symmetrization, we prove that the arithmetic mean over the primal space is canonical for any mirror map over the positive definite cone. For the reverse symmetrization, we show that the canonical mean is the arithmetic mean over the dual space, pulled back to the primal space. Applying this result to three common mirror maps used in practice, we show that the canonical means for reverse symmetrization, in those cases, turn out to be the arithmetic, log-Euclidean and harmonic means. Our results improve understanding of existing symmetrization practices in the literature, and can be seen as a navigational chart to help decide which mean to use when.

We describe a Bayesian framework for the inverse problem of geometry recovery of block caving via muon tomography. We work with a low dimensional surface-based representation of the geometry of the block cave, which dramatically reduces the computational requirements of the model while allowing realistic geometries. Adopting a Bayesian approach, we define a prior distribution on the space of geometries that favors realistic cave shapes. Pairing this prior with a likelihood based on the muon tomography forward model, we obtain a posterior distribution over cave geometries using Bayes rule. We obtain approximate samples from this posterior distribution using Markov chain Monte Carlo algorithms running on GPUs, resulting in fast and accurate sampling. We test the fidelity of our methodology by applying it to a simulated block caving scenario for which the ground truth is known. Results show that our method produces sensible geometries that are simultaneously compatible with the data.

Violence Against Women (VAW) is a widespread issue deeply rooted in social and cultural structures. Affecting women of all ages and backgrounds, VAW is often underreported due to stigma and victim-blaming. This study explores young people's perceptions of VAW in the Apulia region (Southern Italy), using a local survey inspired by a National framework on gender stereotypes and attitudes towards VAW. The survey gathers insights into youth opinions on gender roles, the acceptability of violence, and awareness of VAW within their communities, aiming to uncover the underlying attitudes that perpetuate this issue. The analysis combines two methodological approaches to examine these data. A network-based approach explores relationships within item responses, allowing for an in-depth look at the direct interactions among youth attitudes. This approach is paired with a psychometric model based on Item Response Theory, specifically the Graded Response Model, which interprets attitudes as manifestations of latent traits, revealing how different factors shape perceptions of VAW. Together, these methods offer a comprehensive analysis of young people's views on VAW, highlighting both individual response patterns and broader cultural trends essential for designing effective interventions. Findings indicate a gradual shift in attitudes toward gender roles; however, traditional views remain prevalent, especially among young males. Socioeconomic factors, such as parents' employment status, also contribute to the persistence of stereotypes, underscoring the need for targeted interventions to address and reduce VAW in youth populations.

In transfer learning, the learner leverages auxiliary data to improve generalization on a main task. However, the precise theoretical understanding of when and how auxiliary data help remains incomplete. We provide new insights on this issue in two canonical linear settings: ordinary least squares regression and under-parameterized linear neural networks. For linear regression, we derive exact closed-form expressions for the expected generalization error with bias-variance decomposition, yielding necessary and sufficient conditions for auxiliary tasks to improve generalization on the main task. We also derive globally optimal task weights as outputs of solvable optimization programs, with consistency guarantees for empirical estimates. For linear neural networks with shared representations of width $q \leq K$, where $K$ is the number of auxiliary tasks, we derive a non-asymptotic expectation bound on the generalization error, yielding the first non-vacuous sufficient condition for beneficial auxiliary learning in this setting, as well as principled directions for task weight curation. We achieve this by proving a new column-wise low-rank perturbation bound for random matrices, which improves upon existing bounds by preserving fine-grained column structures. Our results are verified on synthetic data simulated with controlled parameters.

We propose a cross-fitted debiasing device for policy learning from offline data. A key consequence of the resulting learning principle is $\sqrt N$ regret even for policy classes with complexity greater than Donsker, provided a product-of-errors nuisance remainder is $O(N^{-1/2})$. The regret bound factors into a plug-in policy error factor governed by policy-class complexity and an environment nuisance factor governed by the complexity of the environment dynamics, making explicit how one may be traded against the other.

The cross-lagged panel model (CLPM) has been widely used, particularly in psychology, to infer longitudinal relations among variables. At the same time, controlling for between-person heterogeneity and capturing within-person relations as processes of within-person change are regarded as key components to causal inference based on longitudinal data. Since Hamaker, Kuiper, and Grasman (2015) criticized the CLPM for its limitations in inferring within-person relations, the random intercept cross-lagged panel model (RI-CLPM), which incorporates stable trait factors representing stable individual differences, has rapidly spread, especially in psychology. At the same time, although many statistical models are available for inferring within-person relations, the distinctions among them have not been clearly delineated, and discussions over the interpretation and selection of statistical models remain active. In this paper, I position the RI-CLPM as one useful method for inferring within-person relations, explain its practical issues, and organize its mathematical and conceptual relationships with other statistical models, as well as potential problems that may arise in their application. In particular, I point out that a distinctive feature of the stable trait factors in the RI-CLPM, in representing between-person heterogeneity, is the assumption that they are uncorrelated with within-person variability, and that this point serves as an important link to the mathematical relationship with the dynamic panel model, another promising alternative.

Can a safety gate permit unbounded beneficial self-modification while maintaining bounded cumulative risk? We formalize this question through dual conditions – requiring sum delta_n < infinity (bounded risk) and sum TPR_n = infinity (unbounded utility) – and establish a theory of their (in)compatibility. Classification impossibility (Theorem 1): For power-law risk schedules delta_n = O(n^{-p}) with p > 1, any classifier-based gate under overlapping safe/unsafe distributions satisfies TPR_n <= C_alpha * delta_n^beta via Holder's inequality, forcing sum TPR_n < infinity. This impossibility is exponent-optimal (Theorem 3). A second independent proof via the NP counting method (Theorem 4) yields a 13% tighter bound without Holder's inequality. Universal finite-horizon ceiling (Theorem 5): For any summable risk schedule, the exact maximum achievable classifier utility is U*(N, B) = N * TPR_NP(B/N), growing as exp(O(sqrt(log N))) – subpolynomial. At N = 10^6 with budget B = 1.0, a classifier extracts at most U* ~ 87 versus a verifier's ~500,000. Verification escape (Theorem 2): A Lipschitz ball verifier achieves delta = 0 with TPR > 0, escaping the impossibility. Formal Lipschitz bounds for pre-LayerNorm transformers under LoRA enable LLM-scale verification. The separation is strict. We validate on GPT-2 (d_LoRA = 147,456): conditional delta = 0 with TPR = 0.352. Comprehensive empirical validation is in the companion paper [D2].

Toxicity monitoring is essential in Phase II clinical trials to ensure participant safety. While monitoring rules are well-established for single-arm trials, two-cohort trials present unique challenges because toxicities are expected to be similar between cohorts but may still differ. Current approaches either monitor the two cohorts independently, which ignores their similarity, or pool them together as a single arm, which neglects heterogeneity between cohorts. We propose a Bayesian method based on a bivariate beta prior that provides a compromise between these two approaches. The marginal posterior distribution is derived as a mixture of beta distributions, enabling exact calculations of the proposed method's operating characteristics. Examples demonstrate that joint monitoring offers a balanced approach between the independent and pooled methods. Keywords: Toxicity; Two-cohort; Phase II clinical trial; Monitoring rules; Bivariate Beta; Exact Operating characteristics

Although actor-critic methods have been successful in practice, their theoretical analyses have several limitations. Specifically, existing theoretical work either sidesteps the exploration problem by making strong assumptions or analyzes impractical methods with complicated algorithmic modifications. Moreover, the actor-critic methods analyzed for linear MDPs often employ natural policy gradient and construct "implicit" policies without explicit parameterization. Such policies are computationally expensive to sample from, making the environment interactions inefficient. To that end, we focus on the finite-horizon linear MDPs and propose an optimistic actor-critic framework that uses parametric log-linear policies. In particular, we introduce a tractable $\textit{logit-matching}$ regression objective for the actor. For the critic, we use approximate Thompson sampling via Langevin Monte Carlo to obtain optimistic value estimates. We prove that the resulting algorithm achieves $\widetilde{\mathcal{O}}(\epsilon^{-4})$ and $\widetilde{\mathcal{O}}(\epsilon^{-2})$ sample complexity in the on-policy and off-policy setting, respectively. Our results match prior theoretical work in achieving the state-of-the-art sample complexity, while our algorithm is more aligned with practice.

We prove the asymptotic mixed normality of the least absolute deviation (LAD) estimator for a locally $\alpha$-stable stochastic differential equation (SDE) observed at high frequency, where $\alpha\in(0,2)$. We investigate both ergodic and non-ergodic cases, where the terminal sampling time diverges or is fixed, respectively, under different sets of assumptions. The objective function for the LAD estimator is expressed in a fully explicit form without necessitating numerical integration, offering a significant computational advantage over the existing non-Gaussian stable quasi-likelihood approach.

Existing spatio-temporal Hawkes process models typically rely on either parametric or semiparametric assumptions, limiting the model's ability to capture complex endogenous and exogenous event dynamics. We propose a fully Bayesian nonparametric framework for spatio-temporal Hawkes processes using additive Gaussian processes for the prior distributions on the background rate and the triggering kernel. This additive structure enhances interpretability by decoupling temporal and spatial effects while maintaining high modelling flexibility across the entire spatio-temporal domain. To address scalability, we develop a sparse variational inference scheme based on the Gaussian variational family. Synthetic experiments demonstrate that the proposed method accurately recovers background and triggering structures, achieving superior performance compared to existing alternatives. When applied to real-world datasets, it achieves higher held-out log-likelihoods and reveals interpretable spatio-temporal structures of the self-excitation mechanism. Overall, the framework provides a flexible, scalable, interpretable, and uncertainty-aware approach for modelling complex excitation patterns in spatio-temporal event data.

Low left ventricular ejection fraction (LEF) frequently remains undetected until progression to symptomatic heart failure, underscoring the need for scalable screening strategies. Although artificial intelligence-enabled electrocardiography (AI-ECG) has shown promise, existing approaches rely solely on end-to-end black-box models with limited interpretability or on tabular systems dependent on commercial ECG measurement algorithms with suboptimal performance. We introduced ECG-based Predictor-Driven LEF (ECGPD-LEF), a structured framework that integrates foundation model-derived diagnostic probabilities with interpretable modeling for detecting LEF from ECG. Trained on the benchmark EchoNext dataset comprising 72,475 ECG-echocardiogram pairs and evaluated in predefined independent internal (n=5,442) and external (n=16,017) cohorts, our framework achieved robust discrimination for moderate LEF (internal AUROC 88.4%, F1 64.5%; external AUROC 86.8%, F1 53.6%), consistently outperforming the official end-to-end baseline provided with the benchmark across demographic and clinical subgroups. Interpretability analyses identified high-impact predictors, including normal ECG, incomplete left bundle branch block, and subendocardial injury in anterolateral leads, driving LEF risk estimation. Notably, these predictors independently enabled zero-shot-like inference without task-specific retraining (internal AUROC 75.3-81.0%; external AUROC 71.6-78.6%), indicating that ventricular dysfunction is intrinsically encoded within structured diagnostic probability representations. This framework reconciles predictive performance with mechanistic transparency, supporting scalable enhancement through additional predictors and seamless integration with existing AI-ECG systems.

We propose a novel framework for conducting causal inference based on counterfactual densities. While the current paradigm of causal inference is mostly focused on estimating average treatment effects (ATEs), which restricts the analysis to the first moment of the outcome variable, our density-based approach is able to detect causal effects based on general distributional characteristics. Following the Oaxaca-Blinder decomposition approach, we consider two types of counterfactual density effects that together explain observed discrepancies between the densities of the treated and control group. First, the distribution effect is the counterfactual effect of changing the conditional density of the control group to that of the treatment group, while keeping the covariates fixed at the treatment group distribution. Second, the covariate effect represents the effect of a hypothetical change in the covariate distribution. Both effects have a causal interpretation under the classical unconfoundedness and overlap assumptions. Methodologically, our approach is based on analyzing the conditional densities as elements of a Bayes Hilbert space, which preserves the non-negativity and integration-to-one constraints. We specify a flexible functional additive regression model estimating the conditional densities. We apply our method to analyze the German East–West income gap, i.e., the observed differences in wages between East Germans and West Germans. While most of the existing studies focus on the average differences and neglect other distributional characteristics, our density-based approach is suited to detect all nuances of the counterfactual distributions, including differences in probability masses at zero.

Although standard Convolutional Neural Networks (CNNs) can be mathematically reinterpreted as Self-Explainable Models (SEMs), their built-in prototypes do not on their own accurately represent the data. Replacing the final linear layer with a $k$-means-based classifier addresses this limitation without compromising performance. This work introduces a common formalization of $k$-means-based post-hoc explanations for the classifier, the encoder's final output (B4), and combinations of intermediate feature activations. The latter approach leverages the spatial consistency of convolutional receptive fields to generate concept-based explanation maps, which are supported by gradient-free feature attribution maps. Empirical evaluation with a ResNet34 shows that using shallower, less compressed feature activations, such as those from the last three blocks (B234), results in a trade-off between semantic fidelity and a slight reduction in predictive performance.

We study fairness in decision-making when the data may encode systematic bias. Existing approaches typically impose fairness constraints while predicting the observed decision, which may itself be unfair. We propose a novel framework for characterising and addressing fairness issues by introducing the notion of desert decision, a latent variable representing the decision an individual rightfully deserves based on their actions, efforts, or abilities. This formulation shifts the prediction target from the potentially biased observed decision to the desert decision. We advocate achieving fair decision-making by predicting the desert decision and assessing unfairness by the discrepancy between desert and observed decisions. We establish nonparametric identification results under causally interpretable assumptions on the fairness of the desert decision and the unfairness mechanism of the observed decision. For estimation, we develop a sieve maximum likelihood estimator for the desert decision rule and an influence-function-based estimator for the degree of unfairness. Sensitivity analysis procedures are further proposed to assess robustness to violations of identifying assumptions. Our framework connects fairness with measurement error models, aligning predictive accuracy with fairness relative to an appropriate target, and providing a structural approach to modelling the unfairness mechanism.

In federated healthcare systems, Federated Class-Incremental Learning (FCIL) has emerged as a key paradigm, enabling continuous adaptive model learning among distributed clients while safeguarding data privacy. However, in practical applications, data across agent nodes within the distributed framework often exhibits non-independent and identically distributed (non-IID) characteristics, rendering traditional continual learning methods inapplicable. To address these challenges, this paper covers more comprehensive incremental task scenarios and proposes a dynamic memory allocation strategy for exemplar storage based on the data replay mechanism. This strategy fully taps into the inherent potential of data heterogeneity, while taking into account the performance fairness of all participating clients, thereby establishing a balanced and adaptive solution to mitigate catastrophic forgetting. Unlike the fixed allocation of client exemplar memory, the proposed scheme emphasizes the rational allocation of limited storage resources among clients to improve model performance. Furthermore, extensive experiments are conducted on three medical image datasets, and the results demonstrate significant performance improvements compared to existing baseline models.

We introduce a novel class of graphical models, termed profile graphical models, that represent, within a single graph, how an external factor influences the dependence structure of a multivariate set of variables. This class is quite general and includes multiple graphs and chain graphs as special cases. Profile graphical models capture the conditional distributions of a multivariate random vector given different levels of a risk factor, and learn how the conditional independence structure among variables may vary across these risk profiles; we formally define this family of models and establish their corresponding Markov properties. We derive key structural and probabilistic properties that underpin a more powerful inferential framework than existing approaches, underscoring that our contribution extends beyond a novel graphical representation.Furthermore, we show that the resulting profile undirected graphical models are independence-compatible with two-block LWF chain graph models.We then develop a Bayesian approach for Gaussian undirected profile graphical models based on continuous spike-and-slab priors to learn shared sparsity structures across different levels of the risk factor. We also design a fast EM algorithm for efficient inference. Inferential properties are explored through simulation studies, including the comparison with competing methods. The practical utility of this class of models is demonstrated through the analysis of protein network data from various subtypes of acute myeloid leukemia. Our results show a more parsimonious network and greater patient heterogeneity than its competitors, highlighting its enhanced ability to capture subject-specific differences.

Preference-based many-objective Bayesian optimization typically assumes that all pairwise comparisons arise from a single latent utility function, despite real decision makers often exhibiting multiple latent preference archetypes across contexts. We propose an active preference learning framework for many-objective Bayesian optimization that infers latent preference archetypes from pairwise comparisons, enabling both the identification of the active trade-off strategy and the refinement of its associated preferences. Our framework represents preferences as a Dirichlet-process mixture of latent archetypes and introduces mixture-aware information-theoretic query strategies that separately target archetype identification and within-archetype refinement through a hybrid acquisition policy. Experiments on synthetic benchmarks and real-world chemical process design case-study consistently outperforms state-of-the-art preference-based Bayesian optimization methods while recovering interpretable latent preference structure beyond conventional single-utility models. The proposed mixture-aware diagnostics further quantify archetype recovery and preference calibration, providing insights that are not captured by optimization performance alone.

This paper studies high-dimensional M-estimation in the proportional asymptotic regime (p/n -> gamma > 0) when the noise distribution has infinite variance. For noise with regularly-varying tails of index alpha in (1,2), we establish that the asymptotic behavior of a regularized M-estimator is governed by a single geometric property of the loss function: the boundedness of the domain of its Fenchel conjugate. When this conjugate domain is bounded – as is the case for the Huber, absolute-value, and quantile loss functions – the dual variable in the min-max formulation of the estimator is confined, the effective noise reduces to the finite first absolute moment of the noise distribution, and the estimator achieves bounded risk without recourse to external information. When the conjugate domain is unbounded – as for the squared loss – the dual variable scales with the noise, the effective noise involves the diverging second moment, and bounded risk can be achieved only through transfer regularization toward an external prior. For the squared-loss class specifically, we derive the exact asymptotic risk via the Convex Gaussian Minimax Theorem under a noise-adapted regularization scaling. The resulting risk converges to a universal floor that is independent of the regularizer, yielding a loss-risk trichotomy: squared-loss estimators without transfer diverge; Huber-loss estimators achieve bounded but non-vanishing risk; transfer-regularized estimators attain the floor.

Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators (e.g., consistency and sparsity), while largely overlooking the computational challenges inherent in high-dimensional settings. Motivated by recent advances in learning-based optimization method-which integrate data-driven structures with classical optimization algorithms-we explore high-dimensional matrix estimation assisted by machine learning. Specifically, for the optimization problem of high-dimensional matrix estimation, we first present a solution procedure based on the Linearized Alternating Direction Method of Multipliers (LADMM). We then introduce learnable parameters and model the proximal operators in the iterative scheme with neural networks, thereby improving estimation accuracy and accelerating convergence. Theoretically, we first prove the convergence of LADMM, and then establish the convergence, convergence rate, and monotonicity of its reparameterized counterpart; importantly, we show that the reparameterized LADMM enjoys a faster convergence rate. Notably, the proposed reparameterization theory and methodology are applicable to the estimation of both high-dimensional covariance and precision matrices. We validate the effectiveness of our method by comparing it with several classical optimization algorithms across different structures and dimensions of high-dimensional matrices.

We study the modeling and forecasting of high-dimensional functional time series, which can be temporally dependent and cross-sectionally correlated. Central to our implementation is a functional analysis of variance by decomposing high-dimensional functional time series, such as subnational age- and sex-specific mortality observed over years, into two distinct components: a deterministic mean structure and a residual process varying over time. Unlike purely statistical dimensionality-reduction techniques, the functional analysis of variance decomposition provides an interpretable framework by partitioning the series into effects attributable to data-specific factors, such as regional and sex-level variations, and a grand functional mean. From the residual process, we implement a functional factor model to capture the remaining stochastic trends. By combining the forecasts of the residual component with the estimated deterministic structure, we obtain the forecasted curves for high-dimensional functional time series. Illustrated by the age-specific Japanese subnational mortality rates from 1975 to 2023, we evaluate and compare the accuracy of the point and interval forecasts across various forecast horizons. The results demonstrate that leveraging these interpretable components not only clarifies the underlying drivers of the data, but also improves point forecast accuracy by about 25% to 45% compared to an existing method, providing more transparent insights for evidence-based policy decisions, such as accurate modeling of financial costs of length of stay in the old-aged care facilities.

We introduce a novel conditional stochastic interpolant framework for generative modeling of three-dimensional shapes. The method builds on a recent LDDMM-based registration approach to learn the conditional drift between geometries. By leveraging the resulting pull-back and push-forward operators, we extend this formulation beyond standard Cartesian grids to complex shapes and random variables defined on distinct domains. We present an application in the context of cardiovascular simulations, where aortic shapes are generated from an initial cohort of patients. The conditioning variable is a latent geometric representation defined by a set of centerline points and the radii of the corresponding inscribed spheres. This methodology facilitates both data augmentation for three-dimensional biomedical shapes, and the generation of random perturbations of controlled magnitude for a given shape. These capabilities are essential for quantifying the impact of domain uncertainties arising from medical image segmentation on the estimation of relevant biomarkers.

Complex survey data are usually collected following complex sampling designs. Accounting for the sampling design is essential to obtain unbiased estimates and valid inferences when analyzing complex survey data. The area under the receiver operating characteristic curve (AUC) is routinely used to assess the discriminative ability of predictive models for binary outcomes. However, valid inference for the AUC under complex sampling designs remains challenging. Although bootstrap techniques are widely applied under simple random sampling for variance estimation in this framework, traditional implementations do not account for complex designs. In this work, we propose a design-based framework for AUC inference. In particular, replicate weights methods are used to construct confidence intervals and hypothesis tests. The performance of replicate weights methods and the traditional non-design-based bootstrap for this purpose has been analyzed through an extensive simulation study. Design-based methods achieve coverage probabilities close to nominal levels and appropriate rejection rates under the null hypothesis. In contrast, the traditional non-design-based bootstrap method tends to underestimate the variance, leading to undercoverage and inflated rejection rates. Differences between methods decrease as the number of selected clusters per stratum increases. An application to data from the National Health and Nutrition Examination Survey (NHANES) illustrates the practical relevance of the proposed framework. The methods have been incorporated into the svyROC R package.

Statistics 101, 201, and 202 are three open-source interactive web applications built with R \citep{R} and Shiny \citep{shiny} to support the teaching of introductory statistics and probability. The apps help students carry out common statistical computations – computing probabilities from standard probability distributions, constructing confidence intervals, conducting hypothesis tests, and fitting simple linear regression models – without requiring prior knowledge of R or any other programming language. Each app provides numerical results, plots rendered with ggplot2 \citep{ggplot2}, and inline mathematical derivations typeset with MathJax \citep{cervone2012mathjax}, so that computation and statistical reasoning appear side by side in a single interface. The suite is organised around a broad pedagogical progression: Statistics~101 introduces probability distributions and their properties; Statistics~201 addresses confidence intervals and hypothesis tests; and Statistics~202 covers the simple linear model. All three apps are freely accessible online and their source code is released under a CC-BY-4.0 license.

Modeling higher-order interactions (HOI) has emerged as a crucial challenge in complex systems analysis, as many phenomena cannot be fully captured by pairwise relationships alone. Hypergraphs, which generalize graphs by allowing interactions among more than two entities, provide a powerful framework for representing such intricate dependencies. Adopting a statistical and probabilistic perspective on hypergraph modeling, we propose a guided tour through this emerging research area. We begin by illustrating the ubiquity of HOI in real-world systems, where interactions often involve groups of entities rather than isolated pairs. We then introduce the foundational concepts and notations of hypergraphs, discussing their descriptive statistics, graph-based representations, and the challenges associated with their complexity. We further explore a variety of statistical models for hypergraphs and address the critical task of node clustering. We conclude by outlining some open challenges in the field.

Orthogonalized-update optimizers such as Muon improve training of matrix-valued parameters, but existing extensions typically either rescale updates after orthogonalization or use heavier whitening-based preconditioners before it. We introduce {\method}, a lightweight family of pre-orthogonalization equilibration schemes for Muon with three forms: two-sided row/column normalization (RC), row normalization (R), and column normalization (C). By rebalancing the momentum matrix before finite-step Newton–Schulz orthogonalization, {\method} improves the geometry seen by orthogonalization. We show that finite-step orthogonalization is governed by the input spectrum, especially stable rank and condition number, and that row/column normalization acts as a zeroth-order surrogate for whitening. For hidden matrix weights, R is the default variant. Theoretically, {\method} (R) retains the standard $\widetilde{\mathcal O}(T^{-1/4})$ Muon-type nonconvex stationarity guarantee with decoupled weight decay and a horizon-free diminishing learning-rate schedule, and extends it to finite-step NS5 up to an explicit inexactness constant. In LLaMA2 pretraining on C4, {\method} (R) consistently outperforms Muon on 130M, 350M, and 1B models, with faster convergence and lower validation perplexity. The code is available at the \href{https://github.com/MaeChd/muon-eq}{MuonEq codebase}.

We revisit the standard perturbation-based approach of Abernethy et al. (2008) in the context of unconstrained Bandit Linear Optimization (uBLO). We show the surprising result that in the unconstrained setting, this approach effectively reduces Bandit Linear Optimization (BLO) to a standard Online Linear Optimization (OLO) problem. Our framework improves on prior work in several ways. First, we derive expected-regret guarantees when our perturbation scheme is combined with comparator-adaptive OLO algorithms, leading to new insights about the impact of different adversarial models on the resulting comparator-adaptive rates. We also extend our analysis to dynamic regret, obtaining the first guarantees with optimal $\sqrt{P_T}$ path-length dependencies without prior knowledge of $P_T$. We then develop the first high-probability guarantees for both static and dynamic regret in uBLO. Finally, we discuss lower bounds on the static regret, and prove the folklore $\Omega(\sqrt{dT})$ rate for adversarial linear bandits on the Euclidean ball, which is of independent interest.

In many practical and numerical inverse problems, the exact data log-likelihood is not fully accessible, motivating the use of surrogate models. We study heteroscedastic nonparametric nonlinear regression problems with Gaussian errors and establish contraction results for posterior distributions arising from a surrogate log-likelihood constructed from proxy error variances, an approximate forward map, and an appropriate Gaussian process prior. Under general assumptions on the approximation quality, we show that the resulting surrogate posterior is statistically reliable and contracts about the true parameter at rates comparable to those of the exact posterior. The analysis leverages consistency properties of the (penalised) MLE to effectively handle heteroscedastic noise and to control the impact of likelihood approximation errors. We apply the framework to PDE-constrained inverse problems for a reaction-diffusion equation and the two-dimensional Navier-Stokes equation. In the latter case, we consider misspecified viscosity and forcing terms as well as Oseen-type linearization models, highlighting the relevance of our results for numerical analysis applications.

Recently, several spectra have emerged, designed to encapsulate the distributional characteristics of non-Gaussian stationary processes. This article introduces parametric families of generalized spectra based on the characteristic function, alongside inference procedures enabling $\sqrt{n}$-consistent estimation of the unknown parameters in a broad class of parametric models. These spectra capture non-linear dependencies without requiring that the underlying stochastic processes satisfy any moment assumptions. Crucially, this approach facilitates frequency domain analysis for heavy-tailed time series, including possibly non-causal Cauchy autoregressive models and discrete-stable integer-valued autoregressive models. To the best of our knowledge, the latter models have not been studied theoretically in the literature. By estimating parameters across both causal and non-causal parameter spaces, our method automatically identifies the causal or non-causal structure of Cauchy autoregressive models. Furthermore, our estimator does not depend on smoothing parameters since it is based on the integrated periodogram associated with the generalized spectrum. As applications, we develop goodness-of-fit tests, moving average unit-root tests, and tests for non-invertibility. We study the finite-sample performance of the proposed estimators and tests via Monte Carlo simulations, and apply the methodology to estimation and forecasting of a measles count dataset. We evaluate finite-sample performance using Monte Carlo simulations and illustrate the practical value of the procedure with an application to measles case-count estimation and forecasting.