Papers

In the copula-based approach to univariate time series modeling, the finite-dimensional temporal dependence of a stationary time series is captured by a copula. Recent studies investigate how copula-based time series models can be generalized to have long-term autoregressive effects. We study a generalization that comes from a Markov sequence of order p and a q-dependent sequence. We derive the relation of the model to Gaussian-ARMA models and to the Gaussian-GARCH(1,1) model. We investigate distributional properties of the process and discuss the maximum likelihood estimation (MLE). Additionally we analyze the copula moving aggregate process of order one, or MAG(1), as it is a basic building block. Last, we assess the model in a probabilistic forecasting study on a data series for German wind power production.

Evaluating NFL pass protectors and rushers is difficult because observed win rates reflect both player performance and the difficulty of the blocking assignments each player faces. Using Hudl player coordinates and blocking annotations from the 2021 NFL regular season, we estimate blocker and rusher strength jointly from initial blocking matchups. A ridge-regularized Bradley–Terry model uses early pass rush wins and losses within 2.5 seconds of the snap, while a multinomial extension models full-play losses, wins, pressures, and sacks. To summarize full-play performance, we use the outcomes' conditional associations with offensive expected points added (EPA) to weight predicted probabilities, giving ratings of expected disruption produced by rushers or allowed by blockers. In held-out Weeks 16–18, the early and final models reduce log loss by 4.5% and 3.6%, respectively, relative to historical matchup baselines whose smoothing strengths are selected by cross-validation; 95% game-bootstrap intervals for both reductions are above zero. The resulting ratings place observed success in the context of opponents and protection help, with game-bootstrap intervals quantifying sampling uncertainty in early strength and full-play disruption.

Trajectory inference is a critical problem in single-cell transcriptomics, which aims to reconstruct the dynamic process underlying a population of cells from sequencing data. Of particular interest is the reconstruction of differentiation trees. One way of doing this is by estimating the path distance between nodes – labeled by cells – based on cell similarities observed in the sequencing data. Recent sequencing techniques make it possible to measure two types of data: gene expression levels, and RNA velocity, a vector that quantifies variation in gene expression. The sequencing data then consist in a discrete vector field in dimension the number of genes of interest. In this article, we present a novel method for inferring differentiation trees from RNA velocity fields using a distance-based approach. In particular, we introduce a cell dissimilarity measure defined as the squared varifold distance between the integral curves of the RNA velocity field, which we show is a robust estimate of the path distance on the target differentiation tree. Upstream of the dissimilarity measure calculation, we also implement comprehensive routines for the preprocessing and integration of the RNA velocity field. Finally, we illustrate the ability of our method to recover differentiation trees with high accuracy on several simulated and real datasets, and compare these results with the state of the art.

This paper studies the estimation of smooth functionals $f(\theta)$ of a mean parameter $\theta = \mathbb{E}_P[W]$ for a distribution $P$ on a general Banach space. We propose a cross-fitted estimator based on a single sample splitting and establish non-asymptotic moment bounds and Berry–Esséen bounds for both $m$-smooth and infinitely smooth functionals under the finite moment assumptions. Our framework is applied to precision matrix estimation and the inference of projection parameters in high-dimensional regression. In these Euclidean settings, the proposed estimators achieve asymptotic normality under the dimension regime $d \log^2(en) = o(n)$ without requiring any structural assumptions (e.g., sparsity). We discuss computational relaxations that enables polynomial-time implementation for a range of matrix functionals.

Data-driven approximations of the infinite-dimensional Koopman operator rely on finite-dimensional projections, where the predictive accuracy of the resulting models hinges heavily on the invariance of the chosen subspace. Subspace pruning systematically discards geometrically misaligned directions to enhance this invariance proximity, which formally corresponds to the largest principal angle between the subspace and its image under the operator. Yet, existing techniques are largely restricted to Euclidean settings. To bridge this gap, this paper presents an approach for computing principal angles and vectors to enable Koopman subspace pruning within a Reproducing Kernel Hilbert Space (RKHS) geometry. We first outline an exact computational routine, which is subsequently scaled for large datasets using randomized Nystrom approximations. Based on these foundations, we introduce the Kernel-SPV and Approximate Kernel-SPV algorithms for targeted subspace refinement via principal vectors. Simulation results validate our approach.

Modern real-time systems require accurate characterization of task timing behavior to ensure predictable performance, particularly on complex hardware architectures. Existing methods, such as worst-case execution time analysis, often fail to capture the fine-grained timing behaviors of a task under varying resource contexts (e.g., an allocation of cache, memory bandwidth, and CPU frequency), which is necessary to achieve efficient resource utilization. In this paper, we introduce a novel generative profiling approach that synthesizes context-dependent, fine-grained timing profiles for real-time tasks, including those for unmeasured resource allocations. Our approach leverages a nonparametric, conditional multi-marginal Schrödinger Bridge (MSB) formulation to generate accurate execution profiles for unseen resource contexts, with maximum likelihood guarantees. We demonstrate the efficiency and effectiveness of our approach through real-world benchmarks, and showcase its practical utility in a representative case study of adaptive multicore resource allocation for real-time systems.

Modern LLMs scale at test-time, e.g. via repeated sampling, where inference cost grows with model size and the number of samples. This creates a trade-off that pretraining scaling laws, such as Chinchilla, do not address. We present Train-to-Test ($T^2$) scaling laws that jointly optimize model size, training tokens, and number of inference samples under fixed end-to-end budgets. $T^2$ modernizes pretraining scaling laws with pass@$k$ modeling used for test-time scaling, then jointly optimizes pretraining and test-time decisions. Forecasts from $T^2$ are robust over distinct modeling approaches: measuring joint scaling effect on the task loss and modeling impact on task accuracy. Across eight downstream tasks, we find that when accounting for inference cost, optimal pretraining decisions shift radically into the overtraining regime, well-outside of the range of standard pretraining scaling suites. We validate our results by pretraining heavily overtrained models in the optimal region that $T^2$ scaling forecasts, confirming their substantially stronger performance compared to pretraining scaling alone. Finally, as frontier LLMs are post-trained, we show that our findings survive the post-training stage, making $T^2$ scaling meaningful in modern deployments.

We study conditional independence under infinite measures on punctured product spaces, a notion recently introduced for graphical modeling in multivariate extremes and Lévy processes. In contrast to classical probabilistic conditional independence, this concept is formulated through normalized restrictions of an infinite measure that reflects the non-product structure of the punctured space. We show that this non-standard notion admits a natural probabilistic characterization: it is equivalent to classical conditional independence between coordinate projections of a Poisson point process defined on the punctured space with the given infinite measure as its mean measure. In addition, we provide a functional characterization of the conditional independence concept at the level of the enumerated points of the Poisson point process. We further extend the framework from punctured Euclidean product spaces to a more general abstract setting, thereby broadening its scope of potential applications.

This work provides a new multinomial resampling procedure for particle filter resampling, focused on the case where the number of samples required is less than or equal to the size of the underlying discrete distribution. This setting is common in ensemble mixture model filters such as the Gaussian mixture filter. We show superiority of our approach with respect two of the best known multinomial sampling procedures both through a computational complexity analysis and through a numerical experiment.

Multivariate Hawkes processes are a widely used class of self-exciting point processes, but maximum likelihood estimation naively scales as $O(N^2)$ in the number of events. The canonical linear exponential Hawkes process admits a faster $O(N)$ recurrence, but prior work evaluates this recurrence sequentially, without exploiting parallelization on modern GPUs. We show that the Hawkes process intensity can be expressed as a product of sparse transition matrices admitting a linear-time associative multiply, enabling computation via a parallel prefix scan. This yields a massively parallelizable algorithm for estimation of linear exponential Hawkes processes. Our method reduces the computational complexity to approximately $O(N/P)$ with $P$ parallel processors, and naturally yields a batching scheme to maintain constant memory usage, avoiding GPU memory constraints. Importantly, it computes the exact likelihood without any additional assumptions or approximations, preserving the simplicity and interpretability of the model. We demonstrate orders-of-magnitude speedups on simulated and real datasets, scaling to thousands of nodes and tens of millions of events, substantially beyond scales reported in prior work. We provide an open-source PyTorch library implementing our optimizations.

Vision transformers (ViT) rely on attention mechanism to weigh input features, and therefore attention scores have naturally been considered as explanations for its decision-making process. However, attention scores are almost always non-zero, resulting in noisy and diffused attention maps and limiting interpretability. Can we quantify uncertainty measures of attention scores and obtain regularized attention scores? To this end, we consider attention scores of ViT in a statistical framework where independent noise would lead to insignificant yet non-zero scores. Leveraging statistical learning techniques, we introduce the bootstrapping for attention scores which generates a baseline distribution of attention scores by resampling input features. Such a bootstrap distribution is then used to estimate significances and posterior probabilities of attention scores. In natural and medical images, the proposed Attention Regularization approach demonstrates a straightforward removal of spurious attention arising from noise, drastically improving shrinkage and sparsity. Quantitative evaluations are conducted using both simulation and real-world datasets. Our study highlights bootstrapping as a practical regularization tool when using attention scores as explanations for ViT. Code available: https://github.com/ncchung/AttentionRegularization

The fundamental problem of causal inference - that the counterfactual outcome for any individual is never observed - has shaped the entire methodology of the field. Every existing approach substitutes assumptions for missing data: ignorability, parallel trends, exclusion restrictions. None produces the counterfactual itself. This paper proposes the Digital Twin Counterfactual Framework (DTCF): rather than estimating the counterfactual statistically, we simulate it using a digital twin and subject the simulation to a hierarchical validation regime. We formalize the digital twin simulator as a stochastic mapping within the potential outcomes framework and introduce a hierarchy of twin fidelity assumptions - from marginal fidelity through joint fidelity to structural fidelity - each unlocking a progressively richer class of estimands. The central contribution is threefold. First, a five-level validation architecture converts the unfalsifiable claim that the simulator produces correct counterfactuals into falsifiable tests against observable data. Second, a formal decomposition separates causal quantities into those that are marginally validated (ATE, CATE, QTE - testable through observable-arm comparison) and those that are copula-dependent (the ITE distribution, probability of benefit/harm, variance of treatment effects - permanently reliant on the unobservable within-individual dependence structure). Third, bounding, sensitivity, and uncertainty quantification tools make the copula dependence explicit. The DTCF does not resolve the fundamental problem of causal inference. What it provides is a framework in which marginal causal claims become increasingly testable, joint causal claims become explicitly assumption-indexed, and the gap between the two is formally characterized.

We develop a rare chance-constrained optimal control framework for autonomous traffic management, with traffic dynamics governed by stochastic partial differential equations. To efficiently enforce these probabilistic safety specifications, we exploit a large deviation theory (LDT) based approximation method, which converts the original highly non-convex, sampling-heavy stochastic optimization problem into a tractable deterministic nonlinear programming problem. The proposed LDT-based reformulation exhibits superior computational scalability, as its computational cost remains approximately constant regardless of the target violation probability, as opposed to the scaling challenge of traditional sampling-based methods. The effectiveness of the proposed framework is illustrated through numerical experiments on a ring road with stochastic on-ramp inflow, and evaluated with two representative risk measures, namely, maximum traffic density and speed variation. The results show that the proposed method keeps the violation probability close to the target without parameter tuning and is more than ten times faster than a risk-averse baseline.

Singular statistical models arise whenever different parameter values induce the same distribution, leading to non-identifiability and a breakdown of classical asymptotic theory. While existing approaches analyze these phenomena in parameter space, the resulting descriptions depend heavily on parameterization and obscure the intrinsic statistical structure of the model. In this paper, we introduce an invariant framework based on observable charts: collections of functionals of the data distribution that distinguish probability measures. These charts define local coordinate systems directly on the model space, independent of parameterization. We formalize observable completeness as the ability of such charts to detect identifiable directions, and introduce observable order to quantify higher-order distinguishability along analytic perturbations. Our main result establishes that, under mild regularity conditions, observable order provides a lower bound on the rate at which Kullback-Leibler divergence vanishes along analytic paths. This connects intrinsic geometric structure in model space to statistical distinguishability and recovers classical behavior in regular models while extending naturally to singular settings. We illustrate the framework in reduced-rank regression and Gaussian mixture models, where observable coordinates reveal both identifiable structure and singular degeneracies. These results suggest that observable charts provide a unified and parameterization-invariant language for studying singular models and offer a pathway toward intrinsic formulations of invariants such as learning coefficients.

Carvalho (2010) established two foundational theorems for the horseshoe prior: tight two-sided logarithmic bounds on the marginal density near the origin (Theorem~1.1), and a super-efficient rate of convergence of the Bayes predictive density to the true sampling density in sparse situations (Theorem~2). The “Shrink Globally, Act Locally” paper \citep{polson2010shrink} formalised necessary and sufficient conditions on the prior's behaviour at the origin for sparsity adaptation as $p \to \infty$. We show that these results are not merely descriptive properties of the horseshoe – they are the finite-sample precursors to the asymptotic moderate deviation principle (MDP) of \citet{datta2026newlook}. The log-pole singularity $\piH(\theta) \asymp -\log\abs{\theta}$ is precisely the origin integrability boundary that selects the MDP threshold $\tcrit = \sqrt{\log(\pi n/2)}$; super-efficiency below the threshold and tail robustness above it together produce the ABOS Bayes risk $p_0 \log(p/p_0)/n$; and the Clarke–Barron information-theoretic asymptotics of Bayes methods provide the unifying framework in which all three results are faces of a single logarithmic budget principle.

The Gaussian Process (GP) assumption is often used in functional data analysis. We propose a method to assess departures from the GP assumption, both in terms of the shape of the distribution and its potential dependence on covariates, using a sequence of functional moment regressions. Our methods are inspired by and applied to objectively measured minute-level physical activity data from the National Health and Nutrition Examination Survey (NHANES) 2011-2014 study. In this setting, we find that the GP assumption is not satisfied, quantify the associations between functional moments and covariates, and show that standard data transformations, such as the log transformation, do not resolve the discrepancy between assumptions and reality. We further show that when the effect sizes are moderate, inference on the functional fixed effects is largely unaffected by departures from the GP assumption. However, when effect sizes are small, both inference and prediction of subject-level data can be strongly affected. Extensive simulations support these findings. This pragmatic paper presents new methods for real data analysis, with implications for statistical methodology and for understanding human activity and health.

While test-time scaling has enabled large language models to solve highly difficult tasks, state-of-the-art results come at exorbitant compute costs. These inefficiencies can be attributed to the miscalibration of post-trained language models, and the lack of calibration in popular sampling techniques. Here, we present Online Reasoning Calibration (ORCA), a framework for calibrating the sampling process that draws upon conformal prediction and test-time training. Specifically, we introduce a meta-learning procedure that updates the calibration module for each input. This allows us to provide valid confidence estimates under distributional shift, e.g. in thought patterns that occur across different stages of reasoning, or in prompt distributions between model development and deployment. ORCA not only provides theoretical guarantees on conformal risks, but also empirically shows higher efficiency and generalization across different reasoning tasks. At risk level $\delta=0.1$, ORCA improves Qwen2.5-32B efficiency on in-distribution tasks with savings up to 47.5% with supervised labels and 40.7% with self-consistency labels. Under zero-shot out-of-domain settings, it improves MATH-500 savings from 24.8% of the static calibration baseline to 67.0% while maintaining a low empirical error rate, and the same trend holds across model families and downstream benchmarks. Our code is publicly available at https://github.com/wzekai99/ORCA.

This pedagogical review examines the use of machine learning methods in finite-population inference for survey sampling, with an emphasis on design-based validity and statistical inference. While flexible prediction tools offer substantial gains in estimation accuracy, they also introduce important challenges, primarily due to the dependence between the fitted predictors and the sample. We focus on settings in which such predictions enter survey estimation through model-assisted estimation, item nonresponse imputation, and unit nonresponse adjustment. For model-assisted estimation and item nonresponse, we show how cross-fitting and Neyman-orthogonal estimating equations can adapt ideas from double/debiased machine learning to survey data, allowing the use of high-dimensional or nonparametric learners while preserving root-n consistency and asymptotic normality under suitable conditions. In contrast, for unit nonresponse, standard inverse-probability weighting remains outcome-agnostic and operationally attractive, but this same feature makes doubly robust and orthogonal constructions harder to deploy in official statistics. We also briefly discuss related developments in small area estimation and probability/nonprobability data integration. Overall, the paper highlights both the promise of machine learning and the fundamental inferential challenges it raises for survey practice.

We study how to orchestrate multiple large language models (LLMs) for reliable binary classification when models differ in accuracy, monetary cost, and response time. A decision-maker adaptively chooses which LLM to query, updates its belief after each response, and stops once sufficient confidence has been reached. Our results reveal a sharp contrast between exact and near-optimal orchestration. In the worst case, an exactly optimal policy may need to query every available LLM. Yet under high reliability requirements, a simple policy using at most two LLMs is asymptotically optimal. The policy identifies one specialist for each possible outcome and adaptively switches between them according to the accumulated evidence. We derive a universal lower bound on the achievable cost and show that this two-LLM policy approaches the bound at the best possible rate. Two LLMs are not merely sufficient; they can be essential. When models have complementary strengths, relying on the best single LLM can be arbitrarily more costly than using two specialists. How the models are queried also matters: committing to a fixed query plan can waste substantial resources because it cannot stop early or redirect queries as evidence accumulates. In a weak-signal regime, we analytically show that the best static design costs four times as much as the optimal sequential policy. Numerical experiments using 18 LLMs on a public benchmark show that these benefits remain substantial at practically relevant confidence levels. The main message is simple: near-optimal LLM orchestration need not require coordinating a large portfolio of models. Identifying two complementary specialists and switching between them as evidence evolves can capture most of the value of adaptive inference.

To achieve net-zero emissions, cities must transition away from reliance on private vehicles. However, car-centric urban growth has transformed the automobile from a convenience tool into a necessity for accessing essential services, creating significant "car dependency". This study introduces a novel Car Dependency Index (CDI) that quantifies the accessibility gap between private and public transport across 18 cities in Europe and North America. Utilising high-resolution geospatial data and numerical simulations, we reveal pronounced spatial inequalities, showing that car dependency remains a primary driver of car ownership even when accounting for income. A “what-if" simulation of the planned metro expansion in Rome predicts a reduction of approximately 60,000 commuting vehicles, yet highlights that isolated interventions have localised impacts. We conclude that systemic, network-level transit expansions are essential to dismantle car-based systems and foster equitable, sustainable urban mobility. Our framework provides policymakers with an objective, scalable tool to identify viable areas for car-free zones and target infrastructure investments effectively.

We develop Structured-Knowledge-Informed Neural Networks (SKINNs), a unified estimation framework that embeds theoretical, simulated, previously learned, or cross-domain insights as differentiable constraints within flexible neural function approximation. SKINNs jointly estimate neural network parameters and economically meaningful structural parameters in a single optimization problem, enforcing theoretical consistency not only on observed data but over a broader input domain through collocation, and therefore nesting approaches such as functional GMM, Bayesian updating, transfer learning, PINNs, and surrogate modeling. SKINNs define a class of M-estimators that are consistent and asymptotically normal with root-N convergence, sandwich covariance, and recovery of pseudo-true parameters under misspecification. We establish identification of structural parameters under joint flexibility, derive generalization and target-risk bounds under distributional shift in a convex proxy, and provide a restricted-optimal characterization of the weighting parameter that governs the bias-variance tradeoff. In an illustrative financial application to option pricing, SKINNs improve out-of-sample valuation and hedging performance, particularly at longer horizons and during high-volatility regimes, while recovering economically interpretable structural parameters with improved stability relative to conventional calibration. More broadly, SKINNs provide a general econometric framework for combining model-based reasoning with high-dimensional, data-driven estimation.

We develop a general reduction scheme that converts reverse detection–estimation gaps into computational lower bounds for norm approximation. If an efficiently computable estimator has error well below a conjectured computational detection threshold, then a sufficiently accurate norm approximator applied to this estimator would yield an efficient test, transferring average-case detection hardness to worst-case approximation hardness. The ratio between the detection and estimation scales becomes a lower bound on the achievable approximation factor. We apply the reduction in three settings. Using a previously established reverse gap for high-order cumulant tensors, we obtain a conditional lower bound for polynomial-time approximation of the order-$d$ tensor spectral norm. We then establish new reverse gaps for the $k$-sparse matrix spectral norm and a normalized $k$-sparse matrix cut norm under planted-clique hardness. The resulting lower bounds are of order $\sqrt{k}$ up to a logarithmic factor, matching the simple deterministic $\sqrt{k}$ certificates, whereas previous hardness results for the sparse principal component objective rule out only constant factors. Finally, under a model-specific low-degree conjecture, a new reverse gap forces polynomially growing approximation factors for the order-$d$ tensor cut norm when $d\ge3$. These results identify reverse detection–estimation gaps as a systematic source of computational lower bounds for norm approximation.

Functional data consist of trajectories observed over a continuous domain, such as time, space, or wavelength. Here we consider curves observed on different groups of subjects and propose a Bayesian multi-group functional factor analysis framework that jointly models the data via an explicit decomposition into group-specific mean functions and latent components that capture both common and distinct latent structures across the groups. We represent these functional components as linear combinations of a common set of B-spline bases, achieving a low-rank representation of the latent factors. We further impose a parameter-expanded cumulative shrinkage process prior on the factor loadings, which induces increasing shrinkage and automatically selects the number of active shared and group-specific factors. We evaluate the model's performance through simulation studies and show that the model accurately recovers the number of underlying factors and effectively distinguishes variations in functional observations driven by shared versus group-specific complex structures under various scenarios. For real data analysis, we apply the model to EEG data on alcoholic and healthy subjects and identify shared latent factors, that capture canonical characteristic components of the EEG curves, along with group-specific factors that reveal specific neural activity patterns.

The aim of survey statistics is to produce estimates with a minimal bias and a corresponding acceptable variance given a specific budget, preferable with a minor response burden for the participants. In recent years, considerable efforts have been made to achieve this through the extended use of found or non-probability data. However, to be able to safely utilize such data, rigorous theoretical foundations is needed, where one main concern is the of lack control due to not having access to the selection mechanism for the data. Several methods have been proposed in the literature to deal with this, though often relying on assumptions that may be difficult or impossible to verify in practice. Extending on the Data Integrated (DI) estimator introduced by Kim and Tam (2021), this paper introduce the Model Assisted Data Integration (MADI) sampling strategy. The proposed sampling strategy includes an estimator that has the desired properties: it is design-unbiased, has a design-unbiased variance estimator and is suitable for the intense production cycle of the statistical agency. The estimator uses nonprobability data combined with a probability sample that has a sampling design which aims to include individuals not captured by the nonprobability data. The estimator can use arbitrary machine learning models to produce unbiased estimates. A main conclusion of the paper is that the proposed sampling strategy can produce estimates with much lower variances compared to traditional survey estimators, and we use real empirical data to illustrate this point.

The bootstrap is a foundational tool in statistical inference, but its classical implementation relies on Monte Carlo resampling, introducing approximation error and incurring high computational cost – especially for large datasets and complex models. We present the Quantum Bootstrap (QBOOT), a quantum algorithm that computes the ideal bootstrap estimate exactly by encoding all possible resamples in quantum superposition, evaluating the target statistic in parallel, and extracting the aggregate via quantum amplitude estimation. Under mild circuit efficiency assumptions, QBOOT achieves a near-quadratic speedup over the classical bootstrap in approximating the ideal estimator, independent of the statistic or underlying distribution. We provide a rigorous theoretical analysis of its statistical error properties – addressing a gap in the quantum algorithms literature – and validate our results through experiments on the IBM quantum simulator for the sample mean problem. Our findings demonstrate that QBOOT preserves the asymptotic properties of the ideal bootstrap while substantially improving computational efficiency and precision, establishing a scalable and principled framework for quantum statistical inference.

Since the random language model was proposed by E. DeGiuli [Phys. Rev. Lett. 122, 128301], language models have been investigated intensively from the viewpoint of statistical mechanics. Recently, the existence of a Berezinskii–Kosterlitz–Thouless transition was numerically demonstrated in models with long-range interactions between symbols. In statistical mechanics, it has long been known that long-range interactions can induce phase transitions. Therefore, it has remained unclear whether phase transitions observed in language models originate from genuinely linguistic properties that are absent in conventional spin models. In this study, we construct a random language model with short-range interactions and numerically investigate its statistical properties. Our model belongs to the class of context-sensitive grammars in the Chomsky hierarchy and allows explicit reference to contexts. We find that a phase transition occurs even when the model refers only to contexts whose length remains constant with respect to the sentence length. This result indicates that finite-temperature phase transitions in language models are genuinely induced by the intrinsic nature of language, rather than by long-range interactions.

We introduce a differentially private manifold denoising framework that allows users to exploit sensitive reference datasets to correct noisy, non-private query points without compromising privacy. The method follows an iterative procedure that (i) privately estimates local means and tangent geometry using the reference data under calibrated sensitivity, (ii) projects query points along the privately estimated subspace toward the local mean via corrective steps at each iteration, and (iii) performs rigorous privacy accounting across iterations and queries using $(\varepsilon,\delta)$-differential privacy (DP). Conceptually, this framework brings differential privacy to manifold methods, retaining sufficient geometric signal for downstream tasks such as embedding, clustering, and visualization, while providing formal DP guarantees for the reference data. Practically, the procedure is modular and scalable, separating DP-protected local geometry (means and tangents) from budgeted query-point updates, with a simple scheduler allocating privacy budget across iterations and queries. Under standard assumptions on manifold regularity, sampling density, and measurement noise, we establish high-probability utility guarantees showing that corrected queries converge toward the manifold at a non-asymptotic rate governed by sample size, noise level, bandwidth, and the privacy budget. Simulations and case studies demonstrate accurate signal recovery under moderate privacy budgets, illustrating clear utility-privacy trade-offs and providing a deployable DP component for manifold-based workflows in regulated environments without reengineering privacy systems.

Estimation of heterogeneous long-term treatment effects (HLTEs) is relevant for personalized decision-making in marketing, economics, and medicine, where short-term observational datasets are often combined with long-term observational datasets. However, HLTE estimation is challenging due to limited overlap in treatment assignments or in long-term outcomes for certain subpopulations, which can lead to unstable HLTE estimates with large finite-sample variance. To address this challenge, we introduce the LT-O-learners (Long-Term Orthogonal Learners), a set of novel orthogonal learners for HLTE estimation in the canonical HLTE setting with surrogacy. The key idea of our LT-O-learners is to retarget the loss via custom overlap weights that downweight low-overlap samples. We show that the retargeted loss recovers the true HLTE pointwise and satisfies Neyman-orthogonality. We further prove two key theoretical results: (i) The nuisance error enters the error bound only through higher-order terms, which means our learners are robust to nuisance estimation error. (ii) Under a linear function class, the retargeting effectively controls the asymptotic variance of the HLTE estimator via the overlap weights in low-overlap regimes. We conduct experiments on synthetic and real-world datasets to confirm the theoretical properties of our LT-O-learners, particularly robustness in low-overlap regimes. To our knowledge, ours are the first orthogonal learners for HLTE estimation robust to low overlap in long-term settings.

We develop a transport-geometric theory of cosmological peak statistics based on optimal transport and entropy geometry. The density field is treated as a probability measure in Wasserstein space, and its local structure is characterized by a logarithmic curvature tensor obtained as the localized response of an entropy functional. Peaks are thereby defined as positive-curvature stationary points, and their abundance is formulated as a curvatureconditioned measure on local tensor space. In the Gaussian-linear limit, this measure admits a finite-dimensional closure in terms of the spectral moments of the density field. The resulting peak abundance reduces exactly to the classical BBKS formula, identifying BBKS as a solvable Gaussian closure of a more general geometric structure. This formulation separates peak statistics into three fundamental ingredients: the probability distribution of local variables, the positive-curvature constraint, and the induced geometric measure. The theory extends naturally beyond the Gaussian approximation. Nonlinear evolution appears as a deformation of the logarithmic curvature geometry, while primordial non-Gaussianity is interpreted as a deformation of the curvature-conditioned measure itself. We further formulate two- and three-point peak statistics as higher-order curvature-conditioned measures and show that the resulting hierarchy can be organized as response functions to long-wavelength background modes, with conventional peak bias emerging as the lowest-order response coefficient. These results provide a unified description linking optimal transport, curvature geometry, peak statistics, and cosmological observables, and establish a systematic framework for studying nonlinearity, scale dependence, primordial non-Gaussianity, and higher-order peak correlations.

Canonical correlation analysis is a classic well-known multivariate statistical method focusing on the relationships between two sets of variables. The visualisation of those relationships can be achieved by means of a biplot of the between-set correlation matrix. The canonical analysis provides a low-rank approximation to the between-set correlation matrix that is optimal in a generalised least squares sense. This article proposes to adjust the between-set correlation matrix using either a single scalar effect, or column and/or row effects. An alternating generalised least squares algorithm is proposed to obtain optimal adjustments and low-rank factorisations. The adjustment leads to a better approximation of the between-set correlation matrix that achieves a lower root mean squared error in comparison with the classic canonical analysis. The results of the adjusted analysis can be efficiently visualised using biplots, with a minimal change in interpretation rules that only affects the biplot origin. Biplot calibration is used to enhance the visualisation of the results of the adjusted analysis. Some examples with publicly available data sets from social science, geochemistry and medical science illustrate the proposed improvement. Software for carrying out the adjusted canonical analysis in the R environment is provided.