Papers

Despite the sustained popularity of Q-learning as a practical tool for policy determination, a majority of relevant theoretical literature deals with either constant ($\eta_{t}\equiv \eta$) or polynomially decaying ($\eta_{t} = \eta t^{-\alpha}$) learning schedules. However, it is well known that these choices suffer from either persistent bias or prohibitively slow convergence. In contrast, the recently proposed linear decay to zero (LD2Z: $\eta_{t,n}=\eta(1-t/n)$) schedule has shown appreciable empirical performance, but its theoretical and statistical properties remain largely unexplored, especially in the Q-learning setting. We address this gap in the literature by first considering a general class of power-law decay to zero (PD2Z-$\nu$: $\eta_{t,n}=\eta(1-t/n)^{\nu}$). Proceeding step-by-step, we present a sharp non-asymptotic error bound for Q-learning with PD2Z-$\nu$ schedule, which then is used to derive a central limit theory for a new tail Polyak-Ruppert averaging estimator. Finally, we also provide a novel time-uniform Gaussian approximation (also known as strong invariance principle) for the partial sum process of Q-learning iterates, which facilitates bootstrap-based inference. All our theoretical results are complemented by extensive numerical experiments. Beyond being new theoretical and statistical contributions to the Q-learning literature, our results definitively establish that LD2Z and in general PD2Z-$\nu$ achieve a best-of-both-worlds property: they inherit the rapid decay from initialization (characteristic of constant step-sizes) while retaining the asymptotic convergence guarantees (characteristic of polynomially decaying schedules). This dual advantage explains the empirical success of LD2Z while providing practical guidelines for inference through our results.

Dirichlet distributions are probability measures on the unit simplex. They are often used as prior distributions in modeling categorical data, such as in topic analysis of text data. Motivated by this application, we consider Monte Carlo estimation of expectations $\mathbb{E}[\exp(nH(\theta))]$, where $\theta$ has a Dirichlet distribution, $H$ is a real-valued function, and $n$ is a parameter. We develop variance reduction techniques particularly designed to work well for large $n$. Our analysis is guided by the Laplace method for approximating integrals, which we extend to fit our problem setting. We develop an importance sampling method that achieves a near-optimal asymptotic relative error. We use related ideas to select a provably effective control variate. We illustrate these results through their application in topic analysis.

Cross-correlation functions (CCFs) are classical tools for studying lead-lag relationships between paired time series, but they are most often used descriptively rather than inferentially. Motivated by mouse experiments on gut-brain interactions in reward learning, we carry out a two-sample hypothesis test for formal statistical inference on collections of subject-specific CCF curves. In our application, each experimental session yields two related CCFs describing the temporal association of dopamine activity with locomotor velocity and acceleration, which leads naturally to a multivariate functional data formulation. We treat each empirical CCF as a functional observation indexed by lag and test equality of mean multivariate CCF functions across groups using integrated and maximum-type global statistics, \(F_{\mathrm{int}}\) and \(F_{\max}\), constructed from pointwise Hotelling \(T^2\) statistics. The integrated test targets broad differences across the lag domain, whereas the maximum test is sensitive to local differences. Applied to free-feeding and intragastric infusion datasets, the proposed methods detect substantial differences in dopamine-locomotion coupling across brain region and biological sex in the free-feeding experiment, with more selective effects in the infusion setting. The proposed framework provides a flexible and rigorous FDA-based approach for comparing dynamic dependence structures across experimental conditions.

Foundation models for biology and physics optimize predictive accuracy, but their internal representations systematically fail to preserve the continuous geometry of the systems they model. We identify the root cause: the Geometric Alignment Tax, an intrinsic cost of forcing continuous manifolds through discrete categorical bottlenecks. Controlled ablations on synthetic dynamical systems demonstrate that replacing cross-entropy with a continuous head on an identical encoder reduces geometric distortion by up to 8.5x, while learned codebooks exhibit a non-monotonic double bind where finer quantization worsens geometry despite improving reconstruction. Under continuous objectives, three architectures differ by 1.3x; under discrete tokenization, they diverge by 3,000x. Evaluating 14 biological foundation models with rate-distortion theory and MINE, we identify three failure regimes: Local-Global Decoupling, Representational Compression, and Geometric Vacuity. A controlled experiment confirms that Evo 2's reverse-complement robustness on real DNA reflects conserved sequence composition, not learned symmetry. No model achieves simultaneously low distortion, high mutual information, and global coherence.

Small area estimation produces estimates of population parameters for geographic and demographic subgroups with limited sample sizes. Such estimates are critical for policy decisions, yet principled validation of these models remains a challenge. Unlike conventional predictive settings, validation data are rarely available. Data thinning splits a single observation into independent training and test components. It enables out-of-sample validation using only the area-level summary statistics routinely available, requiring only their Gaussianity and known sampling variances. However, the properties of thinning-based model comparison have not been formally studied. In this paper, we develop these properties. We construct an unbiased estimator of thinned-data mean squared error and show that it differs systematically from its full-data counterpart; for the standard Fay-Herriot model, the gap admits a closed-form expression that depends on the candidate model's shrinkage behavior. We further show that the estimator variance increases sharply as the training fraction approaches one, producing a bias-variance tradeoff with no universally optimal thinning parameter. Practical recommendations balancing these forces are informed by theory and verified empirically. Design-based simulations using American Community Survey microdata show that the recommended data thinning approach is competitive with information-criterion and simulation-based methods, and substantially more stable across heterogeneous sampling designs.

We consider causal discovery in structural causal models driven by heavy-tailed noise, where extremes carry important information about causal direction. We introduce the Heavy-Tailed Homogeneous Structural Causal Model (HT-HSCM), a unified framework that generalizes heavy-tailed linear and max-linear models. We demonstrate that causal tail coefficients identify the complete ancestral partial order of the underlying directed acyclic graph. We also formulate a recursive algorithm for recovering quantities associated with the model called ancestral impulse-responses from the causal tail coefficients. Our results provide a general and theoretically justified framework for causal discovery in heavy-tailed systems.

Two common formulations of meta-analytical models include the standard two-stage normal-normal models, which synthesise estimated effect sizes, and the one-stage generalised linear mixed model (GLMM), which directly model the underlying outcome data across studies. The general-purpose glmmTMB R package provides flexible response distributions and random-effect covariance structures through Template Model Builder (TMB). Its existing functionality can fit one-stage meta-analytic GLMM specifications. However, incorporating known sampling variances and covariances in the conventional two-stage inverse-variance formulation of meta-analysis was previously not easily accomplished in glmmTMB. Here, we introduce equalto, a new covariance structure in glmmTMB that allows users to supply a known sampling error variance-covariance matrix when fitting meta-analytic models. This enables explicit modelling of heteroscedasticity and dependence among sampling errors. Using simulations, we show that glmmTMB produces estimates identical to those from the corresponding metafor package functions for normal-normal models and similar estimates for GLMM specifications. We illustrate these models using published meta-analysis datasets in medicine, evolutionary ecology, and the social sciences. With the addition of the equalto covariance structure, glmmTMB now provides a unified and flexible framework for fitting two-stage normal-normal models and one-stage meta-analytic GLMMs, including multivariate specifications. These models can be fitted using the same glmmTMB() function, expanding the R toolkit available for evidence synthesis.

In dependently censored survival data, the usual assumption of independent censoring or an incorrect specification of the correlation between the event and censoring times can bias marginal survival inference. Likelihood-based estimation of this dependence can be numerically unstable with large variance, and practical alternatives are limited. The proposed method uses generalized method-of-moments to estimate the copula correlation parameter of a Normal, Clayton, Gumbel, or Frank copula that links exponential, Weibull, or log-normal marginal survival times. Bootstrap-aggregation of simulated annealing is employed over candidate correlation ranges to obtain stable estimates. Simulations assess accuracy and uncertainty via mean absolute error, bootstrap confidence intervals, and empirical coverage. The method is applied to a double-blind randomized clinical trial with dependent censoring from early patient dropouts, where accurate marginal survival inference is needed to estimate the effect of a treatment on patient survival.

Damped sinusoidal oscillations are widely observed in many physical systems, and their analysis provides access to underlying physical properties. However, parameter estimation becomes difficult when the signal decays rapidly, multiple components are superposed, and observational noise is present. In this study, we develop an autoencoder-based method that uses the latent space to estimate the frequency, phase, decay time, and amplitude of each component in noisy multi-component damped sinusoidal signals. We investigate multi-component cases under Gaussian-distribution training and further examine the effect of the training-data distribution through comparisons between Gaussian and uniform training. The performance is evaluated through waveform reconstruction and parameter-estimation accuracy. We find that the proposed method can estimate the parameters with high accuracy even in challenging setups, such as those involving a subdominant component or nearly opposite-phase components, while remaining reasonably robust when the training distribution is less informative. This demonstrates its potential as a tool for analyzing short-duration, noisy signals.

Many particle-based Bayesian inference methods use a single global step size for all parts of the update. In Stein variational gradient descent (SVGD), however, each update combines two qualitatively different effects: attraction toward high-posterior regions and repulsion that preserves particle diversity. These effects can evolve at different rates, especially in high-dimensional, anisotropic, or hierarchical posteriors, so one step size can be unstable in some regions and inefficient in others. We derive a multirate version of SVGD that updates these components on different time scales. The framework yields practical algorithms, including a symmetric split method, a fixed multirate method (MR-SVGD), and an adaptive multirate method (Adapt-MR-SVGD) with local error control. We evaluate the methods in a broad and rigorous benchmark suite covering six problem families: a 50D Gaussian target, multiple 2D synthetic targets, UCI Bayesian logistic regression, multimodal Gaussian mixtures, Bayesian neural networks, and large-scale hierarchical logistic regression. Evaluation includes posterior-matching metrics, predictive performance, calibration quality, mixing, and explicit computational cost accounting. Across these six benchmark families, multirate SVGD variants improve robustness and quality-cost tradeoffs relative to vanilla SVGD. The strongest gains appear on stiff hierarchical, strongly anisotropic, and multimodal targets, where adaptive multirate SVGD is usually the strongest variant and fixed multirate SVGD provides a simpler robust alternative at lower cost.

Cardiovascular diseases are major causes of mortality globally. They often co-occur and are interrelated, leading to partial-order relationships among their onset times. However, these onset times are subject to informative censoring due to the occurrence of death, posing significant challenges for survival prediction. In this article, we propose a novel copula-based framework that learns dependence among multiple correlated marginal components through a pseudo-likelihood for estimation. We adopt nonparametric marginals, alleviating the reliance on marginal distribution assumptions typically required in conventional copula models, and estimate the association between the onsets of intermediate cardiovascular diseases and death by solving a concordance estimating equation. Under this framework, a renewable risk assessment method is developed for dynamic survival prediction, leveraging information on disease onset times and the maximum follow-up duration. Our proposed method yields estimators with well-established properties, and its flexibility and predictive effectiveness are demonstrated through extensive simulation studies. We apply the method to data from a heart disease study, demonstrating the benefits of incorporating the associations among various cardiovascular diseases and their synergistic effects on mortality for dynamic prediction of overall survival.

We study fixed-confidence Best Arm Identification (BAI) in semiparametric bandits, where rewards are linear in arm features plus an unknown additive baseline shift. Unlike linear-bandit BAI, this setting requires orthogonalized regression, and its instance-optimal sample complexity has remained open. For the transductive setting, we establish an attainable instance-dependent lower bound characterized by the corresponding linear-bandit complexity on shifted features. We then propose a computationally efficient phase-elimination algorithm based on a new $XY$-design for orthogonalized regression. Our analysis yields a nearly optimal high-probability sample-complexity upper bound, up to log factors and an additive $d^2$ term, and experiments on synthetic instances and the Jester dataset show clear gains over prior baselines.

Dementia affects over 55 million people worldwide, yet whether distinct domains of physical fitness independently protect against neurodegeneration through shared or divergent biological mechanisms remains unknown. Using the UK Biobank (n = 51,517; 12-year follow-up), we integrated epidemiological, proteomic, and neuroimaging analyses to systematically characterize the multidimensional fitness-dementia relationship. Higher handgrip strength, cardiorespiratory fitness, and pulmonary function were each independently associated with reduced dementia risk (HRs 0.50, 0.62, and 0.73, respectively, for highest vs. lowest tertiles), with stronger associations in women and younger individuals. Plasma proteomic profiling revealed domain-specific molecular signatures–neurofilament light chain predominating for muscular and cardiorespiratory fitness, and inflammatory mediators including GDF15 for pulmonary function–with 22-40 proteins per domain independently predicting dementia, converging on neuroinflammatory and neurovascular pathways. Brain MRI analyses identified hippocampal volume as a significant structural mediator (proportion mediated: 3.7-10.1%), indicating structural preservation as one of multiple mechanistic pathways. Population attributable fraction analyses estimated that suboptimal fitness may account for approximately 26% of dementia cases. These findings reveal that multidimensional physical fitness shapes dementia risk through distinct yet converging neuroinflammatory, neurovascular, and structural brain mechanisms, with implications for life-course prevention.

We propose a novel model to achieve superior out-of-sample Sharpe ratios. While most research in asset allocation focuses on estimating the return vector and covariance matrix, the first component of our novel model instead forecasts the future tangency portfolio, and the second component then determines the optimal investment portfolio. First, to forecast the tangency portfolio, we forecast the efficient frontier by decomposing its functional form, a square root second-order polynomial, into three interpretable coefficients, which can then be used to calculate a forecasted tangency portfolio. These coefficients can be forecasted using vector autoregressions. Second, the model invests in the portfolio on the efficient frontier that is the minimum Euclidean distance from this forecasted tangency portfolio. A motivation for our approach is to address the limitation that the tangency portfolio only maximizes the Sharpe ratio when future returns and covariances are stationary, and can be directly estimated with historical data, which often does not hold in out-of-sample data. Our approach addresses this shortcoming in a novel way by forecasting the tangency portfolio, rather than estimating return and covariance. For empirical testing, we employ two sets of assets that span the market to demonstrate and validate the performance of this novel method.

We propose a novel asset allocation model using a Markov process of states defined by clustered efficient frontier coefficients. While most research in Markov models of the market characterize regimes using return and volatility, we instead propose characterizing these states using efficient frontiers, which provide more information on the interactions of underlying assets that comprise the market. Efficient frontiers can be decomposed to their functional form, a square-root second-order polynomial defined by three coefficients, to provide a dimensionality reduction of the return vector and covariance matrix. Each month, the proposed model hierarchically clusters the monthly coefficients data up to the current month, to characterize the market states, then defines a Markov process on the sequence of states. To incorporate these states into portfolio optimization, for each state, we calculate the tangency portfolio using only return data in that state. We then take the expectation of these weights for each state, weighted by the probability of transitioning from the current state to each state. To empirically validate our proposed model, we employ three sets of assets that span the market, and show that our proposed model significantly outperforms benchmark portfolios.

In many modern applications, a carefully designed primary study provides individual-level data for interpretable modeling, while summary-level external information is available through black-box, efficient, and nonparametric machine-learning predictions. Although summary-level external information has been studied in the data integration literature, there is limited methodology for leveraging external nonparametric machine-learning predictions to improve statistical inference in the primary study. We propose a general empirical-likelihood framework that incorporates external predictions through moment constraints. An advantage of nonparametric machine-learning prediction is that it induces a rich class of valid moment restrictions that remain robust to covariate shift under a mild overlap condition without requiring explicit density-ratio modeling. We focus on multinomial logistic regression as the primary model and address common data-quality issues in external sources, including coarsened outcomes, partially observed covariates, covariate shift, and heterogeneity in generating mechanisms known as concept shift. We establish large-sample properties of the resulting fused estimator, including consistency and asymptotic normality under regularity conditions. Moreover, we provide mild sufficient conditions under which incorporating external predictions delivers a strict efficiency gain relative to the primary-only estimator. Simulation studies and an application to the National Health and Nutrition Examination Survey on multiclass blood-pressure classification.

This article proposes a biconvex modification to convex biclustering in order to improve its performance in high-dimensional settings. In contrast to heuristics that discard a subset of noisy features a priori, our method jointly learns and accordingly weighs informative features while discovering biclusters. Moreover, the method is adaptive to the data, and is accompanied by an efficient algorithm based on proximal alternating minimization, complete with detailed guidance on hyperparameter tuning and efficient solutions to optimization subproblems. These contributions are theoretically grounded; we establish finite-sample bounds on the objective function under sub-Gaussian errors, and generalize these guarantees to cases where input affinities need not be uniform. Extensive simulation results reveal our method consistently recovers underlying biclusters while weighing and selecting features appropriately, outperforming peer methods. An application to a gene microarray dataset of lymphoma samples recovers biclusters matching an underlying classification, while giving additional interpretation to the mRNA samples via the column groupings and fitted weights.

Frozen pretrained image representations are widely used for transfer learning: a backbone is kept fixed, feature vectors are extracted, and a lightweight classifier is trained on top. This pipeline usually feeds the full feature vector to the classifier, even when the target task has far fewer classes than the pretraining task. We revisit a classical alternative: supervised dimensionality reduction with Linear Discriminant Analysis (LDA) before linear probing. We evaluate ten dimensionality-reduction strategies on frozen features from six backbones – ResNet-18, ResNet-50, MobileNetV3-Small, EfficientNet-B0, ViT-B/16, and DINOv2-ViT-S/14 – across CIFAR-100, Tiny ImageNet, and CUB-200-2011. Under a fixed logistic-regression protocol, LDA improves accuracy over full features in 11 of 12 coarse-grained configurations, with gains up to 4.5 percentage points while reducing feature dimensionality by 48-87%. The same projection consistently hurts on fine-grained CUB-200, where full features win across all six backbones. This establishes a practical boundary condition: LDA is useful when class-level structure is coarse enough to be captured by mean-separating directions, but it can discard subtle cues needed for fine-grained recognition. We also compare LDA with PCA, PCA+LDA, regularized LDA, Local Fisher Discriminant Analysis, Neighbourhood Components Analysis, and three lightweight LDA extensions. The results show that plain LDA offers the best accuracy-cost tradeoff for most coarse-grained settings, while more complex supervised reduction methods rarely justify their additional cost. Overall, the study provides concrete guidance for when post-hoc supervised projection should, and should not, be inserted into frozen-feature image classification pipelines.

This paper proposes a machine learning assisted portfolio optimization framework designed for low data environments and regime uncertainty. We construct a teacher student learning pipeline in which a Conditional Value at Risk (CVaR) optimizer generates supervisory labels, and neural models (Bayesian and deterministic) are trained using both real and synthetically augmented data. The synthetic data is generated using a factor based model with t copula residuals, enabling training beyond the limited real sample of 104 labeled observations. We evaluate four student models under a structured experimental framework comprising (i) controlled synthetic experiments (3 x 5 seed grid), (ii) in-distribution real market evaluation (C2A) and (iii) cross-universe generalization (D2A). In real-market settings, models are deployed using a rolling evaluation protocol where a frozen pretrained model is periodically fine tuned on recent observations and reset to its base state, ensuring stability while allowing limited adaptation. Results show that student models can match or outperform the CVaR teacher in several settings, while achieving improved robustness under regime shifts and reduced turnover. These findings suggest that hybrid optimization learning approaches can enhance portfolio construction in data constrained environments

This paper presents StrADiff, a Structured Source-Wise Adaptive Diffusion Framework for unsupervised blind source separation under linear and nonlinear mixing. The framework treats each latent dimension as a source branch and assigns to it an individual adaptive reverse diffusion mechanism, so that latent sources are recovered directly from observed mixtures through a single end-to-end objective, without supervised source labels or separate post-processing. Source-wise generation, structural regularization, and observation-space reconstruction are optimized jointly during training. In this instantiation, a Gaussian process (GP) prior is used as one example of a source-wise structured prior to impose temporal organization on each recovered trajectory; the framework itself is not restricted to GP priors and can in principle incorporate other structured priors. Theoretical components clarify the induced pushforward source law, the sample-level role of the structured prior, the coupling between source recovery and prior adaptation, and a conditional weak recovery statement in an idealized linear low-noise regime. Experiments on linear and nonlinear mixtures show that StrADiff can recover meaningful latent source trajectories in an unsupervised manner, with particularly stable performance in the linear case and moderate degradation under nonlinear mixing. Beyond classical signal separation, a source branch may also be interpreted as an independent, disentangled, or otherwise interpretable explanatory factor under suitable structural assumptions, suggesting a broader route toward structured latent modeling and future identifiable nonlinear representation learning.

This paper introduces discourse_simulator, an open-source framework that combines LLMs with agent-based modelling. It offers a new way to simulate how public attitudes toward immigration change over time in response to salient events like protests, controversies, or policy debates. Large language models (LLMs) are used to generate social media posts, interpret opinions, and model how ideas spread through social networks. Unlike traditional agent-based models that rely on fixed, rule-based opinion updates and cannot generate natural language or consider current events, this approach integrates multidimensional sociological belief structures and real-world event timelines. This framework is wrapped into an open-source Python package that integrates generative agents into a small-world network topology and a live news retrieval system. discourse_sim is purpose-built as a social science research instrument specifically for studying attitude dynamics, polarisation, and belief evolution following real-world critical events. Unlike other LLM Agent Swarm frameworks, which treat the simulations as a prediction black box, discourse_sim treats it as a theory-testing instrument, which is fundamentally a different epistemological stance for studying social science problems. The paper further demonstrates the framework by modelling the Dublin anti-immigration march on April 26, 2025, with N=100 agents over a 15-day simulation. Package link: https://pypi.org/project/discourse-sim/

Ride-hailing and autonomous mobility-on-demand operators reposition idle supply before future demand is fully observed. We study a retrieval-calibrated predict-then-optimize approach for this problem: historical demand regimes are matched to the current query block, combined into a calibrated demand prior, and passed to a fleet-balancing controller. The paper makes three contributions. First, we train a leakage-safe similarity gate whose objective penalizes demand error, pickup spatial mismatch, and queue shortage risk rather than retrieval rank alone. Second, we develop a spatial queue-regret decomposition for a stable queueing surrogate, linking demand-field error to wait through queueing sensitivity, allocator sensitivity, and Wasserstein pickup mismatch. Third, we evaluate learned retrieval and external-style rebalancing baselines in a common simulator. In the calibrated-demand gate experiment, across eight New York City scenarios and ten seeds, the spatial gate reduces mean wait to 82.3s, compared with 85.3s for hand-tuned similarity and 85.8s for a distributional-only baseline. In a separate replay-demand controller comparison, a scenario chance-MPC analog and a share-target transportation LP improve on Wen-style rebalancing (92.2s/92.2s vs. 100.1s), a reduced GPR chance-MPC comparator is intermediate at 94.4s, and an oracle MPC diagnostic is 91.3s.

The estimand framework provides guidance on handling intercurrent events, such as treatment discontinuation, in the analysis of clinical trial responses. Under ICH E9(R1), the treatment policy (TP) strategy incorporates post-discontinuation data to reflect treatment effects in real-world practice. However, many existing approaches focus primarily on imputing missing endpoint values for lost-to-follow-up subjects and do not explicitly model completers, retrieved dropouts (RDs), and lost-to-follow-up subjects within a unified framework. This may obscure the relationship between modeling assumptions and the estimand of interest when RD data are present. We propose a likelihood-based model for continuous endpoints that integrates data from all subject categories, including RDs. The approach combines an analysis of covariance formulation with a probit model for treatment discontinuation, enabling explicit formulation of treatment effects for estimands defined using the hypothetical and TP strategies. Estimation is carried out via a computationally efficient maximum likelihood procedure. Numerical studies demonstrate that the proposed method achieves improved bias and variability properties compared with commonly used imputation-based approaches.

Training Data Attribution (TDA) seeks to trace model predictions back to influential training examples, enhancing interpretability and safety. We formulate TDA as a Bayesian information-theoretic problem: subsets are scored by the information loss they induce - the entropy increase at a query when removed. This criterion credits examples for resolving predictive uncertainty rather than label noise. To scale to modern networks, we approximate information loss using a Gaussian Process surrogate built from tangent features. We show this aligns with classical influence scores for single-example attribution while promoting diversity for subsets. For even larger-scale retrieval, we relax to an information-gain objective and add a variance correction for scalable attribution in vector databases. Experiments show competitive performance on counterfactual sensitivity, ground-truth retrieval and coreset selection, showing that our method scales to modern architectures while bridging principled measures with practice.

This work reconciles two perspectives on the Elo ranking that coexist in the literature: the practitioner's view as a heuristic feedback rule, and the statistician's view as online maximum likelihood estimation via stochastic gradient ascent. Both perspectives coincide exactly in the binary case (iff the expected score is the logistic function). However, estimation noise forces a principled decoupling between the model used for ranking and the model used for prediction: the effective scale and home-field advantage parameter must be adjusted to account for the noise. We provide both closed-form corrections and a data-driven identification procedure. For multilevel outcomes, an exact relationship exists when outcome scores are uniformly spaced, but approximations are preferred in general: they account for estimation noise and better fit the data. The decoupled approach substantially outperforms the conventional one that reuses the ranking model for prediction, and serves as a diagnostic of convergence status. Applied to six years of FIFA men's ranking, we find that the ranking had not converged for the vast majority of national teams. The paper is written in a semi-tutorial style accessible to practitioners, with all key results accompanied by closed-form expressions and numerical examples.

Accounting for both rare events and complex sampling presents challenges when quantifying uncertainty for rate estimation in autonomous vehicle performance evaluation. In this paper, we introduce a statistical formulation of this problem and develop a unified compound Poisson model framework for unbiased rate estimation through the Horvitz Thompson estimator. Though asymptotic theory for the model is available, the inference of confidence intervals (CIs) in the presence of rare events requires new investigation. We also advocate for a new monotonicity criterion for rate CIs–summing the rates of disjoint types of events should produce not only a higher point estimate but also higher confidence bounds than for the individual rates–that facilitates interpretability in real applications. We propose a novel exponential bootstrap (EB) method for CI construction based on a fiducial argument; it satisfies the monotonicity property, while novel extensions of some existing methods do not. Comprehensive numerical studies show that EB performs well for a wide range of settings relevant to our applications. Fast implementation of EB based on saddlepoint approximation is also developed, which may be of independent interest.

Testing for normality is a widely used procedure in statistics and data analysis, often applied prior to employing methods that rely on the assumption of normally distributed data. While several existing tests target distributional characteristics such as higher-order moments, others focus on functional aspects such as the distribution function. In this article, we propose an alternative idea by exploiting the self-similarity property of the normal distribution and introduce the Self-Similarity Test for Normality (SSTN). This procedure leverages the structural property that the distribution of a suitably centered and scaled sum of independent and identically distributed random variables with finite variance coincides with the original distribution if and only if that distribution is normal. The SSTN evaluates normality by applying a self-similarity transformation to the standardized empirical characteristic function and examining how the transformed functions change across successive applications. For the normal distribution, repeated applications preserve the functional form of the characteristic function, whereas deviations from normality manifest in systematic changes between consecutive transforms. These changes are aggregated into a test statistic, whose null distribution is obtained by Monte Carlo calibration, using a sample-size-specific calibration for small samples and an approximation of the asymptotic null distribution for larger ones. A comprehensive simulation study shows that the SSTN performs at least competitively and frequently superior to several well-established tests for normality.

Partial observation is a pervasive obstacle in nonequilibrium physics: coarse graining may absorb hidden forcing into an apparently equilibrium-like reduced description, so a driven system can look reversible through the only variables one can measure. For scalar Gaussian observables of linear stochastic systems, no time-irreversibility statistic can detect the underlying drive. The Lucente–Crisanti ceiling constrains what one channel carries; what two channels carry is a different question, with a sharp closed-form answer. Two simultaneously observed channels retain an off-diagonal cross-spectral sector inaccessible to any scalar reduction; under channel-separable multiplicative structure the observed-channel response factors cancel identically, leaving a closed-form cross-spectral witness controlled only by the hidden spectrum, the loadings, and the innovation scales, strictly positive at every nonzero cross-coupling including at exact timescale coalescence where every scalar reduction is blind. Within general CSM this certifies shared hidden-sector drive; under the additional one-way coupling assumption the witness identifies the total entropy production rate at leading order with a square-root scaling.

Data-driven decision making frequently relies on predicting counterfactual outcomes. In practice, researchers commonly train counterfactual prediction models on a source dataset to inform decisions on a possibly separate target population. Conformal prediction has arisen as a popular method for producing assumption-lean prediction intervals for counterfactual outcomes that would arise under different treatment decisions in the target population of interest. However, existing methods require that every confounding factor of the treatment-outcome relationship used for training on the source data is additionally measured in the target population, risking miscoverage if important confounders are unmeasured in the target population. In this paper, we introduce a computationally efficient debiased machine learning framework that allows for valid prediction intervals when only a subset of confounders is measured in the target population, a common challenge referred to as runtime confounding. Grounded in semiparametric efficiency theory, we show the resulting prediction intervals achieve desired coverage rates with faster convergence compared to standard methods. Through numerous synthetic and semi-synthetic experiments, we demonstrate the utility of our proposed method.

This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them. The second section reviews existing theory of statistical inference for fractional diffusions, identifies remaining challenges and introduces a novel approach. The final section discusses results for the case where fractional diffusions result as a homogenisation limit.