Papers

In many applications, the data lie on a type of cone, where there is a distinction between an overall scale variable and the remaining scale-free structure. For example, the joint size and shape of objects are points on a cone, where size represents scale, and shape is the scale-free structure. Dimension reduction is central in such applications, as shape data are often high-dimensional. Interactions between shape and size are widespread and of significant interest in real-world applications. However, most existing methods either lack a single notion of size or focus solely on shape, effectively removing size information. We propose Principal Nested Cones (PNC), a nonlinear dimension reduction framework that preserves both shape and size. PNC represents data through a sequence of nested hypercones and progressively projects observations onto lower-dimensional cone spaces. The resulting PNC scores provide low-dimensional representations that jointly capture size-shape variation in an interpretable manner. To enable scalable computation in ultra-high-dimensional settings, we develop a fast approximation combining PCA-based transformation with standard PNC. Simulation studies and real data applications demonstrate that PNC captures nonlinear size-shape structure, improves representation and reconstruction, and yields interpretable insights across morphometric, developmental, and molecular datasets.

Accurate forecasting of electric vehicle (EV) charging demand is critical for grid management and infrastructure planning. Yet the field continues to rely on legacy benchmarks; such as the Palo Alto (2020) dataset; that fail to reflect the scale and behavioral diversity of modern charging networks. To address this, we introduce a novel large-scale longitudinal dataset collected across Scotland (2022 2025), which release it as an open benchmark for the community. Building on this dataset, we formulate EV charging demand as a spatio-temporal latent Gaussian field and perform approximate Bayesian inference via Integrated Nested Laplace Approximation (INLA). The resulting model jointly captures spatial dependence, temporal dynamics, and covariate effects within a unified proba bilistic framework. On station-level forecasting tasks, our approach achieves competitive predictive accuracy against machine learning baselines, while additionally providing principled uncertainty quan tification and interpretable spatial and temporal decompositions properties that are essential for risk-aware infrastructure planning.

Training modern neural networks often relies on large learning rates, operating at the edge of stability, where the optimization dynamics exhibit oscillatory and chaotic behavior. Empirically, this regime often yields improved generalization performance, yet the underlying mechanism remains poorly understood. In this work, we represent stochastic optimizers as random dynamical systems, which often converge to a fractal attractor set (rather than a point) with a smaller intrinsic dimension. Building on this connection and inspired by Lyapunov dimension theory, we introduce a novel notion of dimension, coined the `sharpness dimension', and prove a generalization bound based on this dimension. Our results show that generalization in the chaotic regime depends on the complete Hessian spectrum and the structure of its partial determinants, highlighting a complexity that cannot be captured by the trace or spectral norm considered in prior work. Experiments across various MLPs and transformers validate our theory while also providing new insights into the recently observed phenomenon of grokking.

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as the depth of the network increases depends crucially on the fixed points of the covariance function, resulting in three distinct limiting regimes: convergence to the same functional of a limiting Gaussian field, convergence to a Gaussian distribution, convergence to a distribution in the Qth Wiener chaos. Our proofs exploit tools that are now classical (Hermite expansions, Diagram Formula, Stein-Malliavin techniques), but also ideas which have never been used in similar contexts: in particular, the asymptotic behaviour is determined by the fixed-point structure of the iterative operator associated with the covariance, whose nature and stability governs the different limiting regimes.

This work makes two advances in the study of the (approximate) nonparametric maximum likelihood estimator (NPMLE) for exponential family mixture models. First, we develop a data-compression strategy that reduces the cost of repeated likelihood evaluations in NPMLE computation to polylogarithmic order in the sample size. Second, we show that, for a broad class of approximate NPMLEs, the resulting marginal density estimator attains an almost parametric rate of convergence.

In [97,99,100], an fl-RDT framework is introduced to characterize statistical computational gaps (SCGs). Studying symmetric binary perceptrons (SBPs), [100] obtained an algorithmic threshold estimate $\alpha_a\approx \alpha_c^{(7)}\approx 1.6093$ at the 7th lifting level (for $\kappa=1$ margin), closely approaching $1.58$ local entropy (LE) prediction [18]. In this paper, we further connect parametric RDT to overlap gap properties (OGPs), another key geometric feature of the solution space. Specifically, for any positive integer $s$, we consider $s$-level ultrametric OGPs ($ult_s$-OGPs) and rigorously upper-bound the associated constraint densities $\alpha_{ult_s}$. To achieve this, we develop an analytical union-bounding program consisting of combinatorial and probabilistic components. By casting the combinatorial part as a convex problem and the probabilistic part as a nested integration, we conduct numerical evaluations and obtain that the tightest bounds at the first two levels, $\bar{\alpha}_{ult_1} \approx 1.6578$ and $\bar{\alpha}_{ult_2} \approx 1.6219$, closely approach the 3rd and 4th lifting level parametric RDT estimates, $\alpha_c^{(3)} \approx 1.6576$ and $\alpha_c^{(4)} \approx 1.6218$. We also observe excellent agreement across other key parameters, including overlap values and the relative sizes of ultrametric clusters. Based on these observations, we propose several conjectures linking $ult$-OGP and parametric RDT. Specifically, we conjecture that algorithmic threshold $\alpha_a=\lim_{s\rightarrow\infty} \alpha_{ult_s} = \lim_{s\rightarrow\infty} \bar{\alpha}{ult_s} = \lim_{r\rightarrow\infty} \alpha_{c}^{(r)}$, and $\alpha_{ult_s} \leq \alpha_{c}^{(s+2)}$ (with possible equality for some (maybe even all) $s$). Finally, we discuss the potential existence of a full isomorphism connecting all key parameters of $ult$-OGP and parametric RDT.

The standard Monte Carlo estimator $\widehat{I}_N^{\mathrm{MC}}$ of $\int fd\omega$ relies on independent samples from $\omega$ and has variance of order $1/N$. Replacing the samples with a determinantal point process (DPP), a repulsive distribution, makes the estimator consistent, with variance rates that depend on how the DPP is adapted to $f$ and $\omega$. We examine two existing DPP-based estimators: one by Bardenet & Hardy (2020) with a rate of $\mathcal{O}(N^{-(1+1/d)})$ for smooth $f$, but relying on a fixed DPP. The other, by Ermakov & Zolotukhin (1960), is unbiased with rate of order $1/N$, like Monte Carlo, but its DPP is tailored to $f$. We revisit these estimators, generalize them to continuous settings, and provide sampling algorithms.

We propose SmoothCruiser, a new planning algorithm for estimating the value function in entropy-regularized Markov decision processes and two-player games, given a generative model of the environment. SmoothCruiser makes use of the smoothness of the Bellman operator promoted by the regularization to achieve problem-independent sample complexity of order O~(1/epsilon^4) for a desired accuracy epsilon, whereas for non-regularized settings there are no known algorithms with guaranteed polynomial sample complexity in the worst case.

Mixed-effects logistic regression is widely used for binary outcomes in hierarchical data, yet formal goodness-of-fit tests remain limited to random-intercept models and do not address sparse cluster settings. We extend a grouping-based Wald test to mixed-effects logistic models with random slopes. The procedure groups observations by predicted probabilities within clusters, augments the model with pooled group indicators, and tests their joint significance using a Wald statistic. To accommodate small clusters, we introduce a data-driven rule for selecting the number of groups, G=min(10,n_min), where n_min is the smallest cluster size, ensuring feasible estimation. Simulation studies across 24 null scenarios show that the test maintains nominal Type I error in three-level random slope models, including at smaller sample sizes than previously studied. The test exhibits increasing power to detect fixed-effects misspecification: power against omitted nonlinearity rises from 0.07 to 1.00 across effect sizes, and power against omitted interactions reaches 0.87. As expected, the test has no power to detect omission of a clustering level, reflecting its focus on residual structure in predicted probabilities. In sparse balanced designs, fixing G=10 leads to complete test failure, whereas the data-driven rule performs reliably. The method is implemented in the Stata program mlm_gof.

We introduce a new budgeted framework for online influence maximization, considering the total cost of an advertising campaign instead of the common cardinality constraint on a chosen influencer set. Our approach better models the real-world setting where the cost of influencers varies and advertisers want to find the best value for their overall social advertising budget. We propose an algorithm assuming an independent cascade diffusion model and edge level semi-bandit feedback, and provide both theoretical and experimental results. Our analysis is also valid for the cardinality constraint setting and improves the state of the art regret bound in this case.

Perceptual judgments of sequential stimuli are systematically biased by prior expectations and by the temporal structure of sensory input. In haptic discrimination tasks, these effects often manifest as time-order asymmetries, whereby the perceived difference between two stimuli depends on their presentation order. Here, we introduce a dynamical Bayesian model that accounts for these biases by combining noisy sensory measurements with an evolving internal representation of stimulus intensity. The model formalizes perception as an inference process in which prior expectations are updated by incoming stimuli and propagate in time between observations. We test the model on psychophysical data from vibrotactile discrimination experiments, in which participants compare pairs of sequential stimuli with varying intensities. With a small number of parameters, the model quantitatively reproduces both the direction and magnitude of time-order effects across subjects, as well as the observed inter-individual variability. The inferred parameters provide a compact description of perceptual biases in terms of prior expectations and noise characteristics. Beyond fitting the data, the model induces a transformation of stimulus space, leading to a subject-dependent geometry of perceived stimuli. In this transformed space, perceptual judgments exhibit approximate symmetries that are absent in the physical stimulus coordinates. These results suggest that temporal biases in perception can be understood as a consequence of dynamical inference, and that they impose non-trivial geometric constraints on perceptual representations.

Electricity price forecasting supports decision-making in energy markets and asset operation. Probabilistic forecasts are increasingly adopted to explicitly quantify uncertainty, typically issued as quantile predictions or ensembles of the full predictive distribution. However, how improvements in statistical forecast quality translate into economic value remains unclear. Battery storage arbitrage in day-ahead markets is a popular application-based benchmark for this purpose. We analyze quantile-based trading strategies (QBTS) and identify two critical flaws: they do not incentivize honest probabilistic forecasting and they ignore the intertemporal dependence structure of electricity prices. We therefore frame battery optimization as a stochastic program based on fully probabilistic forecasts and examine decision quality measurement for risk-neutral and risk-averse settings under different uncertainty models. Our discussion touches both sides of the coin: How reliable is the economic evaluation of forecasting models though (simplified) application studies - and how do improvements in statistical forecast quality for stochastic programs relate to the decision-quality and economic performance? We provide theoretical justification and empirical evidence from a case study on the German electricity market. Our results highlight the pitfalls of ranking forecasting models through battery trading strategies. We conclude with implications for evaluation practice and directions for future research in application-based forecast assessment.

The goal of machine learning is to find models that minimize prediction error on data that has not yet been seen. Its operational paradigm assumes access to a dataset $S$ and articulates a scheme for evaluating how well a given model performs on an arbitrary sample. The sample can be $S$ (in which case we speak of “in-sample” performance) or some entirely new $S'$ (in which case we speak of “out-of-sample” performance). Traditional analysis of generalization assumes that both in- and out-of-sample data are i.i.d.\ draws from an infinite population. However, these probabilistic assumptions cannot be verified even in principle. This paper presents an alternative view of generalization through the lens of sensitivity analysis of solutions of optimization problems to perturbations in the problem data. Under this framework, generalization bounds are obtained by purely deterministic means and take the form of variational principles that relate in-sample and out-of-sample evaluations through an error term that quantifies how close out-of-sample data are to in-sample data. Statistical assumptions can then be used ex post to characterize the situations when this error term is small (either on average or with high probability).

Hypergraphs serve as an effective tool widely adopted to characterize higher-order interactions in complex systems. The most intuitive and commonly used mathematical instrument for representing a hypergraph is the incidence matrix, in which each entry is binary, indicating whether the corresponding node belongs to the corresponding hyperedge. Although the incidence matrix has become a foundational tool for hypergraph analysis and mining, we argue that its binary nature is insufficient to accurately capture the complexity of node-hyperedge relationships arising from the fact that different hyperedges can contain vastly different numbers of nodes. Accordingly, based on the resource allocation process on hypergraphs, we propose a continuous-valued matrix to quantify the proximity between nodes and hyperedges. To verify the effectiveness of the proposed proximity matrix, we investigate three important tasks in hypergraph mining: link prediction, vital nodes identification, and community detection. Experimental results on numerous real-world hypergraphs show that simply designed algorithms centered on the proximity matrix significantly outperform benchmark algorithms across these three tasks.

Transformer-based scientific foundation models are increasingly deployed in high-stakes settings, but current architectures give deterministic outputs and provide limited support for calibrated predictive uncertainty. We propose Stochastic Attention, a sample average lightweight inference-time modification that randomizes attention by replacing softmax weights with normalized multinomial samples controlled by a single concentration parameter, and produces predictive ensembles without retraining. To set this parameter, we introduce a calibration objective that matches the stochastic attention output with the target, yielding an efficient univariate post-hoc tuning problem. We evaluate this mechanism on scientific foundation models for weather and time-series forecasting, as well as several regression tasks. Across benchmarks against uncertainty-aware baselines, we find that Sample Average Stochastic Attention achieves the strongest native calibration and the sharpest prediction intervals at comparable calibration, with adaptation costs nearly three orders of magnitude lower than the next-best baseline.

In the FDR-controlling literature, mirror statistics offer a flexible alternative to $p$-value based procedures. When prior information is available, however, it is unclear how to incorporate mirror statistics in a principled way, and the standard equal split used by data-splitting methods can be inefficient. In this paper, we characterize a broader class of mirror statistics for any fixed splitting scheme and establish asymptotic FDR control under mild weak-dependence conditions using a two-stage procedure inspired by \cite{li2021whiteout}. Within this class, we derive a Bayes-optimal mirror statistic. Theoretically, we demonstrate its power advantage through analyses in the Rare/Weak signal model. Building upon this Bayes-optimal mirror statistic, we propose PRADAS (PRior-Assisted DAta Splitting) that treats split ratio as a stopping time and recasts the data-splitting as an optional stopping over a natural filtration; the optimal stopping rule is characterized by the Snell envelope and computed efficiently via a Longstaff–Schwartz regression approximation. Both simulations and real data examples demonstrate the effectiveness of our proposed framework.

The multivariate generalised Gaussian distribution (MGGD) is commonly used to model high-dimensional vectors with non-Gaussian radial behaviour, ranging from sharp-peaked to heavy-tailed profiles. However, because many classical multivariate tests are based on covariance inversion or high-dimensional density estimation, formal goodness-of-fit assessment for MGGD models remains challenging in modern regimes where the dimension is comparable to or exceeds the sample size. We introduce an affine-invariant, fully non-parametric goodness-of-fit procedure based on the nearest neighbour (NN) graph topology and the adapted zero principle. Following robust standardisation, we construct an independent reference sample from the adapted standardised MGGD and measure, on the combined NN graph, the cross-edge count to assess how well the observed and reference point clouds exhibit the mixture behaviour anticipated by the model. Calibration performed using a refitted parametric bootstrap accounts for nuisance-parameter uncertainty, thus ensuring reliable size under a composite specification. In this paper, we establish asymptotic validity under high-dimensional scaling and demonstrate consistency with respect to fixed elliptical departures, providing a geometric interpretation based on radial concentration and shell separation. Our simulation studies across a broad spectrum of dimensions and tail shapes reveal accurate Type I error control and robust power relative to heavy- and light-tailed alternatives, thus improving upon energy-distance benchmarks and normality-oriented graphical tests in contexts where MGGD modelling is most applicable.

The statistical analysis of cosmological data often assumes a Gaussian sampling distribution and relies on covariance matrices estimated from simulations. In this setting, the likelihood function of the data is not Gaussian but is instead a multivariate Student-t distribution, arising from marginalisation over an inverse-Wishart distribution for the true covariance matrix. This framework, introduced by Sellentin & Heavens (2016) and extended by Percival et al. (2022), provides a principled drop-in replacement to the Gaussian likelihood with Hartlap correction (Hartlap et al. 2007). The latter removes bias in the precision matrix; it is still widely used, despite failing to reproduce the heavy tails of the true distribution (thus yielding inaccurate probabilities, especially in the case of tensions between datasets). In practice, cosmological analyses frequently involve additional Gaussian error contributions, for example from instrumental noise, foregrounds, super-sample covariance, or emulator uncertainties. The resulting likelihood function is a convolution of the Sellentin-Heavens or Percival likelihoods with an extra Gaussian contribution, and does not have a simple expression. In this note, we derive an accurate approximation for the combined likelihood function, another multivariate Student-t distribution which inherits the heavy tails. The parameters of the Student-t distribution are determined by matching the covariance and multivariate kurtosis to those of the true distribution. We also include a slightly more expensive but fast sampling algorithm, based on the mixture representation of the Student-t distribution, which avoids the approximation altogether, but is not the drop-in replacement for the normal Gaussian or Hartlap likelihood function that the Student-t approximation in this paper provides. (Abridged)

Federated prognostics enable clients (e.g., companies, factories, and production lines) to collaboratively develop a failure time prediction model while keeping each client's data local and confidential. However, traditional federated models often assume homogeneity in the degradation processes across clients, an assumption that may not hold in many industrial settings. To overcome this, this paper proposes a personalized federated prognostic model designed to accommodate clients with heterogeneous degradation processes, allowing them to build tailored prognostic models. The prognostic model iteratively facilitates the underlying pairwise collaborations between clients with similar degradation patterns, which enhances the performance of personalized federated learning. To estimate parameters jointly using decentralized datasets, we develop a federated parameter estimation algorithm based on proximal gradient descent. The proposed approach addresses the limitations of existing federated prognostic models by simultaneously achieving model personalization, preserving data privacy, and providing comprehensive failure time distributions. The superiority of the proposed model is validated through extensive simulation studies and a case study using the turbofan engine degradation dataset from the NASA repository.

Ultra-low-power (ULP) Internet of Things (IoT) applications demand communication architectures with minimal energy consumption. Noise Modulation (NoiseMod) addresses this by encoding data through the statistical variance of a noise-like signal, eliminating the need for a coherent carrier. To bridge the gap between theoretical potential and practical deployment, this paper benchmarks NoiseMod against standard modulations like BPSK and NC-FSK. We analytically derive the optimal detection threshold and Bit Error Rate (BER) for AWGN and Rayleigh fading channels. Our results show that non-coherent NoiseMod suffers a catastrophic error floor in fading environments, making architectural additions like channel state information (CSI) estimation and 2-antenna selection diversity desirable. Using an ADC-aware energy model, we reveal that NoiseMod's oversampling severely bottlenecks capacity and imposes an 8 dB SNR penalty compared to NC-FSK for a $10^{-3}$ BER in AWGN. Despite its oscillator-free design drastically reducing baseline circuit power, these limitations establish a critical energy crossover distance, which decreases with frequency. Below this distance, NoiseMod offers superior energy efficiency; beyond it, the radiated power needed to overcome its SNR penalty makes coherent schemes like BPSK vastly superior.

Low-rank matrix recovery can be solved to statistical optimality by convex matrix optimization under the classical assumption of restricted isometry property (RIP). However, for large problems, the convex formulation is commonly replaced by a smooth rank-constrained factored nonconvex problem for which algorithmic theory typically only guarantees convergence to second-order critical points. In this paper, we develop a sharp and statistically optimal theory for second-order critical points of the factored nonconvex matrix LASSO (nuclear-norm–regularized least-squares estimator) under RIP with particular emphasis on the overparametrized regime where the search rank $r$ exceeds the ground-truth rank $r_*$. Our recovery error bounds reveal the precise role of nuclear norm regularization, interpolating between the classical convex rate and known rates for the unregularized nonconvex problem. Complementing this positive result, we give examples showing that, contrary to popular belief, rank overparametrization does not always improve the optimization landscape even under RIP. This negative result raises questions about the fundamental statistical recovery capability of rank-constrained nonconvex approaches in comparison to convex approaches which have worse computational scaling. All of our results generalize to arbitrary convex functions with nuclear-norm regularization under restricted strong convexity and smoothness. In particular, we give sharp conditions under which second-order critical points of the nonconvex problem either (1) approximately recover low-rank approximate minima of the convex problem or (2) exactly recover a low-rank global optimum if one exists.

This paper proposes an extension to discrete Phase-Type distributions (DPH) by introducing random rewards. These allow for modeling a system in which a visit to a certain state does not emit a deterministic reward. Instead, the rewards follow either a Bernoulli or a geometric distribution. Utilizing this increased flexibility, we further sketch a possible use case for these random rewards by introducing the Inertia-Escalation model (IEM), a process with latent severity levels characterized through two parameters: Inertia {\nu} and escalation {\eta}. We also discuss parameter inference for such models. To validate and explore random rewards and the IEM, we conducted extensive simulations and applied the model to two datasets: historical warfare and the Telco customer churn dataset.

We investigate the concept of an asymptotic e-process, which is a doubly-indexed stochastic process $(E_{m,n})_{m,n\in\mathbb{N}}$ that possesses, asymptotically for an approximation index $m\to\infty$, the properties of an e-process along a monitoring time index $n$. This constitutes the first in-depth study of this recently introduced concept, which is relevant in asymptotic sequential anytime-valid inference. Our theory is motivated by practical applications in sequential hypothesis testing, in which e-variables and e-processes can only be constructed approximately from observations due to model misspecification or estimation errors. Technically, asymptotic e-processes satisfy an asymptotic version of Ville's inequality, which bounds excursion probabilities of $(E_{m,n})_{m,n\in\mathbb{N}}$ uniformly over $n$ up to a monitoring time horizon $r_m$. We show the necessity of allowing for finite values of $r_m$, recovering truly anytime-valid guarantees asymptotically if $r_m\to\infty$. We derive various properties of asymptotic e-processes, and study their connections to asymptotic supermartingales. We also investigate general methods for their construction such as calibration, the cumulative product of asymptotic e-variables, and the monitoring an of an e-process that depends on an estimated parameter. The latter construction constitutes a generalization of a recent approach within the context of asymptotic post-hoc inference.

This article discusses the application of stochastic intervention to find the optimal treatment distribution yielding a high value of expected potential outcome under the setting where the number of treatments is allowed to vary with $n$. The primary motivation is to obtain a novel summarization of the effect of various treatments which would guide practitioners towards better decision regarding which intervention to choose.

The Nelson-Siegel-Svensson (NSS) interest rate curve model yields a separable nonlinear least-squares problem whose inner linear block is often ill-conditioned because the basis functions become nearly collinear. We analyze this instability via an exact orthogonal reparametrization of the design matrix. A thin QR decomposition produces orthogonal linear parameters for which, conditional on the nonlinear parameters, the Fisher information matrix is diagonal. We also derive a finite-horizon analytical orthogonalization: on $[0,T]$, the $4\times 4$ continuous Gram matrix has closed-form entries involving exponentials, logarithms, and the exponential integral $E_1$, yielding an explicit horizon-dependent orthogonal NSS basis. Together with Jacobian-rank and profile-likelihood arguments, this representation clarifies the degenerate manifold $\lambda_1=\lambda_2$, where the Svensson extension loses two degrees of freedom. Orthogonalization leaves the least-squares fit and uncertainty of the original linear parameters unchanged, but isolates the conditioning structure. When the decay parameters are estimated jointly, the full first-order covariance in orthogonal coordinates admits an explicit Schur-complement form. The approach also yields a scalar identifiability diagnostic through the QR element $R_{44}$ and separates model reduction from numerical instability. Synthetic experiments confirm that orthogonal parametrization eliminates correlations among the linear parameters and keeps their conditional uncertainty uniform. A daily U.S. Treasury study on a reduced fixed 9-tenor grid from 1981 to 2026 shows smoother orthogonal parameter series than classical NSS parameters while the moving QR basis remains nearly constant.

Early identification of at risk students in higher education depends on predictive models that maintain accuracy across successive cohorts – a requirement that single-cohort modeling approaches fail to meet. This study evaluates Bayesian updating with informative priors from a previous cohort to improve cross-cohort prediction robustness using digital trace data. We fit weekly Bayesian linear, logistic, and ordinal regression models with either uninformative default priors or informative priors derived from posterior distributions of a preceding cohort. Models were applied to six weekly self-regulated learning (SRL)-aligned engagement indicators from two consecutive cohorts of students in a blended first-year mathematics course (N1 = 307; N2 = 323). Outcomes were exam points, final grades, and a binary at risk indicator. The models were evaluated weekly based on accuracy, sensitivity, and RMSE. In the source cohort, performance was already substantial by week 6. In the target cohort, informative priors improved early classification: Logistic models with priors reduced misclassification by 22% and false negatives by 38% in week 3 relative to the uninformative default. Ordinal models with priors similarly showed the strongest improvements in early weeks, reducing misclassification by 42% in week 2 and reaching an accuracy of .77 by week 4. Linear models showed little benefit from prior information. These findings demonstrate that Bayesian updating is a viable method for improving early classification performance across cohorts, with gains concentrated in the early weeks of the semester when current-cohort data are scarce.

ANOVA Simultaneous Component Analysis (ASCA) is the current state-of-theart chemometric tool for analyzing and interpreting high-dimensional experimental data from a Design of Experiment (DoE). Being a multivariate extension of the ANOVA, ASCA makes a perfect tandem with DoE. This tutorial review recommends best practices for using ASCA, building upon the long-established combination of ANOVA and DoE theory developed over the last century. These recommendations are grounded in a comprehensive literature review and illustrated through a guiding example.

We propose a nonparametric approach to testing conditional independence and estimating conditional association, generalizing the Cochran-Mantel-Haenszel (CMH) test and odds-ratio estimator to continuous sample spaces. It leverages a multiscale scanning approach to decompose the sample space into a cascade of $2\times 2 \times T$ tables. Following the CMH test, we condition on the marginal order statistics, which are "almost ancillary" regarding conditional dependency. This strategy helps overcome a key challenge faced by other methods that discretize the sample space: we achieve consistency without requiring stratum sample sizes to grow to infinity, a constraint often difficult to satisfy in practice. Our method produces easy-to-compute test statistics with a known asymptotic null distribution under the conditional sampling model, scaling almost linearly with the sample size. Our simulation results demonstrate reliable Type I error control, even with small samples and high-dimensional conditioning, and competitive power compared to state-of-the-art tests. Finally, a case study on Uber ride-share data highlights the method's unique dual capability, inherited from the CMH, to both test and identify the nature of the inferred conditional association. By providing summary statistics that capture the strength and direction of local associations, our method offers practitioners a useful tool for learning conditional dependencies.

We present a hybrid framework to support prognostics of the clogging degradation phenomenon in tube support plates for digital twins of steam generators in pressurized water reactors. The proposed approach combines a physics-based simulation code, heterogeneous and sparse observational data, and several uncertainty quantification techniques to obtain a robust estimate of the steam generator remaining useful life associated with the clogging rate. The proposed framework is compatible with a digital twin platform to assist maintenance planning of EDF steam generators.

Traditional step-stress accelerated life testing models assume that test units originate from a homogeneous population. Recently, Lu and Kateri (2025) proposed a heterogeneous cumulative exposure based SSALT model to account for the inhomogeneous aging patterns among test units belonging to the same production batch. This paper introduces an alternative yet flexible failure-rate based heterogeneous simple SSALT (h-SSALT) model with Weibull-distributed Type-II censored failure times, allowing heterogeneity to emerge at the second stress level through a finite mixture of m latent subgroups, each characterized by its own failure behavior. The expectation-maximization algorithm is developed for maximum likelihood estimation of the model parameters, exploiting the incomplete data structure arising from both unknown group membership and Type-II censoring. Interval estimation is performed using the missing information identity of Louis (1982) with transformation-based confidence intervals respecting parameter constraints. An extensive simulation study evaluates the finite-sample performance of the proposed estimators and demonstrates, through a quantile-based comparison, that ignoring population heterogeneity leads to systematic bias in lifetime predictions across the entire quantile range, with the most severe consequences at early failure quantiles of direct relevance to warranty period design. A special case comparison confirms that the proposed Weibull failure-rate based formulation reduces to the existing model of Lu and Kateri (2025) when the shape parameter equals unity, validating the proposed framework as a proper generalization. The practical application of the model is further illustrated through simulated and real data analysis examples.