Papers

Nonconvex methods have emerged as a dominant approach for low-rank matrix estimation, a problem that arises widely in machine learning and AI for learning and representing high-dimensional data. Existing analyses for these methods often require additional regularization to mitigate nonconvexity, even though such regularization is often unnecessary in practice. Moreover, most analyses rely on problem-specific arguments that are difficult to generalize to more complex settings. In this paper, we develop a theoretical framework for studying nonconvex procedures across a broad class of low-rank matrix estimation problems. Rather than focusing on a specific model, we reveal a fundamental mechanism that explains why nonconvex procedures can behave well in low-rank estimation. Our key device is a benign regularizer that does not alter the original update rule, but yields an equivalent locally strongly convex formulation of the algorithm. This perspective uncovers a disguised convexity inherent in the nonconvex procedure and provides a new route to theoretical guarantees for nonconvex low-rank matrix estimation.

Deep learning systems are known to exhibit implicit regularization (alt. implicit bias), favoring simple solutions instead of merely minimizing the loss function. In some cases, we can analytically derive the implicit regularization – connecting it to an equivalent penalty that augments the learning objective. However, modern deep learning systems are complex, carrying modifications to the training procedure and architecture (e.g. early stopping, minibatching, dropout) whose effects are not always directly interpretable. Although estimating the resulting implicit regularization could aid theorists in algorithm design and practitioners in interpreting their hyperparameter choices, this problem has received little direct attention. It is also tractable: regularization makes weight updates deviate from loss gradients, promising a signal for identifying implicit bias. Here we provide gradient matching methods that can be used to empirically estimate the implicit regularization. Our method works on networks with known regularization, recovering popular explicit penalties like $\ell_1$ and $\ell_2$. It also replicates known implicit effects, like the quadratic weight penalty induced by early stopping in gradient descent, demonstrating that it can be used to test theories of implicit regularization. Crucially, because our method is empirical, it can handle implicit regularization in arbitrary networks. We demonstrate this use by characterizing the effects of dropout in deep networks, showing implicit $\ell_2$ effects in this popular method. Our work shows that practitioners can use gradient matching to understand regularization in networks with implicit biases that are too complicated to derive analytically.

We study nonparametric estimation of Schrödinger bridge (SB) drifts from i.i.d.\ data observed on a single time interval. Starting from the conditional-ratio form of the Schrödinger bridge time-series (SBTS) drift formula, we analyze a direct Nadaraya–Watson plug-in estimator built from kernelized numerator and denominator terms. Unlike recent SB analyses based on entropic-OT potentials, Sinkhorn iterations, or iterative bridge solvers, our approach works directly at the drift level and isolates statistical error from optimization, approximation, and discretization error. Under Hölder regularity, a marginal-density floor, and bounded support, we prove a uniform non-asymptotic bound for admissible bandwidth pairs, a pointwise CLT under genuine undersmoothing, and an adaptive bandwidth selector satisfying an oracle inequality. We also prove a pivot-local minimax lower bound which, through an explicit uniform pivot, yields a global minimax lower bound under transparent compatibility conditions; hence the adaptive selector is minimax-rate optimal up to logarithmic factors. Synthetic experiments provide theorem-targeted diagnostics for finite-sample scaling, Gaussian approximation, and adaptive behavior.

Kappa distributions are widely used in space plasma physics to model velocity distribution functions with heavy tails. Parameter estimation in these distributions is, however, complicated by the fact that the kappa distribution does not belong to the exponential family, so it admits no sufficient statistics and direct maximum likelihood requires numerical optimization without analytically closed-form update equations. Working within the Beck-Cohen superstatistics framework, where a gamma-distributed inverse temperature \(\beta\) generates the kappa distribution upon marginalization, we treat \(\beta\) as a latent variable. This hierarchical description restores the exponential family structure that the marginal kappa distribution lacks, and yields an analytically tractable implementation of the expectation-maximization (EM) algorithm whose E-step and M-step admit closed-form expressions in terms of sufficient statistics. Applied to synthetic data drawn from the model, the algorithm converges monotonically to a stationary point of the marginal kappa log-likelihood and recovers the generating parameters consistently across the explored range of \(\kappa\). EM thus offers a tractable and transparent route to inference in superstatistical systems with local temperature fluctuations.

In large observational studies, the case-cohort design is commonly used to reduce the cost associated with covariate measurement. For survival outcomes, literature has suggested that the restricted mean survival time (RMST) be a more appropriate marginal causal effect measure than the hazard ratio. In this paper, we develop a marginal causal effect estimation method for RMST difference under the stratified case-cohort design. We adjust for measured confounders using an innovative template matching design. Compared with conventional matching designs, template matching allows greater flexibility in the sample sizes of the exposed and unexposed groups. We establish the asymptotic properties of the proposed causal effect estimators and develop a bootstrap procedure to estimate their variances. By conducting comprehensive simulation studies, we evaluate the finite sample performance of the proposed estimators, demonstrate the advantage of template matching over conventional matching, and compare between matching on propensity score and matching on covariates. Finally, we apply the proposed methods to the Atherosclerosis Risk in Communities (ARIC) Study to estimate the marginal causal effect of serum hs-CRP level on the coronary heart disease-free survival.

High-dimensional spatially correlated covariates are common in regression models encountered in environmental sciences and other fields. In such models, the regression coefficients often exhibit a sparse structure with spatial dependence. Although standard variable selection approaches can help detect the sparse structure, incorporating the dependence into variable selection helps recover spatially contiguous signals and improves prediction accuracy. Motivated by a real-world challenge in hurricane count prediction, we propose a novel neighborhood-structured global-local shrinkage prior for prediction and region selection in Poisson regression with spatial covariates. The proposed prior combines the Conditional Auto-Regressive (CAR) prior with a Super Heavy-tailed prior to introduce spatial dependence among the coefficients while ensuring appropriate shrinkage effects for covariate selection. We develop an efficient Metropolis-within-Gibbs sampler for computation that accommodates the count data. Extensive simulation studies demonstrate that the proposed model excels when signals are weak and adjacent and the spatial dependence in covariates is strong. In the application of hurricane prediction from the north Atlantic, our method outperforms traditional regression-based approaches and rivals the benchmark oracle model.

Sampling geographically dispersed minority populations poses substantial challenges when individual group membership cannot be directly observed. Although stratified sampling can offer efficiency gains, these gains are typically modest unless the minority population is highly concentrated within a small number of strata. In this paper, we propose using Bayesian Improved Surname Geocoding (BISG) to enhance the efficiency of minority population sampling. BISG generates individual-level probabilities of minority group membership based on names and residential addresses. We incorporate these probabilities into a stratified Poisson probability sampling design. Applying the proposed approach to a national survey of Jewish Americans, we find that our estimates closely align with those from a large-scale Pew Research Center survey of the same population, which relied on a substantially more expensive sampling strategy involving geographic stratification and screening. At a fraction of the cost, our survey reproduces nearly identical patterns observed by Pew, including estimates of religious denominations and participation in specific religious activities.

Covariance matrix outcomes arise naturally in neuroimaging experiments to study brain functional connectivity. It is also of interest to understand how brain network organization varies with subject-level covariates. Existing covariance regression methods operate in a single-level framework and do not accommodate the hierarchically nested data structure in which subjects are grouped into clusters, such as age cohorts in lifespan studies. A Multilevel Covariate-Assisted Principal Regression (MCAP) framework is introduced, which identifies, for each cluster, a linear projection such that a generalized linear mixed effects model can be formulated with the covariates. The cluster-specific projections are modeled on the unit sphere via a von Mises-Fisher distribution, enabling principled borrowing of information across clusters. Model parameters are estimated by maximizing a hierarchical likelihood. For inference, a two-stage bootstrap procedure is proposed. Asymptotic properties of the estimators are established. Simulation studies demonstrate that MCAP substantially outperforms single-level competitors in estimating regression coefficients. Applied to the Human Connectome Project Lifespan Study spanning ages from five to ninety, MCAP identifies a dominant spectral brain network capturing age and sex effects on functional connectivity, and reveals findings including the convergence of neural reorganization patterns in late adulthood and the coordinated lifespan modulation of cross-network regions linked to language and executive function.

Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern whether directed relationships between variables can be learned from these data. To this end, graphical vector autoregressions are a popular tool because zeros among the autoregressive coefficients and error precision matrix have natural interpretations in terms of Granger non-causality and contemporaneous conditional independence. In applications where system dynamics are subject to functional or structural constraints, assuming the process is stable can be advantageous. However, enforcing stability demands restricting the autoregressive coefficients to lie in a constrained space with a complex geometry called the stationary region. The resulting inferential challenges are compounded when sparsity is also a requirement. Working in the Bayesian paradigm, we tackle the problem of developing a prior that simultaneously enforces stationarity and sparsity through parameter expansion, constructing a spike-and-slab prior with support constrained to the stationary region. A mixture of G-Wishart distributions provides a sparse prior for the error precision matrix. Computational inference is carried out using Metropolis-within-Gibbs, exploiting the No-U-Turn Sampler and reversible-jump steps. We demonstrate the inferential and predictive benefits of our approach through simulations and applications in macroeconomics and neuroscience.

Sparse autoencoders (SAEs) are used to disentangle the dense, polysemantic internal representations of large language models (LLMs) into interpretable, monosemantic concepts. However, standard $\ell_1$-regularized SAEs suffer from feature starvation (dead neurons) and shrinkage bias, often requiring computationally expensive heuristic resampling and nondifferentiable hard-masking methods to bypass these challenges. We argue that feature starvation is not merely an empirical artifact of poor data diversity, but a fundamental optimization-geometric pathology of overcomplete dictionaries: the $\ell_1$-induced sparse coding map is unstable and fundamentally misaligned with shallow, amortized encoders. To address this structural instability, we introduce adaptive elastic net SAEs (AEN-SAEs), a fully differentiable architecture grounded in classical sparse regression. AEN-SAEs combine an $\ell_2$ structural term that enforces strong convexity and Lipschitz stability with adaptive $\ell_1$ reweighting that eliminates shrinkage bias and suppresses spurious features, thereby jointly controlling the curvature and interaction structure of the induced polyhedral geometry. Theoretically, we show that AEN-SAEs yield a Lipschitz-continuous sparse coding map and recover the global feature support under mild assumptions. Empirically, across synthetic settings and LLMs (Pythia 70M, Llama 3.1 8B), AEN-SAEs mitigate feature starvation without auxiliary heuristics while maintaining competitive reconstruction abilities.

Accurate trend forecasting in healthcare time series is essential for planning and resource allocation. This paper proposes a Bayesian framework for predicting oncology demand trends, modeling weekly appointments as a Poisson process with a Gamma prior to the demand rate. To enhance adaptability and capture persistent directional patterns, we incorporate a residual-based boosting mechanism grounded in a Gamma-Log-Normal conjugate structure. This boosting approach allows the model to track both short- and long-term trend shifts while maintaining the analytical tractability of conjugate Bayesian updating. The methodology was evaluated on real oncology service data from Cariri, Ceara, Brazil, and compared against established baselines, including linear regression, ARIMA, naive forecasting, LSTM neural networks, and XGBoost. Results showed that the proposed model outperforms competing methods in trend detection accuracy, with gains in terms of percentage of correct direction of 38.25% in relation to the second best approach in some cases.

We formalize Rollout Informativeness under a Fixed Budget (RIFB) as the expected non-vanishing policy-gradient mass that a tool-use rollout set injects into Group Relative Policy Optimization (GRPO). We prove that any budget-agnostic independent sampler suffers a collapse rate bounded away from zero for hard prompts regardless of the budget. Motivated by this, we recast intermediate state selection as a monotone submodular maximization problem, where a greedy one-step selector enjoys a 1 minus 1/e approximation guarantee. Our Uncertainty-aware Upper Confidence Bound (UUCB) terms arise as closed-form marginal gains of this objective. This turns the token-level entropy bonus from an empirical trick into an analytic consequence of the formulation. We present InfoTree, a training-time tree-search framework coupling UUCB with a learned Adaptive Budget Allocator (ABA) and an asynchronous Speculative Expansion scheme. ABA rescues prompts whose initial tree is wasted on uniform outcomes, lifting the mixed-outcome ratio from 58.1 percent to 76.3 percent with less than 5 percent budget overhead. Speculative Expansion reduces wall-clock overhead from 14.3 percent to 4.8 percent by tolerating bounded staleness in UUCB scores. Across nine benchmarks spanning math reasoning (AIME 2024 and 2025, MATH-500, OlympiadBench, USAMO), web-search agents (GAIA, HLE-100, BrowseComp-lite), and tool-rich coding and OS agents (APPS-verified, AgentBench-OS), InfoTree outperforms flat GRPO, DeepSearch, Tree-GRPO, AT2PO, CW-GRPO, and RC-GRPO. Head-to-head compositions with Tree-GRPO prefix sharing and CW-GRPO contribution weights deliver further gains, confirming that our selector operates orthogonally to rollout reuse and trajectory re-weighting. A 5 by 5 by 5 robustness grid reveals that over three quarters of the hyperparameter space lies on a performance plateau, confirming UUCB robustness.

How many key-value associations can a $d\times d$ linear memory store? The answer depends not only on the $d^2$ degrees of freedom in the memory matrix, but also on the retrieval criterion. Under isotropic Gaussian embeddings, we prove a sharp threshold for top-1 retrieval, where every signal must beat its largest distractor: the critical value of $d^2/(n\log n)$ is $2$. Above the threshold, we explicitly construct a linear memory that retrieves all $n$ associations with high probability; below it, no data-dependent linear memory can do so. The $\log n$ factor is therefore the unavoidable extreme-value cost of winner-take-all decoding. Without the logarithmic factor—that is, when $n/d^2\to\alpha\in(0,\infty)$—simultaneous top-1 retrieval is impossible. The matched target can nevertheless remain near the top of the ranking. We capture this weaker retrieval goal with the Tail-Average Margin (TAM), which, for list size $k$, compares each signal with the average of its $k$ strongest competitors; a positive TAM margin certifies that the target belongs to the top-$k$ candidate list. When $k/n\to r\in(0,1)$, we learn the memory by empirical risk minimization with a smoothed TAM objective and derive an exact high-dimensional characterization through a two-parameter scalar variational problem. The result gives limiting laws for signal and competitor scores, margins, and percentile ranks. Sending the ridge parameter to zero after the high-dimensional limit yields a closed-form critical load $\alpha_c(r)$ separating vanishing from positive average loss. The analysis in this work also develops a coupled leave-one-out method for matrix-valued empirical risk problems in which each sample enters many dependent comparisons, a tool that may be useful beyond associative memory.

By far the most common way to estimate an expected loss in machine learning is to draw samples, compute the loss on each one, and take the empirical average. However, sampling is not necessarily optimal. Given an MLP at initialization, we show how to estimate its expected output over Gaussian inputs without running samples through the network at all. Instead, we produce approximate representations of the distributions of activations at each layer, leveraging tools such as cumulants and Hermite expansions. We show both theoretically and empirically that for sufficiently wide networks, our estimator achieves a target mean squared error using substantially fewer FLOPs than Monte Carlo sampling. We find moreover that our methods perform particularly well at estimating the probabilities of rare events, and additionally demonstrate how they can be used for model training. Together, these findings suggest a path to producing models with a greatly reduced probability of catastrophic tail risks.

We study the relationship between measures of non-exchangeability $\mu_p$ ($p\in[1,+\infty]$), in the sense of Durante et al. (2010), and classical dependence functionals for bivariate copulas. We show that the symmetrization $C\mapsto(C+C^t)/2$ preserves Spearman's $\rho$ while annihilating $\mu_p$, and that Blomqvist's $\beta$ carries no information about the degree of non-exchangeability. We also establish the sharp lower bound $\sigma(C)\ge 6\,\mu_1(C)$, where $\sigma$ is the Schweizer-Wolff dependence measure, showing that asymmetry implies dependence. Closed-form expressions for $\tau$, $\rho$, and the tail-dependence coefficients of the maximally non-exchangeable family $\{M_\theta\}$ are derived as illustrations.

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest descent for a functional in the space of probability measures, equipped with the geometry of optimal transport. Unlike previous WGF-based contributions, GMD can be thought of as directly targeting a fixed point of a specific WGF flow. We demonstrate three main results: first, that one algorithm proposed by Deng et al. (2026) corresponds to finding the limiting point of a WGF on the KL divergence, with Parzen smoothing on the densities. Second, that the algorithm actually implemented by Deng et al. (2026) corresponds to a different procedure, which bears some resemblance to the fixed point of a WGF on the Sinkhorn divergence, but lacks certain desirable properties of the latter. Third, the same same idea can be extended to the limiting point of other WGFs, including the Maximum Mean Discrepancy (MMD), the sliced Wasserstein distance, and GAN critic functions.

Materials science data collection can be expensive, making dataset reuse and long-term utility important for future discovery. In practice, data collection often prioritizes properties of current interest while other properties are excluded from the acquisition process. This can produce datasets that are well suited for current objectives but lose information needed for properties of future interest. Here, we present how to construct datasets that remain informative for both. We develop and evaluate acquisition frameworks that combine predictive disagreement with diversity in material features, predicted outcomes, or both. We test these approaches across four DFT datasets and an experimental thermoelectric dataset. Diversity inclusion in dataset construction can reduce present and future objectives trade-off by preserving a broader range of materials and property behavior during acquisition. Across all datasets, the Non-dominated Sorting Genetic Algorithm II with disagreements and feature diversity (NSGA-II Dis. + diversity) framework developed in this work provides the most robust balance between current and future objectives. It maintains prediction performance above random sampling for current objectives while mitigating bias on excluded properties and, in many cases, improving their performance beyond random sampling. This diversity-aware acquisition framework provides a practical route to building materials datasets with unbiased quality entries and mitigating cold-start limitations in subsequent modeling and discovery campaigns.

We study the distribution of regret in stochastic multi-armed bandits and episodic reinforcement learning through a unified framework. We formalize a distributional regret bound as a probabilistic guarantee that holds uniformly over all confidence levels $\delta \in (0,1]$, thereby characterizing the regret distribution across the full range of $\delta$. We present a simple UCBVI-style algorithm with exploration bonus $\min\{c_{1,k}/N, c_{2,k}/\sqrt{N}\}$, where $N$ denotes the visit count and $(c_{1,k},c_{2,k})$ are user-specified parameters. For arbitrary parameter sequences, we derive general gap-independent and gap-dependent distributional regret bounds, yielding a principled characterization of how the parameters control the trade-off between expected performance, tail risk, and instance-dependent behavior. In particular, our bounds achieve optimal trade-offs between expected and distributional regret in both minimax and instance-dependent regimes. As a special case, for multi-armed bandits with $A$ arms and horizon $T$, we obtain a distributional regret bound of order $\mathcal{O}(\sqrt{AT}\log(1/\delta))$, confirming the conjecture of Lattimore & Szepesvári (2020, Section 17.1) for the first time.

A C library for random number generation, Randompack, is presented. The library implements several modern random number generators (engines), including xoshiro256, PCG64, Philox, ranlux++, and sfc64; 14 continuous distributions including uniform, normal, exponential, gamma, beta, and multivariate normal; raw bit streams, bounded integers, permutations, and sampling without replacement. The engine and the distribution layers are separated so any engine can be used with any distribution. Benchmarks show that Randompack is faster overall than competing libraries, with speedup factors ranging from about 1 to 15 depending on engine, distribution, interface, and platform. A distinguishing feature is reproducibility: with the same seeds Randompack gives compatible results across programming languages, computers, CPU architectures, and compilers. The library includes comprehensive support for parallel simulation. It is accompanied by a comprehensive test suite, benchmarking programs, and example programs. Interfaces to Fortran, Python, Julia, and R have been implemented; their benchmark results are included, although their design and implementation are otherwise outside the scope of the article. Unlike other available C libraries with comparable scope, Randompack is permissively licensed under the MIT license, and it is open source and publicly available through GitHub and conda-forge.

We develop a framework for task-specific active next-best-view selection in 3D reconstruction from point clouds, by casting the problem in the language of Bayesian decision theory. Our framework works by (a) placing a prior distribution over the space of implicit surfaces, (b) using recently-developed stochastic surface reconstruction methods to calculate the resulting posterior distribution, then (c) using the posterior distribution to carefully reason about which view to scan next. This enables us to perform camera selection in a manner that is directly optimized for the intended use of the reconstructed data - meaning, we reduce uncertainty only in those regions that make a difference in the task at hand, as opposed to prior approaches that reduce it uniformly across space. We evaluate our method across three distinct downstream tasks: semantic classification, segmentation, and PDE-guided physics simulation. Experimental results demonstrate that our framework achieves superior task performance with fewer views compared to commonly used baselines and prior general uncertainty-reduction techniques.

Regularization is often used in high-dimensional regression settings to generate a sparse model, which can save tremendous computing resources and identify predictors that are most strongly associated with the response. When the predictors can be represented by a Gaussian graphical model, the structure of the predictor graph can be exploited during regularization. Our proposed model exploits this underlying predictor graph structure by decomposing the estimated coefficient vector into a sum of latent variables that correspond to the sum of each node contribution to the coefficient vector. Regularization is then performed on the latent variables rather than on the coefficient vector directly. We use a penalty function that permits a clear user-defined trade-off between the L1 and L2 penalties and propose a novel proximal projection during optimization. Further, our implementation computes the projection operator for the intersection of selected groups, which conserves more computing resources compared to predictor duplication methods, especially for high-dimensional data. Through simulation, we evaluate the performance of our approach under different graph structures and node counts, and present results on real-world data. Results suggest that our method exhibits stable performance relative to other singly or doubly sparse graphical regression models.

Over the past two decades, the field of high-dimensional statistics has experienced substantial progress, driven largely by technological advances that have dramatically reduced the cost and effort for data collection and storage across a broad range of domains, including biology, medicine, astronomy, and the social and environmental sciences. Modern datasets are increasingly complex, often exhibiting rich dependency, heterogeneity, and other features that challenge traditional statistical methods. In response, high-dimensional statistics has evolved to address more sophisticated estimation and inference problems. This evolution has, in turn, fostered deep connections with and contributions to a wide range of research areas, including optimization, concentration of measure, random matrix theory, information theory, and theoretical computer science. Given the rapid pace of recent developments in high-dimensional statistics, our goal is to synthesize representative advances, highlight common themes and open problems, and point to important works that offer entry points into the field.

Pairwise comparisons from multiple judges are central to large language model evaluation and preference modeling, yet standard ranking pipelines often pool judgments into a single score vector, treating systematic judge disagreement as noise. We propose Heterogeneous Judge-Aware (HJA) ranking, a structured multi-judge ranking framework that separates consensus ranking, judge-specific sensitivity to consensus, and residual preference disagreement. HJA thereby treats ranking, judge sensitivity, and structured disagreement as separate inferential targets. We establish conditions under which this decomposition is identifiable and develop an anchored alternating algorithm that preserves the identifying geometry. For confidence quantification, we study a fixed-panel repeated-comparison regime in which the judge panel may remain fixed or modest while information grows through repeated judgments. This yields uncertainty statements for consensus and judge-specific ranking contrasts, sensitivity parameters, pairwise probabilities, and summaries of residual disagreement.Experiments on synthetic and real multi-judge comparison data show that HJA improves recovery, robustness, uncertainty calibration, and near-tie performance relative to pooled and sensitivity-only baselines. The fitted model also provides diagnostics for judge disagreement and model-affinity patterns, giving a statistically grounded framework for ranking under heterogeneous comparative judgments.

Uncertainty quantification for individual treatment effects (ITEs) is a daunting challenge in causal inference. Motivated by recent advances in conformal prediction, several works aim to construct distribution-free prediction sets for ITEs with desired coverage under standard assumptions such as strong ignorability and overlap. In this paper, we show that such goals are fundamentally unattainable in the presence of continuous covariates. Specifically, we establish finite-sample and asymptotic impossibility results demonstrating that any distribution-free prediction set achieving desired coverage for ITEs must be trivial, in the sense that it has infinite expected length. Our analysis relies on a connection between ITE inference and the hardness of conditional independence testing, and highlights the intrinsic limitations imposed by the missing data nature of causal inference. These results provide a new perspective on existing methods, clarifying that their apparent success necessarily relies on additional structural assumptions beyond standard causal assumptions.

Hypergraphs model higher-order interactions, but realistic hypergraph generation remains difficult because incidence, hyperedge-size heterogeneity, and overlap structure are not faithfully captured by pairwise reductions. We propose \HEDGE, a generative model defined directly on relaxed incidence matrices via a structured stochastic diffusion. The forward process combines a hypergraph-specific two-sided heat operator with an Ornstein–Uhlenbeck component, preserving structure-aware noising near the data while yielding an explicit Gaussian terminal law. Conditional on an observed hypergraph, this forward process is linear-Gaussian, so conditional means, covariances, scores, and reverse-drift targets are available in closed form. We therefore learn a permutation-equivariant state-only reverse-drift field in incidence space by regressing onto exact conditional targets, and generate samples by simulating a learned reverse-time SDE from the Gaussian base law. We establish exactness in the ideal state-only setting together with finite-horizon stability guarantees, and empirically show improved hypergraph generation quality relative to strong baselines.

Regionalization aims to partition a spatial domain into contiguous regions that share similar characteristics, enabling more effective spatial analysis, policy making, and resource management. Existing approaches for spatial regionalization typically rely on static spatial snapshots rather than evolving time series. Meanwhile, most time series clustering methods ignore spatial structure or enforce spatial continuity through ad hoc regularization, constraining the number of inferred regions a priori either explicitly or implicitly. Utilizing the minimum description length principle from information theory, here we propose an efficient and fully nonparametric framework for the regionalization of spatial time series. Our method jointly infers a spatial partition along with a set of representative time series archetypes ("drivers") that best compress a spatiotemporal dataset, with a runtime log-linear in the number of time series. We demonstrate that this method can accurately recover planted regional structure and drivers in synthetic time series, and can extract meaningful structural regularities in large-scale empirical air quality and vegetation index records. Our method provides a principled and scalable framework for spatially contiguous partitioning, allowing interpretable temporal patterns and homogeneous regions to emerge directly from the data itself.

In survival analysis, traditional models assume all individuals will eventually experience the event of interest. However, advances in therapeutics have led to multiple clinical contexts with potentially curative therapies, and in these contexts, certain individuals may never experience the event. Statisticians have developed cure models as a methodology to address this challenge. Nonetheless, despite significant statistical advances in cure models, we have seen more limited uptake in biomedical applications, and we hypothesize that this is caused by limited guidance in the appropriate application of cure models. Cure models require specific identifiability conditions for valid parameter estimation, and previous reports have demonstrated significant issues with the inappropriate application of cure models. Existing tutorials for cure models focus on model implementation and either assume or provide only limited guidance on whether cure modeling is appropriate for the given dataset. This tutorial addresses this gap by describing a systematic procedure that integrates clinical judgment, visual inspection of Kaplan-Meier curves, and quantitative evaluation. We provide a worked example using data from a randomized clinical trial in acute myeloid leukemia, and we also summarize findings from a series of other datasets of hematopoietic cell transplantation to suggest broad practical guidance for choosing to apply cure models. By systematically evaluating cure model appropriateness before fitting these models, researchers can achieve more reliable survival analysis and improved clinical decision-making.

We compare in-context learning with fixed queries and agentic learning with adaptive queries for uniform approximation of task families. We consider two settings: an unrestricted regime, where querying and approximation are arbitrary functions, and a realizable regime, where we require these operations to be implemented by ReLU neural networks. In both settings, adaptivity never hinders approximation performance. However, this advantage can change when one passes from the unrestricted regime to the realizable regime. We identify four distinct approximation scenarios, each witnessed by an explicit task family: (a) no advantage of adaptivity; (b) an advantage in the unrestricted regime that persists under ReLU realizability; (c) an advantage that arises only under realizability; and (d) an advantage that disappears under realizability. This demonstrates that representational constraints interact profoundly with the effect of adaptivity.

Existing tests for high-dimensional white noise are tailored to the two ends of the sparsity spectrum: maximum-type statistics excel against a few dominant correlations and sum-type statistics against many weak ones, leaving the intermediate regime without a systematic tool. We propose a family of $U$-statistics built from the entry-wise $\ell_a$-norms of the sample autocovariance matrices, in which the even order $a$ interpolates between the sum-type ($a=2$) and maximum-type ($a\to\infty$) endpoints. As $p$ and $T$ diverge jointly, martingale difference theory yields joint asymptotic normality across orders together with asymptotic independence, so that several orders can be combined after a simple calibration. Neither cross-sectional independence nor a mixing condition is required, only a spectral condition on $\bSig_0$; the derivation links cross-sectional correlation to a graph structure that prices each moment edge by edge. Simulations confirm accurate size and power that is stable across sparse, intermediate and dense alternatives, and show that the low-order members of the family retain their level under conditional heteroscedasticity, where the existing tests distort severely.

This paper develops efficient GMM estimation under misspecified moment conditions. The influence function of the standard GMM estimator under misspecification depends on both the moment conditions and their Jacobian, motivating a new class of estimators based on augmented, recentered moment conditions. Standard GMM is a special case and generally suboptimal. By optimally weighting the augmented system, we obtain a misspecification-efficient (ME) estimator with the smallest asymptotic variance for the same GMM estimand. In linear models, its asymptotic variance takes the textbook form $(G'W^{*}G)^{-1}$, where $W^{*}$ is the inverse variance of the residualized moments after projection on the Jacobian $G$. We propose a feasible bootstrap estimator, which is a misspecification-robust and efficient version of the Hall and Horowitz (1996) bootstrap GMM estimator. Finally, we establish uniform local asymptotic minimax bounds over a class of weighting matrices. We illustrate the proposed methods in simulation and two empirical examples.