Papers

This paper proposes a framework for evaluating the statistical precision of measurement methods from interlaboratory studies where the outcome is a dose-response relationship summarized by a regression line. For such measurement methods, where a linear mixed-effects model is applied that allows laboratories to differ in both baseline level and dose-response slope, we define precision evaluation metrics specified in ISO 5725, repeatability and between-laboratory variances. These are method-level precision metrics, and the latter are constructed as design-averaged dose-specific between-laboratory variances over the dose levels and the participating laboratories. For fully balanced designs with common dose levels and equal replication, we obtain an exact decomposition of the total sum of squares, closed-form analysis of variance (ANOVA) estimators of the precision variances, and three associated $F$-tests targeting (i) the overall dose-response trend, (ii) homogeneity of intercepts, and (iii) homogeneity of slopes across laboratories. This formulation enables precision to be quantified and estimated directly and supports an evaluation of whether between-laboratory discrepancies are caused primarily by baseline shifts or by differences in sensitivity, in contrast to fixed-effect comparisons that only detect the presence of differences. Furthermore, we analyze data obtained from an interlaboratory study on observations in bronchoalveolar lavage fluid from experiments involving the intratracheal administration of nanomaterials to rats, using the proposed method as a case study.

Automated systems built on artificial intelligence (AI) are increasingly deployed across high-stakes domains, raising critical concerns about fairness and the perpetuation of demographic disparities that exist in the world. In this context, causal inference provides a principled framework for reasoning about fairness, as it links observed disparities to underlying mechanisms and aligns naturally with human intuition and legal notions of discrimination. Prior work on causal fairness primarily focuses on the standard machine learning setting, where a decision-maker constructs a single predictive mechanism $f_{\widehat Y}$ for an outcome variable $Y$, while inheriting the causal mechanisms of all other covariates from the real world. The generative AI setting, however, is markedly more complex: generative models can sample from arbitrary conditionals over any set of variables, implicitly constructing their own beliefs about all causal mechanisms rather than learning a single predictive function. This fundamental difference requires new developments in causal fairness methodology. We formalize the problem of causal fairness in generative AI and unify it with the standard ML setting under a common theoretical framework. We then derive new causal decomposition results that enable granular quantification of fairness impacts along both (a) different causal pathways and (b) the replacement of real-world mechanisms by the generative model's mechanisms. We establish identification conditions and introduce efficient estimators for causal quantities of interest, and demonstrate the value of our methodology by analyzing race and gender bias in large language models across different datasets.

In the data-driven era, large-scale datasets are routinely collected and analyzed using machine learning (ML) and artificial intelligence (AI) to inform decisions in high-stakes domains such as healthcare, employment, and criminal justice, raising concerns about the fairness behavior of these systems. Existing works in fair ML cover tasks such as bias detection, fair prediction, and fair decision-making, but largely focus on static settings. At the same time, fairness in temporal contexts, particularly survival/time-to-event (TTE) analysis, remains relatively underexplored, with current approaches to fair survival analysis adopting statistical fairness definitions, which, even with unlimited data, cannot disentangle the causal mechanisms that generate disparities. To address this gap, we develop a causal framework for fairness in TTE analysis, enabling the decomposition of disparities in survival into contributions from direct, indirect, and spurious pathways. This provides a human-understandable explanation of why disparities arise and how they evolve over time. Our non-parametric approach proceeds in four steps: (1) formalizing the necessary assumptions about censoring and lack of confounding using a graphical model; (2) recovering the conditional survival function given covariates; (3) applying the Causal Reduction Theorem to reframe the problem in a form amenable to causal pathway decomposition; (4) estimating the effects efficiently. Finally, our approach is used to analyze the temporal evolution of racial disparities in outcome after admission to an intensive care unit (ICU).

We propose non-parametric estimators for the average run length (ARL) and average detection delay (ADD) in quickest changepoint detection (QCD) under finite and irregular sequence lengths. Although ARL and ADD are widely used as optimality criteria in theoretical and simulation studies, their application to real-world datasets is hindered by limited and irregular sequence lengths. To address this issue, we propose non-parametric estimators for the ARL and ADD, termed KM-ARL and KM-ADD, by drawing an analogy between QCD and survival analysis to model detection probabilities under sequence truncation. We derive estimation bias bounds and prove that they are asymptotically unbiased unless extrapolation is required. Experiments on simulated and real-world datasets demonstrate their practical utility, enhancing robustness against limited and irregular sequence lengths, improving interpretability, and facilitating empirical, intuitive model selection. Our Python code is provided at https://github.com/TaikiMiyagawa/Kaplan-Meier-Average-Run-Length, offering ready-to-use implementations for practitioners.

We investigate whether the training protocol can induce spatial locality in the early layers of a Vision Transformer (ViT) trained from scratch, without large-scale pretraining. Keeping the architecture and optimization procedure fixed, we compare a Baseline protocol with a Modern protocol (AutoAugment/ColorJitter, CutMix, and Label Smoothing) on CIFAR-10, CIFAR-100, and Tiny-ImageNet, characterizing each attention head via Mean Attention Distance (MAD) and normalized entropy. Across all three datasets, the Modern protocol produces more local and more concentrated attention in early layers; on CIFAR-100, the minimum MAD drops from 0.316 (Baseline) to 0.008 (Modern). To identify the source of this effect, we conduct an ablation study on CIFAR-100 by adding or removing each component individually. The results identify CutMix as the determining component within our experiments: all conditions with CutMix exhibit MAD 0.024, while all conditions without CutMix remain at MAD 0.210. AutoAugment and Label Smoothing show no independent effect on locality. Taken together, these findings suggest that the pressure to classify from partial image regions, induced by CutMix, can promote the emergence of local attention in Vision Transformers.

Deep neural networks achieve high accuracy on image classification tasks. Yet, they often produce overconfident predictions as which fail to express epistemic uncertainty, and frequently violate logical or structural constraints present in the data. These limitations are particularly pronounced in hierarchical classification, where predictions across fine and coarse levels must remain coherent. We propose, for the first time, a unified neurosymbolic and epistemic modelling framework that augments Swin Transformers with focal set reasoning and differentiable fuzzy logic. Rather than treating labels as isolated categories, our method induces data-driven focal sets within the learnt embedding space, which helps capture epistemic uncertainty over multiple plausible fine-grained classes. These focal sets form the basis of a belief-theoretic layer that uses fuzzy membership functions and t-norm conjunctions to encourage consistency between fine- and coarse-grained predictions. A learnable loss further balances calibration, mass regularisation, and logical consistency, allowing the model to adaptively trade off symbolic structure with data-driven evidence. In experiments on hierarchical image classification, our framework maintains accuracy on par with transformer baselines while providing more calibrated and interpretable predictions, reducing overconfidence and enforcing high logical consistency across hierarchical outputs. Our experimental results show that combining focal set reasoning with fuzzy logic provides a practical step toward deep learning models that are both accurate and epistemically aware.

Many real-world networks exhibit hierarchical, tree-like structure and heavy-tailed degree distributions, phenomena not readily captured by standard statistical models for network data. Extensions of the popular continuous latent space modeling framework have been proposed to accommodate such networks. Drawing on insights from statistical physics, continuous latent space models with underlying hyperbolic geometry have been proposed as a natural framework, probabilistically embedding nodes in a latent Riemannian manifold with constant negative curvature. Most statistical implementations, however, simplify the original physics-based model by omitting the “temperature parameter," which controls the sharpness of the latent distance-to-probability mapping. We argue this omission is critical. We demonstrate that temperature is the fundamental parameter governing a network's tree-like topology, and that failing to infer it weakens model expressiveness. We formalize a Bayesian hyperbolic continuous latent space model with an unknown, learnable temperature parameter. We then develop two inferential procedures: a Hamiltonian Monte Carlo approach for rigorous posterior characterization and a scalable auto-encoding variational Bayes algorithm for large-scale networks. Through simulation and real data examples, we show that our model outperforms models with fixed temperature and misspecified Euclidean geometries in graph reconstruction tasks in most settings, confirming temperature is a crucial and inferable feature of complex networks.

We study the fixed-budget max-min action identification problem in depth-2 max-min trees, an important special case of Monte Carlo Tree Search. A learner sequentially allocates $T$ samples to leaves and then recommends a subtree whose minimum leaf value is largest. Motivated by approximate planning, we focus on $\varepsilon$-good subtree identification, where any subtree whose min value is within $\varepsilon$ of the optimal maximin value is acceptable. Our main contribution is an $\varepsilon$-agnostic algorithm: it does not require $\varepsilon$ as input, but achieves instance-dependent error bounds for every meaningful $\varepsilon$. We show that the misidentification probability decays as $\exp(-\widetilde{\Theta}(T/H_2(\varepsilon)))$, where $H_2(\varepsilon)$ captures both cross-subtree and within-subtree gaps. When each subtree has a single leaf, the problem reduces to standard fixed-budget best-arm identification, and our analysis recovers, up to accelerating factors, known $\varepsilon$-good guarantees for halving-style methods while giving a new $\varepsilon$-good guarantee for Successive Rejects. On the lower-bound side, we provide complementary positive and negative results showing that max-min identification has a different hardness structure from standard $K$-armed bandits. To our knowledge, this is the first provable fixed-budget algorithmic guarantee for max-min action identification.

Diffusion models typically generate image batches from independent Gaussian initial noises. We argue that this independence assumption is only one choice within a broader class of valid joint noise designs. Instead, one can specify a coupling of the initial noises: each noise remains marginally standard Gaussian, so the pretrained diffusion model receives the same single-sample input distribution, while the dependence across samples is chosen by design. This reframes initial-noise control from selecting or optimizing individual seeds to designing the dependence structure of a multi-sample gallery. This view gives a general framework for initial-noise design, covering several existing methods as special cases and leading naturally to new coupled-noise constructions. Coupled noise can improve generation on its own without adding sampling cost, and it is flexible enough to serve as a structured initialization for optimization-based pipelines when additional computation is available. Empirically, repulsive Gaussian coupling improves gallery diversity on SD1.5, SDXL, and SD3 while largely preserving prompt alignment and image quality. It matches or outperforms recent test-time noise-optimization baselines on several diversity metrics at the same sampling cost as independent generation. Subspace couplings also support fixed-object background generation, producing diverse, natural backgrounds compared with specialized inpainting baselines, with a tunable trade-off in foreground fidelity.

We develop a unified operator framework for scalar, multivariate, and functional regression based on integral operators defined with respect to general measures. Within this framework, classical regression models, including scalar-on-function, function-on-scalar, function-on-function, and multivariate multiple regression, arise as special cases corresponding to different choices of input and output measures. We establish three main results. First, we show that the standard regression taxonomy can be expressed as a single operator under varying measures. Second, we demonstrate that discrete representations correspond to exact operator evaluations under discrete measures and converge to the continuous operator as the observation grid is refined. Third, we show that estimation under the discrete-measure formulation reduces to standard multivariate regression, with statistical properties governed by classical results. A simulation study illustrates these principles, highlighting the roles of discretization, conditioning, and estimation. Overall, the proposed framework clarifies the relationship between functional and multivariate regression and provides a meaningful interpretation of discretized modeling approaches as operator estimation under different measure specifications. This perspective also explains why vectorized multivariate regression is often competitive with functional methods in linear settings: it directly estimates the discrete-measure representation of the underlying operator.

Background: External validation is essential for assessing the transportability of predictive models. However, its interpretation is often confounded by differences between external and development populations. This study introduces a framework to distinguish model deficiencies from case-mix effects. Method: We propose a framework that quantifies each external patient's similarity to the development data and measures performance in subgroups with varying levels of alignment to the development distribution. We use generative models, specifically autoencoders, to estimate similarity, offering a more flexible alternative to traditional linear approaches and enabling validation without sharing the original development data. The utility of autoencoder-based similarity measure is demonstrated using synthetic data, and the framework's application is illustrated using data from the Netherlands Heart Registration (NHR) to predict mortality after transcatheter aortic valve implantation. Results: Our framework revealed substantial variation in model performance across similarity-defined subgroups, differences that remain hidden under conventional external validation yet can meaningfully alter conclusions. In several settings, conventional external validation suggested poor overall performance. However, after accounting for differences in patient characteristics, for some sub-groups, the model performance was consistent with internal validation results. Conversely, apparently acceptable overall performance could mask clinically relevant performance deficits in specific subgroups. Conclusion: The proposed framework enhances the interpretability of external validation by linking model performance to population alignment with the development data. This provides a more principled basis for deciding whether a model is transportable and to which patients it can be safely applied.

Ensemble data assimilation is challenging when the ensemble size is substantially smaller than the state and observation dimensions, leaving empirical covariance information rank deficient and sensitive to finite sampling. We introduce the Quantity-of-Interest Principal Component Analysis Ensemble Data-Consistent Filter (QPCA-EnDCF), a deterministic filtering method motivated by data-consistent inversion that regularizes the update in the whitened forecast–observation mismatch space. The method restricts the correction to a rank-$\kappa$ empirical spectral subspace before mapping it to state space through an empirical EnDCF gain. We establish concentration and spectral-projector perturbation results and derive a bias–variance decomposition showing that truncation bias is governed by the discarded component of the population mean residual, while finite-ensemble variability depends on estimation of the retained correction. QPCA-EnDCF avoids the analysis-mean variance contribution from perturbed observations in stochastic EnKF updates, and Lorenz–96 experiments show improved calibration and lower mean-squared error relative to the tested stochastic and deterministic controls, primarily through lower across-realization variance despite increased bias. An idealized inlet shallow-water experiment further shows that QPCA-EnDCF can be implemented in a high-dimensional, severely rank-deficient nonlinear model and remains numerically viable through the prescribed shelf-crossing endpoints.

In this paper, we present a dual representation of influence functions, whose computational complexity scales with dataset size rather than model size. Both analytically and experimentally, we show that this representation can be an efficient alternative to the original influence functions for estimating changes in parameters, model outputs and loss due to data point removal, when model size is large relative to dataset size, or when evaluating the original influence functions in parameter space is infeasible. The dual representation, however, is limited to linearizable models, which are models whose behavior can be approximated by their linearizations throughout training, and requires materializing a matrix, whose size grows with the product of model output dimension and dataset size.

Robust statistical inference often faces a severe computational-statistical gap when dealing with complex parameter spaces. We investigate minimax signal detection in the Gaussian sequence model under strong $\epsilon$-contamination, where the signal belongs to a general prior constraint $K$. Existing optimal tests require computing the exact Kolmogorov $k$-width of $K$, a computationally intractable task for general non-trivial sets. We bridge this gap by proposing a polynomial-time testing framework that universally applies to balanced, type-2, and exactly 2-convex constraints. By leveraging a semidefinite programming relaxation and a modified ellipsoid method equipped with an approximate subgradient oracle, we efficiently approximate the Kolmogorov widths. Remarkably, our unconditional efficient algorithm achieves a robust detection boundary that matches existing upper bounds up to a mere polylogarithmic factor. This establishes a computationally tractable testing solution for a broad class of structured signals without requiring prior knowledge of their exact geometric complexity.

Dynamic Bayesian networks (DBNs) are a widely used framework for modeling systems whose probabilistic structure evolves over time. Standard inference methods focus on local conditional distributions and can miss larger-scale patterns in how dependencies between variables organize and change over time. We introduce a topological approach to this problem. To each DBN we associate a time-varying graph, called a Dynamic Bayesian Graph (DBG), by assigning to each edge a strength that measures variation in its conditional dependence across parent configurations, and retaining edges whose strength exceeds a chosen threshold. We show that this construction fits within the dynamic graph framework of Kim and Mémoli, enabling the use of tools from topological data analysis. Applying persistent homology to a DBG produces a barcode, which records the merging and disappearance of connected groups of strongly dependent variables over time. We prove that this barcode is stable: small perturbations in the conditional probability tables of the DBN lead to small changes in the resulting barcode. This yields a principled and noise-resistant summary of how dependency structure evolves in a dynamic Bayesian network.

Prediction markets (e.g., Polymarket, Kalshi) allow participants to bet on future events, producing real-time forecasts based on collective judgment. In domains such as elections and finance, markets have been effective at aggregating information, often rivaling or outperforming expert forecasters or polls. Whether this performance extends to infectious disease dynamics is unclear. Participants are self-selected and typically lack epidemiological expertise. However, markets can respond in real time to emerging news and unstructured signals in ways that standard forecasting pipelines cannot. Also, substantial financial stakes encourage participants to make an effort to be accurate. We evaluate Polymarket forecasts during 2025 and 2026 for two settings: weekly cumulative influenza hospitalizations in the US, which have an established expert-curated forecasting ensemble (CDC FluSight), and monthly measles cases, which do not. Across both settings, prediction markets fail to outperform standard benchmarks. For influenza, markets are competitive with low-performing individual FluSight models but are dominated by the FluSight ensemble: even when we combine market forecasts with the ensemble, the best combination puts zero weight on the markets. For measles, markets are outperformed by simple statistical baselines. We diagnose two sources of market inefficiency: placement of probability mass on impossible outcomes (e.g., decreasing values in cumulative forecasts) and low trading volume. These results suggest that current prediction markets are not reliable forecasters of infectious disease dynamics on their own or useful as complementary features for existing forecasting systems.

Adaptive experimentation under unknown network interference requires solving two coupled problems: (i) learning the underlying dynamics of interference among units and (ii) using these dynamics to inform treatment allocation in order to maximize a cumulative outcome of interest (e.g. revenue). Existing adaptive experimentation methods either assume the interference network is fully known or bypass the network by operating on coarse cluster-level randomizations. We develop a Thompson sampling algorithm that jointly learns the interference network and adaptively optimizes individual-level treatment allocations via a Gibbs sampler. The algorithm returns both an optimized treatment policy and an estimate of the interference network; the latter supports downstream causal analyses such as estimation of direct, indirect, and total treatment effects. For additive spillover models, we show that total reward is linear in the treatment vector with coefficients given by an $n$-dimensional latent score. We prove a Bayesian regret bound of order $\sqrt{nT \cdot B \log(en/B)}$ for exact posterior sampling; empirically, our Gibbs-based approximate sampler achieves regret consistent with this rate and remains sublinear when the additive spillovers assumption is violated. For general Neighborhood Interference, where this reduction is unavailable, we analyze an explore-then-commit variant with $O(n^2 \log T)$ graph-discovery cost. An information-theoretic $\Omega(n \log T)$ lower bound complements both results. Empirically, our method achieves more than an order-of-magnitude reduction in regret in head-to-head comparisons. On two real-world networks, the algorithm achieves sublinear regret and yields downstream effect estimates with small RMSE relative to the truth.

The recent empirical success of the Muon optimizer has renewed interest in non-Euclidean optimization, typically justified by similarities with second-order methods, and linear minimization oracle (LMO) theory. In this paper, we challenge this geometric narrative through three contributions, demonstrating that precise geometric structure is not the key factor affecting optimization performance. First, we introduce Freon, a family of optimizers based on Schatten (quasi-)norms, powered by a novel, provably optimal QDWH-based iterative approximation. Freon naturally interpolates between SGD and Muon, while smoothly extrapolating into the quasi-norm regime. Empirically, the best-performing Schatten parameters for GPT-2 lie strictly within the quasi-norm regime, and thus cannot be represented by any unitarily invariant LMO. Second, noting that Freon performs well across a wide range of exponents, we introduce Kaon, an absurd optimizer that replaces singular values with random noise. Despite lacking any coherent geometric structure, Kaon matches Muon's performance and retains classical convergence guarantees, proving that strict adherence to a precise geometry is practically irrelevant. Third, having shown that geometry is not the primary driver of performance, we demonstrate it is instead controlled by two local quantities: alignment and descent potential. Ultimately, each optimizer must tune its step size around these two quantities. While their dynamics are difficult to predict a-priori, evaluating them within a stochastic random feature model yields a precise insight: Muon succeeds not by tracking an ideal global geometry, but by guaranteeing step-size optimality.

Many three-dimensional spatial fields are anisotropic, with directions of rapid and slow variation that need not align with the coordinate axes. Standard Gaussian process kernels with Automatic Relevance Determination (ARD) capture only axis-aligned anisotropy, while generic full symmetric positive definite (SPD) metrics can represent rotated anisotropy but do not parameterise principal length-scales and directions directly. We introduce an interpretable rotationally anisotropic GP kernel that parameterises a three-dimensional SPD covariance metric using three principal length-scales and an explicit SO(3) rotation. The rotation is represented by an axis-angle vector and mapped to SO(3) via the Lie-algebra exponential map, giving unconstrained Euclidean coordinates for inference while always inducing a valid SPD metric. The construction spans the same family of three-dimensional SPD covariance metrics as a generic full-SPD parameterisation, but exposes the geometry differently: length-scales and orientation are explicit, interpretable, and directly available for prior specification and posterior summaries. We perform Bayesian inference on these quantities using Markov Chain Monte Carlo (MCMC), and characterise the resulting symmetries and weakly identified regimes. On synthetic data with rotated anisotropy, the posterior recovers the generating metric and improves prediction relative to an axis-aligned ARD baseline, while matching the predictive performance of a generic full SPD baseline. When the ground truth is axis-aligned, posterior mass concentrates near the identity rotation and predictive performance matches ARD. On a material-density dataset from a laboratory-fabricated nano-brick, the inferred metric reveals rotated anisotropy that is not captured by axis-aligned kernels.

Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational inference (VI) offers a scalable alternative and often yields accurate predictive distributions, but cheap variational families such as mean-field (MF) can produce over-concentrated approximations that miss posterior dependence. We propose variational predictive resampling (VPR), a scalable posterior sampling method that exploits VI's predictive strength within a predictive-resampling framework to better approximate the Bayesian posterior. Given a prior-likelihood pair, VPR repeatedly imputes future observations from the current variational predictive, updates the variational approximation after each imputation, and records the parameter value implied by the completed sample. We establish conditions under which the law of the parameter returned by VPR is well defined and show that its finite-horizon approximation converges to this limit. In a tractable Gaussian location model, we show that VPR with MF variational predictives converges to the exact Bayesian posterior, whereas the optimal MF-VI approximation retains a non-vanishing asymptotic gap. Experiments on linear regression, logistic regression, and hierarchical linear mixed-effects models demonstrate that VPR substantially improves posterior uncertainty quantification and recovers posterior dependence missed by MF-VI, while remaining computationally competitive with, and often more efficient than, MCMC.

We establish a correspondence between anomaly detection in high-noise regimes and the renormalization group flow of non-equilibrium field theories. We provide a physical grounding for this framework by proving that the detection of phase transitions in interacting non-equilibrium systems maps to the study of an effective equilibrium field theory near its Gaussian fixed point, which we identify with the universal Marchenko-Pastur distribution. Applying the Functional Renormalization Group to the two-dimensional Model A, we demonstrate that the noise-to-signal ratio acts as a physical temperature, where the signal emerges as ordered domains within a thermalized background of fluctuations. Using the exact Onsager solution as a benchmark, we show that this approach identifies critical thresholds with an error below 4%, significantly outperforming standard information-theoretic metrics such as the Kullback-Leibler divergence. Our results provide a universal strategy for resolving structures in complex datasets near criticality, bridging the gap between statistical mechanics and statistical inference.

Designing the sensing architecture for large-scale spatio-temporal systems is hard when accuracy requirements are specified but sensor models are uncertain or unavailable. Classical design treats sensor placement and estimation sequentially, requiring valid forward models for each sensing modality. This paper inverts the design flow: given an error budget, synthesize the measurement likelihood that enforces it while injecting minimal information beyond the dynamical prior. The likelihood is constructed by constrained optimization: among all posteriors satisfying a prescribed accuracy bound relative to a target, select the one minimizing Kullback-Leibler divergence from the prior. The solution is a maximum-entropy posterior in relative-entropy form, and the induced likelihood is the Radon-Nikodym derivative. The framework accommodates arbitrary discrepancies and is instantiated for Wasserstein distance, maximum mean discrepancy, $f$-divergences, moment constraints, and hybrid metrics. For each, we derive the discrete particle-level problem, analyze its convex or convex-relaxed structure, and present solvers with complexity scaling. A closed-form solution exists for the symmetric exponential-tilt case, and a distillation procedure converts nonparametric likelihood samples into parametric forms. A two-layer sensor design architecture embeds the synthesized likelihood in the recursive predict-update loop, connecting accuracy budgets to physical sensor placement, precision, and configuration. Numerical experiments comparing four metrics on unimodal and multimodal scenarios confirm the accuracy constraints are reliably enforced and reveal how metric choice determines the amount and spatial distribution of injected information.

We study the sample complexity of empirical plug-in estimation for the powered even-order Gromov-Wasserstein functional between compactly supported probability measures on $\mathbb{R}^{d_x}$ and $\mathbb{R}^{d_y}$. For every fixed pair of integers $r,k\geq 1$, we prove that the two-sample empirical error is bounded at the rate $n^{-2/\max\{\min\{d_x,d_y\},4\}}$, up to a logarithmic factor in the critical case $\min\{d_x,d_y\}=4$. This extends the known quadratic Euclidean upper rate to the full powered even-order family. The proof uses a polynomial decomposition of the even-order GW functional, a generalized duality formula reducing the coupling-dependent term to a compact family of ordinary optimal transport problems, and entropy estimates for semiconcave dual potentials.

We study the large-depth limit of transformers trained with AdamW, by modelling the hidden-state dynamics as an interacting particle system (IPS) coupled through the attention mechanism. Under appropriate scaling of the attention heads, we prove that the joint dynamics of the hidden states and backpropagated variables converge in $L^2$, uniformly over the initial condition, to the solution of a forward–backward system of ODEs at rate $\mathcal O(L^{-1}+L^{-1/3}H^{-1/2})$. Here, $L$ and $H$ denote the depth and number of heads of the transformer, respectively. The limiting system of ODEs can be identified with a McKean–Vlasov ODE (MVODE) when the attention heads do not incorporate causal masking. By using the flow maps associated with this MVODE and applying concentration of measure techniques, we obtain bounds on the difference between the discrete and continuous models that are uniform over compact sets of initial conditions. As this is achieved without resorting to a covering argument, the constants in our bounds are independent of the number of tokens. Furthermore, under a suitable adaptation to AdamW, the bounds become independent of the token embedding dimension.

This paper challenges the prevailing practice of accepting standardized factor loadings as low as .50 in confirmatory factor analysis. Drawing on the logic of Average Variance Extracted (AVE) and communality, the author argues for a stricter item level threshold: only indicators with loadings of {\lambda} >= .70 (implying {\lambda}sq >= .50) should be retained in final measurement models. The rationale is that indicators with {\lambda} < .70 contain more error than explained variance, undermining both construct validity and the stability of factor solutions. The paper reviews theoretical foundations, simulation evidence, and implications for structural equation modeling, showing that weak loadings degrade measurement quality, factor score determinacy, and model fit. Adopting a minimum {\lambda} >= .70 rule aligns item level standards with established construct level criteria and enhances the rigor and interpretability of latent variable models.

Modelling extreme events and heavy-tailed phenomena is central to building reliable predictive systems in domains such as finance, climate science, and safety-critical AI. While Lévy processes provide a natural mathematical framework for capturing jumps and heavy tails, Bayesian inference for Lévy-driven stochastic differential equations (SDEs) remains intractable with existing methods: Monte Carlo approaches are rigorous but lack scalability, whereas neural variational inference methods are efficient but rely on Gaussian assumptions that fail to capture discontinuities. We address this tension by introducing a neural exponential tilting framework for variational inference in Lévy-driven SDEs. Our approach constructs a flexible variational family by exponentially reweighting the Lévy measure using neural networks. This parametrization preserves the jump structure of the underlying process while remaining computationally tractable. To enable efficient inference, we develop a quadratic neural parametrization that yields closed-form normalization of the tilted measure, a conditional Gaussian representation for stable processes that facilitates simulation, and symmetry-aware Monte Carlo estimators for scalable optimization. Empirically, we demonstrate that the method accurately captures jump dynamics and yields reliable posterior inference in regimes where Gaussian-based variational approaches fail, on both synthetic and real-world datasets.

We consider a high quantile homogeneity test to determine whether a certain set of explanatory variables has homogeneous effects on different high quantiles of the response variable in the tail. To accommodate for situations under both the null and the alternative, the auxiliary process in this case may no longer be treated as stationary, and the problem requires a joint analysis of both homoscedastic and heteroskedastic high quantiles. For this, we develop a novel Bahadur representation result in the high quantile setting for a general class of tail dependent time series under potential heteroskedasticity, which can be of interest by its own. In particular, the Bahadur representation provides a foundation for reducing problems regarding nonlinear high quantile regression estimators to those regarding suitably constructed linear forms with an explicit error bound and can be transformative and useful in many statistical problems. We in the current article apply it to guide the development of a generative high quantile homogeneity test, which is then illustrated through applications to both synthetic and real data.

State-transition models are essential across epidemiology and ecology, but statistical inference remains challenging owing to high-dimensional latent state spaces, temporal dependence, and intractable likelihood functions. Bayesian inference via Markov Chain Monte Carlo (MCMC) enables joint estimation of model parameters and missing event times through data augmentation, but Metropolis-within-Gibbs (MWG) schemes that combine multiple specialised kernels are notoriously difficult to implement. Current probabilistic programming frameworks face a trade-off: automation sacrifices extensibility, whilst flexibility demands substantial implementation overhead. This divide has created a software landscape characterised by tightly coupled, model-specific implementations that resist reuse and extension. We introduce gemlib.mcmc, an MCMC module designed to bridge methodological and applied communities through principled, composable kernel abstractions. The framework employs writer monads from category theory to formalise kernel composition, enabling seamless integration of parameter-estimation and data-augmentation kernels without manual state management. Built on JAX and TensorFlow Probability for high-performance computation, gemlib.mcmc provides an ergonomic interface – leveraging Python's right-shift operator for intuitive kernel chaining – whilst maintaining statistical rigour and transparency. Developers can extend the library by implementing only two methods; composition and hardware acceleration are automated. We demonstrate the framework through parameter inference on partially observed epidemic models, showing how complex inference algorithms can be expressed concisely and reused across applications. By reducing implementation burden we provide access to sophisticated MCMC methods and enable applied researchers to employ state-of-the-art algorithms without reimplementation overhead.

The overlap gap property (OGP) is a statement about the geometry of near-optimal solutions. Exhibiting OGP implies failure of a class of local algorithms; and has been observed to coincide with conjectured algorithmic limits in problems with statistical computational gap. We consider the Stochastic Block Model (SBM), where the graph has a planted partition with $k$ equal-size blocks which form the `communities', and where, for parameters $p>q$, vertices within the same community connect with probability $p$, while vertices in different communities connect with probability $q$, independently across pairs of vertices. Modularity–based clustering algorithms have become ubiquitous in applications. This article studies theoretical limits of local algorithms based on the modularity score on the SBM. We establish that modularity exhibits OGP on the SBM. This rules out a class of local algorithms based on modularity for recovery in the SBM, and shows slow mixing time for a related Markov Chain. Theoretically this is one of the few instances where OGP has been established for a `planted' model, as most such analyses to date consider the `null' model. As part of our analysis, we extend a result by Bickel and Chen 2009, who established that with high probability, the modularity optimal partition of SBM is $o(n)$ local moves away from the planted partition, where $n$ is the graph size. We show that, with high probability, any partition with modularity score sufficiently near the optimal value is close to the planted partition.

This work revisits standard policy gradient methods used on restricted policy classes, which are known to get stuck in suboptimal critical points. We identify an important cause for this phenomenon to be that the policy gradient is itself fundamentally myopic, i.e. it only improves the policy based on the one-step $Q$-function. In this work, we propose a generalized $k$-step policy gradient method that couples the randomness within a $k$-step time window and can escape the myopic local optima in MDPs with restricted policy classes. We show this new method is theoretically guaranteed to converge to a solution that is exponentially close in performance to the optimal deterministic policy with respect to $k$. Further, we show projected gradient descent and mirror descent with this $k$-step policy gradient can achieve this exponential guarantee in $O(\frac{1}{T})$ iterations, despite only assuming smoothness and differentiability of the value function. This will provide near optimal solutions to previously elusive applications like state aggregation and partially observable cooperative multi-agent settings. Moreover, our bounds avoid the ubiquitous distribution mismatch factors $||d_\mu^{\pi^*} / d_\mu^{\pi}||_\infty$ and $||d_\mu^{\pi^*} / \mu||_\infty$ enabling the $k$-step policy gradient method to escape suboptimal critical points that emerge from poor exploration in fully observable settings.