Papers

We study asymptotic anytime-valid confidence sequences for degree-two U-statistics under continuous monitoring. In the nondegenerate case, Hoeffding's projection reduces the problem to a time-uniform central limit theory for the partial sums of the first-order projection, while the canonical remainder is shown to be negligible under mild moment assumptions. A leave-one-out jackknife estimator then yields a fully data-driven procedure, leading to confidence sequences with asymptotic coverage guarantee for the parameter of interest. In the degenerate case, we show that the U-statistic is approximated by a centered quadratic Gaussian-chaos rather than by a simple Gaussian, which poses significant challenges for sequential inference. To address this issue, we novelly develop the Spectrally Allocated Gaussian-chaos Excursion (SAGE) boundary, and then provide plug-in implementations based on truncated spectrum estimation with consistency guarantees. The resulting widths can attain the expected time-uniform optimal rates: $\sqrt{\log\log n/n}$ in the nondegenerate regime and $\log\log n/n$ in the degenerate regime. Several widely used U-statistics are discussed within the proposed framework, and numerical experiments further support the validity of the derived theory.

Stochastic gradient descent (SGD) has been studied extensively over the past decades due to its simplicity and broad applicability in machine learning. In this work, we analyze the local behavior of gradient descent and stochastic gradient descent for minimizing $C^2$-functions that satisfy the Polyak-Lojasiewicz (PL) inequality and under a multiplicative gradient noise model motivated by overparameterized neural networks. Using a geometric interpretation of the PL-condition, we prove a simple yet surprising fact: in this possibly non-convex setting, the asymptotic convergence rate of (S)GD matches the rate obtained for strongly convex quadratics.

The statistical analysis of marked point processes requires disentangling complex spatial arrangements from attribute-dependent interactions. While classical summary statistics are effective for second-order dependencies, they frequently fail to capture higher-order topological structures and non-linear interactions between marks and space. In this work, we propose a novel multiscale topological inference framework for marked point processes by integrating mark-weighted filtrations with Euler Characteristic envelopes. We redefine the underlying metric space using an exponential mark-weighted distance, which modulates connectivity based on attribute similarity, effectively accelerating the merger of connected components among homophilic neighbors. To ensure rigorous statistical inference, we apply non-parametric global envelope tests to the resulting Euler Characteristic Curves, allowing for formal hypothesis testing against the null model of random labeling. Furthermore, we introduce a local decomposition of the topological signal via Z-scores at the critical filtration scale to identify and localize structural hubs and topological barriers. Systematic simulations across various scenarios demonstrate the framework's high specificity and sensitivity to attribute-space dependencies while remaining robust against purely geometric effects. This methodology provides a comprehensive and interpretable toolkit for identifying, quantifying, and localizing complex structural dependencies in marked spatial data, bridging the gap between topological data analysis and classical point process statistics.

Forecasting multivariate hidden Markov processes is challenging due to nonlinear and nonstationary observations, latent state transitions, and cross-sequence dependencies. While deep learning methods achieve strong predictive accuracy, they typically lack explicit state modeling, whereas Hidden Markov Models (HMMs) provide interpretable latent states but struggle with complex nonlinear emissions and scalability. To address these limitations, we propose DRL-STAF, a Deep Reinforcement Learning based STate-Aware Forecasting framework that jointly predicts next-step observations and estimates the corresponding hidden states for complex multivariate hidden Markov processes. Specifically, DRL-STAF models complex nonlinear emissions using deep neural networks and estimates discrete hidden states using reinforcement learning, reducing the reliance on predefined transition structures and enabling flexible adaptation to diverse temporal dynamics. In particular, DRL-STAF mitigates the state-space explosion encountered by typical multivariate HMM-based methods. Extensive experiments demonstrate that DRL-STAF outperforms HMM variants, standalone deep learning models, and existing DL-HMM hybrids in most cases, while also providing reliable hidden-state estimates.

Kunchenko's method of polynomial maximization provides a semiparametric apparatus for parameter estimation under non-Gaussian errors, but its classical power basis relies on finite higher-order integer moments. This paper introduces the Parametrically Adaptive Transition Polynomial (PATP), a signed-parity fractional-power family controlled by a continuous parameter alpha in [0,1]. The quadratic exponent map p_i(alpha) connects the fractal regime p_i(0)=1/i, the degenerate linear point p_i(1/2)=1, and the signed-parity integer-power regime p_i(1)=i. For the degree-S=2 case we derive a closed-form variance-reduction coefficient g_2(alpha) in terms of signed and absolute fractional moments, identify the singular behavior at alpha=1/2, and state the moment and regularity conditions under which the formula is meaningful. The construction should be read as a Form-B PATP analogue within Kunchenko's generalized apparatus, not as an exact recovery of the canonical even-power PMM basis at alpha=1. Numerical illustrations on canonical distributions are used to examine the finite-sample behavior of the signed-parity estimator and to mark the boundary of applicability for extremely heavy-tailed cases such as Cauchy.

We establish novel structural and statistical results for entropy-regularized min-max inverse reinforcement learning (Min-Max-IRL) in finite-horizon MDPs with Borel state and action spaces. We show that maximum likelihood estimation (MLE) and Min-Max-IRL are equivalent at the population level, and at the empirical level under deterministic dynamics. For linear reward classes, we leverage pseudo-self-concordance of the Min-Max-IRL loss to prove that both the excess trajectory-level KL divergence and the squared parameter error in the Hessian norm decay at the fast rate $O(n^{-1})$, where $n$ is the number of expert trajectories. A local minimax lower bound matches the parameter-error rate up to logarithmic factors in the well-specified deterministic setting. Our guarantees apply under misspecification and require no uniform state-coverage assumption. We further extend reward-identifiability results to general Borel spaces and compare our results with MLE-based guarantees.

The aim of this study is to empirically investigate the existence of a sectoral asset price channel of monetary policy in the region of the six republics of former Yugoslavia. The study constructs sectoral indices for the entire region, building on the idea that one regional stock exchange may provide more efficiency for the listed companies in the region, while monetary policy relevance for it may be sector-specific. We employ panel vector autoregressive model to observe impulse responses of sectoral indices to innovations in monetary policy, while then disentangle the long- from the short-run relationships per index through a Pooled Mean Group estimation. Overall, we document presence of the asset price channel in the finance and telecom sectors, likely driven by the established multinational corporate networks fostering sub-market regionalization. Yet, this is not the case for the manufacturing and electricity sectors, which may imply that local stock markets are yet too fragmented and space for a more efficient regional stock market, either in the true sense of the word or, more realistically, though enhanced regional cooperation of the stock exchanges certainly exists.

We propose a simple mechanism by which scaling laws emerge from feature learning in multi-layer networks. We study a high-dimensional hierarchical target that is a globally high-degree function, but that can be represented by a combination of latent compositional features whose weights decrease as a power law. We show that a layer-wise spectral algorithm adapted to this compositional structure achieves improved scaling relative to shallow, non-adaptive methods, and recovers the latent directions sequentially: strong features become detectable at small sample sizes, while weaker features require more data. We prove sharp feature-wise recovery thresholds and show that aggregating these transitions yields an explicit power-law decay of the prediction error. Technically, the analysis relies on random matrix methods and a resolvent-based perturbation argument, which gives matching upper and lower bounds for individual eigenvector recovery beyond what standard gap-based perturbation bounds provide. Numerical experiments confirm the predicted sequential recovery, finite-size smoothing of the thresholds, and separation from non-hierarchical kernel baselines. Together, these results show how smooth scaling laws can emerge from a cascade of sharp feature-learning transitions.

Normative modeling enables individualized characterization of structural brain deviations by evaluating subjects against a reference population rather than a group average. Most existing implementations treat brain regions independently and remain cross-sectional, despite the availability of repeated neuroimaging measurements and the well-documented spatial organization of neuroanatomical variation. We propose a Bayesian longitudinal spatial normative model that jointly captures within-subject temporal dependence and spatially structured subject-specific deviations within a unified hierarchical framework. The individualized deviation map is treated as a latent spatial process with an explicit posterior distribution, yielding a principled Bayes estimator under squared error loss rather than an ad hoc residual summary. Across six simulation scenarios encompassing varying spatial dependence, nonlinear trajectories, irregular visit schedules, and missing follow-up, the proposed model consistently reduced deviation-map reconstruction error relative to independent cross-sectional and longitudinal non-spatial benchmarks while maintaining stable calibration. In an application to OASIS-3 structural MRI data, the model reduced RMSE by 54% relative to the independent cross-sectional model and by 45% relative to the longitudinal non-spatial model. Regional deviation burden was concentrated in the temporal pole, entorhinal cortex, inferior temporal cortex, posterior cingulate, and parahippocampal cortex, consistent with regions implicated in early Alzheimer-type neurodegeneration. Subject-level profiles revealed substantial heterogeneity in regional abnormality patterns, including marked multiregional deviation with preserved global cognitive scores.

Recent studies have reported $\textit{saturation effects}$ and $\textit{multiple descent behavior}$ in large dimensional kernel ridge regression (KRR). However, these findings are predominantly derived under restrictive settings, such as inner product kernels on sphere or strong eigenfunction assumptions like hypercontractivity. Whether such behaviors hold for other kernels remains an open question. In this paper, we establish a broad, new family of large dimensional kernels and derive the corresponding convergence rates of the generalization error. As a result, we recover key phenomena previously associated with inner product kernels on sphere, including: $i)$ the $\textit{minimax optimality}$ when the source condition $s\le 1$; $ii)$ the $\textit{saturation effect}$ when $s>1$; $iii)$ a $\textit{periodic plateau phenomenon}$ in the convergence rate and a $\textit {multiple-descent behavior}$ with respect to the sample size $n$.

Estimating a sparse covariance matrix is a fundamental problem in high-dimensional statistics. However, thresholding methods developed for independent data are generally not directly applicable to high-dimensional time series, where temporal dependence alters the stochastic behavior of sample covariance estimators. This paper studies sparse covariance matrix estimation for high-dimensional time series under weak dependence. We propose a thresholding procedure that incorporates long-run variance into the construction of entry-specific thresholds, thereby adapting to temporal dependence. Under suitable regularity conditions, we show that the proposed estimator is consistent under the spectral norm and attains the optimal convergence rate over a class of sparse covariance matrices. We further establish support recovery consistency for identifying the nonzero entries of the covariance matrix. In addition, we show that universal and adaptive thresholding methods developed for independent data may fail to recover the support consistently in the presence of autocorrelation. Simulation studies demonstrate that the proposed method compares favorably with existing thresholding estimators in terms of both estimation accuracy and support recovery. Applications to gene expression data and stock return data further illustrate its practical usefulness.

Change-point detection in dynamic networks has received much attention due to its broad applications in social networks and biological systems. Kernel-based methods have shown strong potential for this problem. However, their performance can depend sensitively on the choice of kernel, and selecting an appropriate kernel is challenging when the underlying change pattern is unknown. Motivated by this challenge, we propose KAP-CPD, a new kernel-based testing framework for change-point detection in dynamic networks. KAP-CPD aggregates information from multiple kernels, allowing it to adapt to diverse change patterns. The proposed method does not assume specific underlying network distribution, and achieves strong empirical power across a wide range of network change scenarios. To improve scalability, we further develop a fast analytic testing procedure, KAPf-CPD, that substantially reduces computation time for long network sequences compared with permutation-based alternatives and current state-of-the-art methods. We evaluate our proposed framework through extensive simulations and real-world data on email communication networks and brain functional connectivity networks.

In the field of statistical learning and data analysis, estimating precision matrices (i.e., the inverse of covariance matrices) is a critical task, particularly for understanding dependency structures among variables. However, traditional methods often fall short when dealing with high-dimensional interval-valued data, where each observation is represented as an interval rather than a single point. This paper proposes a novel framework for estimating precision matrices in such contexts, addressing the unique challenges posed by the interval nature of the data. Specifically, we assume that the upper and lower bounds of the intervals share the same conditional dependency structure, and then formulate the interval graphical lasso optimization objective to estimate the precision matrix. At the optimization level, we provide an efficient computational approach, while at the theoretical level, we prove the sparsity and consistency of the estimator. Experimental results on simulated studies and real data applications demonstrate the superiority of the proposed method in terms of estimation precision and interpretability.

Robust point-set registration in the presence of noise and outliers is challenging because the matched points (inliers) must be identified before reliable alignment can be performed. Existing robust registration methods typically optimize over the transformation space and are often designed for regimes with a nonvanishing fraction of inliers. In this paper, we study the inlier recovery problem arising in robust registration by comparing two datasets through the Hadamard product of their Gram matrices. This formulation converts the inlier identification into a structured recovery problem and avoids direct optimization over the rotation group. Based on this idea, we develop two methods: an eigenvector matching method based on the leading eigenvector of the Gram-matrix overlap, and a row-sum matching method based on aggregated entrywise comparison. We show that the eigenvector method achieves weak recovery when the dimension and sample size are of the same order, while the row-sum method achieves exact recovery under a broader range of dimensional scalings. In particular, when the dimension is comparable to the sample size, exact recovery is possible even when the inlier fraction vanishes, with the number of inliers as small as order $\sqrt{n}$, up to logarithmic factors. We also discuss a parallel implementation for large-scale settings. Numerical experiments on brain imaging data and image examples demonstrate that the proposed methods effectively identify matched structure under substantial corruption.

We study far-field discrimination between one and two incoherent point sources in the singular regime of weak and closely spaced emitters. Under ideal alignment, spatial-mode demultiplexing (SPADE) attains the quantum-optimal large-sample Stein exponent, but the finite-photon behavior near the one-source boundary and the effect of realistic imperfections remain less understood. Using singular learning theory, we analyze both the aligned and misaligned problems. In the aligned Gaussian case, for prior densities that are smooth and strictly positive in the physical $(\epsilon,s)$ coordinates near the singularity of the aligned model, direct imaging and SPADE share the same real log canonical threshold $\lambda=1/2$ but have different multiplicities, yielding distinct Bayes free-energy asymptotics. A fixed nonzero misalignment removes the exact support mismatch of ideal SPADE: locally, the fixed-offset binary-SPADE Kullback–Leibler function has the normal-crossing form $K\asymp\epsilon^2s^2$, giving $(\lambda,m)=(1/2,2)$ under the same prior class, as for direct imaging. The local separation scale nevertheless depends on the source-position convention. Moreover, full Hermite–Gaussian mode counting about an offset sorter axis has a reflection-induced KL-zero branch at $s^\ast=2\theta$, where the two-source alternative becomes indistinguishable from the null. Pointwise finite-$n$ binary-SPADE calculations exhibit the corresponding power collapse. These results identify measurement support, nuisance geometry, prior weighting, and identifiability as structural ingredients that must be tracked in finite-photon quantum discrimination.

Nearest-neighbor methods are fundamental to classical and modern machine learning, yet their geometric properties are typically analyzed under independent sampling. In this paper, we study the nearest-neighbor radii under dependent sampling. We consider strong mixing dependent observations and ask whether dependence changes the scale of nearest-neighbor neighborhoods. We establish distribution-free almost sure convergence under polynomial mixing and sharp non-asymptotic moment bounds under geometric mixing. The moment bounds depend on the local intrinsic dimension rather than the ambient dimension, making the results applicable to high-dimensional data concentrated near lower-dimensional manifolds. Synthetic experiments and real-world time-series benchmarks support the theory, showing that nearest-neighbor geometry remains informative under dependence sampling.

Domain adaptation faces a fundamental paradox in the cold-start regime. When target data is scarce, statistical methods fail to distinguish relevant source domains from irrelevant ones, which often leads to negative transfer. In this paper, we address this challenge by leveraging expert textual descriptions of the target domain, a resource that is often available but overlooked. We propose a probabilistic framework that translates these semantic descriptions into a choice model, namely a Language-Induced Prior (LIP), that learns the preferences from a pretrained Large Language Model (LLM). The LIP is then integrated into an Expectation-Maximization algorithm to identify source relevance. Methodologically, this framework is compatible with any parametric model where a likelihood is available. It allows the LIP to guide the selection of sources when target signals are weak, while gradually refining these choices as samples accumulate. Theoretically, we prove that the estimator roughly matches an oracle cold-start MSE under a correct prior, while remaining asymptotically consistent regardless of the quality of the LIP. Empirically, we validated the framework on a descriptive (Gaussian estimation), a predictive (C-MAPSS dataset), and a prescriptive task (MuJoCo hopper).

We study reinforcement learning in hybrid discrete-continuous action spaces, such as settings where the discrete component selects a regime (or index) and the continuous component optimizes within it – a structure common in robotics, control, and operations problems. Standard model-free policy gradient methods rely on score-function (SF) estimators and suffer from severe credit-assignment issues in high-dimensional settings, leading to poor gradient quality. On the other hand, differentiable simulation largely sidesteps these issues by backpropagating through a simulator, but the presence of discrete actions or non-smooth dynamics yields biased or uninformative gradients. To address this, we propose Hybrid Policy Optimization (HPO), which backpropagates through the simulator wherever smoothness permits, using a mixed gradient estimator that combines pathwise and SF gradients while maintaining unbiasedness. We also show how problems with action discontinuities can be reformulated in hybrid form, further broadening its applicability. Empirically, HPO substantially outperforms PPO on inventory control and switched linear-quadratic regulator problems, with performance gaps increasing as the continuous action dimension grows. Finally, we characterize the structure of the mixed gradient, showing that its cross term – which captures how continuous actions influence future discrete decisions – becomes negligible near a discrete best response, thereby enabling approximate decentralized updates of the continuous and discrete components and reducing variance near optimality. All resources are available at github.com/MatiasAlvo/hybrid-rl.

We introduce and analyze Target-Induced Loss Tilting (TILT) for unsupervised domain adaptation under covariate shift. It is based on a novel objective function that decomposes the source predictor as $f+b$, fits $f+b$ on labeled source data while simultaneously penalizing the auxiliary component $b$ on unlabeled target inputs. The resulting fit $f$ is deployed as the final target predictor. At the population level, we show that this target-side penalty implicitly induces relative importance weighting at the population level, but in terms of an estimand $b^*_f$ that is self-localized to the current error, and remains uniformly bounded for any source-target pair (even those with disjoint supports). We prove a general finite-sample oracle inequality on the excess risk, and use it to give an end-to-end guarantee for training with sparse ReLU networks. Experiments on controlled regression problems and shifted CIFAR-100 distillation show that TILT improves target-domain performance over source-only training, exact importance weighting, and relative density-ratio baselines, with a stable dependence on the regularization parameter.

Diffusion models generate samples by denoising along the score of a perturbed target distribution. In practice, one trains a neural diffusion model, which is computationally expensive. Recent work suggests that score matching implicitly smooths the empirical score, and that this smoothing bias promotes generalization by capturing low-dimensional data geometry. We propose moment-matched score-smoothed overdamped Langevin dynamics (MM-SOLD), a training-free interacting particle sampler that enforces the target moments throughout the sampling trajectory. We prove that, in the large-particle limit, the empirical particle density converges to a deterministic limit whose one-particle stationary marginal is a Gibbs–Boltzmann density obtained by exponentially tilting a naive score-smoothed diffusion target. The mean and covariance of this distribution agree with the empirical moments of the training data. Experiments on 2D distributions and latent-space image generation show that MM-SOLD enables fast, robust, training-free sampling on CPUs, with sample fidelity and diversity competitive with neural diffusion baselines.

Long-term outcomes are often unavailable in randomized clinical trials, although short-term surrogate outcomes are commonly observed. External observational data may contain the long-term outcome, but causal comparisons based on such data alone are vulnerable to confounding. Existing surrogate-based data integration methods for long-term outcomes have focused primarily on average treatment effects. We study estimation of quantile treatment effects for long-term outcomes in the trial population by combining randomized trial data with external observational data. Under treatment randomization, positivity, and a surrogate-based transportability assumption, we establish identification and develop a doubly robust estimator for inference. The estimator accommodates flexible machine learning methods for nuisance estimation, remains consistent if either the score-related or outcome regression-related nuisance functions are consistently estimated, and is asymptotically normal under regularity conditions. Simulation and real-data results demonstrate that the proposed method performs well in finite samples and can reveal heterogeneous long-term treatment effects across quantiles.

Conformal prediction is often calibrated with a single pooled threshold, but this can hide cross-group heterogeneity in score distributions and distort group-wise coverage. We study this phenomenon through the population score distributions underlying split conformal calibration. First, we derive a conservation law and lower bound showing that pooled calibration incurs irreducible group-wise coverage distortion at a scale set by cross-group quantile heterogeneity. Second, we demonstrate that the two leading fairness definitions for conformal prediction, Equalized Coverage and Equalized Set Size, are fundamentally in tension. Third, we quantify the cost of moving between policies which treat groups separately or pool them. Experiments on synthetic and real data confirm the same bidirectional trade-off after finite-sample calibration. Our results show that, for the policy families studied here, calibration choice does not remove cross-group heterogeneity; it determines whether the resulting distortion appears in the coverage or size dimension, providing a principled lens for analyzing fairness-oriented calibration choices in practice.

A platform trial is an innovative clinical trial design that enables simultaneous and continuous evaluation of multiple treatments within a single master protocol. Existing robust methods restrict analyses to concurrently randomized participants due to concerns that including nonconcurrent data may introduce bias from temporal trends. However, this exclusion represents a missed opportunity to improve efficiency. We propose a Gaussian process framework for incorporating nonconcurrent data that exploits temporal smoothness, a key feature of platform trials. The framework includes single-task and multi-task formulations and provides data-adaptive integration of nonconcurrent data with uncertainty quantification. The connection to kernel ridge regression yields a transparent frequentist interpretation of how nonconcurrent data are integrated. We establish two theoretical guarantees: incorporating nonconcurrent controls reduces the posterior variance of the treatment effect, and the resulting bias is controlled by a non-increasing bound. We extend the framework to discrete outcomes and to covariate adjustment, illustrate it on a hypothetical platform trial constructed from SURMOUNT-1, and provide an implementation in the R package RobinCID.

Many complex systems can be reduced to their key components through spectrally decomposing matrices that capture their dynamics. These matrices can in turn be constructed from data, often by least-squares fitting: examples of algorithms to do this include Dynamical Mode Decomposition and variants, subspace identification and eigenvalue realisation algorithms. Typical outputs of these algorithms include a range of isolated, peripheral eigenvalues capturing persistent emergent patterns in the system. However, there is no objective way to assess which of these discrete eigenvalues are artefacts of finite data error, and which are reflections of a fully sampled operator. n this paper, we present a sampling pseudospectrum $P(\lambda)$, that provides probabilistic information on the behaviour of finite-data eigenvalues in the complex plane, and an estimator $\hat P(\lambda)$, which can be obtained by reprocessing our finite data sample. The estimator, which is computationally efficient to implement, allows us to test statistically for the location of the true eigenvalues. This gives us a rigorous and very general way to assess whether the patterns we extract from finite data are likely to be signal or noise.

Recent frontier large language models predominantly rely on Mixture-of-Experts (MoE) architectures. Despite empirical progress, there is still no principled understanding of how hyperparameters should scale with network width $N$, expert width $N_e$, number of experts $M$, sparsity $K$, and depth $L$ to ensure both stability and optimal performance at scale. We take a principled step toward resolving this gap by analyzing three different scaling regimes: (I) co-scaling $N\asymp N_e$, (II) co-scaling $N\asymp M\asymp K$, and (III) full proportional scaling of $N, N_e, M$, and $K$. For each regime, we develop a novel Dynamical Mean Field Theory (DMFT) description of the limiting training dynamics of MoEs that provides a formal foundation for our analysis. Within this framework, we derive the unique parameterization for SGD and Adam satisfying all maximal-update ($\mu$) desiderata. We then show that the resulting $\mu$P prescription does not reliably induce monotonic improvement with scale or robust learning-rate transfer. We trace these pathologies to scale-dependent observables in the aggregation dynamics, which motivates a refined set of desiderata that we term maximal scale stability. Guided by this principle, we derive a Maximally Scale-Stable Parameterization (MSSP) for both SGD and Adam in all three scaling regimes, and characterize the corresponding limiting dynamics - qualitatively distinct from the $\mu$P limit - through a separate DMFT analysis. Experiments verify that MSSP robustly recovers learning rate transfer and monotonic improvement with scale across regimes. Combined with existing depth-scaling theory, these results provide a complete scaling prescription for MoE architectures as a function of width, depth, expert width, and number of experts.

We study optimal monopoly pricing over consumer networks governed by general nonlinear utilities. In our framework, a consumer's utility is jointly determined by an individualized price and the consumption choices of their peers, propagated through a directed and signed social graph. This formulation encapsulates a broad class of utility functions; it strictly generalizes the traditional linear-quadratic framework to include logit-type discrete choice, isoelastic, and Stone-Geary utilities under a single theoretical umbrella. We first establish the existence and uniqueness of the consumer-side equilibrium under general contraction and variational conditions, explicitly accommodating asymmetric and signed network externalities. Leveraging this equilibrium characterization, we analyze targeted price discrimination within community-structured and influencer-driven markets. To this end, we introduce a generalized measure of network influence that extends classical Katz-Bonacich centrality beyond the Euclidean domain. Finally, addressing the challenge of unknown consumer utility functions, we develop a shape-constrained, tuning-parameter-free learning approach utilizing isotonic regression, for which we establish strict no-regret convergence guarantees. Supported by extensive simulations, our results seamlessly integrate equilibrium analysis and nonparametric learning into a cohesive monopoly pricing framework.

Learning of continuous exponential family distributions with unbounded support remains an important area of research for both theory and applications in high-dimensional statistics. In recent years, score matching has become a widely used method for learning exponential families with continuous variables due to its computational ease when compared against maximum likelihood estimation. However, theoretical understanding of the statistical properties of score matching is still lacking. In this work, we provide a non-asymptotic sample complexity analysis for learning the structure of exponential families of polynomials with score matching. The derived sample bounds show a polynomial dependence on the model dimension. These bounds are the first of its kind, as all prior work has shown only asymptotic bounds on the sample complexity.

Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples – i.e., a quadrature rule – constructed via an interacting particle system that minimizes maximum mean discrepancy (MMD) to the target distribution. These methods extend the classical mean shift algorithm, as well as recent algorithms for optimal quantization of empirical distributions, to the case of continuous distributions. Crucially, our approach creates dynamics for MMD minimization that are invariant to the unknown normalizing constant; they also admit both gradient-free and gradient-informed implementations. The resulting mean shift interacting particle systems converge quickly, capture anisotropy and multi-modality, avoid mode collapse, and scale to high dimensions. We demonstrate their performance on a wide range of benchmark sampling problems, including multi-modal mixtures, Bayesian hierarchical models, PDE-constrained inverse problems, and beyond.

Chain-of-thought (CoT) reasoning with self-consistency improves performance by aggregating multiple sampled reasoning paths. In this setting, correctness is no longer tied to a single reasoning trace but to the aggregation rule over a pool of candidate paths, making aggregation uncertainty the central challenge. This issue is critical where confidently incorrect answers are far more costly than abstentions. We introduce a conformal procedure for CoT reasoning that directly addresses aggregation uncertainty. Our approach replaces majority voting with weighted score aggregation over reasoning paths and calibrates an abstention rule using conformal risk control. This approach leads to finite-sample guarantees on the confident-error rate–the probability that the system answers and is wrong. We further identify score separability as the key condition under which abstention provably improves selective accuracy, and derive closed-form expressions that predict accuracy gains from calibration data alone. The method is fully inference-time, and requires no retraining. Across four benchmarks, four open-source models, and three score classes, realized confident-error rates are consistent with the prescribed targets up to calibration-split and test-set variability. Our method achieves $90.1\%$ selective accuracy on GSM8K by abstaining on less than $5\%$ of problems, compared with $82\%$ accuracy under majority-voting baseline.

Real-world physical signals are continuous and high-dimensional, yet the statistical-mechanics machinery of associative memory operates on discrete Ising spins. We bridge this divide through a multilayer Ising framework that couples a geometry-preserving continuous-to-Ising encoder (PCA whitening composed with SimHash random-hyperplane projection) to Kanter-Sompolinsky pseudo-inverse memory couplings, embedded directly into the local-field equations of a tri-layer hetero-associative system. The pseudo-inverse correction renders the equal-weight mixture state thermodynamically unstable, so that thermal fluctuations break the cross-modal symmetry and select a single global winner. We further establish a dynamical duality: parallel (Little) updates are structurally required to ignite the cross-modal signal avalanche from a single cued layer, whereas sequential (Glauber) sweeps resolve symmetric superpositions. The operational storage capacity obeys the Amit-Gutfreund-Sompolinsky finite-size correction $\alpha_c(N)=\alpha_c(\infty)-c\,N^{-1/2}$, extrapolating to an asymptotic operational limit $\alpha_c(\infty)\approx 0.50$ under macroscopic-basin retrieval. Applied to multi-channel sleep polysomnography (PhysioNet Sleep-EDF), the architecture reconstructs the macroscopic sleep state on parietal EEG and EOG axes from a single noisy frontal-EEG cue, demonstrating cross-modal recall in the presence of quenched biological disorder.