Papers

Healthcare mobility – patients seeking treatment outside their territory of residence – represents a major source of inequality and financial imbalance in decentralised health systems. In Italy, persistent north-south asymmetries in patient flows among Local Health Authorities (ASLs) have reinforced existing disparities within the National Health Service; yet the structural organisation and temporal dynamics of these flows remain poorly understood at the sub-regional level. We propose a Bayesian dynamic latent space model for directed weighted networks with a hurdle negative binomial likelihood, and apply it to administrative discharge records on mobility for hip replacement procedures among 109 Italian ASLs over 2018-2024. The model jointly addresses excess zeros, overdispersion and network dependence, while capturing directional heterogeneity through multiplicative sender and receiver effects and controlling for differences in territorial size via an appropriate exposure term. Applied to Italian mobility data, the model reveals the evolving geometry of the healthcare system, quantifies the disruption induced by the COVID-19 pandemic, and uncovers structural asymmetries in outward propensity and ASLs attractiveness. The framework provides a flexible tool for the statistical analysis of dynamic healthcare mobility networks with direct relevance to the monitoring and evaluation of territorial healthcare provision.

Compositional data must be analysed through log-ratios: scale invariance, the defining axiom of the field, leaves no alternative. The centred log-ratio divides by the geometric mean of every part, so a single contaminated component shifts every centred-log-ratio coordinate at once, displacing the log-ratio vector by a fixed amount that no choice of coordinates can reduce. We develop a theory of cellwise contamination on the simplex around this observation. A scale-invariant contamination model built from multiplicative perturbation combines with a propagation theorem showing that corruption of a single raw part induces a rank-one shift of the log-ratio vector, with direction determined by the contrast matrix. The resulting perturbation pattern is not equivalent to any independent cellwise contamination model in log-ratio coordinates – so standard Euclidean cellwise methods applied to log-ratios are ill-posed under the simplex contamination mechanism. For estimators whose Euclidean cellwise breakdown is witnessed by a column-concentrated configuration – a class including MCD, $S$-, $\tau$-, and coordinate-wise $M$-estimators of location and scatter – the cellwise breakdown value on the simplex is reduced by the factor $(D-1)/D$ relative to its Euclidean counterpart, a reduction that is tight and arises purely from the normalisation mismatch between $nD$ raw cells and $n(D-1)$ ilr cells. The cellwise influence function for the variation matrix carries a diagnostic fingerprint: contamination of a single part inflates exactly one row and column, identifying the responsible component. These results form the theoretical foundation for cellwise-robust methods on the simplex; a companion paper develops a cellwise-robust PCA estimator that exploits the propagation geometry and demonstrates it on simulated and geochemical data.

Longitudinal data are useful for capturing and analyzing patterns of change over time. Often, these patterns follow a nonlinear form. One useful and commonly applied nonlinear function is the piecewise function, which assumes growth occurs in distinct phases, each with its own functional form. Past literature has established that Bayesian inference is preferred over likelihood-based methods for estimating piecewise models. To address this, we developed the R package BEND - Bayesian Estimation of Nonlinear Data (available on CRAN). The purpose of BEND is to provide a user friendly software for estimating nonlinear longitudinal models using a Bayesian inference approach. Given the flexibility and practicality of the piecewise models, BEND includes several extensions of it to accommodate various types of complex longitudinal datasets and applications. Bayes_PREM() can empirically identify the number and location of random changepoints in a piecewise random effects model. This function can also model multiple latent classes with different longitudinal growth patterns and incorporate covariates to predict the outcome and latent class membership. Bayes_BPREM() can jointly model the longitudinal piecewise trajectories of two interrelated outcomes. Lastly, Bayes_CREM() can estimate the impact of group membership on longitudinal growth. This paper provides an overview of the functions included in BEND and empirical examples of how to apply these models in practice.

We survey Lyapunov-based techniques for the finite-time analysis of stochastic iterative algorithms, also known as stochastic approximation (SA) algorithms, for solving fixed-point equations $\bar{F}(x)=x$, where the operator $\bar{F}(\cdot)$ can only be accessed through a noisy oracle. We first focus on the standard setting in which $\bar{F}(\cdot)$ is contractive with respect to some norm and the noise is i.i.d., and explain how generalized Moreau envelopes serve as universal Lyapunov functions, regardless of the underlying norm. We then show how this framework yields mean-square convergence guarantees and applies to stochastic gradient descent, linear SA, and value-based reinforcement learning algorithms such as Q-learning and temporal-difference learning. Finally, we discuss extensions to Markovian noise, seminorm-contractive operators, dissipative operators, and high-probability bounds, and conclude with open problems. The goal is to present a unified and self-contained roadmap for the finite-time analysis of SA and its applications, especially in reinforcement learning.

We introduce the notion of worst-case posterior and worst-case likelihood sensitivity. These measure, respectively, the sensitivity of the expected cost to worst-case perturbations of the posterior distribution and worst-case perturbations of the likelihood of a Bayesian model. Each defines a quantitative measure of robustness. A decision maker concerned about the sensitivity of the out-of-sample expected cost to deviations from her assumptions will want a decision for which both sensitivities are small. We derive posterior and likelihood sensitivities for uncertainty sets defined in terms of deviation measures. Posterior sensitivity vanishes when the posterior variance shrinks to zero, which occurs when parameter uncertainty is eliminated from learning. Parameter learning does not eliminate likelihood sensitivity. A distributionally robust formulation of a Bayesian optimization problem makes a near-Pareto-optimal tradeoff between performance (expected cost) and robustness (posterior and likelihood sensitivity).

Estimating viral substitution rates is central to evolutionary epidemiology, and recent interest in within-host evolution has sharpened the question of what such rates measure. I distinguish two classes of evolutionary rate estimand that are rarely separated in phylogenetic analysis: the virion-level substitution rate (VLSR), a molecular quantity counting mutational events along lineages, and consensus-level substitution rates (CLSRs), population-summary quantities counting allele frequency threshold crossings from below. CLSRs are indexed by the consensus-generation rule. The VLSR and CLSRs are both biologically meaningful, but not interchangeable. Because the consensus-generation rule defines a given CLSR, it should be reported routinely. This reflection should help analysts make more informed methodological choices when working with sets of virus sequences.

GPS mobility data are increasingly used in epidemic modeling, allowing the construction of co-location networks or population flows. These trajectories typically exhibit high temporal sparsity because data collection is opportunistic and tied to phone use. Despite growing awareness of this limitation, the analysis and treatment of biases derived from it have been largely overlooked in existing epidemic modeling studies, raising concerns about the robustness of downstream inferences. We introduce a principled framework to quantify the impact of trajectory sparsity on key epidemic modeling outcomes across different levels of data missingness. Our approach leverages a highly complete dataset that exhibits both near-complete and sparse GPS trajectories. Near-complete trajectories provide baseline epidemic outcomes, while sparse trajectories provide realistic missingness patterns that we impose on the baseline to measure bias. In this way, we show how missing records can result in substantial underestimation of key measures of epidemic intensity, explained not only by the amount of missing data, but by more complex features of data missingness that should be taken into account when designing correction methods. Finally, we propose and evaluate a correction based on inverse probability weighting of the contact network before epidemic model calibration, which is shown to reduce bias and parameter misspecification. We also demonstrate this correction on a separate anonymized sample from a commercial GPS mobility dataset and report on its effect. Together, our findings provide a first rigorous quantification of trajectory-sparsity bias in epidemic modeling, offering initial guidance on the treatment of this issue.

Reliable evaluation of agentic systems requires unbiased estimates with valid uncertainty, but standard practice navigates between costly human annotation and biased LLM-as-judge proxies. Prediction-powered inference (PPI) combines both into debiased estimates with valid confidence intervals, yet its various methods remain scattered across papers under partial implementations. We introduce GLIDE, an open-source Python library that unifies state-of-the-art PPI estimators (PPI++, Stratified PPI, Predict-Then-Debias and its stratified variants, Active Statistical Inference) and samplers (uniform, stratified, active, cost-optimal) under a scipy-style API specialized to mean estimation. GLIDE ships with a reproducible Monte Carlo validation suite, an empirically grounded decision tree for method selection, and an agentic evaluation case study showing substantial annotation savings at equivalent precision. The GLIDE package is available at this URL: https://github.com/EmertonData/glide

Intertemporal choice data are usually summarized through scalar discount-rate parameters or fitted by predetermined parametric discount functions, although relevant information may lie in the shape of the whole discounting trajectory. This paper proposes a Functional Data Analysis framework for reconstructing and analyzing implicit subjective-time trajectories from discrete intertemporal equivalence judgments. Monetary equivalence responses from a multilingual questionnaire are transformed into individual discount curves, regularized by monotone smoothing, and used to recover normalized implicit subjective-time trajectories. The trajectories are examined through derivative summaries, Functional Principal Component Analysis, and clustering on standardized component scores. The empirical application, based on 107 participants, shows that heterogeneity in intertemporal choice is not fully captured by scalar discount-rate variation. The first two functional principal components explain 97.44% of the variability, indicating a low-dimensional structure. Functional clustering identifies three stable profiles of temporal deformation, supported by bootstrap stability analysis and sensitivity checks on components, algorithms, distances, smoothing specifications, and outlier treatment. Parametric benchmarks based on exponential, Weber-Fechner, and Stevens specifications provide accurate fits for many individuals, but do not fully recover the functional clustering structure. The comparison with explicit subjective-time perception measures reveals only partial alignment between implicit trajectories reconstructed from choices and directly reported temporal perception. Functional Data Analysis provides an applied statistical framework for representing intertemporal choice heterogeneity as variation in functional shape, complementing scalar discount-rate and parametric subjective-time models.

The family of linear recurrent neural networks has shown strong performance as recurrent memory units in partially observable reinforcement learning. We provide a theoretical justification for their empirical effectiveness by constructing and studying two linear filters: (i) the first exactly reproduces the pre-softmax logits of the belief vector in a hidden Markov model (HMM) under a deterministic transition matrix, thereby serving as a sufficient statistic for optimal policy learning, (ii) the second achieves vanishing state-decoding error under a nearly deterministic transition matrix, thus reducing state ambiguity to near zero. The results extend to action-controlled HMMs, where the corresponding linear filters become time-varying with action-dependent dynamics. We illustrate our main results through numerical experiments and further show that the constructed linear filter serves as a strong feature extractor in a small reinforcement learning game.

Fraud detection in payment networks relies on labels generated through heterogeneous and imperfect observation processes, yet existing approaches treat fraud as a homogeneous binary variable. We show that this assumption is structurally incorrect and leads to provable inefficiency. We introduce an observation-mechanism taxonomy that partitions fraud into five classes, each defined by a distinct censorship and labeling pipeline. We prove that estimating fraud rates separately by class and aggregating strictly dominates pooled estimation, with the efficiency gap characterized as a Jensen penalty arising from heterogeneous observation rates. For each class, we derive the binding theoretical constraint on detection, including endogenous label corruption, structural non-observability, and feature non-informativeness. These results establish that fraud detection is fundamentally a collection of distinct estimation problems, each governed by its own observation structure and detection limit.

We propose a unified framework for addressing three key challenges of distribution shift: (1) estimating a model's performance on an unlabeled target domain, (2) explaining the shift by identifying the features responsible, and (3) improving the target domain performance. Our method, Entropic Projection Alignment (EPA), aligns the source distribution to the target by matching carefully selected moments while simultaneously minimising the KL divergence from the source. This formulation yields a unique closed-form solution for importance weights, achieving robustness through implicit variance control. Drawing on domain adaptation theory, we establish that moment matching is sufficient for reliable estimation and adaptation, avoiding the need for full density ratio recovery. Extensive experiments, together with strong theoretical guarantees, demonstrate that EPA consistently outperforms state-of-the-art baselines while offering substantial computational efficiency.

Bagging-based ensembles, most notably Adaptive Random Forests, are among the strongest performers for learning from data streams. A common denominator across these methods is their reliance on Hoeffding Trees as base learners, which grow decision trees incrementally by testing whether a candidate split is significantly better than its alternatives using concentration inequalities. Despite their empirical success, existing variants lack valid statistical guarantees. Current analyses rely on fixed-sample concentration bounds, while split decisions are made using data-dependent stopping rules, which invalidates their guarantees and can drive the probabilty of incorrect splits to one. We introduce a principled alternative based on anytime-valid inference. Our method provides: (i) anytime-valid control of false splits under arbitrary data streams, including non-stationary settings; (ii) finite commitment time under a predictive advantage; and (iii) under stationary i.i.d. data, risk is monotone decreasing and strictly improves at every split. Empirically, we evaluate both standalone trees and their use within Adaptive Random Forests on non-stationary streams. Our method improves performance while producing substantially smaller trees.

We show that strong log-concavity emerges in probit regression likelihoods without ridge penalization (i.e. Gaussian priors), unlike for the logistic case. Specifically, we provide: (a) a non-asymptotic characterization of strong log-concavity for fixed designs, similar to that for the existence of the maximum likelihood estimator (MLE) and (b) an asymptotic analysis for random designs, in the proportional regime when the sample size $n$ and the number of covariates $d$ grow proportionally $d/n\rightarrow r\in[0,1)$. In the latter case we show that, provided $r$ is small enough, the resulting condition number is finite and independent of $n,d,r$ with high-probability. Numerically tractable estimates are given in case $r=0$. Thus, probit regression provides a non-trivial example of high-dimensional, well-conditioned log-concave objective.

Interpretable machine learning requires models that are accurate and structurally faithful to the data. Existing explainability methods rely heavily on additive representations (e.g., Generalized Additive Models (GAMs), SHapley Additive exPlanations (SHAP), functional ANOVA), which can suffer from signal cancellation and off-support extrapolation in the presence of strong interactions. We propose Tensor Separation Learning (TSL), a regression model that learns a sum of rank-1 products of univariate per-feature functions via a stagewise greedy procedure with orthogonal refitting. By enforcing separability, TSL avoids the information loss inherent in additive projections caused by marginalizing higher-order interactions. The learned TSL model can be fully reconstructed from first-order partial dependence functions, up to constant factors. This stage-wise correspondence ensures that the resulting visualizations are faithful to the fitted components. We establish approximation-rate guarantees for functions with bounded mixed $p$-th order partial derivatives and demonstrate that TSL competes with black-box models on regression benchmarks.

We consider the problem of binary classification in a framework where the predictor $X$ takes values in an arbitrary separable metric space $\mathcal X$ and the label $Y$ values in $\{ \pm 1 \}$. In the first part of this work, we assume that one has direct access to an i.i.d. sample $(X_1,Y_1),\ldots,(X_n,Y_n)$ from the unknown distribution of the pair $(X,Y)$. We derive a convergence rate for the Proto-NN classifier which was recently introduced as a classifier in the presence of metric space-valued predictors. In the second part of the paper, we reconsider the same problem under an additional privacy constraint. More precisely, we work in the framework of local differential privacy where one assumes that the data $(X_1,Y_1),\ldots,(X_n,Y_n)$ cannot be directly observed but only a privatised surrogate obtained through a suitable mechanism satisfying the privacy constraint is available. The statistician should select an optimal privacy mechanism from the class of all mechanism that guarantee local differential privacy. Our method of choice is to add Laplace distributed noise to both a set of in Proto-NN classifier using the privatised data only is universally consistent. Finally, a rate of convergence for the privatised Proto-NN classifier is derived.

This work studies the convergence of two-timescale stochastic approximations (SA), a class of iterative algorithms that update two sets of parameters in fast and slow timescales respectively. Notable examples of two-timescale SA in reinforcement learning (RL) include temporal difference learning with gradient correction (TDC) and actor-critic methods. Previously, the stability (i.e., boundedness) and convergence of two-timescale SA were only established under i.i.d. noise. This work instead establishes the stability and convergence of two-timescale SA under Markovian noise, a setup that is more realistic in RL. Notably, we do not need to use any projection operator and the noise does not need to live in a compact space. Our key technical novelty is to control the fast timescale parameter with the running max of the slow timescale parameter, instead of with the current slow timescale parameter, as most prior works do. As a key application, we establish the first almost sure convergence of TDC with eligibility traces under off-policy learning with linear function approximation.

We introduce the design-model framework: a way to derive efficient recurrent sequence maps from explicit assumptions about memory. A design model writes evidence into memory by exact Bayesian filtering; a query- dependent readout produces a predictive distribution whose mean is the layer output. In our linear-Gaussian instantiation, the Bayesian Layer propagates both a mean and a covariance: the covariance tracks uncertainty over stored associations, steering writes toward uncertain directions, attenuating gains as evidence accumulates, and preserving confident memories. The same framework unifies several sub-quadratic recurrences: linear attention, GLA, and Mamba-2/SSD are exact filters under a latent-input design model, whereas DeltaNet and related Delta-rule models are covariance-reset reductions of the Bayesian Layer's design model. Restoring covariance propagation yields closed-form predictions for retrieval dynamics, which we verify empirically, and improves robustness beyond the training regime in controlled collision studies, learned associative recall, and the Zoology MQAR benchmark. Training from scratch on WikiText-103 under matched state budgets lowers perplexity on associative-recall hits. Distilling Bayesian Layers into a pretrained 340M Gated DeltaNet improves RULER long-context retrieval over a matched-compute control, at a 2.5–2.7% held-out perplexity cost.

This paper studies how efficiently deep ReLU neural networks can approximate and learn smooth functions. When the error is measured in $L^p([0,1]^d)$ norm and the approximator is a network with width $W$ and depth $L$, recent works have proven the supper approximation rate $\mathcal{O}((WL)^{-2s/d})$ for Besov space $\mathcal{B}^s_{q,r}([0,1]^d)$ under the Sobolev embedding condition $s/d>1/q-1/p$. In order to overcome the curse of dimensionality in this rate, we extent this result to anisotropic and mixed smooth function classes. We establish the approximation rate $\mathcal{O}((WL)^{-2\tilde{s}})$ for anisotropic Besov space $\mathcal{B}^{\boldsymbol{s}}_{q,r}([0,1]^d)$ with anisotropic smoothness $\boldsymbol{s}=(s_1,\dots,s_d)$ under the embedding condition $\tilde{s} > 1/q-1/p$, where the mean smoothness $\tilde{s} = (\sum_{i=1}^d s_i^{-1})^{-1}$. For mixed smooth Besov space $\mathcal{MB}^s_{q,r}([0,1]^d)$ with mixed smoothness $s>1/q-1/p$, we show that the approximation rate $\mathcal{O}((WL)^{-2s})$ holds up to logarithmic factors. Using these results, we also derive approximation bounds for the composition of anisotropic Besov functions. As an application, it is shown that deep ReLU neural networks can achieve minimax optimal rates up to logarithmic factors for a wide range of smooth function classes.

Estimating the causal effect of a time-dependent treatment on time to death is challenging. In this paper, we formulate the problem using the illness-death model and focus on a stochastic intervention that modifies the hazard governing the transition from no treatment to treatment initiation. Such an intervention can only be implemented at the level of the observed data, whereas the causally valid intervention is defined at the level of the true data-generating process. We provide conditions under which the practically feasible intervention corresponds to the desired causal intervention in the specific setting. We first consider an intervention in which treatment is initiated at a fixed time point, which may subsequently be varied across the relevant time span. However, the resulting estimand is not pathwise differentiable, preventing the development of assumption-lean inference. To address this, we instead consider a smoothed intervention that assigns treatment within a time window around the target time point, thereby yielding a parameter amenable to semiparametric analysis. We derive the corresponding efficient influence function and propose a debiased one-step estimator with desirable robustness properties. We investigate its finite-sample performance in a simulation study and apply the method to the classical Stanford Heart Transplant data, as well as to data on treatment delay among couples with unexplained subfertility seeking intrauterine insemination.

Searches for new phenomena in complex scientific data are predominantly model-dependent, optimized for specific hypotheses, and therefore limited in their coverage of the space of possible signals. Recently, new AI-based model-agnostic search strategies, many of which have been pioneered in high-energy physics, have been proposed which provide a complementary paradigm, prioritizing broad exploration over tailored analyses. These techniques offer an opportunity to enhance the overall discovery potential of modern experiments, especially in regimes where theoretical guidance is scarce. In this document, we review the conceptual framework behind the main classes of AI-based model-agnostic strategies. We discuss the potential pitfalls of these methods, and strategies for their validation and interpretation. We aim for this document to serve as a useful reference both for practitioners and for researchers interested in learning more about these model-agnostic search strategies.

For the kinetic Langevin diffusion and its splitting discretizations, the hypoelliptic noise structure makes the relationship between couplings and total variation (TV) bounds more subtle than in the elliptic case. We establish that, for the kinetic Langevin equation with quadratic potential, no Markovian coupling (continuous or discrete) captures the asymptotic decay rate of the TV distance between two solutions with different initial values; the canonical iterated one-shot (or sticky) coupling, for which we derive an exact contraction formula, saturates this lower bound. On the constructive side, we show that the recent sharp TV bounds obtained by Chak and Monmarché admit a natural interpretation through an explicit non-Markovian coupling, built from an optimal coalescence trajectory characterized by a classical minimum-energy control problem. For the OBABO splitting scheme, this approach additionally eliminates the Hessian-Lipschitz, step-size, and final-time assumptions in the work of Chak and Monmarché.

Accurate short-term forecasting of extreme weather events is important for early warning and risk mitigation. We compare two approaches for predicting site-specific threshold exceedances of weather variables: direct binary probabilistic models trained on thresholded outcomes and full-distribution parametric models trained on the continuous target. Using an analytically tractable Gaussian random-location model, in which the distribution is predictably shifted by the covariates, we quantify the consequences of the information loss induced by thresholding and derive the rare-event behavior of prediction errors and forecast skill. The analysis predicts an increasing relative advantage of the full-distribution approach as event probability decreases, because binarization progressively discards information contained in the continuous response. We then compare the two approaches to forecast wind speed and accumulated rainfall at various weather station sites over southeastern France using the same hybrid neural-network architecture. Although wind speed and rainfall depart from the toy-model assumptions, its main qualitative predictions are recovered for both variables: the relative advantage of distributional modeling increases toward rarer thresholds. This agreement further suggests that a substantial fraction of the forecastable signal associated with extreme events arises from predictable shifts in the conditional distribution. For the reasonably suitable parametric families examined, the results show limited sensitivity to the selected class of distribution. Overall, the results highlight the statistical advantage of training on continuous observations rather than on thresholded binary outcomes when forecasting rare threshold exceedances.

Free energy estimation is a fundamental yet challenging problem, from physics to statistics. Classical approaches rely on thermodynamic transformations, ranging from direct estimation, quasistatic integration, to finite-time averaging. Recent work [He and Du et al., 2025] learns neural transports to significantly accelerate the efficiency in the finite-time regime. In this paper, we generalize this framework to arbitrary state spaces. Building on this view, we develop a generalized neural transport learning approach for efficient estimation. Experiments validate the effectiveness and efficiency of the proposed method beyond continuous settings, extending to discrete and multimodal spaces as well as autoregressive settings. Beyond free energy estimation, we establish algebraic identities and reveal a group-theoretic structure linking infinitesimal time reversal and generalized Doob's $h$-transforms, showing that their compositions form a generalized dihedral group.

Deep networks on the symmetric positive-definite (SPD) manifold promise expressive representations by encoding data geometry as an inductive bias, but stacking BiMap layers with the standard ReEig nonlinearity often adds no capacity: on real, preconditioned EEG data, ReEig rarely activates, so the stack behaves as a single layer at any depth. In the worst case, when domains share no discriminative directions, we prove a single filter has a capacity ceiling, so it cannot fully align every domain at once. To overcome that, we propose SCAP (Stiefel Cross-Attention Pool), a layer implementing a family of Stiefel filters by combining a pool of $K$ experts into a sample-specific bilinear map via cross-attention. We show that it matches a per-domain filter bank to first order with fewer experts than domains when domain-optimal filters span few directions near a shared tangent-space basepoint; in the worst case, its alignment empirically stays nearly flat as domains grow, escaping the fixed-filter ceiling. Naively trained, however, this routing can collapse to a fixed filter; we diagnose why and adapt three mechanisms to mitigate it. SCAP significantly improves balanced accuracy over fixed-filter SPDNet on all five cross-domain EEG motor-imagery datasets, and matches or exceeds three domain-adaptive baselines on four out of five.

We investigate the convergence of partial sum processes based on a strictly stationary $\beta$-mixing sequence of random variables. The convergence in the space of continuous function as well as in Hölder spaces is considered. The conditions are close to optimality.

When a learner faces a new task with few samples, it must leverage any available side information. In practice, this often comes in the form of model evaluations on related tasks in public benchmarks. A key question then is how to model task relatedness such that it is both realistic and the benchmark evaluations lead to provable gains. Empirically, we observe that weak monotonicity is often approximately satisfied: if a model dominates another on many benchmarks, it also tends to outperform on the new task. We explore the statistical complexity of learning under (approximate) weak monotonicity, leveraging it within two learning paradigms: transfer learning and model selection aggregation. We show that not only can we prune the model class based on monotonicity, but we can also further adapt to the geometry of the available trade-offs by hedging on the frontier.

In this work we establish weighted Poincaré inequalities for multivariate Liouville distributions, which are a generalization of the Dirichlet distribution. We also consider continuous elliptically contoured distributions, whose density levels are unions of hyperellipsoids. Our approach is based on a transport argument which allows weighted Poincaré inequalities to be transferred between probability measures. We apply our results to global sensitivity analysis and illustrate their practical use in a flood model case study, where the structure of dependence of the input variables is encoded by classical copulas.

We study stochastic linear bandits under a natural combination of batching and communication constraints: the time horizon is partitioned into batches of equal size $B$, and during each batch the learner sends $B$ requested arm pulls to an agent, who then observes the corresponding $B$ rewards and responds with a single bit of feedback to the learner. For each batch, the learner specifies the 1-bit quantization rule the agent uses, which may depend on all previously received bits but not on any past rewards directly. This setting addresses a significant yet unexplored “middle ground” between previous models having per-round quantization only or total bit budgets only. We establish a minimax lower bound showing that $\Omega(B\min\{d,\log\lvert \mathcal{A} \rvert\})$ regret is unavoidable due to the 1-bit communication bottleneck, even in the absence of noise. Combined with standard statistical limits, this yields a general lower bound of $\widetilde{\Omega}(B\min\{d,\log\lvert \mathcal{A} \rvert\} + \sqrt{dT \min\{d,\log\lvert \mathcal{A} \rvert\}})$. We develop two phased-elimination algorithms based on $G$-optimal designs and 1-bit mean estimation. The first achieves $\widetilde{O}(dB + d\sqrt{T})$ regret, matching the lower bound up to logarithmic factors when $\lvert \mathcal{A} \rvert = \exp(\Omega(d))$, and the second incorporates a safe-arm identification and warm-start procedure to obtain $\widetilde{O}(B\log\lvert \mathcal{A} \rvert + d^{3/2}\sqrt{B} + \sqrt{dT\log\lvert \mathcal{A} \rvert})$ regret, which is near-optimal in broad scaling regimes of $(\lvert \mathcal{A} \rvert, B, d, T)$. Together, our results demonstrate that a single bit of feedback per batch suffices to nearly match the minimax regret of unconstrained linear bandits in broad scaling regimes, even for batch sizes as large as $\Theta(\sqrt{T})$.

Contemporary data-driven and technology-integrated era, various matrix-valued integer-valued time series, such as cross-regional crime statistics, multi-category sales records, and network traffic matrices, exhibit high dimensionality, complex structures, and strong row-column intertwined dependencies. Although the existing matrix integer-valued autoregressive (MINAR) model provides a framework that directly handles matrix data and captures bidirectional row-column dependencies, it suffers from limited interpretability and inflexible structural representation, as its parameters often lack clear empirical meaning and the model cannot separately distinguish the effects arising from rows, columns, and lagged dynamics. To overcome these drawbacks, this paper proposes the additive matrix integer-valued autoregressive (Add-MINAR) model. By introducing an additive structure that explicitly decomposes the matrix response into row effects, column effects, and lagged effects, the proposed model not only preserves the matrix-valued nature but also significantly enhances parameter interpretability and structural flexibility. Two estimation methods, namely projection estimation and iterative conditional least squares estimation, are developed for parameter identification and inference, and their asymptotic properties, including consistency and asymptotic normality, are rigorously established. Simulation results show that the iterative conditional least squares estimator generally outperforms the projection estimator in most scenarios. Empirical analysis of Chicago crime data further demonstrates that the Add-MINAR model achieves superior in-sample fitting and out-of-sample forecasting performance compared to benchmark models such as MINAR, making it particularly suitable for practical applications with explicit row-column interaction features.