Papers

Parameter estimation in stochastic differential equations is a classical statistical problem of much importance in many scientific fields. Recent work of Tapia Costa et al. (2026) introduced a novel technique for estimating the drift when the diffusion parameter is known, using discrete samples from multiple trajectories. Their method treats drift estimation as a denoising problem, and leverages tools from (conditional) score-matching diffusion models. Although their experiments showed promising results across different drift classes, the question of theoretical guarantees for their estimator was left unanswered. In this note, we address this gap by exploiting techniques from diffusion model theory. More concretely, we derive an explicit risk bound for the time-averaged mean-squared error of said drift estimator. Our bound decomposes the risk into the (i) Euler-Maruyama discretization, (ii) score/denoiser approximation, (iii) noise initialization, and (iv) sampling variance, revealing the trade-offs between the different hyperparameters and sources of error in the estimator.

We present a single classification pipeline that combines an Equiangular Tight Frame (ETF) preprocessing stage with a tabular foundation model for in-context inference, applied identically across modalities once data is mapped to fixed vector representations. We evaluate it on 95 datasets spanning seven signal modalities – vision, audio, speech, text, molecular, time-series, and tabular. The main methodological contribution is to fix the comparison object: throughout the paper, performance is judged against the strongest lightweight tuned baseline on the same frozen features, while oracle selection, deployed selection, and specialized fine-tuning are reported separately. The pipeline is broadly competitive with strong lightweight tuned baselines on the same frozen features. It does not match the very best specialized models or heavily tuned pipelines on every task, but it stays close, and it runs much faster – typically 4 to 200 times faster than full backbone fine-tuning, often at comparable quality. We describe how to deploy the pipeline in practice: when to apply ETF preprocessing, how to stop its training without a validation split, how to set up the in-context classifier, and how to calibrate the resulting probabilities. The calibration step is non-cosmetic: TabICL produces well-calibrated probabilities by construction, ETF preprocessing initially disrupts that calibration, and the post-hoc rescaling restores it – yielding a per-prediction confidence signal that practitioners can use as a trust threshold for confidence-gated deployment. We also report where the pipeline should not be expected to help, and how to identify those cases in advance.

This paper proposes a method of creating synthetic data (SD) that will have two important advantages for the user compared to other methods currently available. The first is transparency; unlike other methods, the person in receipt of the SD will know which of the relationships between variables in the original data will be approximately maintained in the SD. The second is a guarantee that the SD is derived from information that has already been judged to be free of disclosure risk. This is achieved by first defining and calculating the margins where relationships between variables will be maintained in the SD. Each margin will then be subject to statistical disclosure control (SDC) to the standards defined by the data custodian, e.g. top-coding and bottom-coding, combination of small categories and/or modifying small counts. Further adjustment of the curated margins is advised by coarsening all counts in the table to multiples of the disclosure limit. These adjusted margins are used to create SD by the Iterative Proportional Fitting (IPF) algorithm. The practical steps involved in creating such SD are illustrated using data from the 1901 Census of Scotland.

Robust optimization offers a tractable approach to balance operating costs and reliability in power systems dominated by weather-dependent renewable uncertainty, but its performance depends critically on the uncertainty set. Standard data-driven approaches often calibrate uncertainty sets to attain predictive coverage, which can produce unnecessarily large sets and costly operating decisions. In contrast, we introduce decision-calibrated prediction sets and embed them as uncertainty sets in robust optimization problems; these are conditional multivariate prediction sets where calibration is defined in terms of the reliability of downstream decisions, rather than in terms of the coverage. First, we learn these conditional prediction sets as sub-level sets of norm-based score functions represented by partially input-convex neural networks, capturing contextual information and multivariate dependence while preserving convexity and tractability in downstream robust formulations. Second, inspired by conformal risk control, we calibrate a score-threshold parameter that sets the volume of the uncertainty set, thereby controlling the expected violations of downstream operational constraints. We apply our approach to 15-minute-ahead reserve scheduling with network-constrained deliverability, which we formulate as a robust DC optimal power flow problem with affine recourse. Numerical experiments show that decision-calibrated sets attain prescribed constraint-satisfaction targets within about three percentage points, whereas standard coverage-based calibration systematically exceeds these targets by more than eleven percentage points, leading to larger sets and higher operating costs.

Background: Multistate models (MSMs) applied to screening data can characterise the natural history of cancer and predict "stage-shifts" from screening. However, inferring parameters like mean sojourn time (MST) is challenging as disease onset is inherently unobserved in these data. This is even more challenging when characterising heterogeneity between cancer types in multicancer early detection (MCED) trial data. Methods: We utilised simulated longitudinal MCED screening datasets to evaluate the inferential bounds of MSMs under increasing clinical disaggregation: a 3-state (overall MST), 5-state (early/late stage), and 9-state (stages I-IV) model. Bayesian estimation was performed via Markov chain Monte Carlo. Robustness was assessed through chain convergence, parameter identifiability (via profile likelihood), and precision of estimates. We also explored hierarchical models and the use of informative priors to improve identifiability. Results: Based only on MCED trial data, many cancer types exhibited inferential challenges. Generally, the 5-state model was as robust as the 3-state model, showing slight improvements to convergence and identifiability while maintaining precision for overall MST. In contrast, the 9-state model showed worsened convergence and identifiability, and a significant reduction in the precision of overall MST estimates. Hierarchical models successfully improved performance, as have informative prior models but the latter introduced bias towards the prior values. Conclusions: While disaggregating natural history models by individual cancer stages is desirable for policy, these higher-dimensional models show a greater reliance on external data/assumptions. We recommend explicit identifiability assessments and assessments of the influence of external data/assumptions to support inference for MCED screening evaluations.

While it is well-known how to compute the cells of a Laguerre tessellation for a given set of weighted generator points, it is not obvious how to invert a Laguerre tessellation. That is, given that one observes a Laguerre tessellation, how can one retrieve the weighted generators corresponding to the observed cells. In this paper, we consider inversion of a class of random Laguerre tessellations known as Poisson-Laguerre tessellations. The weighted generators of observed cells of a Poisson-Laguerre tessellation are of interest because knowledge of these weighted generators is useful for statistical inference of Poisson-Laguerre tessellations. For general Laguerre tessellations we provide a characterization of all configurations of weighted generator points which yield the same Laguerre tessellation. For Poisson-Laguerre tessellations we propose a method for consistent inversion, meaning that as one observes the tessellation through increasing observation windows, a closer approximation of the original weighted generators can be obtained. In a simulation study we examine both performance of the inversion procedure, as well as the use of the obtained approximated weighted generators for nonparametrically estimating the weight distribution function corresponding to a Poisson-Laguerre tessellation.

Different methods have been employed to estimate models maximizing the area under the receiver operating characteristic curve (ROC-AUC). Once a model is developed, integrating novel biomarkers may improve its diagnostic ability. However, the discrimination improvement from adding a new biomarker is not always evident, even if the marker itself has good discriminatory power. The sign and magnitude of correlations between biomarkers may impact model performance. In this paper, we assess the effect of such correlations on the discrimination ability of predictive models. Under multivariate normality, we derive an expression for the maximum AUC as a function of the correlations between markers, illustrated graphically using surfaces. Logarithmic folded bivariate normal and Gamma simulations address skewed data cases. Additionally, AUC improvement was assessed combining 1934 blood lipid metabolites determined by liquid chromatography in 44 pancreatic cancer cases and 38 controls from the PanGenMic Study. Our results show that negative correlations consistently maximize the combined AUC, offering the greatest improvements when markers have equal predictive ability, while positive correlations yield the least favorable results. Negative correlations remain optimal for markers with differing abilities, though positive correlations show slight benefits. Simulations with skewed distributions confirm these trends, emphasizing the role of asymmetry in marker selection. Real-world analysis of serum lipid-derived metabolites for detecting pancreatic ductal adenocarcinoma (PDAC) reinforces the influence of correlations on AUC optimization. These findings suggest that the sign and magnitude of inter-biomarker correlations should be considered when incorporating new markers into predictive algorithms.

The intraclass correlation coefficient (ICC) is among the most widely used statistics in reliability research, playing a central role in medical measurement, psychological assessment, and behavioral science. However, practical application of ICC faces two major obstacles. First, ICC can be organized into multiple forms under the McGraw and Wong (1996) framework – including six widely reported standard forms and four additional design combinations – and researchers must select the appropriate form based on their study design, yet existing guidelines are not always operationalized in software interfaces. Second, available R tools are highly fragmented: sample size calculation, ICC estimation with confidence intervals, and reliability evaluation are distributed across separate packages, compelling researchers to switch between tools and increasing the risk of analytical errors. This paper introduces the ICCDesign package, designed specifically to provide an integrated workflow for ICC-based reliability studies with continuous responses, assuming one continuous rating per subject-rater cell. The package integrates four core functionalities: (1) point estimation, ANOVA-based confidence intervals, and implemented hypothesis tests for supported ICC design combinations following the McGraw and Wong (1996) framework, with a built-in four-step decision framework guiding users toward an appropriate ICC form; (2) sample size planning based on Zou's (2012) closed-form formulas, supporting two planning modes and an inverse assurance calculation; (3) automated reliability evaluation based on Koo and Li (2016) criteria, with an uncertainty notification when the confidence interval spans the 0.75 good-reliability threshold; and (4) an interactive Shiny web application covering the main analysis and planning functionalities. ICCDesign is available from GitHub at https://github.com/KlariZhang/ICCDesign.

We study exact community recovery in the two-community stochastic block model on $n$ vertices under limited and noisy access to network data. The learner may query a noisy neighborhood oracle that reveals each true neighbor of a queried vertex independently with fixed probability and never returns non-neighbors, subject to a finite query budget. We consider both oracle-only access and a combined model where the learner also observes a single subsampled copy of the underlying graph. For oracle-only access, balanced uniform querying gives a sharp non-adaptive benchmark: when each vertex is queried the same integer number of times, the observations reduce to an SBM with attenuated edge probabilities and the Abbe-Bandeira-Hall exact-recovery threshold applies. We show that this benchmark is not adaptively optimal: a two-stage adaptive strategy succeeds with $n+o(n)$ queries in a regime where balanced uniform querying requires $m n$ queries for some $m>1$. With an additional subsampled graph, we prove a sublinear-query adaptivity gap: balanced data-independent uniform querying with a sublinear budget does not improve over the subsampled graph alone, whereas adaptive querying can target a small set of uncertain vertices and achieve exact recovery. Thus adaptive data acquisition can strictly improve the information-theoretic limits of exact recovery.

We introduce Convex Distance Operator Transport (CDOT), the first convex optimal transport framework that aligns distributions across heterogeneous domains by jointly preserving feature correspondence and intrinsic geometric structure. Specifically, CDOT employs an operator-based regularization that aligns aggregated distance structures by introducing distance and conditional expectation operators. Consequently, the proposed regularization improves the robustness to local geometric variations. We further prove that the resulting CDOT discrepancy is a valid pseudometric on the space of attributed compact metric-measure spaces. In addition, we characterize the relationship between CDOT and Gromov–Wasserstein (GW) through a new notion of dispersion gap, formally elucidating the geometric source of non-convexity in GW compared to the convexity of CDOT. In the finite-sample regime, we derive a non-asymptotic risk bound decomposed into optimization and statistical errors, establishing risk consistency under a globally convergent Frank–Wolfe algorithm. Experiments on synthetic point clouds, brain connectomes, and graph classification benchmarks demonstrate better performance over existing methods, with stable and reliable behavior in practice.

High-dimensional interaction models are useful for studying, for example, how a large set of variables of interest, such as gene expression or other omics features, interact with a smaller set of modifying variables, such as clinical covariates. In this context, the pliable lasso has recently been proposed as an efficient method for screening large numbers of potential interaction terms under an asymmetric weak hierarchical constraint. In this work, we extend this framework by introducing PliableBVS, a Bayesian variable selection approach that preserves the hierarchical structure of the pliable lasso while inducing sparsity through spike-and-slab priors. The proposed model combines the continuous shrinkage effect of Bayesian lasso with a hierarchical spike-and-slab prior formulation that has two layers of decision variables: one governing the inclusion of main effects and another controlling the inclusion of interaction effects which is conditional on the inclusion of the corresponding main effects. This structure enables simultaneous selection of high-dimensional main and interaction effects within a coherent probabilistic framework. In simulation studies the proposed method outperforms the original pliable lasso in identifying active main and interaction effects, reducing false discoveries, and improving prediction accuracy in most scenarios. Applications with data from a labor onset study and a preeclampsia study demonstrate that PliableBVS selects biologically meaningful features and interactions.

Pre-training has become a fundamental paradigm in modern machine learning, with one of its key empirical benefits being reduced downstream sample complexity as the scale of pre-training data increases. However, existing theoretical frameworks for pre-training do not fully explain this phenomenon. In this paper, we introduce complexity minimization, a novel meta-representation learning framework designed to enable theoretical analysis of this scaling behavior, which learns representations by evaluating the downstream model complexity best suited to each domain and minimizing the worst-case such complexity across source domains. Our end-to-end theoretical analysis, spanning pre-training through downstream regression, shows that this framework provably captures this scaling behavior; in particular, we show that the error rate of few-shot adaptation improves as the amount of meta-training data grows. Empirically, we demonstrate that incorporating complexity regularization into existing meta-learning methods consistently improves downstream sample efficiency.

The Admixture Model describes genetic marker data by representing each individual's genome as a mixture of contributions from $K$ ancestral populations, with the individual admixture vector summarizing the corresponding ancestry proportions. In population and forensic genetics, a key question is whether an individual's genome supports a predominantly single-ancestry interpretation or whether an admixed interpretation is more appropriate. We propose a statistical test for single-population ancestry in the supervised Admixture Model, where ancestral allele frequencies are treated as known. The test assesses whether the largest admixture component exceeds a practitioner-chosen dominance threshold, giving precise meaning to the notion of a sufficiently strong single-population contribution. To calibrate the test, we develop a constrained parametric bootstrap procedure that generates data under a null-constrained maximum likelihood estimator, accounting for the constrained hypothesis structure, the marker-wise heterogeneity and small sample sizes. Under standard regularity conditions, we prove that the proposed test has asymptotic level $\alpha$ and is consistent, ensuring control of false single-ancestry declarations while reliably detecting dominant ancestry components. Simulation studies demonstrate good finite-sample performance across different numbers of ancestral populations, marker-panel sizes, dominance thresholds, and allele-frequency distributions. We further illustrate the practical utility of the method using data from the 1000 Genomes Project. The proposed framework delivers interpretable, threshold-based ancestry assessment with rigorous error control, and extends constrained bootstrap methodology to the independent but non-identically distributed setting of genetic marker data.

We consider the problem of detecting a Return to Baseline (RtB) in high-frequency monitoring data preceding and following an intervention, where the aim is to identify the time at which the data-generating distribution realigns with its pre-intervention distribution. We propose a sequential, distribution-free testing procedure that does not rely on specifying a null model and provides anytime-valid error control. The method relies on ideas from universal inference to define a discrepancy measure that is aggregated into a non-negative super-martingale, and is then empirically cal- ibrated to form an e-process. The calibration is performed using the baseline data, and is thus subject-specific. We establish finite-sample bounds for the calibration error (under a flexible non-parametric assumption), discuss the impact of tuning parameters and computational complexity, and illustrate through simulations and a clinical case study that the procedure accurately detects RtB from monitoring data.

Implicit-process priors define distributions over functions through flexible generative mechanisms, making them attractive for Bayesian function-space modelling. However, performing posterior inference with such priors is challenging because their induced function-space distributions are typically not available in closed form. One practical strategy is to approximate the prior using a finite collection of sampled functions, and then represent posterior functions as learned combinations of these samples. Existing approaches commonly place a Gaussian variational distribution over the combination weights. While tractable, this choice limits the shapes of posterior uncertainty that can be represented, especially when the true posterior is asymmetric, heavy-tailed, or multimodal. We propose Flow-Transformed Implicit Processes (FTIP), a variational inference method that makes this finite-dimensional function-space approximation more expressive. Instead of using a Gaussian distribution over the combination weights, FTIP uses a normalizing flow to define a richer variational distribution. This induces a flexible posterior distribution over functions while preserving tractable optimization. We train the model using a Black-Box {\alpha} objective, allowing us to compare mass-covering and mode-seeking variational behaviour. Experiments show that FTIP captures asymmetric and multimodal posterior structure in function space that Gaussian coefficient approximations tend to smooth or collapse.

Spatial capture-recapture models are routinely used to estimate the abundance and distribution of wild animal populations and involve a latent spatial point process of animal activity centres that describes the spatial distribution of individuals. While traditional spatial capture-recapture models use a Poisson process, the assumption of conditional independence between points is often violated in practice due to factors not included in the point process, such as social clustering, territoriality, or preferential selection of habitat due to unobserved covariates. Log-Gaussian Cox processes are commonly used in spatial statistics to overcome weaknesses of Poisson processes, but methods to fit them within spatial capture-recapture do not currently exist. Here, we present a spatial capture-recapture framework that allows for the use of penalized regression splines to describe the activity centre distribution, with model fitting via a Laplace-approximate penalized marginal maximum likelihood approach. Our method approximates using a log-Gaussian Cox process for activity centres, and allows flexible modelling of nonlinear effect of covariates on density. We illustrate the use of our method with a simulation study and two case-studies. We demonstrate that, while population size estimates of traditional approaches are robust to density model misspecification, our approach substantially improves the estimation of spatial animal distributions.

This paper presents closed BH, a uniform improvement of the False Discovery Rate controlling method of Benjamini and Hochberg (BH). Closed BH is valid under the same assumption of Positive Regression Dependency on a Subset (PRDS) as BH, but also under an alternative and weaker minimal sufficient condition. As a uniform improvement, closed BH never rejects fewer hypotheses than BH, but it may reject quite a few more. An increase in power is observed especially when the number of false null hypotheses is large. The novel method is constructed using the e-Closure principle, a recently derived general principle for multiple testing. The method is implemented in the eClosure package in R.

Sharpness-Aware Minimization (SAM) has established itself as a powerful and widely adopted optimizer for training machine learning models. By explicitly minimizing the sharpness of the loss landscape, SAM often improves generalization while delivering strong empirical performance. However, SAM and its variants, like most training algorithms, are sensitive to the choice of learning rate, which is typically selected through extensive hyperparameter tuning or predefined schedulers. In this work, motivated by recent advances on the effectiveness of stochastic Polyak step sizes for Stochastic Gradient Descent (SGD), we derive Polyak schedulers tailored to SAM-style updates, yielding novel adaptive algorithms in both deterministic and stochastic settings. In the smooth setting, we prove linear convergence for strongly convex objectives and an $\mathcal{O}(1/T)$ convergence rate for convex objectives in the deterministic case. In the stochastic setting, we establish analogous convergence guarantees up to a neighborhood of the optimum. Numerical experiments demonstrate that the proposed Polyak schedulers achieve performance comparable to or better than carefully tuned SAM baselines, while substantially reducing the need for learning-rate tuning.

We study $N$-armed stochastic dueling bandits under the Condorcet-winner assumption, where three widely adopted objectives are considered: best-arm identification (BAI), weak regret, and strong regret. We propose Tree-Guided Identify-Then-Exploit (TG-ITE), the first unified framework to tackle all these objectives to our knowledge. Without requiring stronger assumptions, we propose a shared tree-guided identification approach to find a high-confidence incumbent within $O(N)$ comparisons. We further propose varied exploitation strategies to utilize this warm-start stage to optimize the specific objectives at hand. This methodology enables our approach to (1) achieve $O(N)$ sample complexity in BAI without commonly adopted stronger assumptions; (2) build the first winner-stays-style algorithm to achieve $O(N)$ weak regret; (3) enjoy the same $O(N \log T)$ guarantee as specialized strong-regret approaches; (4) realize the joint optimization of BAI and weak regret with $O(N)$ guarantees for both, eliminating the sub-optimal gap of $O(\log N)$ in the existing approach. Our results provide evidence that the trade-off between BAI and regret minimization is relatively benign in dueling bandits.

Human viral challenge studies, in which participants are deliberately inoculated with influenza strains such as H1N1 or H3N2 and monitored through longitudinal transcriptomic profiling before and after inoculation, are critical for characterizing dynamic biological immune responses to viral infection. A key analytical goal in such settings is to detect critical transition times, or change points, at which an underlying trajectory shifts direction or rate, indicating events such as the onset of an immune response or recovery. However, change-point detection in these longitudinal data is fundamentally challenging because observations are often sparse and irregularly spaced, sample sizes are small, outliers are common, and the number of change points is unknown in advance. To address these challenges, we propose LoopPerm-CPD, a robust change-point detection approach with a built-in loop permutation procedure for automatic multiple change-point detection. The method evaluates candidate slope change points and assesses their significance using within-subject circular permutation combined with binary segmentation, jointly estimating both the number and locations of change points. The accompanying R package, LoopPerm-CPD, implements this framework and flexibly accommodates generalized least squares, quantile regression, and quantile rank-score statistics for different types of longitudinal outcomes. The proposed approach is evaluated through simulations, demonstrating Type I error control and improved power compared with competing methods. Applied to real data, the framework identifies interpretable transition points in multiple human respiratory viral inoculation studies. Together, these results establish LoopPerm-CPD and its companion software as a robust and user-friendly tool for change-point detection in complex human longitudinal cohort data.

Statistical models in high-energy physics formally encode the relationship between observed data, physics parameters of interest, and experimental and theoretical uncertainties. Likelihood-based inference is the central tool for precision measurements, effective field theory fits, and cross-analysis combinations. Consequently, there is an increasing need for machine-readable, descriptive, and portable model representations. Existing formats such as ROOT workspaces, pyhf JSON, and CMS DataCards provide valuable capabilities but remain tied to specific software stacks and offer no universal standard for exchange, validation, or long-term preservation. We introduce HS3, the High-Energy Physics Statistics Serialization Standard, an implementation-agnostic, human-readable, and extensible serialization format for statistical models. HS3 is designed such that new statistical constructs can be incorporated through backward-compatible extensions, while inference procedures and implementation-specific execution details remain the responsibility of downstream frameworks. HS3 represents likelihoods as computational graphs composed of named distributions, functions, datasets, domains, and analysis prescriptions. It supports binned and unbinned likelihoods as well as hierarchical composite models. HS3 is convertible from and to ROOT/RooFit and is a superset of pyhf. We describe the design principles, structure, and semantics of HS3 and summarize existing implementations in C++, Python, and Julia. We also present early applications to public likelihoods on HEPData, cross-framework validation, and reproducibility efforts. HS3 provides a foundation for FAIR (Findable, Accessible, Interoperable, Reusable), long-lived statistical models at the LHC and beyond. The standard is intended to serve the broader scientific community and to evolve over time for application across a wide range of domains.

LEO satellite constellations, led by deployments such as Starlink, are playing an increasingly pivotal role in enabling global broadband connectivity. However, the reliability and performance of these space-based networks are highly sensitive to environmental dynamics, particularly localized weather phenomena that exhibit strong spatio-temporal variability. In this study, we present a continental-scale geospatial analysis of weather-induced performance degradation in the Starlink LEO network, with a focus on the contiguous United States. Leveraging a unique dataset comprising more than 870,000 terminal hours of minute-level telemetry from 1,292 Starlink terminals, we integrate high-resolution localized weather observations to quantify the impact of various meteorological conditions. We evaluated key performance indicators (KPIs)-including ping latency, ping drop rate, and signal quality-using spatial join techniques and time-aligned correlation with classified weather events. Our analysis reveals that severe weather events, such as thunderstorms with heavy rain or snow, have a pronounced effect on network performance. In particular, more than 55% affected terminals experienced substantial degradation. Temporal continuity analysis at the minute level shows that such degradation can lead to sustained impairments or full service outages lasting from several minutes to multiple hours.This work contributes to the first large-scale empirical study linking LEO satellite Internet performance with fine-grained weather data in both space and time. Our findings offer actionable insights for geospatial predictive modeling, weather-aware network provisioning, and resilient satellite communication system design. We also propose a framework for incorporating weather-inferred performance variability into future geospatial planning and service-level forecasting tools for LEO-based Internet systems.

Higher-order efficient estimators extend standard first-order semiparametric estimators by replacing second-order residuals with third- or higher-order terms, potentially enabling asymptotic efficiency under slower nuisance function convergence rates and improving finite-sample performance. Existing methods achieve higher-order expansions through structurally different approximation strategies, including basis truncation, kernel smoothing, and highly adaptive lasso (HAL) representations, making direct theoretical and practical comparison difficult. In this manuscript, we provide a focused review and a simulation-based empirical benchmark for second-order efficient estimators, using treatment-specific mean estimation as a canonical causal inference and missing data problem. We compare how higher-order influence function (HOIF) estimators, kernel-based higher-order targeted minimum loss-based estimator (HOTMLE), and HAL-based HOTMLE construct higher-order expansions and the approximation or regularization burdens they introduce. The asymptotic and numerical study evaluates first-order and empirical second-order estimators under controlled nuisance errors with constant or increasing sectional variation complexity. Results show that higher-order debiasing can substantially reduce first-order estimation bias; however, gains depend strongly on stability of the approximation or regularization required for higher-order correction. Empirical HAL-based HOTMLE shows relatively stable performance, while empirical HOIF remains sensitive to basis truncation and tuning choices. Overall, this manuscript clarifies when higher-order asymptotic improvements are attained in theory, when they may be practically visible, and when implementation instability may offset theoretical advantages.

Principal stratification is an effective framework addressing intermediate variables in causal inference. However, point identification of the principal causal effects (PCEs) often requires the untestable principal ignorability (PI) assumption. This article develops a nonparametric sensitivity analysis framework for evaluating PI violations. We introduce a margin-free bounding factor parameterized by the selection and outcome relative risks of an unmeasured confounder. Using this bounding factor, we derive sharp nonparametric bounds for each PCE. We prove that these bounds nest within the worst-case nonparametric bounds with and without the monotonicity assumption. We then discuss Cornfield-type conditions and principal E-values that quantify the minimum joint magnitude of unmeasured confounding required to nullify the target PCE. Furthermore, we generalize this methodology to principal generalized causal effects, extending the sensitivity bounds and falsification thresholds to the recent pairwise comparison estimands evaluated over a product space.

Biological neurons receive thousands of synaptic inputs on branching, electrically excitable dendrites, yet population activity is often modeled with direct input-output rules in which each input contributes independently to a scalar drive. We study what successful prediction by such models does, and does not, reveal about neural computation. For conditional maximum-entropy models that match output rates and pairwise output-input coactivities, the entropy explained by a direct model is a prediction measure under the sampled input distribution, not a mechanism-identification test. A restricted MaxEnt fit is an information projection: omitted interaction, temporal, or hidden-state terms can be absorbed into fitted first-order parameters whenever they are correlated with the included sufficient statistics. For sparse correlated binary inputs, this absorption has an explicit coskewness form. We introduce diagnostics that separate in-distribution prediction from recovery of the response rule: state reweighting that holds P(y|x) fixed while changing P(x), conditional log-odds contrasts for local additivity, and temporal leakage controls. In ground-truth simulations, purely higher-order responses can pass first-order entropy and raw coactivity tests under leakage-prone sampling, but are correctly classified after reweighting. Applied to selected, leakage-enriched local tables from CA1 hippocampal recordings, approximately half of tables that appear first-order under empirical weights become distribution-sensitive under balanced reweighting, far above a matched additive-surrogate null. Thus direct entropy-explained fractions and raw coactivity predictions should be interpreted as predictions under the observed state distribution, not as evidence that mechanisms outside the direct model are absent or small.

This paper explores policy learning from observational data, focusing on a nonlinear welfare criterion in a binary treatment setting. The nonlinear criterion is inspired by scenarios where policymakers prioritize specific population segments. We model this criterion using a utility function that encompasses potential outcomes and intermediate parameters, with the latter capturing higher moments of the outcome distributions. When formulated in the context of observational data, both the intermediate parameters and the welfare criterion depend on the propensity score, which we estimate using machine-learning techniques. To address bias in machine learning estimates, we introduce a novel reweighting-based debiasing approach that offers a promising alternative to traditional orthogonality-based methods. To tackle the complexities of infinite-dimensional policy spaces, we employ sieve approximations and $K$-fold cross-validation for model selection, thereby fully automating the policy-learning process. Despite these complexities, we demonstrate that both the welfare regret and the average welfare regret of our proposed policy learning method satisfy an oracle inequality, thereby providing theoretical guarantees on the performance of the estimated policy relative to the best possible policy. This finding extends the existing results from linear to nonlinear welfare criteria, from finite-dimensional to infinite-dimensional policy spaces, and from a known propensity score to a machine-learned one.

The Bayesian paradigm offers principled tools for sequential decision-making under uncertainty, but its reliance on a probabilistic model for all parameters can hinder the incorporation of complex structural constraints. We introduce a minimalist Bayesian framework that places a prior only on the location of the optimum, while eliminating nuisance parameters through profile likelihood. This yields a generalized posterior that naturally accommodates structural constraints. As a direct instantiation, we develop MINimalist Thompson Sampling (MINTS). For multi-armed bandits with mean constraints, we establish near-optimal non-asymptotic regret guarantees and sharp almost-sure asymptotic regret characterizations. In particular, MINTS attains the classical Lai–Robbins constant in the unstructured setting and automatically adapts to unimodal structure, achieving the sharp constant determined only by the immediate neighbors of the optimal arm.

We consider the problem of estimating the true Sharpe ratio of an asset selected for having the highest observed in-sample Sharpe ratio among many assets. We discuss estimators based on the polyhedral lemma, James Stein shrinkage, debiasing the expected maximum Sharpe ratio, thresholding and empirical Bayes. We test these estimators in simulations, computing bias and root mean square error across different values of sample size, number of assets, and spread and shape of population Sharpe ratios. We also compute rank correlation of the estimators against the underlying quantity, simulating how these estimators might be used to compare or rank the output of different teams which perform this selection process. We find that the James Stein estimator provides the best performance across many different realistic values of the relevant parameters, followed by the GMLEB estimator of Jiang and Zhang. These results are fairly robust to correlation of asset returns, with some caveats.

Diffusion models have emerged as a leading framework for deep generative modeling. While the standard Gaussian formulation is theoretically convenient, its suitability for heavy-tailed datasets remains unclear. To address this, heavy-tailed diffusion models (HTDMs) extend the standard formulation by replacing the Gaussian distribution with a Student's t-distribution, thereby improving tail fidelity on heavy-tailed datasets. Although stochastic differential equation (SDE)-based sampling is possible in HTDMs, it has not been fully explored. In this paper, we propose an SDE-based sampler for HTDMs that explicitly incorporates a state-dependent diffusion coefficient. This state dependence naturally induces a self-regulating annealing mechanism by adaptively modulating the effective noise scale. We theoretically explore this mechanism and experimentally verify its necessity for reproducing samples from a heavy-tailed distribution.

Agentic reinforcement learning (RL) enables LLM agents to improve continuously from environment rewards, yet the resulting policies do not systematically accumulate reusable strategies that generalize across tasks. Modular skills can provide such reusable strategies, yet existing skill-augmented RL methods decouple skill creation from policy optimization, risking adopting skills that conflict with the evolving policy. Inspired by Anthropic's Skill Creator, we introduce ReSkill, an RL-in-the-loop skill creation framework that reconciles skill evolution with policy learning. ReSkill exploits the group-wise structure of GRPO to naturally embed three mechanisms with only marginal additional overhead: (1) an assertion-driven skill creator that diagnoses failures from past experience and proposes conditional, trigger-based skill revisions; (2) within-group rollout sampling that enables controlled comparison of skill versions, capturing which version best supports the policy's ongoing learning; and (3) Thompson Sampling with adaptive discounting to balance exploration and exploitation in skill version selection as the policy evolves. Across several domains, ReSkill consistently outperforms existing memory and skill-based RL methods, with the largest gains on unseen tasks. Analysis of the skill lifecycle shows skills being automatically created, tested, refined, and pruned as the policy improves, demonstrating reconciled skill-policy co-evolution.