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Wednesday 10 June

Statistics Theory · Cross-listed from econ.EM

Pivotal and identification-robust nonparametric inference in linear IV models

We develop new inference procedures for a linear IV model that are robust to identification strength and heteroskedasticity of unknown form, and nonparametric with respect to the first-stage equation. Our first test is tailored for inference on parameters of endogenous explanatory variables. Our new statistic modifies that of Antoine and Lavergne (2003) to directly account for heteroskedasticity of unknown form. As a result, it is asymptotically pivotal, so that inference is greatly facilitated in practice. We also develop (i) an identification-robust subvector inference procedure that does not rely on the knowledge of identification strength for the remaining parameters, and (ii) a pure specification test. In both cases, the tests are conservative but powerful. We show that our procedures are computationally friendly and competitive with existing ones in simulations and an application.
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Statistics Applications

The data-driven extreme value distribution: non-parametric tail estimation with a derived stability criterion

Quantifying the likelihood of extreme events underpins risk assessment, yet classical Extreme Value Theory relies on asymptotic assumptions that fail in the data-sparse, non-stationary regimes practitioners increasingly face. We introduce the Data-Driven Extreme Value Distribution (DDEVD), a non-parametric estimator that aggregates all observations metastatistically and reconstructs the base distribution with a kernel, removing parametric tail assumptions. We derive its optimal bandwidth and prove a stability law $m < C\,n^{1+\gamma/2}$ relating reliable extrapolation to the extreme value index $\gamma$. In sub-hourly Alpine precipitation, DDEVD recovers stable 100-year return levels from single decades (calibration ratio $0.96$), departing from the full-record reference by over $50\,\%$ in fewer than one window in fifty – versus one in five for a GEV fit. In metallurgical micrographs, it matches a generalised extreme-value fit on the safety-relevant grain-size tail, where the standard log-normal over-predicts by $58\,\%$ at $1\,\mathrm{cm}^{2}$.
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Statistical Methodology

Bayesian Effect Selection for Additive Quantile Regression with an Application to Air Pollution Thresholds

Air pollution regulatory limits are typically defined in terms of exceedances of concentration thresholds which are naturally related to conditional quantiles of the pollutant distribution and are therefore of direct relevance for assessing severe pollution events. At the same time, it is important to determine not only whether a covariate affects air pollution but also whether this effect is linear, nonlinear, or both. We address these issues by developing a Bayesian effect selection approach for additive quantile regression. While commonly used mixed model representations (MMRs) of penalized splines allow for flexible nonlinear effects, they do not provide a meaningful separation of linear and nonlinear effect components. We therefore employ a Demmler-Reinsch basis expansion, which yields an orthogonal decomposition of each additive effect into linear and nonlinear parts and show theoretically that both effect components can be estimated consistently. To facilitate data-driven model building, we propose Bayesian effect selection with separate spike and slab priors on the scalar importance parameters associated with the linear and nonlinear components and implement an efficient Gibbs sampler. Through simulation studies, we demonstrate robustness to the misspecification induced by the employed asymmetric Laplace working likelihood and show superior performance relative to the MMR. In a detailed analysis of air pollution data in Madrid, Spain we highlight the added value of flexibly modeling extreme nitrogen dioxide (NO$_2$) concentrations and reveal that threshold-relevant pollution levels are driven differently by climatological variables and traffic-related spatial structure. These findings underline the need for advanced statistical models that support short-term decision-making and help local authorities mitigate, or potentially prevent, exceedances of NO$_2$ concentration limits.
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Statistics Theory

A Discrete Cumulative Distribution Transform via Optimal Transport

This paper develops a fully discrete cumulative distribution transform (CDT) for atomic probability measures on the real line. The transform is defined through monotone quantile maps and admits explicit linear-time algorithms for both forward transformation and inverse reconstruction based solely on cumulative mass matching. Unlike the classical continuous setting, deterministic transport between atomic measures cannot generally split masses, so exact reconstruction may fail at finite resolution. We establish a precise cumulative-mass compatibility criterion for exact finite-resolution recovery and prove weak convergence of reconstructed measures under reference refinement. Several structural properties of the discrete CDT are derived, including translation, composition, and scaling laws, and the framework is extended to a discrete signed cumulative distribution transform with thresholded stabilization near zero crossings. By avoiding continuous interpolation, the proposed framework provides a simple fixed-reference transport representation for discrete data. Numerical examples illustrate translation linearization, compatibility-controlled reconstruction, refinement consistency, and stabilization of the signed transform.
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Statistics Applications

Weibull-Stationary Stochastic Differential Equations for Conditional Long-Horizon Wind Power Forecasting

We present a one-month-ahead conditional probabilistic framework for wind-power forecasting at ten-minute resolution. Monthly Weibull shape and scale parameters are estimated from serially dependent SCADA wind-speed data, corrected through a Godambe covariance, and forecast by a heteroskedastic Kalman filter on a bivariate VAR(1) state-space model. Conditional on the MMSE forecasted Weibull invariant law, we construct and compare three positive wind-speed SDE models: an Ornstein-Uhlenbeck-Weibull transform, a Fokker-Planck drift-first diffusion, and a Fokker-Planck diffusion-first model. The simulated wind-speed ensembles are mapped to power through a calibrated XGBoost power curve. Applied to January 2021 data from a Senvion MM92 turbine at Kelmarsh Wind Farm, the three SDE formulations are statistically indistinguishable in probabilistic accuracy, with mean CRPS values between 1.569 and 1.575 m/s. The diffusion-first model is therefore preferred on computational grounds, reducing runtime by about a factor of seven relative to the OU-Weibull model. In the power domain, the Wasserstein distance between simulated and observed distributions is 26.1-27.6 kW, below $1.4\%$ of rated capacity, while the monthly energy-yield bias is about $-7.3\%$ for the examined month. Exceedance-probability errors remain below 1.6 percentage points over the 0-1500 kW range and about 2.2 percentage points near rated power. These quantities provide decision-relevant probabilistic inputs for downstream operational problems, rather than completed reserve, storage, market, or fatigue-optimization decisions. Full marginalisation over the Kalman predictive law of the Weibull parameters is left as a natural extension.
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Machine Learning (Statistics)

Phase Transitions in Attention: A Bayesian Theory of Copy Head Emergence

Attention is the key mechanism underlying in-context learning in transformers, and attention patterns have been observed empirically to emerge abruptly during training. We present a Bayesian theory of feature learning in attention; we then focus on how the copy subcircuit in the first layer of an induction head is learned by analyzing a single-layer softmax attention network trained on a copy task. We derive a closed-form posterior over the attention matrix and reduce it to a low-dimensional order parameter space. This reduction reveals a phase transition in the amount of training data, which we verify using both Bayesian sampling and standard training with Adam. We contrast our results with linear attention and find that softmax attention exhibits a first-order phase transition while in linear attention an initial second-order phase transition is followed by a smooth, continuous evolution toward the structured attention pattern (crossover). Our work provides a first-principles theoretical account of the abrupt emergence of the copy subcircuit, reminiscent of the one observed in training large language models.
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All authors Itay Lavie, Kirsten Fischer, Andrey Lekov, Frederic Van Maele, Zohar Ringel, Moritz Helias

Statistics Applications

ChargeBD: Character-Aware Heterogeneous Agent Reasoning for Guided Engineering in Battery Development

Redox-flow battery (RFB) research spans molecular design, electrolyte optimization, electrode and membrane materials, stack operation, system management, and safety analysis, making it a constrained, multi-scale, and multi-objective energy-storage R&D problem. Although large language models (LLMs) can support scientific knowledge integration and proposal generation, generic LLM reasoning remains insufficiently adaptive across innovation-oriented exploration, rule-based execution, mechanistic modeling, and system-level trade-offs. Here we introduce ChargeBD, a character-aware heterogeneous-agent reasoning framework for guided engineering in battery development. Starting from a 50-question RFB-specific task set, we construct a 500-question ESS-LLM Benchmark and define MBTI-inspired persona agents as structured cognitive-bias templates rather than psychometric instruments or representations of real personalities. DeepSeek-V3-Plus is selected as the shared base model, and 16 MBTI-inspired persona agents are evaluated to construct a persona capability matrix and a cognitive advantage matrix.
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All authors Rui Huang, Zekun Jiang, Mengran Hou, Xingyu Niu, Yuqiang Li, Qinying Gu, Tianhang Zhou

Machine Learning (Statistics) · Cross-listed from cs.CV

Metadata-Aware Multi-Prompt Reasoning for Zero-Shot Accident Understanding

In this paper, we address the problem of zero-shot understanding of accidents from surveillance videos by identifying when an impact event occurs, what type of impact it is, and where in the frame it occurs using natural language. We propose a three-stage pipeline that decomposes the accident understanding into when, what, and where. The first stage extracts a short temporal window around the impact using vision-language similarity. In the second stage, we perform metadata-driven multi-prompt reasoning with five complementary views (baseline, motion, geometry, contrast, and tiebreaker) and resolve disagreement via an entropy-gated pairwise adjudicator. Finally, we localize the impact of an open-vocabulary detector queried on the predicted accident type and scene layout, and aggregate detections across keyframes using a score-weighted centroid. Our pipeline achieves a substantial improvement in the harmonic-mean score over a centre-of-frame baseline on the zero-shot ACCIDENT @ CVPR benchmark. We show that decomposing zero-shot video understanding into temporal localization, semantic classification, and spatial grounding enable more reliable reasoning with vision-language models than direct prompting alone.
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All authors Tarandeep Singh, Soumyanetra Pal, Soham Biswas, Nishanth Chandran

Statistical Methodology

Adaptive spatial blocking for scalable clustering inference with applications to high-throughput spatial proteomics

Ripley's K-function is a widely used spatial summary statistic for assessing clustering in point patterns. However, existing K-based methods can be computationally prohibitive for large-scale data, particularly in high-throughput spatial proteomics, because they rely on spatial information from all points in the image. To address this challenge, we propose a computationally efficient block-based testing framework that extracts disjoint local blocks from an image and aggregates clustering evidence across them. The proposed adaptive spatial blocking algorithm constructs blocks satisfying point-count and shape constraints, enabling scalable spatial clustering inference and fast p-value computation through an asymptotic normal approximation. Numerical studies demonstrate that the proposed method provides a favorable balance between statistical power and computational efficiency. In an application to healthy human intestine spatial proteomics data, our method detects strong spatial aggregation of plasma cells and colocalization between plasma cells and macrophages, while scaling favorably to large images.
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Statistical Methodology

Introducing precision-weighted bias as a performance measure to inform the inclusion of adaptive designs in meta-analysis

We propose a novel, intuitive measure of statistical performance: precision-weighted bias. Precision-weighted bias is defined as the unconditional bias of an estimator weighted by the degree of information (precision) it contains. Current guidelines, such as GRADE and CONSORT, often view the potential for increased bias in adaptive designs as a deterrent for the inclusion of such designs in systematic reviews. However, we demonstrate that the bias in a common-effect meta-analysis is approximately equal to the precision-weighted average of the precision-weighted biases of its constituent studies, rather than of their unweighted unconditional biases. Through simulation studies, we show that while adaptive designs may exhibit unweighted bias, they frequently have zero precision-weighted bias. Consequently, including these designs often results in a negligible change to the overall meta-analysis bias. These results suggest that precision-weighted bias is a superior indicator for determining whether to include an adaptive design in a meta-analysis. We recommend that precision-weighted bias be used as a standard complement to unweighted unconditional and conditional bias in simulation studies to support more inclusive and accurate evidence synthesis.
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All authors Martin Law, David S. Robertson, Sofia S. Villar, Tim P. Morris, Babak Choodari-Oskooei, Thomas Jaki, Ian R. White

Machine Learning (Statistics) · Cross-listed from cs.LG

What Uncertainties Do We Need for Dynamical Systems?

The distinction between aleatoric and epistemic uncertainty has received considerable attention in machine learning research, mainly in the context of supervised learning but also in other settings such as generative modeling. In this paper, we offer a machine learning perspective on uncertainty modeling for dynamical systems, which has been studied much less so far. In particular, we ask: what uncertainties do we need for dynamical systems? We discuss sources of uncertainty, clarify their nature (aleatoric or epistemic), and consider how the objectives of representing and quantifying uncertainty vary across different tasks.
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All authors Yusuf Sale, Christopher Bülte, Felix Czaja, Joshua Stiller, Eyke Hüllermeier

Machine Learning (Statistics) · Cross-listed from cs.LG

Efficient Multinomial Logistic Bandit via Frequent Directions

This paper studies efficient online algorithms for multinomial logistic bandits (MLogB), where the feedback distribution over $K+1$ outcomes follows a multinomial logistic model of $d$-dimensional action vectors. A representative UCB-type algorithm, OFUL-MLogB, achieves a regret bound of $\tilde{\mathcal{O}}(Kd\sqrt{T})$, but still requires $\mathcal{O}(K^3d^3)$ time and $\mathcal{O}(K^2d^2)$ space per round due to parameter estimation and optimistic reward construction, which is prohibitive in high-dimensional settings. To address this limitation, we propose EOFD-MLogB, which integrates frequent directions matrix sketching into OFUL-MLogB. By maintaining a low-rank SVD sketch of the accumulated Hessian, constrained online Newton updates in parameter estimation and $Kd \times K$ spectral-norm computations in the reward bonus are reduced to one-dimensional root-finding tasks and $K \times K$ eigenvalue computations, respectively. This yields dominant per-round time complexity $\mathcal{O}(Kd(m+K)^2)$ and space complexity $\mathcal{O}(Kd(m+K))$, where $m \ll d$ is the sketch size. We further prove a regret bound of $\tilde{\mathcal{O}}(\Delta_T(Kd\ln\Delta_T+m)\sqrt{T})$, where the sketching error factor $\Delta_T$ is controlled by the $m$-truncated spectral tail of the Hessian. Thus, when the Hessian is approximately low-rank, the regret is close to that of OFUL-MLogB. Experiments validate the computational efficiency and competitive performance.
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All authors Linzhe He, Yu-Jie Zhang, Sifan Yang, Lijun Zhang

Statistical Methodology

Composite likelihood inference of fractional Gaussian processes with sequentially optimal subset selection

The composite likelihood method reduces the computational cost of parameter estimation in time series by considering several subsets of observations instead of all observations at once. The asymptotic properties of this method are related to the Godambe information, an extension of the Fisher information that accounts for the dependence between subsets of observations. We aim to apply this method to linear Gaussian models, in particular fractional Brownian motion and fractional Gaussian noise. We derive theoretical expressions for their Fisher information and their Godambe information and deduce a subset selection design that sequentially maximizes the Godambe information. The size of the subsets then allows us to control the trade-off between estimation accuracy and computational cost. Through simulations, we compare this method with the method of moments and maximum likelihood estimation, and we apply it to real data, namely volatility series of a stock index and a wind speed time series.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Online Shift Detection and Conformal Adaptation for Deployed Safety Classifiers

Reasoning models deployed as safety monitors exhibit a systematic vulnerability: reasoning-token budget starvation. Adversarial inputs require $3.3\times$ more reasoning tokens than benign inputs to produce valid safety scores ($T_{50,\text{adv}}{=}154$ vs. $T_{50,\text{benign}}{=}46$ for o3), so low-budget deployments silently starve the monitor on exactly the inputs it must catch. This compounds the central failure mode: gradient-based evasion remains the residual threat - template jailbreaks fail at 99%, but GCG-optimized suffixes flip encoder decisions reliably. We systematize a canary construction - score-disagreement monitoring between a targeted and un-targeted classifier - and quantify its reliability under targeted evasion. We derive the exact security boundary - a confidence-gated equilibrium at which a monitor-aware attacker stalls (validated gap $= 1/(2\lambda)$, within 95% CI of theory) - and identify a failure mode in post-shift conformal adaptation. Three contributions. (1) Factorial drift benchmark. A pre-registered 800-cell evaluation ($4$ classifiers $\times$ $5$ shift types $\times$ $20$ seeds $\times$ $2$ windows) reveals detection difficulty is dominated by a classifier$\times$shift interaction ($\eta^2 = 0.185$): encoders detect paraphrase drift in 28 steps but miss adversarial suffixes for 37; decoders show the opposite. (2) Conformal collapse in generative embeddings. Weighted conformal prediction fails on decoder classifiers: logistic density-ratio estimation achieves perfect separability in 3584–4096-dimensional space, clipping all importance weights to zero. Projecting to $\leq$32 dimensions restores coverage (+33pp). (3) Adversarial canary threat model. Across 35 frontier models, a 4-tier threat model yields deployment guarantees ($\geq$71% detection, $<$1.5% FPR at $N{=}1000$).
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Statistics Theory

Testing axial symmetry in multivariate location-scale linear regression

The article deals with the problem of testing conditional axial symmetry within a~multivariate linear heteroscedastic regression framework. A new test based on integrated rank scores is introduced and its asymptotic distribution is derived. The proposed method extends a similar procedure developed for multivariate data to the regression setting. The test may also be employed to assess specific hypotheses concerning distributional properties of the error term. Its performance and application is illustrated in a small simulation study and with real economic data. The article also contains a few theoretical results regarding axial symmetry that may be of independent interest.
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Machine Learning (Statistics)

From Persistence to Survival: Hypothesis Testing, Effect Sizes and Vectorisation for Topological Features

Persistence diagrams are common representations in topological data analysis, but they do not naturally live in a vector space, and the statistical tools developed for comparing them have largely evolved separately from those used for downstream prediction. We introduce STRAND (Survival Topological Representation ANalysis of Diagrams), which treats (collections of) PDs as survival data: each topological feature with persistence value $p = d - b$ is a fully observed time-to-event, and the persistence survival function $S(t) = \mathbb{P}(p > t)$ is the central object for comparing diagrams. From this single representation we derive (i) a non-parametric two-sample test with calibrated Type I error and high power from a small number of diagrams; (ii) interpretable effect sizes; and (iii) a 1-Wasserstein-stable feature vector for downstream machine learning. We validate calibration and power on synthetic manifolds with controlled topology, demonstrate competitive vectorisation across 14 graph and 3D point cloud benchmarks, and apply the method to study functional brain connectivity in fMRI/neuroscience data. To our knowledge, STRAND is the first method to provide hypothesis testing and vectorisation for persistence diagrams from a single coherent and interpretable representation.
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Statistical Methodology

Model-based sparse mixed-type PCA

This work presents a new method for principal component analysis (PCA) of a mixed-type data consisting of continuous, binary, integer-valued and positive continuous variables. The data are assumed to come from a probability model, where the parameters of the exponential family distributions are determined by a set of shared Gaussian latent variables. The proposed method, MTPCA, is based on estimating the covariance matrix of these latent mixtures through the method of moments. A way to sparsify the component loadings is presented and aligns with the classical theory of sparse PCA. We propose a strategy for estimating the principal component scores and discuss the choice of the latent dimension. The method's performance is studied with a simulated mixed-type data and we illustrate the model on the Zoo data set consisting of binary animal characteristics.
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Statistical Methodology · Cross-listed from q-bio.QM

Seeing Below the Limit of Detection: A Censored-Poisson Bayesian Latent-Growth Change-Point Detector (the Span Detector) for Serial ctDNA in HR+/HER2- Metastatic Breast Cancer

Circulating-tumour DNA (ctDNA) carries evidence of drug resistance months before imaging shows it, but the earliest evidence lives below the assay's limit of detection (LoD): a nascent subclone is detected only intermittently, producing a flickering sequence of faint detects and non-detects. Commercial liquid biopsies treat each draw as an independent snapshot and a non-detect as nothing. We argue a non-detect is a left-censored observation, and the pattern of non-detects and faint detects over time carries actionable evidence of growth before any single value is trustworthy. We introduce Span, a censored-Poisson Bayesian latent-growth change-point detector that models the binary detection process, accumulates a sequential generalised-likelihood-ratio statistic for an upward change-point in the per-variant detection rate, and raises a competing-risks alarm with calibrated false-alarm control. Span has no learned weights, so there is nothing to overfit. On a synthetic cohort of HR+/HER2- metastatic breast cancer on first-line CDK4/6-inhibitor plus endocrine therapy, at a matched 10% false-alarm rate, Span roughly doubles the fraction of impending progressions caught three months ahead (indolent regime: 25% vs 11% for the snapshot), with a falsifiable dose-response: large for indolent emergence, vanishing for fast emergence. A value-trajectory baseline performs identically to the snapshot, isolating the gain to the censored detection model. The survival backbone matches a Cox baseline on real breast-cancer data (GBSG-2, n=686; C-index 0.67 vs 0.68), and on a real longitudinal cohort with clean biomarkers (PBC2, n=312) the same pipeline correctly declines to win, a falsifiable boundary test confirming the mechanism is regime-specific. All ctDNA trajectories are synthetic.
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Machine Learning (Statistics)

Conformal Bayes under Label Shift: Post-Hoc Calibration vs. In-Training Adaptation

Conformal Bayes combines Bayesian posterior predictives with conformal calibration to produce prediction sets that are both statistically valid and geometrically efficient. We study conformal Bayes under label shift from a unified perspective, identifying two complementary approaches that restore nominal target-domain coverage through importance-weighted conformal calibration but operate through independent mechanisms. Post-hoc calibration tilts the posterior predictive toward the target domain and corrects the conformal threshold via an importance-weighted quantile, leaving the parameter posterior unchanged. In-training adaptation tilts the parameter posterior itself to the target domain, producing a corrected predictive whose highest predictive density region serves as the highest predictive density (HPD)-based prediction set under the fitted target predictive; efficiency is model-dependent and does not imply finite-sample conditional optimality. Two controlled experiments isolate the regime-dependence of each strategy: in the low-dimensional, well-estimated regime Strategy~A produces the narrowest valid intervals, while in the high-dimensional, underdetermined regime Strategy~B achieves up to $43\%$ width reduction at unchanged coverage, under the stated source-sampling and label-shift assumptions.
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Machine Learning (Statistics) · Cross-listed from math.MG

Magnitude-Based Features for Multispecies Spatial Data

Multispecies spatial data arise in many applications where interactions between different entities are central to system behaviour, including biomedical imaging, geospatial analysis, and species ecology. Despite their importance, relatively few quantitative tools exist to capture such interactions. In this work, we propose magnitude-based features for the analysis of multispecies spatial data. Magnitude is a real-valued invariant of finite metric spaces that can be interpreted as an effective number of points, incorporating both spatial configuration and scale. We develop global and local magnitude feature vectors and demonstrate their utility on synthetic tumour microenvironment data, and in tissue microarray data from human colorectal cancer samples. Locally, the method identifies distinct neighbourhood types and reveals spatial heterogeneity; in the model, this includes radial patterns associated with different qualitative outcomes of the simulations, while in the real-world data it reflects the importance of tertiary lymphoid structure-like interactions between B and T cell populations. Globally, the approach recovers known classifications of long-term simulation outcomes across parameter regimes in synthetic data, and suggests important roles for CD4+ T cells and CD163+ macrophages in distinguishing patients with favourable Crohn's like reactions from unfavourable diffuse immune infiltration. Together, these results suggest that magnitude-based features provide a powerful and flexible tool for the analysis of multispecies spatial data.
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All authors Julia Sollberger, Joshua Bull, Sara Kališnik, Bernadette Stolz

Statistical Methodology

Hierarchical excitatory processes for modelling event-time data in the presence of exogenous stimuli

We introduce the Hierarchical Excitatory Process (HEP), a flexible point process model for event-time data observed under repeated external stimuli. The proposed framework models the conditional intensity of a point process as a superposition of excitation effects induced by external stimuli, characterised by kernels with parameters dynamically evolving over time. This hierarchical construction enables modulation of excitation strength across repeated stimuli, providing an interpretable structure. We establish likelihood-based inference for the proposed model and embed HEP within a model-based clustering framework to identify latent groups sharing similar response dynamics. Simulation studies demonstrate the model's ability to recover evolving latent patterns, and an application to spike train recordings from the sea slug Aplysia pedal ganglion illustrates how HEPs are able to characterise stimulus-driven excitability of neurons across repeated stimulation under different experimental conditions.
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All authors Francesco Sanna Passino, Nicholas A. Heard, Jeffrey W. Brown, William N. Frost, Vince P. Lyzinski

Machine Learning (Statistics) · Cross-listed from astro-ph.IM

Time Series Analysis in Machine Learning

Time series analysis is a fundamental component of machine learning, especially in astrophysics and cosmology where temporal data abound. This chapter provides a pedagogical review of time series analysis techniques from a machine learning perspective. We cover the basic concepts of time series (stationarity, autocorrelation, seasonality), classical statistical models (autoregressive, moving average, ARIMA, exponential smoothing, state-space models), and modern machine learning approaches. In particular, we discuss how traditional statistical methods lay the groundwork, and then explore machine learning methods for time series, including feature-based regression, tree-based ensemble methods, hidden Markov models, Gaussian processes, and deep learning models (recurrent neural networks, convolutional networks, transformers). Throughout, we illustrate with examples drawn from multiple domains (e.g. astronomy, weather forecasting, finance) to emphasize common principles. The goal is to equip readers with both the theoretical understanding and practical context to apply machine learning techniques for time series analysis in their research.
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Machine Learning (Statistics)

Renewable Lasso without Batch-Number Constraints: A Gradient-Enhanced Approach

We study online estimation for high-dimensional generalized linear models with streaming data. First, for the non-distributed setting, we propose a gradient-enhanced surrogate loss that approximates the cumulative loss using only historical summaries, which modifies and improves upon the existing renewable estimation approach for the same model in the high-dimensional setting, and removes the batch-number constraint in previous studies. We then extend the method to distributed streaming data under the master-client architecture, where batches are partitioned across sites and only summaries (gradient vectors) are exchanged. Instead of directing applying the popular method of Jordan et al. (2019) to the surrogate quadratic loss, our adjusted approach does not require the clients to compute the full surrogate loss. We derive non-asymptotic error bounds under the high-dimensional scaling, without the stringent constraint on the number of batches in the previous studies. Simulation results under linear and logistic models, together with a real-data application, show improved accuracy over existing renewable estimators.
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All authors Junzhuo Gao, Ling Peng, Xu Guo, Heng Lian

Statistics Theory

Notes on the Theory of Statistical Symbol Recognition

This document is a pdf generated from old plain-TeX files of 1986, of Nils Lid Hjort's `Notes on the Theory of Statistical Symbol Recogntion', a limited circulation 207-pages monograph published at the Norwegian Computing Centre, as Report no. 778/1986. It gives the basics of the statistical pattern recognition theory developed to suit the needs of several industrial projects, related to contracts with the Norwegian-German firm SysScan, the Royal Norwegian Research Council, and yet others, involving symbol recognition and classification analysis from noisy images, related to maps, documents, satellite imaging, etc. The methods and algorithms developed also needed to fit the technology of that time, anno c. 1986, with machines scanning documents, converting these to vector representation, within computational and machine system boundaries. There is an accompanying and also limited circulation booklet, `Statistical Symbol Recognition: Development of a System', by Knut Bråten, Erik Holbæk-Hanssen, and Torfinn Taxt (Report No.777/1986, Norwegian Computing Centre, Oslo), detailing the system developments. Thus developments took form and shape on two frontiers, in close collaboration, Hjort's statistical methods and getting the technology to work, with its multiple components, hardware and software.
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Statistical Methodology

Introducing the CP-plot for Causal Inference with Observational Studies

Under the canonical setting of observational studies for causal inference, we derive a set of exact representations for pairwise differences among weighted average treatment effects as covariances between the conditional average treatment effect and the propensity score, up to positive scaling factors. These covariance representations bridge the two core concepts in causal inference with observational studies. They immediately imply that (i) the average treatment effect is bracketed by the average treatment effects on the treated and on the controls, with the direction determined by the sign of the covariance between the conditional average treatment effect and the propensity score, and (ii) the average treatment effect under the overlap weight, the weight that is proportional to the conditional variance of the treatment given the covariates, is bracketed by the average treatment effects on the treated and controls when the corresponding covariances have a common sign within both the treated and control groups. We further extend these results to weighted local average treatment effects in the instrumental variable framework. Building on this theory, we recommend the “CP-plot” of the estimated conditional average treatment effect against the estimated propensity score, and implement it in the R package CPplot.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Capacity-Constrained Online Convex Optimization with Delayed Feedback

Online learning with delayed feedback typically assumes that the learner can track all pending rounds until their feedback arrives. In practice, tracking resources are finite, and feedback from untracked rounds is permanently lost. In this paper, we study delayed online convex optimization (OCO) under a hard capacity constraint, where at most $C$ pending rounds can be tracked at any time. To model delay information, we introduce a semi-clairvoyant model that refines the clairvoyant assumption from prior work: rather than requiring delays to be known at prediction time, the learner observes delay expirations online, consistent with the classical unconstrained delayed setting. Our approach proceeds via a reduction to a novel “delayed and weighted” OCO problem, using a scheduler that randomizes tracking decisions and importance-weights the resulting observations. For this base problem, we propose and analyze Delayed-Weighted FTRL and its bandit analogue, establishing regret bounds that explicitly characterize the interaction between time-varying weights and delayed feedback. Combining these base learners with our schedulers yields the first regret guarantees for capacity-constrained OCO under convex and strongly convex losses, for both first-order and bandit feedback. For first-order feedback, capacity $C = \Omega(\log T)$ suffices to recover standard delayed OCO rates up to logarithmic factors. For bandit feedback, the regret rates are modulated by powers of $(1 + \sigma_{\text{max}}/C)$, where $\sigma_{\text{max}}$ is the maximum number of pending observations at any time. This allows the regret bound to degrade gracefully when $C < \sigma_{\text{max}}$, while remaining sublinear.
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Statistics Applications · Cross-listed from cs.LG

DeepRHP: A Hybrid Variational Autoencoder for Designing Random Heteropolymers as Protein Mimics

Synthetic random heteropolymers (RHPs), consisting of a predefined set of monomers, offer an approach toward the design of protein-like materials. These RHPs, if designed appropriately, can mimic protein behavior and function. As such, there is a need for computational tools to efficiently guide RHP design. We bridge this gap by developing DeepRHP, a modified variational autoencoder (VAE) model under a semi-supervised framework. By equipping a classical VAE with an additional feature-based VAE, DeepRHP forces the latent space to capture structures of critical chemical features as well as individual RHP sequence patterns. In this sense, our method is versatile by allowing any relevant features to be incorporated in a hybrid manner. We demonstrate the effectiveness of DeepRHP by suggesting potential monomer compositions that stabilize membrane proteins (e.g. Aquaporin Z) in non-native environments and cross-validating our prediction with published results. The concordance between our model and true RHP function suggests strong potential in utilizing hybrid autoencoder architectures to guide RHP design for proteins and other biological compounds.
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All authors Shuni Li, Zhiyuan Ruan, Andy Shen, Ivan Jayapurna, Ting Xu, Haiyan Huang

Machine Learning (Statistics) · Cross-listed from cs.LG

Tree-Structured Orthonormal Decomposition of the Aitchison Simplex

Compositional data – vectors encoding relative proportions – arise across scientific domains, including ecology, geochemistry, and genomics. The features in these data often come with known hierarchical structure (e.g., taxonomies, phylogenies, ontologies), yet existing methods either ignore this structure, discard the intrinsic Aitchison geometry, are designed for binary trees, or yield incomplete coordinate systems. We describe PolyILR, a canonical orthonormal decomposition of the Aitchison tangent space aligned with any tree topology. Our construction defines a weighted local geometry at each internal node capturing full branching structure, then lifts these to a global orthonormal basis where every coordinate corresponds to a specific tree location. On microbiome and single-cell benchmarks, PolyILR yields stable, interpretable features and enables inference at multiscale tree resolution. We also establish a novel theoretical connection to softmax classifiers, suggesting possible applications to probabilistic modeling.
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All authors Daisuke Yamada, Qijun Zhang, Travis Pence, Barbara B. Bendlin, Federico Rey, Vikas Singh

Statistical Methodology

The Triply-Randomized Negative Binomial Beta for Robust Regression and Conjugate Models of Bounded Support Data

The beta distribution is the default choice of likelihood in many regression problems with a $[0,1]$-bounded support response despite its sensitivity to outliers, inability to accommodate exact zero observations, and a lack of closed-form conjugate priors. We address these shortcomings by introducing the triply-randomized negative binomial beta distribution, denoted $\mathrm{TNBbeta}(p,\,q,\,\varepsilon)$, parameterized by a median $p$, concentration parameter $q$, and boundary parameter $\varepsilon$ which permits positive density at $0$ and $1$. The TNBbeta arises by randomizing the parameters of a standard beta distribution with three dependent negative binomial random variables, each of whose complete conditional distribution we show is itself negative binomial. Moreover, connecting $p$ and $q$ to Gaussian latent variables with logit link functions yields closed-form updates via Pólya-gamma augmentation. Together, these properties yield simple auxiliary-variable Gibbs samplers for regression models of bounded-support data, which often outperform standard beta regression approaches in terms of effective sample size per second and held-out prediction, especially in the presence of outliers. In a case study of forest canopy cover, we demonstrate that this framework can easily incorporate spatial structure and exact zero observations. Overall, this work substantially expands the class of Bayesian models for $[0,1]$-bounded support data that can be fit efficiently.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Range-Aware Bayesian Optimization for Discovering Diverse Designs within Target Property Windows

In many materials and product design problems, desirable candidates exhibit properties that fall within an acceptable range rather than achieve a single optimum. Recovering multiple, distinct solutions that satisfy such specifications is also practically valuable, as some candidates may be preferred for reasons of cost, processability, or robustness that are difficult to encode directly in an objective function. Here, we develop a range-aware Bayesian optimization (BO) framework in which the acquisition function directly scores the posterior probability that a candidate satisfies a target range. The framework naturally extends to parallel pursuit of multiple distinct specifications over a shared candidate space. Across benchmark tasks, range-aware acquisition consistently recovers larger and more diverse sets of valid designs than standard BO baselines and recent goal-seeking methods. Its utility is further demonstrated in two practically motivated design case studies involving optimizing reaction conditions for polymer synthesis and sequence-defined oligomer discovery for prescribed optical absorption bands, supported by quantum chemical calculations. These results suggest that range-aware BO can provide a practical and sample-efficient foundation for specification-driven design, particularly when design flexibility and solution diversity are important considerations.
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All authors Shengli Jiang, Jason Wu, Charles M. Schroeder, Michael A. Webb