Papers

Analyzing the mean response of study subjects in psychological research is a standard, well-justified practice. However, theoretical arguments and empirical evidence also suggest that there is value in investigating other aspects of the distribution of such responses, such as their variability or skewness. A particular challenge that practitioners face is statistical modeling of associations between distributional features and other outcomes of interest. The most common approach is to perform estimation in two steps: distributional features are estimated first, and then those estimates are used as predictors for the relevant outcomes. Such an approach is most amenable to implementation in standard statistical software, but it ignores estimation error and can therefore lead to biased estimates and increased error rates. We introduce Distributional Feature Latent Variable Models (DFLVM), a general framework that represents between-person difference in distributional features as random intercepts. These intercepts can be simultaneously used as predictors for downstream outcomes and their associations estimated in a single estimation step. We compare the performance of our approach against two-step procedures in a simulation study and through a re-analysis of a real dataset.

Online learning has amplified the need to understand how student engagement patterns influence learning outcomes, particularly given the flexibility of technology-mediated environments. To address this, we propose a Bayesian nonparametric dynamic item response theory (IRT) framework that tracks within-individual ability trajectories across instructional units. The proposed model integrates B-spline basis expansions to capture nonlinear effects of engagement behaviors on ability drift, alongside a Mixture-of-Finite-Mixtures (MFM) prior to automatically determine the number of latent learner clusters. This framework overcomes three limitations in the existing literature: (1) rigid linearity assumptions in engagement-ability relationships, (2) dependence on pre-specified cluster counts, and (3) the inability to track longitudinal ability dynamics. We apply the model to longitudinal data from 198 undergraduates completing a 9-chapter introductory statistics course on CourseKata. The model automatically identified four distinct learner profiles: struggling-declining (11%), low-stable (23%), mainstream-stable (55%), and high-improving (12%). Results indicate that ability trajectories remained remarkably stable across chapters, and engagement quantity metrics did not significantly predict ability drift. These findings suggest that in introductory online statistics education, academic ability primarily reflects a stable pre-existing characteristic rather than a dynamically malleable course outcome. Ultimately, this framework offers a flexible tool for learner profiling to inform adaptive instructional design.

This study develops and evaluates a bankruptcy prediction framework that integrates consensus-based feature selection, hybrid resampling, stacking ensembles, and explainable artificial intelligence to improve minority-class detection in severely imbalanced financial data. Using the Taiwanese Bankruptcy Prediction dataset from the UCI Machine Learning Repository, five feature-selection algorithms were first applied, and a consensus retention rule reduced the input space to 23 robust variables. The balanced training data were then generated using SVM-SMOTE, SMOTE-Tomek, and SMOTE-ENN. Five ensemble machine learning classifiers, namely gradient boosting, extreme gradient boosting, histogram-based gradient boosting, LightGBM, and AdaBoost, were compared with five deep learning models, including RNN, LSTM, GRU, DNN, and MLP. In addition, hybrid stacking ensembles combined the five machine learning classifiers as base learners with each deep learning model as a meta-learner. Model performance was assessed using accuracy, recall, specificity, G-mean, and ROC-AUC, while SHAP was used to explain feature contributions. The results show that resampling strategy materially shaped model behavior. SVM-SMOTE and SMOTE-Tomek favored accuracy and specificity, whereas SMOTE-ENN delivered stronger minority-class detection. Among standalone models, the GRU with SMOTE-ENN achieved the best overall predictive balance, with recall of 0.8627, G-mean of 0.8517, and ROC-AUC of 0.9431. Among stacking ensembles, SMOTE-ENN with (GB+XGB+HGB+LGBM+AB)+LSTM provided the strongest compromise between sensitivity and specificity. SHAP analysis identified leverage, profitability, solvency, and operational efficiency indicators as the most influential predictors of bankruptcy risk. These findings support more reliable and interpretable early warning systems for financially distressed firms.

Ricci flow is a curvature-guided diffusion process that deforms space by shrinking regions of high positive curvature and expanding those with negative curvature. Similarly, discrete Ricci flow on weighted graphs modifies edge weights by shrinking edges with positive Ricci curvature and stretching those with negative Ricci curvature, effectively increasing the separation between clusters. Inspired by these two cornerstone works, we propose a geometry-based RAG reranker enhancement procedure called Ricci-Filtration. By modeling the input query and initial retrieved chunks as a network, where the input query and chunks serve as nodes and embedding-based pairwise relations define an initial graph, Ricci-Filtration leverages discrete curvature and Ricci flow to evaluate the structural importance of each chunk with respect to the user query. The system first filters the initial chunks based on their geometric curvature relative to the query; then, a reranker processes the remaining chunks to enhance generative performance. We theoretically prove that normalized discrete Ricci flow can detect community structures by identifying distinct asymptotic behaviors in edge weights. This supports the removal of “noisy” document chunks characterized by large weights and negative Ricci curvature relative to the query node. Extensive experiments confirm that Ricci-Filtration outperforms several baseline reranking methods in accuracy, precision, recall, and F1 scores. Furthermore, ablation studies demonstrate that the Ricci-Filtration generally outperforms the baseline under various settings, highlighting the framework's robustness across different architectures.

Functional data collected as continuously observed trajectories arise naturally in many biomedical settings, and a key inferential goal is understanding how such functional covariates relate to time-to-event outcomes while allowing that relationship to vary across subgroups defined by scalar characteristics. Existing frequentist approaches to functional accelerated failure-time (AFT) models struggle to flexibly capture the joint, nonlinear influence of scalar covariates and time on the functional effect, and none adequately address the measurement error that frequently contaminates functionally observed exposures. We propose a Bayesian functional AFT model in which the functional coefficient is a varying effect function of both time and a set of scalar covariates, modeled through a Gaussian process single-index structure that provides a flexible, nonlinear framework for subgroup modification. Measurement error in the functional covariate is handled by pairing a proxy observation with an instrumental variable that accommodates non-linear associations with the latent functional exposure. A prominent source of such functional data is wearable devices, which can continuously monitor physical activity (PA) behavioral patterns over time, yet whose outputs are well known to be prone to measurement error and to exhibit heterogeneous associations with health outcomes across demographic subgroups. Through simulations, we show that our approach recovers the true varying functional effects and reduces bias relative tonaïve models that ignore measurement error. We apply our methods to the Reasons for Geographical and Racial Differences in Stroke (REGARDS) study to investigate how step-count physical activity relates to time-to-death from ischemic stroke across racial and regional groups.

Continuous evaluation of LLM products relies on a strong LLM judge treated as ground truth: a cheap monitor scores every interaction and a team is paged when the score drifts down. But the judge is itself a model behind an API, and a silent version bump or scoring-prompt update changes how it scores – so every drift alarm is ambiguous between a worse product and a changed judge. We resolve the ambiguity with a fixed, human-labeled anchor set that the current judge re-scores at a steady interleave, a second betting e-process on the judge-versus-human gap, and a guard-window rule returning a verdict in {none, system, judge}. We prove anytime-validity, one-way identification (only the judge can move the anchors), an attribution race whose design law is that the anchors must out-run the main process they guard, and process orthogonality. On two real judge changes, a silent version bump is detected as judge drift in 60/60 runs with zero judge-to-system misattribution, and a contaminating strict-prompt change is correctly attributed on 110 of 120 runs at guard width 300 – while the industry-default rolling z-test false-alarms on 75% of drift-free streams. Every experiment replicates on a second domain (TL;DR summarization) with nothing re-tuned, and where the domains differ the differences are the ones the race predicts: the strict-prompt change shifts scores harder there, so the anchors fire faster and attribution becomes perfect (240/240). The monitor runs at approximately 0.64 of the cost of strong-judging every item, or 0.21 in a cheaper-but-deafer regime.

Variational inference (VI) is a core engine of modern AI, enabling scalable approximate Bayesian learning and uncertainty-aware training of large probabilistic and generative models. In this paper, we propose Structured Nonparametric Variational Inference (SN-VI), a novel framework for modeling complex dependencies among latent variables in posterior approximation, leveraging multivariate spline techniques. Unlike traditional methods that rely on the mean-field assumption, SN-VI preserves intricate latent variable dependencies, providing a flexible and accurate approximation of posteriors with arbitrary shapes. We establish rigorous theoretical guarantees, including the derivation of the lower bound for the variational objective and proof of asymptotic consistency in posterior estimation. To facilitate practical implementation, we develop an algorithm that automatically identifies dependent latent variables and their underlying dependence structure, without requiring manual specification. Simulation studies validate the effectiveness of SN-VI in approximating posterior distributions with bounded support and complex dependencies. The proposed method has been successfully applied to high-dimensional structured data, including computer vision datasets and spatial transcriptomics. In these applications, SN-VI demonstrates improved generative model performance and effectively uncovers coupled biological signals through the learned dependency structure.

Rare events in time series are critical to model but hard to learn due to data scarcity. Current generative models struggle with extreme values. We observe that rare events leave distinct topological fingerprints - transitions in Betti numbers from point-cloud embeddings - that are more stable and discriminative than statistical moments. We introduce PHINN, a flow-matching framework using dynamic Betti curves as conditioning signals and a persistence landscape loss for homology consistency. It scales to multivariate data, includes a natural-language interface to set Betti targets, supports cross-domain meta-learning and few-shot generation, and provides certified adversarial robustness. On financial, epidemiological, and multi-modal benchmarks, PHINN outperforms statistical and diffusion baselines in topological fidelity (beta-RMSE down 41-63%, transition accuracy up 84%) and matches jump-diffusion models in tail coverage while exceeding them in shape fidelity. All results have 95% confidence intervals.

Kernel density estimation depends largely on one choice, the smoothing bandwidth. We treat bandwidth selection and density estimation in the characteristic-function domain, where the cyclic group-averaged covariance of the binned data has the squared empirical characteristic function as its spectrum: the true characteristic function sits over a sampling-noise floor of $1/n$, and the bandwidth is the spectral cutoff where the two meet. Several methods follow. An automatic selector strips the floor and minimizes a frequency-domain error criterion, matching the rule of thumb on smooth densities and approaching the best fixed bandwidth on multimodal ones. An adaptive estimator generalizes the fixed kernel to the per-frequency optimal Wiener taper, matching or surpassing the best fixed bandwidth on most standard densities, including sharply peaked and comb-like cases where fixed bandwidths fail; deconvolution under known measurement error follows in the same domain. Because the Wiener estimator resolves sharp structure but does not fit smooth bases as economically as a mixture, a Gaussian mixture is combined with it two ways, a piecewise partition and a superposition of a smooth base and a band-limited residual, the default. A data-driven floor read from the spectrum replaces the assumed $1/n$ floor and stays robust on heaped and rounded data. On the Marron-Wand benchmark scored by exact integrated squared error, the advantage emerges with sample size, a bias-variance tradeoff: the spectral estimators carry low bias but pay in variance, so a corrected Botev plug-in leads at $n=100$ while the Wiener filter and superposition take the top two ranks at $n=5000$. The methods are validated on six real datasets (CRSP returns, NHANES self-reports, CMS dimuon and SDSS spectra, a random-beacon stream, and UNSW-NB15 traffic) and on a synthetic-data quality check. All experiments are reproducible.

Interim monitoring in time-to-event trials must balance inferential maturity with operationally meaningful timing. Event-driven designs align analyses with event accumulation but can produce substantial and unpredictable calendar delays, whereas enrollment-driven designs provide predictable timing but may rely on immature follow-up. We propose the Window-Cohort with Calibrated Follow-Up Requirement (WCR) framework, which directly parameterizes follow-up maturity through a locked cohort size and a post-lock follow-up requirement. The interim analysis is conducted after the prespecified cohort has accrued the calibrated minimum follow-up, while enrollment may continue and later patients are reserved for the final analysis. The framework distinguishes restricted follow-up for landmark survival estimands from unrestricted follow-up for proportional hazards estimands, thereby linking the effective information horizon to the estimand. Design parameters and decision thresholds are jointly calibrated through constrained optimization to control type I error and power while balancing calendar time, interim maturity, and decision-lag burden. Simulation studies motivated by a rare pediatric oncology trial show that WCR attains target operating characteristics under the calibration model and offers more stable and interpretable interim timing than conventional event-driven and enrollment-driven approaches. The methodology is implemented in the open-source R package WCRBayesDesign, available on CRAN. WCR reframes interim monitoring as an information-time alignment problem and provides a practical design strategy for single-arm trials with sparse events, slow accrual, and long-horizon endpoints.

We design a new unconstrained coordinate system where a $p\times p$ symmetric positive definite (SPD) matrix $\Theta$ is represented by a reverse telescoping map $\Theta(x)=\rm{RT}(x)$, with $x=(v,d,r)\in\mathbb{R}\times\mathbb{R}^{(p-1)}\times\mathbb{R}^{p(p-1)/2}$, representing respectively the log volume or log determinant; and the shape, as encoded by log relative diagonal scales and partial covariances among the nodes. This construction results in important properties not available in other charts, e.g., matrix logarithm, such as Jacobian depending on only the log-determinant. A useful feature of our construction is $x$ contains a lossless symbolic representation of both the matrix and its inverse. Many important computations involving a matrix and its inverse can be performed in $O(p^2)$ in the transformed domain, while it is the rendering of results in matrix forms (on demand) that must incur an $O(p^3)$ cost. Moreover, two unit-determinant matrices in the transformed domain can be joined by a straight line with pathwise unit determinant. For generative modeling, this allows designing a split volume-shape flow model trained by conditional flow matching for transporting the shape over the unit-determinant path, with a separate one-dimensional flow for transporting the volume or the determinant. The forbidding SPD constraint, tamed thus into a powerful guiding force, leads to the surprising insight that it is in some sense easier to design a volume-normalized shape flow for SPD compared to the unconstrained $\mathbb{R}^{p\times p}$, with no intrinsic notion of volume to aid normalization, unlike the determinant of SPD matrices. We apply our construction for up to $p=200$ in generative modeling of SPD matrices on a difficult synthetic bimodal target, and in generating brain connectivity networks by models trained on fMRI data; as well as in intrinsic diffusion on the SPD manifold.

Inferring the strength of conditional dependence and testing conditional independence are fundamental problems in statistics. A recent breakthrough by Azadkia and Chatterjee introduced, for the first time, a conditional dependence measure that equals $0$ if and only if the variables under study are conditionally independent, and equals $1$ if and only if they are conditionally perfectly dependent. They further proposed a computationally efficient and strongly consistent estimator, $T_n$, based on an ingenious use of ranks and nearest neighbors. Despite these attractive features, the asymptotic theory of $T_n$ has remained largely undeveloped. This paper closes that gap. We prove that, under general dependence, $T_n$ is asymptotically normal and its limiting variance admits a closed form. We also construct consistent variance estimators that are computationally efficient and implementable in $O(n\log n)$ time. Taken together with existing bias-correction methods, these results provide a complete inferential theory for $T_n$.

Quadratic Unconstrained Boolean Optimization (QUBO) problems are widespread in both industrial applications and scientific studies. A QUBO problem corresponds to the optimization of a system of Ising spins defined on a generally sparse and heterogeneous graph. When the QUBO problem contains conflicting requests, the corresponding Ising system is frustrated, generating a complex energy landscape, which is hard to explore and optimize. Despite extensive algorithmic and hardware developments, finding low-energy configurations in these systems remains challenging (e.g., local-update heuristics typically become trapped in metastable states), especially when the (possibly frustrated) interactions generate extended correlated domains. We introduce CluMP (Cluster-based Message-Passing), an algorithm that performs collective updates on connected clusters of spins using information from Belief Propagation (BP). By controlling the amount of frustration within clusters, CluMP enables BP convergence on large subgraphs and proposes nonlocal rearrangements involving up to hundreds of spins in a single move. We benchmark CluMP against state-of-the-art local-update heuristics on spin-glass models defined on several graph topologies, including random regular graphs and lattice regular graphs in two and three dimensions. Cluster moves consistently bypass local trapping and reach lower energies with fewer effective operations than single-spin dynamics. These results demonstrate that frustration-tolerant cluster updates can be implemented efficiently on sparse graphs. The CluMP framework provides a scalable strategy for large-scale combinatorial optimization and inference problems, where exploiting medium- and long-range correlations is key to navigating complex energy landscapes.

The effective reproduction number ($R_t$) is widely used to track epidemic dynamics in real time. The standard estimation framework uses "instantaneous $R_t$," defined via the renewal equation, which relates new infections to past infections through a generation interval distribution. Compartmental models like SEIR yield a seemingly distinct quantity, "mechanistic $R_t$," based on the effective contact rate and duration of infectiousness. We prove these two definitions are equivalent under homogeneous mixing, the standard assumption in compartmental modeling. We also derive the generation interval distribution implied by SEIR dynamics. A practical consequence is that generation intervals, often treated as assumption-light inputs to renewal equation estimators, in fact encode specific compartmental structure.

Scientific discovery relies on large-scale hypothesis testing. However, the capacity to identify true discoveries while controlling false discovery faces major challenges: obtaining relevant reference data (the null distribution) is resource-intensive, leaving finite-data uncertainty, and the procedure should account for the inherent structure in the hypothesis space, when such structure exists. Here, we present a framework for controlling the false discovery rate both when each hypothesis is evidenced only by a finite count of null draws, leaving its p-value uncertain, and when the hypothesis space carries arbitrary structure, requiring only that the structure be represented through a suitable reproducing kernel. We present two decision rules that are both robust to structural mis-specification, yet offer a distinct trade-off between exact FDR control and statistical power. The first rule guarantees exact FDR control; the second maximizes power by adapting mirror-statistic control into count space, utilizing an analytical framework to assess FDR control when exact mirror symmetry is relaxed. Furthermore, the tractability gained by the RKHS framework allows us to directly investigate finite-data uncertainties, which we leverage to suggest a policy for the efficient allocation of null distribution samples.

Moment-constrained maximum entropy (MaxEnt) reconstructs a density as an exponential family whose sufficient statistics are chosen constraint functions. We study this choice separately from the numerical coordinates used to solve the dual problem. An odd-only family on a symmetric support forces f(x)f(-x) to be constant, so parity matching is necessary. A logarithmic-rational constraint produces the Student/Cauchy family and remains population-defined when required integer moments do not exist; a parity-matched one-parameter path provides a reproducible fractional-exponent alternative containing the monomials. The numerical study uses a common damped-Newton solver and audits the six-distribution benchmark of Rajan et al. Stable parity-block divided differences, residual replay in the original constraint coordinates, and independent adaptive integration identify a raw-coordinate false convergence on D5. Under the corrected computation, the selected PATP arm is within 1.22 times the oracle on D5 but retains selected-to-oracle error ratios of 30.7, 8.88, and 3.33 on D2, D4, and D6 at n=12. These checks preserve the negative selector conclusion without treating a numerical artifact as statistical evidence. The Pearson row is reproduced, whereas the published GOPoly rows are not under the printed protocol. Matched LogRat results show family capacity; neither tested selector supports automatic choice among constraint families.

State-of-the-art approaches to magnetic anomaly detection rely on the generalized likelihood ratio test (GLRT). These approaches are based on the formulation of a parametric model of the source to be detected, expressed in a suitable functional basis. One of the primary objectives of this study is to demonstrate that, for a given measurement configuration, the signal is constrained to evolve within a restricted subset of the space generated by these functional bases. The parametric representation of the signal is identified as a semi-algebraic space which, for the dipole model used in this article, turns out to be a cone outside of which the estimated signal does not satisfy the physical equations. Thus, a second objective is to exploit this property to constrain the signal parameters in the GLRT to belong to the semi-algebraic space, in order to improve detection performance. The performance gain of the proposed algorithm is compared to the one of conventional approaches; numerical simulations show that the proposed approach not only outperforms state-of-the-art methods but can even provide results close to those of the clear-seeing (optimal) receiver.

Industrial retrofit planning depends on structured operational data rather than free text: planners must estimate whether a newly registered prototype will require a retrofit, which retrofit package it will need, and how long the work will take. We study an industrial dataset linking a prototype-registration system (284,271 vehicles) with a retrofit-management system (48,716 cleaned visits), and compare strong tabular machine learning baselines with three LLM-based strategies on row-serialized inputs: embedding features (Amazon Titan), direct prompted classification (Claude Sonnet 4), and an ML+LLM stacking approach. Across binary occurrence prediction, 15-way retrofit-type classification, per-visit duration regression, and an aggregated monthly benchmark, classical tree ensembles remain the strongest standalone models. However, the LLM results reveal a consistent pattern: embeddings remain useful on tables (binary AUC = 0.982), direct prompting collapses once semantic signal is stripped by hashing (binary AUC = 0.500; multiclass weighted F1 = 0.018), and hybrid stacking yields the best manually built multiclass model (weighted F1 = 0.626). On the monthly benchmark, lag-based machine learning outperforms time-series foundation models, though Chronos-small remains competitive in zero-shot forecasting. The results suggest that on privacy-constrained industrial tables, LLMs are more effective as complementary components than as replacements for strong tabular baselines.

Ensemble classifiers are predictive models that combine the results of simpler base models, often by majority vote. A classic example is random forests, which combine the predictions of decision trees. Ensembles that use more base models can be more accurate but also more costly to train and run. In this paper, we consider strategies for reducing the computational cost of binary classification using an approach from the field of sequential testing. Rather than evaluating all the base models and taking a majority vote, we evaluate the base models sequentially and stop execution when a clear majority emerges. We consider three different notions of optimality for early-stopping strategies that minimize the number of base models executed while controlling the rate of disagreement with the full ensemble. For each notion of optimality and allowable disagreement rate, we show that a linear program can be constructed and solved efficiently to find the optimal stopping strategy. We tested these methods on real-world datasets taken from the UC Irvine Machine Learning repository, and on the benchmark datasets proposed by Grinsztajn et al. We found that on most datasets, these methods provide speed-ups of 4x or more while controlling disagreement at 0.1%

In this work, we tackle the following question: Can neural networks trained with gradient-based methods achieve the optimal computational-statistical tradeoff in learning Gaussian single-index models? Prior research has shown that any polynomial-time algorithm under the statistical query (SQ) framework requires $\Omega(d^{s^\star/2}\lor d)$ samples, where $s^\star$ is the generative exponent representing the intrinsic difficulty of learning the underlying model. However, it remains unknown whether neural networks can achieve this sample complexity. Inspired by prior techniques such as label transformation and landscape smoothing for learning single-index models, we propose a unified gradient-based algorithm for training a two-layer neural network in polynomial time. Our method is adaptable to a variety of loss and activation functions, covering a broad class of existing approaches. We show that our algorithm learns a feature representation that strongly aligns with the unknown signal $\theta^\star$, with sample complexity $\widetilde{O} (d^{s^\star/2} \lor d)$, matching the SQ lower bound up to a polylogarithmic factor for all generative exponents $s^\star\geq 1$. Furthermore, we extend our approach to the setting where $\theta^\star$ is $k$-sparse for $k = o(\sqrt{d})$ by introducing a novel weight perturbation technique that leverages the sparsity structure. We derive a corresponding SQ lower bound of order $\widetilde{\Omega}(k^{s^\star})$, matched by our method up to a polylogarithmic factor. Our framework, especially the weight perturbation technique, is of independent interest, and suggests potential gradient-based solutions to other problems such as sparse tensor PCA.

Offline model-based optimization (MBO) proposes candidates by optimizing a surrogate trained on a fixed historical dataset. Because candidates are deliberately out-of-distribution, surrogate rankings are least reliable exactly where the optimizer is most aggressive, yet existing methods provide no per-candidate statistical certificate that a design meets a target threshold. We propose Conformal Candidate Certification (CCC), a post-hoc wrapper that attaches a calibrated one-sided lower bound to each candidate and advances only those whose bound exceeds the target. We show that entropy-regularized surrogate maximization induces a Gibbs-tilted proposal, so the same surrogate supplies importance weights for weighted conformal prediction without a separate density-ratio estimation step. In a controlled synthetic study, CCC certifies $16.7\%$ of an aggressive proposal pool with empirical coverage 0.990 at nominal 0.90, while standard conformal prediction ignoring the covariate shift collapses to 0.416 coverage.

We propose a Koopman-enhanced physics-informed neural network (K–PINN) framework for parameter inference and forecasting in nonlinear epidemic models. This method combines Koopman operator theory and physics-informed learning. It maps epidemic states into a latent observable space where the dynamics evolve approximately linearly while satisfying the governing epidemic equations through automatic differentiation. This integration improves interpretability, parameter identifiability, and long-term predictive stability. We apply the proposed framework to a normalized SEIRSD epidemic model and evaluate it using synthetic monkeypox (Mpox) data and real-world datasets from Germany, Morocco, and Sweden for the SARS-CoV-2 virus. Synthetic trajectories are generated using a structure-preserving, nonstandard finite difference scheme to ensure reliable training data. Numerical results demonstrate that K–PINN achieves more accurate parameter estimation, trajectory reconstruction, and long-term forecasting than classical PINNs and Koopman-EDMD approaches. These results suggest that K–PINN is an effective machine learning framework for epidemic modeling that can be extended to more complex systems.

In studies with clustered or hierarchical data structures, quantifying between-cluster heterogeneity, referred to as contextual effects, is crucial for valid cluster-level inference. The median odds ratio (MOR), derived from random effects (RE) logistic regression models for clustered binary data, provides an intuitive assessment of contextual effects. Most existing research focuses on point estimation of the MOR for two-level models, with limited exploration of its statistical properties under complex multilevel structures. However, the development of corresponding interval estimators is essential for statistical inference. Moreover, many real-world datasets, particularly those from multistage surveys, involve hierarchical structures beyond two levels, where contextual effects at each level are of interest. This paper discusses the estimation of MOR for both the two-and three-level binary data, with particular emphasis on interval estimation. Since the MOR is a post-estimation measure based on variance components of the RE logit model, its confidence interval is derived using the Delta method, treating the log-transformed MOR as asymptotically normal. The approach is demonstrated across different model specifications in two-and three-level settings. An extensive simulation study evaluated the performance of the MOR estimators across diverse scenarios in hierarchical data settings. The results showed that the estimators exhibited negligible bias and satisfactory coverage probability of a 95% confidence interval for moderate to large samples, with small-sample bias mainly due to variance component estimation. An application of the methods for estimating the contextual effect on C-section delivery demonstrated that the proposed framework enhances interpretability and supports more informed statistical and policy-oriented analyses.

Comparing group means is foundational to many statistical areas, including two-sample studies, randomized trials, and difference-in-differences designs, yet heavy-tailed outcomes can make conventional estimators unstable. A common remedy is to winsorize the data before estimating the target mean contrast. The dominant approach, pooled winsorization, computes winsorization thresholds from the combined sample across all groups, while the rarely used alternative, separate winsorization, computes them within each group. We study finite-sample deviation bounds for these two winsorization strategies, and we prove an impossibility result: no deterministic rule for selecting the pooled winsorization level can attain the sub-Gaussian rate. In contrast, separate winsorization attains this rate, and the guarantee extends to general linear contrasts of group means. Simulation studies confirm that pooled winsorization can have substantial bias, while separate winsorization remains nearly unbiased and concentrates well around the truth. These results support a simple recommendation: winsorize within each group rather than after pooling.

This study examines whether machine learning (ML) models can outperform the naive random walk benchmark in forecasting the monthly USD/CAD exchange rate. Using daily data from the Bank of Canada spanning January 2017 to May 2026, resampled into 113 monthly observations, five ML models are evaluated: linear regression, random forest, gradient boosting, XGBoost, and AdaBoost. These models are benchmarked against the naive random walk model and exponential smoothing with Holt-Winters seasonality (ETS). All models are evaluated using an expanding-window framework to maintain strict out-of-sample integrity, and forecast-accuracy differences are assessed using the Diebold-Mariano (DM) test. Structural break detection identifies four significant breakpoints in the series, corresponding to the escalation of the US-China trade war in 2018, the COVID-19 economic recovery in 2020, the peak of the Bank of Canada rate-hiking cycle in 2022, and the start of the Bank of Canada rate-cutting cycle in 2024. SHAP, or Shapley Additive Explanations, analysis is applied to interpret the drivers of the best-performing ML model. The results show that the naive random walk model remains a formidable benchmark. Linear regression is the only model that statistically outperforms the naive random walk model, with a DM statistic of 3.0585 and a p value of 0.0071, whereas the ML ensemble models show only marginal differences. Random Forest with an expanding-window framework achieves the lowest MAPE of 1.17 percent among all models except the random walk. SHAP analysis confirms that short-term lags, particularly lag1 and lag2, and recent rolling means dominate predictions, consistent with the near-random-walk behavior of exchange rates.

Early identification of adolescent substance-use risk is an important prevention challenge, yet the relative value of baseline characteristics, longitudinal trajectories, and relational context remains unclear. Using data from approximately 11,860 participants in the Adolescent Brain Cognitive Development (ABCD) Study, we compare cross-sectional, longitudinal, and graph-based approaches for predicting alcohol sipping, alcohol use, marijuana use, and alcohol/marijuana use. We evaluate tree-based models, recurrent neural networks, and Temporal Graph Convolutional Networks (T-GCNs) constructed from family, school, and feature-similarity graphs. Longitudinal models consistently outperform baseline models, with temporal XGBoost achieving the strongest standalone performance. Although T-GCNs generally do not surpass temporal XGBoost, graph-derived risk scores provide complementary information. Combining temporal XGBoost and T-GCN predictions through score-level stacking yields the best performance across all outcomes, achieving AUC-ROC values above 0.79. Feature analyses identify peer deviance, age, externalizing symptoms, parental monitoring, cultural norms, and neighborhood context as important predictors of substance use onset. These findings demonstrate the value of longitudinal modeling for substance-use prediction and suggest that graph-based representations can provide effective auxiliary risk signals.

Mechanistic interpretability methods summarize a transformer component by a single importance score, conflating two distinct roles: a component may matter because it transports task-relevant content, or because the forward computation degrades when its contribution is removed. We introduce Interchange-Group Sobol Decomposition (IGSD), a paired-intervention framework that compares matched activation replacement with zero ablation on the same component, estimates two Sobol-style variance indices, and uses their signed difference to separate the two roles, with intervention validity monitored by a symmetric off-manifold diagnostic $\widehat{\mathrm{ST}}>1$. In factual recall, IGSD identifies an early-layer content channel in both GPT-2 small and Qwen2.5-1.5B that standard importance methods underestimate. A controlled subject and relation donor design shows that the early channel transports relation-frame content while late attention transports subject-retrieval content, refining at head granularity to the known $\mathrm{Attn}_{L9H8}$ head. Late-layer clamping confirms that the early signal is expressed through downstream transformations rather than residual pass-through. These results show that replacement and deletion are not interchangeable controls and their divergence provides a practical statistical diagnostic for content transport in transformer components.

A system of coupled oscillators provides a fundamental framework for modeling a wide range of physical and biological phenomena. In neuroscience, the central nervous system exhibits synchronized oscillatory activity with adjacent brain regions, giving rise to traveling wave dynamics for instance during sleep. Similarly, in the gastrointestinal system, neuromuscular cells coordinate their oscillations to generate propagating waves of slow wave activity. To estimate probability distributions of multivariate phase relationships, existing approaches typically rely on equilibrium thermodynamics, expressing the system in a Boltzmann form through a pairwise exponential family distribution. However, these assumptions are often violated in real-world systems, which are inherently dynamic and frequently transition between equilibrium and non-equilibrium regimes. To address this, we propose an efficient method for estimating the probability distribution of coupled oscillators that does not assume thermodynamic equilibrium. Using a Langevin dynamics-based construction, the approach enables accurate modeling even in non-equilibrium regimes. The maximum likelihood estimation method is shown to have a closed form algebraic solution in the high sampling rate regime, a condition commonly satisfied by modern data acquisition systems, which makes it readily applicable in practice. We demonstrate its robustness on simulated data, where it outperforms existing approaches in non-equilibrium settings, and further illustrate its utility for characterizing dynamic brain traveling waves in response to brain stimulation and in hypothesis testing within the context of electrophysiologic recordings of the human stomach.

In the archetype discovery problem a researcher wants to summarize N heterogeneous policy effects of interest that vary over a discrete set of covariates. The goal is to partition the set of covariates into K<N groups – the archetype sets – and to provide a summary of the policy effects for each group. We use decision theory to show that, under a weighted mean-squared-error criterion, a procedure analogous to the Sorted Group Average Treatment Effects (GATES) solves the archetype discovery problem. The key difference is that, in the optimal procedure, archetype sets are obtained by weighted K-means clustering of the N heterogeneous policy effects, instead of relying on K equally-spaced quantiles. We show that the procedure that minimizes average risk for a given prior can be obtained by clustering the different values of the posterior mean estimate of the policy effects of interest. Similarly, an approximately minimax procedure in large samples can be obtained by clustering a consistent estimator of the policy effects. In both of these cases, an exact solution to the weighted K-means clustering problem can be found using a simple and well-known dynamic programming algorithm.

We develop a general framework for analyzing representation costs induced by parameter-space regularizers in data-fitting methods. For an arbitrary parametric method, we define its representation cost and native function space, prove existence, and identify conditions under which parameter-space and function-space problems have equal infimal values and minimizers transfer between them. This framework yields representer theorems and recovers classical formulations—including kernel methods and RKHSs, wavelets and Besov spaces, and shallow neural networks and variation spaces—as special cases. Our main new results concern depth-$L$ feedforward ReLU networks with weight-decay regularization. For these networks, we prove that the representation cost is a power of a quasi-seminorm and that, under suitable hypotheses, the native space is a quasi-Banach space with nonconvex unit ball when $L > 2$. These results identify a novel depth-dependent quasi-Banach geometry induced by weight decay.