Machine Learning (Statistics)
A Unified Causal Inference Framework for the Desirability of Outcome Ranking Paradigm in Benefit-Risk Evaluation
Yuan Feng, Shiyu Shu, Yixin Fang et al. (+4 more)
We developed a unified
covariate-adjusted causal inference framework for estimating the desirability of outcome ranking (DOOR) probability for benefit-risk evaluation in randomized trials and observational studies. The framework expresses the DOOR probability as a bilinear functional of the marginal ordinal outcome distributions under the two treatment strategies, estimates conditional ordinal distributions through sequential risk-set hazards, and derives the efficient influence function (EIF) of the DOOR probability. The point-estimation simulations compared G-computation, normalized inverse probability weighting (IPW), augmented IPW (AIPW), and targeted maximum likelihood estimation (TMLE), with nuisance functions estimated using generalized linear models or Super Learner (SL). TMLE-SL showed the strongest and most consistent point-estimation performance, with AIPW-SL ranking second. EIF-based inference was then evaluated for AIPW-SL and TMLE-SL, with and without cross-fitting, across settings varying in overlap, treatment-effect heterogeneity, and treatment allocation. CVTMLE-SL showed the strongest overall performance across DOOR-scale bias, recovery of the underlying ordinal distributions, standard-error accuracy, and confidence-interval coverage. We illustrate the methodology using data from the multidrug-resistant organism network of the Antibacterial Resistance Leadership Group.
Read the full abstract ▾
All authors Yuan Feng, Shiyu Shu, Yixin Fang, Ionut Bebu, Toshimitsu Hamasaki, Scott Evans, Guoqing Diao
Machine Learning (Statistics) · Cross-listed from cs.LG
Marginal Matching Does Not License Factorized Sampling: Auditing Conditional Style Leakage in Factorized Generative Models
Duong Bach, Hai Nguyen Hong and Cuong Do
Factorized generative models commonly regularize a latent style variable z_s by matching its marginal distribution to a fixed Gaussian prior and interpret this as evidence that the style representation is independent of class information. We show that this interpretation is incorrect. Matching only the marginal distribution places no constraint on the class-conditional distributions, allowing the latent style to remain highly predictive of the label despite appearing perfectly Gaussian in aggregate. We derive an exact decomposition showing that this mismatch is one of four conditions required for factorized sampling, and demonstrate that eliminating it is necessary but not sufficient to obtain the intended factorization. Empirically, our case-study model and four representative latent baselines achieve near-zero global MMD while still allowing a linear probe to recover class labels with 74%–100% accuracy (10% chance level). Our model reaches 99.15% clustering accuracy, whereas externally evaluated class-conditional generation succeeds only 16% of the time. This leakage remains under six independent perturbations involving model capacity, curriculum, prior geometry, and supervision across two
datasets. Four mitigation strategies reduce probe accuracy to 21%–46%, although they leave within-class dependence largely unchanged. A post-hoc conditional prior improves externally evaluated class generation to 0.97 on MNIST without retraining but reaches only 0.41 on CIFAR-10, while an empirical style bank achieves 0.88 on CIFAR-10. These results demonstrate that no divergence computed solely on the marginal distribution of the style latent can certify independence from class labels, and that reporting marginal statistics alone does not verify the property commonly claimed in factorized generative models.
Read the full abstract ▾
Machine Learning (Statistics)
Quality Diversity for Reliable Data Driven Time-Use Optimization
Aneta Neumann, Ty Stanford, Dorothea Dumuid et al. (+1 more)
The daily allocation of the finite 24-hour time budget is strongly associated with physical, mental, and cognitive health. While predictive models can estimate the relationship between time-use compositions and health outcomes such as body mass index, life satisfaction, and cognition, most optimization approaches focus only on maximizing expected benefit and do not consider the uncertainty inherent in data-driven prediction. Ignoring uncertainty in health-related decisions can lead to unrealistic time-use recommendations. To address this gap, we introduce an uncertainty quantification Quality Diversity (QD) framework for a more reliable time-use recommendation. Objective functions are derived using compositional data analysis using a large child cohort
dataset n > 1000, to capture the relationship between daily activity compositions and multiple health indicators. We develop a new approach that incorporates predictive uncertainty into QD processes and produces more reliable recommendations that balance the expected health benefits with the confidence of the model. We explore the solution space through variable-based and objective-based behavioral representations, revealing diverse high-quality time-use composition and explicit relationships between health outcomes under uncertainty. By
embedding uncertainty directly into optimization, our framework shifts the time-use recommendations toward regions of lower uncertainty while preserving high-quality structures for more reliable decision-making in behavioral health.
Read the full abstract ▾
All authors Aneta Neumann, Ty Stanford, Dorothea Dumuid, Frank Neumann
Machine Learning (Statistics) · Cross-listed from cs.LG
The Loss Does Not See the Basis, but Adam Does
Devender Singh
Gradient descent on a factored model $W = UV^\top$ is implicitly biased toward low-rank solutions, while Adam, starting from the same small initialization, is not. We trace the difference to the gauge
symmetry of the loss, its invariance under $(U, V) \mapsto (UQ, VQ)$. Gradient flow's low-rank mechanism is available to an optimizer only if that optimizer is gauge-equivariant, a condition necessary for the transfer but not sufficient for low-rank recovery. Gradient descent, momentum, "shared-scalar" Adam,
Muon, and Shampoo satisfy it. Adam, RMSProp, and the other coordinate-wise methods do not. A structure
theorem characterizes the memoryless equivariant rules as exactly the Gram-determined left preconditioners, and a transfer
theorem carries gradient flow's pathwise properties to common-scalar flows. We then sort nine update rules on underdetermined
matrix sensing by recovery error against the planted ground truth. A one-parameter family from coordinate-wise to shared-scalar preconditioning restores the bias monotonically, isolating anisotropy as the cause. A "spectral schedule" reconciles two opposing reports about
Muon: equal-rate updates recover exactly low-rank targets but lose their edge as the spectral tail grows. In
transformers, Adam separates two gauge-equivalent initializations at the first step, where the equivariant optimizers stay at float precision, and ends with the per-head invariants $W_Q^\top W_K$ 56% apart in relative Frobenius distance, a gap no per-head rotation can close. On two hyperspectral
datasets at matched training loss, gradient descent cuts held-out error by 43-44% at the lowest sampling density, and at lower effective rank. Basis choice is therefore not a tuning detail but a decision about which interpolant the optimizer selects.
Read the full abstract ▾
Statistical Methodology
Micro-randomized Trials with Categorical Treatments and Binary Proximal Outcome: Causal Effect Estimation and Sample Size Calculation
Jeremy Lin and Tianchen Qian
Micro-randomized trials (MRTs) provide a framework for evaluating the marginal and moderated effects of mobile health (mHealth) interventions. In many applications, treatments take the form of categorical variables with multiple levels, such as different message contents or delivery strategies. Many scientifically meaningful longitudinal outcomes in mHealth studies are binary, such as whether a participant opens an app, engages with content, or completes a target behavior following a decision point at which treatment is randomized. This paper focuses on MRTs with categorical treatments and binary proximal outcomes. We define the causal excursion effect, propose an
estimator called EMEE-catA, and derive a sample size formula for comparing categorical treatment levels that controls the type I error rate and guarantees power under working assumptions. We conduct extensive simulation studies to evaluate the operating characteristics of the proposed sample size formula, including robustness to violations of these assumptions. We further provide practical guidance for implementing the proposed approach to ensure adequate power in real-world MRTs. The methods are illustrated using data from the Drink Less MRT.
Read the full abstract ▾
Machine Learning (Statistics) · Cross-listed from cs.LG
SSTQ:Privacy-Preserving Vector Quantization via Subsampled Stochastic TurboQuant
Adel Javanmard, David P. Woodruff and Vahab Mirrokni
Achieving local differential
privacy in distributed optimization while maintaining low communication cost remains challenging. Existing vector quantization methods, such as vqSGD, rely on high-dimensional
geometric constructions but incur unfavorable dimension-dependent variance. In this work, we propose Subsampled
Stochastic TurboQuant (SSTQ), a framework that combines a bounded Kashin representation, data-independent coordinate subsampling, and
privacy-aware one-dimensional quantization. SSTQ includes two variants: (1) a Flat Randomized Response variant that is unbiased and, for a fixed codebook bit-width, frame redundancy, and dimension-independent Kashin level, achieves reconstruction MSE that scales linearly with the ambient dimension $d$, while using only $\lceil \log_2 N \rceil + b$ bits per message. Here, $N = \Theta(d)$ denotes the frame size in the Kashin transform and $b$ is the codebook bit-width; and (2) a metric-aware truncated-Laplace variant that removes the exponential dependence on bit-width at the cost of a non-vanishing bias. We also derive a convex uniform-surrogate codebook objective whose worst-case codebook-dependent upper bound improves from $O(4^b)$ to $O(2^b)$. Experiments on synthetic regression, Fashion-MNIST, and CIFAR-10 compare the per-message
privacy-utility and uplink-communication trade-offs of SSTQ with those of established baselines, demonstrating favorable utility and communication efficiency.
Read the full abstract ▾
Machine Learning (Statistics)
Stable Density Ridges: Consistency and Convergence of Subspace Constrained Mean Shift
Wanli Qiao
The Subspace Constrained Mean Shift (SCMS)
algorithm is a popular nonparametric method for extracting density ridges, which serve as a low-dimensional representation of high-dimensional data. It is a widely held belief in the literature that SCMS trajectories converge to the classical density ridge, which we call the "static ridge", defined via the density gradient and the
eigenvalues and eigenvectors of the density's Hessian. In this paper, we demonstrate that this assumption does not hold in general, as the static definition fails to account for the rotation of the trailing eigenspace along the continuous flow of the
algorithm's underlying vector field. To resolve this, we propose a paradigm shift by introducing the "stable ridge", a novel
geometric structure defined through the lens of dynamical systems and the Jacobian of the projected density gradient. We prove that this stable ridge is the true theoretical target of the SCMS
algorithm. Building upon this foundation, we develop a generalized SCMS framework utilizing a constant step size, establishing its uniform R-linear convergence and topological surjectivity onto the stable ridge. We further derive the rates of convergence for estimating the stable ridge in terms of the Hausdorff distance. Finally, we expose that the original SCMS
algorithm suffers from
polynomial-time computational complexity, which is caused by implicitly coupling the step size to the smoothing bandwidth via the Mean Shift operator, and demonstrate how our generalized framework provides a statistically consistent and more efficient solution.
Read the full abstract ▾
Machine Learning (Statistics) · Cross-listed from quant-ph
Representational separation between unitary and channel quantum generative models via shared classical randomness at shallow depth
Arunava Majumder, Marius Krumm, Hendrik Poulsen Nautrup et al. (+1 more)
Near-term
quantum hardware limits
circuit depth and often imposes geometrically local connectivity for
quantum generative models, restricting the output distributions accessible to shallow
unitary Born models. Introducing stochasticity into a
unitary quantum Born model can improve the empirical generative performance of the resulting channel model and, for a restricted small-scale architecture, has been proven to represent a strictly larger family of distributions than its
unitary counterpart. However, whether such randomness provides a provable separation at fixed shallow depth for arbitrarily large systems has remained open. Here, we show that shared classical randomness, a comparatively weak resource from
entanglement theory, is sufficient to establish such a strict scalable representational separation over the corresponding shallow
unitary Born model. More specifically, we augment bounded-connectivity shallow
unitary circuits, followed by computational-basis measurements, with spatially separated local Pauli operations, whose joint application is controlled by a single classically sampled random bit. The resulting shallow-depth channel model generates long-range correlations in the classical output distribution that no purely
unitary shallow-depth model with bounded connectivity can reproduce. For one-dimensional nearest-neighbour architectures, reproducing such distributions with a purely
unitary model can require depth $\Omega(N)$ in the worst case. We further show that measurement-based
quantum computation (MBQC) provides a natural implementation of the required shared classical randomness through suitable adaptation of the random measurement outcomes. Numerical experiments on MBQC-based generative models support the analytical results.
Read the full abstract ▾
All authors Arunava Majumder, Marius Krumm, Hendrik Poulsen Nautrup, Hans J. Briegel
Statistical Methodology
Nonparametric Estimation under General Nonlinear ODE Constraints: A Comparison with Parametric ODE-Fitting Methods
Chunlei Ge and W. John Braun
Many physical, biological, and epidemiological processes are governed by ordinary differential equations (ODEs) that are nonlinear in the state variable, including logistic population growth, chemical reaction kinetics, and epidemiological compartment models. We develop a differential equation-constrained local
polynomial regression (DE-constrained LPR) framework for the general first-order ODE constraint g'(x) = F(x, g(x)), where F may be any Lipschitz continuous function, extending prior work restricted to exponential and linear ODE structures. Because F is generally nonlinear in g, the Taylor coefficients of the DE1-k
estimator cannot be written in closed form; instead they are obtained by successive symbolic differentiation of F, and the
estimator is computed by nonlinear least squares, requiring only a single local parameter at each evaluation point regardless of
polynomial degree k. We derive the asymptotic conditional bias and variance of the DE1-k
estimator, propose an AIMSE-optimal bandwidth that exploits the ODE structure to avoid direct estimation of high-order derivatives, and evaluate the method in a simulation study based on logistic growth, benchmarking against the parameter cascading method of Ramsay et al. (2007) (PCODE) and classical local linear regression. The DE-constrained
estimator consistently outperforms local linear regression and is competitive with PCODE even though it estimates no structural parameter of the ODE; a sensitivity analysis across growth rates shows DE-constrained estimation becomes more accurate and more robust than PCODE as the curve steepens and PCODE's parameter estimation grows less stable. These results position DE-constrained LPR as a practical nonparametric alternative to parametric ODE-fitting methods when structural parameters are difficult to identify reliably.
Read the full abstract ▾
Statistics Applications
Analyzing the daily flows: Exploring shared micro-mobility factors in Venice
Vanshika Keshwani and Stefano Mazzuco
Shared micro-mobility has emerged as a key component of a sustainable urban transportation system, however, limited research exists on how environmental factors influence the mobility demand between specific origin-destination (OD) locations. This work extends research on the demand-side perspective to explore how temporal and environmental conditions shape daily shared micro-mobility flows in Venice. The study analyses repeated variation across 158,401 OD-day observations for two years in 50 spatial zones. Daily temperature, rainfall, and PM10 concentrations are linked to each OD-day observation while accounting for vehicle-pass composition and temporal patterns. Here, the unit of analysis is the connection between OD pairs. A generalised additive mixed model (GAMM) is used to represent the non-linearity of environmental relationships across seasons, providing a flexible framework for understanding how climatic conditions influence sustainable mobility behaviour. The results show a significant nonlinear association between temperature and mobility demand across seasons. High rainfall is associated with reduced demand, with larger reductions under moderate and heavy rainfall than on dry days. The relationship between PM10 and shared mobility use was season-dependent, creating an avoidance-versus-adoption mechanism rather than a monotonic association. After adjustment for environmental and temporal factors, a recurring increase in demand within the Lido Islands during August and September remained evident, highlighting a location-specific mobility pattern across two years. The study highlights the importance of environmental sensitivity in shared micro-mobility research. This work illustrates that the adoption of shared bikes and electric bikes depends not only on service availability but also on usage patterns, which are affected by external conditions.
Read the full abstract ▾
Machine Learning (Statistics) · Cross-listed from cs.LG
Comparing SGLD and a fixed-noise predictor-corrector adaptation in canonical joint energy-based models on CIFAR-10
Dmytro Knopov
Joint Energy-Based Models (JEM) unify classification and generation within a single network and support out-of-distribution (OOD) detection. Canonical JEM training relies on
stochastic gradient Langevin dynamics (SGLD); a theoretically motivated alternative, the Predictor-Corrector (PC) sampler, has not previously undergone a systematic replication test on the canonical model. We reproduce canonical JEM on WideResNet-28-10 without normalisation layers on two independent runs and test a fixed-noise PC adaptation - with the degenerate annealed-noise predictor replaced by a deterministic gradient step - across three protocols: the adapted sampler replacing SGLD throughout the full training trajectories (115-132 epochs); cold-start generation (FID); and refinement-style multi-OOD detection (AUROC). The reconstruction reaches 92.88% test accuracy and buffer-FID 44.46 (canonical: 92.90% and 38.40). We document two failure modes: catastrophic late-training divergence with the signature of the canonical outlier-buffer mechanism (all four runs), and run-dependent SVHN OOD-discrimination dynamics. No consistent method-level advantage of the adaptation over SGLD is observed on any protocol: refinement AUROC differences stay below 0.007 across ten checkpoint-OOD pairs; seeded cold-start generation favours SGLD by about five FID points; on the training protocol a hierarchical seed-by-image bootstrap gives a 95% confidence interval on the macro-averaged AUROC difference that contains zero, while a seed-level equivalence test with two runs per method cannot establish formal equivalence. The training-protocol data are consistent both with equivalence and with a small directional effect. This outcome is consistent with theory: the guarantees of the annealed-noise PC framework do not transfer to the constant-noise regime of canonical JEM.
Read the full abstract ▾
Statistics Theory · Cross-listed from cs.DS
Exact simulation of diffusions and improved algorithms for log-concave sampling
Fan Chen, Sinho Chewi, Alexander Rakhlin et al. (+1 more)
We study exact simulation of
diffusions via rejection sampling on path space using unbiased
estimators of the density ratio obtained from Girsanov's
theorem. When applied to the underdamped Langevin
diffusion, it yields an
algorithm for sampling from a strongly log-concave and log-smooth distribution with condition number $\kappa$, in dimension $d$, to accuracy $\varepsilon$ in Rényi divergence, in $\widetilde O(\kappa^{2/3} d^{1/3}\,\mathrm{polylog}(1/\varepsilon))$ queries. Under a third derivative bound, the dimension dependence improves to $d^{1/5}$. This improves substantially over the prior state-of-the-art complexity of $\widetilde O(\kappa d^{1/2}\,\mathrm{polylog}(1/\varepsilon))$ for the Metropolis-adjusted Langevin
algorithm, and over the $d^{1/4}$ dimension dependence of Metropolized
Hamiltonian Monte Carlo under the same third derivative bound. We also present applications to the mirror Langevin
diffusion, and for obtaining Fisher information bounds in the non-log-concave case.
Read the full abstract ▾
All authors Fan Chen, Sinho Chewi, Alexander Rakhlin, Matthew S. Zhang
Statistics Theory · Cross-listed from econ.EM
Algorithm-Driven SVARs: Navigating the Wilderness of Big Data
Yucheng Yang and Tao Zha
Every SVAR result is conditional on two choices: the restrictions that identify the shock and the variables on which they operate. The literature disciplines the first; the second is chosen by hand. We develop a
Bayesian methodology that constructs information sets, uses an out-of-sample criterion, and retains the largest system it admits. Under recursive identification, output rises with housing production rather than household credit alone. For monetary policy, an anchor-free joint
Bayesian proxy SVAR with multiple instruments strengthens the credit spread channel. A core system augmented with the selected corporate spread identifies expected default risk as a potent transmission margin.
Read the full abstract ▾
Statistical Computation · Cross-listed from cs.LG
Stochastic Emulation using Generalized Stratified Sampling for Performance-Based Risk Optimization of Structures
Isabela D. Rodrigues, Seymour M. J. Spence, Henrique M. Kroetz et al. (+1 more)
Metamodels are instrumental in reducing the computational burden associated with nested reliability analyses and optimization loops in Performance-Based Risk Optimization (PBRO) of structures under
stochastic loads. In this context,
stochastic emulators are particularly useful because they approximate response distributions while accounting for the intrinsic stochasticity of the simulator. Among these methods,
Stochastic Polynomial Chaos Expansion (SPCE) is especially attractive because it does not require replications of nonlinear analyses at fixed input conditions. However, SPCE may present limitations in accurately representing extreme responses in the tails of structural response distributions. To address this limitation, this study proposes a framework that combines Generalized Stratified Sampling (GSS) with SPCE. The GSS scheme partitions the input space into strata according to the intensity of the hazard, improving the representation of extreme responses, while independent SPCE emulators are trained within each stratum. The conditional exceedance probabilities estimated in each stratum are then recombined using the total probability
theorem to evaluate the probabilistic constraints. The proposed GSS-SPCE framework is applied to the optimal design of buckling-restrained brace cross-sectional areas in a two-story steel building. The objective is to minimize the initial construction cost while satisfying prescribed probabilistic performance constraints. Results show that the proposed framework accurately estimates structural response distributions, including their tail regions, while substantially reducing the number of nonlinear model evaluations required for PBRO.
Read the full abstract ▾
All authors Isabela D. Rodrigues, Seymour M. J. Spence, Henrique M. Kroetz, André T. Beck
Statistics Applications
HaploPerturb: Low-rank copula construction of haplotype perturbations improves sequence-to-function analysis of Alzheimer's disease loci
Jichun Xie
Sequence-to-function models predict molecular phenotypes from complete sequence windows. At genome-wide association study loci, however, the prevailing design perturbs only the lead variant on the reference genome, even though the lead is often correlated with nearby variants through linkage disequilibrium. This single-variant perturbation implicitly fixes all linked alleles at their reference-genome states and may therefore create an uncommon or unobserved population haplotype. We study this input-construction problem at 38 Alzheimer's disease loci. We introduce HaploPerturb, which uses phased ROS/MAP genotypes or the European 1000 Genomes panel to fit a fixed-margin latent Gaussian factor model and rank partner configurations conditional on each lead allele. The leading public-panel construction agrees with the donor-panel construction at all loci under a strict linkage-disequilibrium threshold and 36 of 37 loci under a broader threshold after restricting to shared partners. Known-truth simulations show exact recovery of the dominant configuration under strong linkage disequilibrium and expose persistent residual correlation under a misspecified one-factor model. In an AlphaGenome
benchmark against
cell-type-specific ROS/MAP eQTLs, broader-set public-panel haplotypes yield microglial enrichment of 2.07 (95% whole-locus bootstrap percentile interval 1.48–3.60), compared with 1.43 (0.69–2.29) for a lead-only edit. Empirical-mode and LD-sign backgrounds yield 2.20 (1.60–3.64), with no detectable advantage or loss relative to the HaploPerturb top configuration. Thus population-informed sequence construction matters in this application, while the choice among reasonable leading haplotype rules is less consequential than the choice between a haplotype and a lead-only reference background.
Read the full abstract ▾
Statistical Methodology
Parameter identification for predator-prey system with sparse data
Eduard Campillo-Funollet and James Van Yperen
Parameter identification from observations of dynamical systems is a fundamental problem in population biology. Mechanistic models of ecological systems rely on optimization methods that require accurate initial guesses to guarantee convergence. In ecological applications,
datasets contain observation noise and are collected at sparse time points. This sparsity creates irregular likelihoods that cause standard optimization methods to struggle, while the ordinary differential equation solvers can become stiff or unstable in certain regions of the parameter space. These instabilities cause long running times or runtime errors. Here we present a computational framework for parameter identification that addresses these numerical instabilities by employing Natural Gradient Ascent, and we apply it to the classical Lotka-Volterra predator-prey model. We exploit the non-dimensionalization of the ordinary differential equations to treat scaling factors as nuisance parameters, reducing the dimensionality of the optimization problem. To prevent the solver step from becoming small, we implement an adaptive solver that switches between two independent second-order equations derived from the two components of the model. This approach allows Natural Gradient Ascent to converge in fewer iterations and with more stability than standard gradient ascent or BFGS methods. This framework provides a reliable method for parameter estimation in ecology when data is limited. The method can be generalized to other dynamical systems as long as the different components of the system do not become numerically problematic at the same time.
Read the full abstract ▾
Statistics Applications
Statistical Considerations in Long COVID Research
Andrea S. Foulkes, Tanayott Thaweethai and Harrison T. Reeder
Long COVID is a condition characterized by ongoing or relapsing symptoms attributable to SARS-CoV-2 infection that are present three or more months after infection. It represents a major clinical and public health concern as an estimated 5-10% of individuals with a history of SARS-CoV-2 infection present with long term sequelae that range from mild to debilitating with profound impacts on quality of life. Clinical research studies of Long COVID have emerged rapidly over the past few years, and with them we are seeing several new data analytic challenges. In this manuscript, we highlight statistical challenges arising from the defining features of LC and associated study design strategies. This work is motivated by the Researching COVID to Enhance Recovery (RECOVER) Adult and Pediatric observational meta-cohort studies.
Read the full abstract ▾
Statistical Methodology
Inverse probability weighting for auxiliary variable dependent sampling in observational studies of Long COVID
Andrea S. Foulkes, Tanayott Thaweethai, Daniel O. Scharfstein et al. (+2 more)
Selective testing based on values of auxiliary variables is an increasingly popular design strategy in observational studies and is ubiquitous in electronic health record data. Ignoring this underlying sampling mechanism can lead to biased estimation and erroneous scientific conclusions. Yet, rigorous analytic methods for accounting for two-phase sampling designs in observational settings remain under-utilized. Motivated by the Researching COVID to Enhance Recovery (RECOVER) Adult and Pediatric observational cohort studies, we describe common pitfalls and an approach for analysis of data collected via auxiliary variable dependent sampling.
Read the full abstract ▾
All authors Andrea S. Foulkes, Tanayott Thaweethai, Daniel O. Scharfstein, Weixing Huang, Harrison T. Reeder
Statistics Theory
A Design-Based Minimax Theory for Network Experiments
Vardis Kandiros, Christopher Harshaw and Fredrik Sävje
Network experiments are used throughout the social and medical sciences to investigate causal effects under the presence of interference. While a large body of work has developed improved statistical procedures, the fundamental limits of statistical estimation in these settings is less well understood. In this paper, we develop and investigate a design-based theory of minimax risk for network experiments under an arbitrary neighborhood interference model. Our notion of minimax risk describes the optimal precision among all statistical procedures for investigating a particular causal effect on the observed interference network. We show that the minimax risk is a function of the corresponding conflict graph, which captures inherent unobservability of estimand-relevant potential outcomes given the observed interference network. Our main contribution is a series of upper and lower bounds on the minimax rate in terms of local and global connectivity properties of the conflict graph. To illustrate their utility, we apply these general results to obtain minimax analyses for two commonly studied effects: the direct treatment effect and global average treatment effect.
Read the full abstract ▾
Statistics Theory · Cross-listed from math.PR
A Sharper Hoeffding Bound for Weighted Sums of Exchangeable Random Variables
Seongchan Lee and Ilmun Kim
We prove a Hoeffding-type moment generating function bound for weighted sums of bounded exchangeable random variables centered by their finite-population average. The bound reduces the excess inflation above one in a recent weighted exchangeable Hoeffding inequality from order $(\log N)/N$ to the rate-optimal order $1/N$, with an explicit constant. The proof reduces the problem to Hamming slices, identifies two-level extremizers for the relevant symmetric variational problem, and applies a hypergeometric martingale bound. We also give a lower bound showing that an excess inflation of order $1/N$ is unavoidable.
Read the full abstract ▾
Machine Learning (Statistics) · Cross-listed from cs.LG
Variational Bounds for Perceptron Learning from Structured Data
Francesco Camilli, Pierluigi Contucci, Federica Gerace et al. (+1 more)
We introduce a variational approach to a finite-temperature continuous-
spin perceptron trained on a Gaussian mixture. The model allows for a broad class of concave utilities and log-concave separable prior measures on the
spins. By combining the interpolation method with log-concavity and concentration estimates, we derive lower and upper minimax variational bounds for the limiting quenched pressure. Remarkably, the two bounds differ only in the order of optimization of two variational parameters, while all remaining extrema are controlled by the concave–convex structure of the variational potential. Whenever the two optimizations commute, the two bounds match and identify the solution of the model. The same potential yields the fixed-point equations as stationarity conditions and provides a unified route to the computation of the ground-state energy, training loss, and generalization error.
Read the full abstract ▾
All authors Francesco Camilli, Pierluigi Contucci, Federica Gerace, Emanuele Mingione
Statistical Methodology
Nonparametric Goodness-of-fit Testing under Covariate Shift
Zhen Hou and Dong Xia
This paper develops procedures for nonparametric goodness-of-fit testing under
covariate shift, where labelled data are drawn from a source population but goodness-of-fit is evaluated for a target population. The distribution mismatch is quantified by either a bounded moment condition or a sub-exponential tail condition on the target-to-source density ratio. Our method combines truncated importance-weighting kernel ridge regression with a multiplier bootstrap to construct confidence sets for the regression function. The truncation stabilizes the importance- weighting kernel ridge regression as well as the bootstrap calibration, making our approach applicable even when the density ratio has heavy tails. We prove nonasymptotic validity and sharpness of the resulting confidence sets under suitable operator compatibility conditions, and establish explicit error rates for coverage probability under specific conditions on the target- to-source density ratio and on the spectral decay of the kernel integral operator. Numerical experiments corroborate our theoretical findings.
Read the full abstract ▾
Statistics Theory
Exchangeable Testing Against an Unknown Benchmark
Alexander Gnedin
We generate infinite binary exchangeable sequences by sequential comparison of data points against a latent
benchmark. Assuming a prior distribution of the
benchmark rank \(R_0\) within an unobserved group, we set up the
Bayesian machinery that determines the posterior distribution of the running rank \(R_n\) in purely combinatorial terms. This yields an explicitly computable predictive probability of winning against the
benchmark. The normalised running rank converges to a latent strength variable \(X\) with
polynomial density, possibly Beta-tilted. Some min-max tournaments lead to particularly simple multiplicative formulae for predictive probabilities related to priors that generalise the Topp–Leone distribution; for that class we analyse the asymptotics of the associated fixed-\(n\) up-down Markov chains. The limiting
diffusion has the classical Wright–Fisher variance but a nonlinear drift expressed explicitly via the prior density of the
benchmark. Mixtures of Beta densities are classical objects in the theory of exchangeable sequences. The contribution of the present work is the combinatorial rank-based updating mechanism and the resulting explicit predictive laws for sequential testing against an unknown
benchmark.
Read the full abstract ▾
Machine Learning (Statistics)
Intrinsic-Hybrid Latent Diffusion Models for Generative Modeling on Unknown Manifolds
Yizhu Wang, Mu Niu and Xiaochen Yang
We introduce the Intrinsic Hybrid Latent
Diffusion Model (ILDM), a generative framework that integrates probabilistic dimensionality reduction with geometry-aware
diffusion on unknown
manifolds. While
diffusion models (DMs) have achieved state-of-the-art results in high-dimensional data synthesis, they rely on large training
datasets and ignore intrinsic
geometric structure. Latent
diffusion models (LDMs) address the high dimensionality by learning a latent space, but they typically impose a Euclidean structure, failing to capture the underlying
manifold geometry, especially problematic in data-sparse regimes. ILDM addresses these limitations by interpreting the latent space as a chart of an unknown Riemannian
manifold, with geometry and uncertainty quantified through a probabilistic decoder. The forward process is a hybrid
diffusion that switches between Riemannian and Euclidean dynamics based on local uncertainty, where the Riemannian component is governed by a probabilistic metric tensor derived from the decoder. To learn the generative dynamics, we introduce an approximate denoising score matching method tailored to the hybrid
diffusion setting, enabling a backward process defined by hybrid Langevin dynamics. Experiments on COIL-100, MNIST, and cardiac MRI
datasets demonstrate that ILDM significantly improves generation quality, achieving lower FID and LPIPS scores compared to standard
diffusion and latent
diffusion models.
Read the full abstract ▾
Statistics Applications
Group-regularized matrix factorization for fast and reliable module discovery in pan-omics pan-cancer studies
Jun Young Park and Peter W. MacDonald
In pan-omics pan-cancer studies, it is critical to identify latent sources of variation that are shared across particular subsets. This task often requires bidimensionally linked data
matrices to be decomposed into a sum of block-sparse, low-rank modules. Existing approaches often rely on pre-specified module numbers, ranks, or post-hoc thresholding and can be sensitive to model specification when the underlying sharing structure is complex. To address these issues, we propose GL-BIDIFAC+, a group-regularized
matrix factorization framework for discovering partially shared modules. It requires only an upper bound on the latent dimension and encourages module selection through group regularization with theoretically-motivated tuning parameter selection and local support recovery analysis, providing both scalability and principled guidance for module discovery. It also admits a probabilistic interpretation that enables model-based imputation of missing data. Simulation studies demonstrate accurate module recovery and favorable computational performance relative to existing approaches. We further apply GL-BIDIFAC+ to analyze the Cancer Genome Atlas data, where well-established molecular structure provides interpretable biological references. Our analysis distinguishes broad pan-cancer variation, cancer-specific subtype structure, and variation shared across cancers with related tissue origins or histologic features.
Read the full abstract ▾
Statistics Theory · Cross-listed from math.PR
Strong Convergence for a General Class of Random Matrix Models
Yanjin Xiang and Zhihua Zhang
Let \(X_{1,n},\ldots,X_{d,n}\) be \(n\times n\) random
matrices built from independent i.i.d. entry arrays, with centered entries, normalized by \(n^{-1/2}\). We prove that, if every entry law has finite fourth moment, then this tuple converges almost surely strongly in \(*\)-distribution to a free circular family with the matching variances. Equivalently, normalized traces and operator norms converge for every fixed noncommutative \(*\)-
polynomial, including
polynomials with fixed
matrix coefficients. No assumption is imposed on the pseudo-variances of the complex entries. The bounded-entry argument applies the spectrum and moment universality estimates of Brailovskaya and van Handel to all self-adjoint linear pencils. The matching Gaussian pencils are reduced to independent Wigner
matrices and identified by Anderson's strong convergence
theorem. A fixed-level centered truncation, followed by the Bai–Yin norm bound, transfers the result to finite fourth moments.
Read the full abstract ▾
Statistical Methodology
Constructing Large Orthogonal Minimally Aliased Response Surface Designs Through Enumeration and Combination of Weighing Designs
Jade Lejeune Herman and Peter Goos
Advances in automation and high-throughput experimentation have enabled larger and more complex studies involving many factors and tests, creating a growing demand for computationally effective design construction methods. Efficient experimental design remains a key challenge in this context, creating a need for frameworks that can generate large experiments while preserving orthogonality and minimal aliasing. Unlike existing approaches which struggle with scalability, this work introduces an algorithmic framework for constructing large Orthogonal Minimally Aliased Response Surface (OMARS) designs by enumerating and combining weighing designs, three-level
matrices with orthogonal columns and a fixed number of non-zero entries per column. Complete enumerations of weighing designs are achieved for designs with up to 24 tests, covering multiple numbers of factors and weights corresponding to two or three zeros per factor. In addition, a validated partial enumeration procedure and a combination method extend the catalog to substantially larger designs. The combination method enables the construction of OMARS designs for any test size that is a multiple of selected base sizes. This paper thus provides the methodology for generating large catalogs of high-quality OMARS designs, well-suited for high-dimensional screening and response-surface modelling in complex industrial and scientific experiments.
Read the full abstract ▾
Statistics Theory
Debiasing the Lasso under Weaker Tail Assumptions
Leonardo Voltarelli and Roberto Imbuzeiro Oliveira
We consider the problem of high-dimensional inference with the lasso
estimator. Different methods including 'double selection' techniques and multiple versions of the 'debiased lasso' have been proposed for this task with noticeable success. However, most guarantees assume strong hypotheses on the underlying data process and the errors in the linear regression model, such as subgaussian designs and independence between errors and the data itself. We show that 'standardizing' one's
dataset – a natural procedure in practical penalized regression – leads to the same results under much weaker hypotheses, paying only a small price for not assuming light tails. The key technical point allowed by this step is exploiting the concentration properties of self-normalized processes. Importantly, we prove our results for two different methods closely related to the 'debiased lasso'. The second method performs valid inference even for a misspecified linear model, under mild sparsity conditions similar to the 'double selection' literature.
Read the full abstract ▾
Statistics Theory
Consistent community recovery in stochastic block Ornstein-Uhlenbeck processes
Anders Norlyk and Almut E. D. Veraart
We propose the
stochastic block Ornstein-Uhlenbeck (SBOU) process, a continuous-time multivariate model in which the drift
matrix encodes a latent group structure among its components. Our main contribution is a community-detection
algorithm whose misclassification proportion converges to zero in a regime combining infill, long-span, and high-dimensional asymptotics. To our knowledge, this is the first consistency result of this kind for latent group recovery in a discretely observed continuous-time multivariate model. As a key intermediate result, we establish consistency of the discretely observed maximum likelihood
estimator of the drift
matrix in the same regime, thereby extending the high-dimensional Lévy-driven Ornstein-Uhlenbeck literature. For practical implementation, we develop a feasible model-selection procedure for estimating the support of the drift
matrix, which enables data-driven selection of the number of latent groups. The SBOU framework can be viewed as a continuous-time generalisation of the discrete-time
stochastic-block VAR model, allowing for both positive and negative dynamic interactions between groups as opposed to only positive. We illustrate the methodology on the RE-Europe wind-capacity
dataset and recover a country-level grouping consistent with the geographic
benchmark.
Read the full abstract ▾
Machine Learning (Statistics) · Cross-listed from cs.LG
Personalized Federated Sparse Adaptation of Time-Series Foundation Models
Priyanka Nihalchandani, Naman Srivastava, Varun Ojha et al. (+1 more)
Federated adaptation of time-series foundation models (TSFMs) is attractive for building energy
forecasting because meter data are private, distributed, and highly non-IID. However, a single parameter-sharing strategy is unlikely to serve all pretrained TSFMs or building clients: fully shared adapters can suppress building-specific temporal behavior, while fully local adaptation discards cross-building transfer. We propose a personalized
federated sparse adaptation framework with a heterogeneous temporal mixture-of-experts (MoE) adapter placed after the pretrained TSFM representation. A sequence-level router maps each 168-hour context window to a top-$k$ subset of experts specialized for periodicity, long-range interactions, local variation, trend-residual structure, and multi-resolution behavior. We compare global FL, local training, and personalized FL variants with globally shared or client-private expert banks. Across 50 buildings and three TSFM backbones, personalization consistently outperforms Global FL-MoE and Local MoE, while the best sparse-adaptation strategy varies by backbone and metric. Routing behavior further reveals client-level expert specialization, expert concentration, and near-uniform routing across backbones, showing that
federated TSFM adaptation should be both client-aware and backbone-aware.
Read the full abstract ▾
All authors Priyanka Nihalchandani, Naman Srivastava, Varun Ojha, Pandarasamy Arjunan