Papers

Two frequent approaches for identifying structural VARs are external instruments, which carry economic content but are often weak, and non-Gaussianity of the shocks, which provides statistical identification but carries no economic meaning. We combine the two strategies in a single generalized method of moments framework. This hybrid approach point-identifies the target shocks while also identifying the non-target shocks up to sign and ordering. Under suitable rank conditions, the higher-order moments of the structural shocks anchor the identification uniformly over the instrument strength. Consequently, under local-to-zero proxy relevance, estimators of the dynamic causal effects remain consistent, and standard asymptotic inference remains valid. Moreover, the Anderson-Rubin confidence sets are substantially narrower than their instrument-only counterparts. The hybrid estimator is also more efficient than either source of identification used in isolation: at any fixed proxy relevance, even a weak instrument increases the efficiency of the estimator through its covariance with the non-Gaussian moment block. Under local deviations from proxy exogeneity, we provide asymptotic bias bounds and show that stronger non-Gaussianity of the shocks compresses the bias. Finally, the over-identified structure yields two mutually orthogonal specification tests for proxy exogeneity and the validity of the higher-order moment conditions. We derive their limiting distributions and provide a bootstrap procedure for finite-sample critical values. Monte Carlo simulations and two applications with identification of oil news-shock and a Euro-area MP shock demonstrate the potential of our framework.

We study the asymptotic null spectrum of Gaussian-weighted tests of univariate normality with estimated location and scale. Closed Hermite coefficients give equations both away from and at the unperturbed poles. Every positive eigenvalue of the fully standardized covariance is simple, and the odd and even eigenvalues alternate strictly. For each unperturbed even pole except the largest, there is exactly one weight parameter at which it belongs to the perturbed even spectrum. These parameters are strictly ordered and converge to the boundary of the parameter interval. A signed total-positivity argument proves simplicity more generally for consecutive Gaussian covariance corrections and positive even integrable weights. We also derive the limiting quadratic forms directly from degenerate kernels at standardized observations. A derivative summability condition controls the complete spectral tail, including signed kernels, and is verified for characteristic-function kernels with a finite fourth weight moment. A real Hilbert-space factorization identifies the observation and Fourier spectra. Numerical calculations assess asymptotic calibration.

High-dimensional distributions can change without altering means or covariances, while the number of affected coordinates is often unknown. We propose nonparametric procedures that address both challenges through standardized rank comparisons of marginal distributions. Sum and maximum scans target dense and sparse changes, and a Cauchy combination adapts to unknown sparsity. The procedures require no marginal moment assumptions and extend to multiple-change detection through wild binary segmentation. Under a weakly dependent Gaussian copula model, we establish asymptotic null distributions, asymptotic independence, detection consistency, and localization guarantees. Simulations demonstrate competitive performance for changes in shape and tails, including alternatives that preserve the first two moments. Applications to gene expression and sensor data illustrate the practical benefits of combining dense and sparse evidence.

Variance penalization is a principled approach to risk-sensitive reinforcement learning (RL) that explicitly trades expected return for policy stability. Existing methods require a dedicated second critic to estimate return variance online, adding architectural complexity and compounding estimation error during learning. We propose a nonparametric variance-penalized actor-critic (VPAC) framework that replaces the variance critic with statistically grounded online estimators based on bootstrapping and random scaling, techniques drawn from the statistical inference literature for stochastic approximation. These estimators require no auxiliary network, maintain a single-critic architecture, and produce variance penalties that are bounded by construction, enabling clean convergence analysis. We establish almost-sure convergence for both a variance-penalized Q-learning algorithm and a two-timescale actor-critic variant via the ordinary differential equation (ODE) method, requiring only that variance estimates remain bounded rather than consistent. Empirically, we evaluate across discrete and continuous stochastic environments, demonstrating that the proposed methods match or exceed the variance reduction achieved by the existing dual-critic VPAC baseline while eliminating the overhead of a second critic. We further validate on a high-temperature superconductor (HTS) manufacturing case study, where VPAC-RS (Random Scaling) achieves a 74% reduction in steady-state critical current variability and a 63% reduction in episode return standard deviation, translating directly to improved yield consistency. Our results establish nonparametric statistical inference as a practical and theoretically sound alternative to auxiliary critics for risk-sensitive RL.

We develop an exact posterior-sampling framework for Bayesian inverse problems when selected bounded forward observables can be accessed through Bernoulli events. A Bernstein–Poisson construction converts these forward coins into scaled Gaussian likelihood coins, and thinning an inflated prior Poisson point process yields posterior atoms that are iid conditional on their number. For independent Gaussian observations, we derive an exact mean-work identity for the implemented early-stopped factory and sharp small-noise complexity laws governed by local prior-predictive mass near the exact-fit set; a factorial-moment construction extends the likelihood factory to correlated Gaussian errors. The posterior algorithm is model-agnostic once Bernoulli access is available. As one continuum realization, we use Feynman–Kac sampling, Poisson killing, and lazy random-series evaluation for a bounded elliptic resolvent problem with a function-valued coefficient. Numerical experiments validate the forward and likelihood coins, support the predicted work regimes, and demonstrate posterior sampling without deterministic spatial discretization or fixed parameter truncation in the target. A matched-accuracy benchmark against finite-difference prior rejection illustrates how deterministic discretization bias changes the posterior accuracy–cost balance.

Low-cost indoor air-quality sensors could support personalized asthma prevention, but their nonlinear measurement error, delayed exposure effects, time-varying confounding, and heterogeneous lower-tail responses limit risk estimation. We present CAUSALQUANT-ASTHMA, a measurement-error-aware causal quantile distributed-lag framework for short-horizon peak expiratory flow analysis. Sparse reference measurements train a nonlinear calibration model; stabilized sequential generalized-propensity weights address measured exposure assignment; and a susceptibility-modulated, smooth, noncrossing quantile model estimates lag-specific and sustained-exposure contrasts. Because no authorized cohort simultaneously provided dense indoor sensing, reference co-location, and outcome-compatible longitudinal data, evaluation used five semi-synthetic panels with known counterfactual truth, 150 patients and 12,600 patient-days per realization. Across eight methods, CAUSALQUANT achieved a dose-response integrated absolute error of 0.304 plus or minus 0.094, improving 24.2 percent over the strongest measurement-error and propensity-weighted baseline. It also obtained the lowest overall pinball loss, 1.065, while maintaining zero quantile crossings and 78.1 percent coverage for the nominal 80 percent interval. Sensor calibration reduced held-out exposure RMSE by 33.7 percent. Stress tests quantified degradation under sensor noise, missing personal measurements, and hidden confounding. These findings establish methodological feasibility and reproducibility, not clinical effectiveness; prospective, governance-approved external validation is required before patient-level interpretation or deployment.

When analyzing heterogeneous data with latent subpopulations, finite mixture regression (FMR) models are effective as they allow for variations in regression coefficients across mixture components. Variable selection is important at two levels: (1) at the group level by removing completely irrelevant covariates across all subpopulations and (2) at the individual level by removing irrelevant covariates within each subpopulation. However, existing variable selection methods for FMR focus solely on individual-level regression coefficient selection, providing no mechanism for group-level variable elimination. We introduce a component-weighted sparse group LASSO regularization method that performs efficient variable selection at both levels simultaneously in finite mixture regression models belonging to the exponential family. We develop a novel optimization procedure through a Majorization-Minimization algorithm. Simulation studies under Gaussian and Poisson mixture regression settings demonstrate reliable recovery of the true sparsity structure at both levels. The method is illustrated by analyzing two real datasets.

Distributed multiple testing asks $N$ sites, each holding p-values for its own hypotheses, to control the false discovery rate (FDR) of the discoveries made across the whole network while communicating only a small number of bits. Greedy interval aggregation (Pournaderi and Xiang, IEEE TSIPN, 2023) meets the communication budget but controls FDR only asymptotically, and its FDR can exceed the target at finite sample sizes; the same interval counts both select the rejection regions and calibrate the stopping rule, which biases the selected interval densities upward. We propose budgeted BONuS-GA: each site mixes synthetic uniform p-values into its data, the center ranks candidate p-value intervals across sites using the pooled counts, and each site's false discoveries are estimated from its own synthetic counts under a per-site share of the level. The procedure needs no knowledge of the null proportions, uses every p-value for both selection and inference, and controls $FDR\le\alpha$ at every sample size for any fixed assignment of hypotheses to sites, assuming only that the null p-values are independent uniforms, independent of the non-null p-values. It keeps the original $O(\sqrt m\log m)$ communication, $m$ being the total number of p-values, when $N=O(\sqrt m)$. We also give a sample-splitting alternative, cross-fit greedy aggregation, with finite-sample control under a random-site model, and we quantify the selection bias behind the original procedure's failure. In a monitoring-network simulation the budgeted procedure retains most of the power of its heuristic counterpart at moderate-to-large site sizes.

We study a class of distributionally robust optimization (DRO) problems for the statistical risk problem, formulated as minimax problems over the product of a Euclidean space and a Riemannian manifold. Because the resulting minimax landscape is nonconvex nonconcave in general, no globally convergent first order method is known to be available. We instead introduce the notion of a basin saddle point, a Nash equilibrium defined locally on the Cartesian product of a $\delta$ basin around a connected component of the local minima critical set and a geodesic ball on the measure manifold. We develop an abstract convergence framework for a Riemannian gradient ascent multistep descent iteration to a basin saddle point under a local Łojasiewicz type growth condition, with exponent $\beta \in (1,2]$, in the $\delta$ basin around connected components of the local minima critical sets. Under Lipschitz regularity of critical sets we establish linear convergence for $\beta = 2$ and polynomial convergence for $\beta \in (1,2)$ to a basin saddle point, with explicit dependence on the sectional curvature of the manifold. We then instantiate this framework for the statistical risk DRO problem over Gaussian measures, where the ambiguity set is naturally modeled as the product of Euclidean space and the Bures Wasserstein manifold of covariance matrices, which we relax to a penalized DRO formulation. We derive nonasymptotic Hessian estimates for the resulting Lagrangian, establish existence and local uniqueness of its maximizer, and prove that an alternating Riemannian gradient scheme converges to a basin saddle point of the penalized DRO problem, recovering the linear and polynomial rates of the abstract theory with all constants explicit in terms of data dimension, loss moments, and the reference covariance.

We derive exact local responses for attention interventions, allowing candidate edits to be scored from a cached baseline and one backward pass. The starting point is the RoPE derivative $\partial_p z(p) = A z(p)$: its integral gives the finite positional displacement, which we carry through the softmax without linearising either rotation or normalisation. The resulting predictions achieve 95.36–96.52% sign accuracy across 92,160 executed positional edits on 768 held-out prompt sets, reducing answer-margin MAE by 73.6–82.5% against the positional Jacobian and by 36.2–50.9% against zero. For simultaneous key and value edits, the same divided-difference calculus isolates the interaction term $C_{KV} = \sum_j (p'_j - p_j)\,\varepsilon_j$, which is omitted by adding separate attributions. Retaining it reduces downstream margin MAE by more than a factor of nine in every setting of a 5,120-intervention sweep across two Qwen sizes, two tasks, and multiple layers; reductions against a quadratic interaction correction are 75.9–98.5%. Exactness concerns the edited attention write; downstream predictions contract that response with a baseline gradient and are evaluated by native execution. The calculus also yields a KL certificate for local approximation error, an exact query-conditioned gradient-step representation whose curvature identifies attention-preserving query directions, and minimum-norm query control. Sparse evaluation supports candidate ranking and cache decisions under explicit local distortion criteria.

Isotonic regression and mean estimation over a simplex are among the most classical denoising problems under geometric constraints. Chatterjee and Lafferty generalized both to the recovery of a flow on a rooted tree from Gaussian noise, with isotonic regression on a path and the simplex on a star. Their results reach only special trees; on a general tree the minimax risk remained unknown for a decade. We settle the question in full. On every tree with $n$ vertices, at every budget $V$ and noise level $\sigma$, the minimax risk is of order $\min\{V^2H_T,\ \sigma^2k_0\}$, with $H_T$ the diameter and $k_0$ the crossing index of a truncated ancestor profile. A deterministic estimator, an exponentially weighted aggregate over integer states, attains it in $O(n^2\log(n+1))$ arithmetic operations. Least squares at a known budget, the natural convex program for the model, is suboptimal in the worst case by a factor of order $(\log n)^{2/5}$. One functional, the truncated ancestor profile, carries the rate, the estimator, and the least squares comparison. It serves as covering radius, as packing entropy in the positive cone, and as the range of the one-dimensional state behind the exact computation. Two classical theories become one on trees, sharp and computable throughout.

Variable importance scores from tree-based methods such as random forests favor continuous predictors over categorical ones. We present a theoretical analysis of this bias and propose a simple remedy: add a small amount of noise to each categorical predictor. The correction is demonstrated on a variety of simulated and real-world datasets and combined with integrated path stability selection to perform variable selection with false discovery control for mixed data.

In light of the US FDA announcement supporting the use of Bayesian methods in clinical trials, we present a nontechnical review of problems with Bayesian analyses and methods to address them. Our focus is on the well-known sensitivities of Bayesian results to biases embedded in their prior distributions. This vulnerability calls for special safety features, including detailed justification of informative priors based on empirical-research literature rather than on singular expert opinions. Crucially, the information contributed by priors should be realistic in light of actual background data rather than merely judged so by available experts. We illustrate our recommendations with using a textbook clinical-trial example which covered these points. We then use the example describe basic diagnostic procedures and safety recommendations for Bayesian analyses and their presentation. These include reference analyses which exclude informative priors, and justification for informative priors based on empirical-research literature rather than on philosophical arguments. We also critique some common priors that violate our realism requirements. One strategy to aid judgments about priors is to translate them into data to be added to the study data. The source of these prior data should be examined with the same critical attitude as the source of study data. We illustrate some simple summary methods for comparing prior and data information, including prior predictions of data, variance ratios, and their translation to effective sample sizes (ESS). Finally, we argue that Bayesian analyses should be treated as extensions or supplements to conventional analyses, rather than replace them, for that treatment puts prior construction and justification at the fore of the transition from frequentist to Bayesian analyses in teaching and practice.

One of the main advantages of the Bayesian approach to statistical inference is the flexibility in incorporating information from various sources, from expert opinion to historical data. Whereas the literature on Bayesian dynamic borrowing is rich, practical guidance for how to implement such methods is comparatively sparse. We thoroughly review the most common dynamic borrowing approaches for external data, including how to incorporate multiple historical data sets. We then show how these techniques can be used in practice, using publicly available software, to perform important statistical tasks such as model selection, average treatment effect estimation and prior sensitivity analysis. The aim is to make analysts more confident in their use of Bayesian methods to incorporate external data. All code is made publicly available in a companion GitHub repository (https://github.com/EzequielEBS/hdbayes-tutorial).

Ensemble sampling offers a practical approach to randomized exploration by maintaining a collection of models, but how small an ensemble can be while retaining strong regret guarantees remains unresolved. In particular, the existing guarantees use an ensemble size of $\Theta(d\log T)$, leaving a logarithmic gap in the horizon $T$ relative to the intrinsic $\Omega(d)$ ensemble-size barrier. We aim to narrow this gap by proposing an ensemble sampling algorithm that refreshes the ensemble only when the regularized Gram matrix changes substantially. This mechanism localizes the perturbation analysis to epochs with controlled Gram-matrix drift and reduces the sufficient ensemble size to $\Theta(d\log d+d\log\log T)$, while preserving the state-of-the-art $\tilde O(d^{3/2}\sqrt T)$ regret for ensemble sampling with arbitrary bounded arm sets. We further show that, when the arm set is finite of cardinality $K$, the proposed algorithm achieves the sharper regret bound $\tilde O(d\sqrt{T\log K})$. To the best of our knowledge, this is the first ensemble-sampling guarantee that simultaneously recovers both canonical regret scalings known for randomized linear bandit algorithms: the $\tilde O(d^{3/2}\sqrt{T})$ rate for arbitrary bounded arm sets and the $\tilde O (d\sqrt{T\log K})$ rate for finite arm sets. The algorithm also admits an anytime implementation without resetting past data, and experiments show that it remains competitive with baselines while using substantially smaller ensembles.

Consider Gaussian denoising with a fixed prior and varying noise variance. When the prior has a density, maximum a posteriori estimation uses its negative logarithm as a fixed regularizer; only the weight of the quadratic data term changes with the noise variance. We ask whether a fixed regularizer can also recover the posterior mean. Although a suitable regularizer exists at each variance, we prove that no single regularizer works at two distinct positive variances for any compactly supported prior other than a point mass. This holds even for nonconvex and nonsmooth regularizers. A residual computed from two denoiser evaluations gives positive lower bounds on the uniform approximation error and excess mean squared error of estimators using a common regularizer. Numerical examples illustrate these bounds and the cost of reusing a regularizer across noise levels.

This work studies the stability and convergence of augmented primal-dual dynamics when constraint values are estimated from samples. Unbiased constraint observations can produce a biased augmented multiplier signal, shifting the equilibria of the mean dynamics. For componentwise inequalities, we give a necessary and sufficient condition for preserving the Karush-Kuhn-Tucker (KKT) equilibria and construct a convex example with a locally exponentially stable equilibrium that violates complementarity. To address this bias, constraint values are estimated recursively before forming the augmented multiplier signal. For smooth convex conic problems, a joint energy analysis establishes boundedness of the primal, dual, and estimation states, vanishing estimation error, and almost sure convergence of the primal-dual iterates to a single KKT point under global regularity and bounded conditional second moments. The result allows nonunique solutions and multipliers while keeping the number of samples per iteration fixed. Numerical studies illustrate the predicted equilibrium bias and examine convergence with nonunique KKT points and nonlinear constraints.

We investigate the nonparametric estimation of the diffusion matrix in stochastic differential equations featuring multidimensional, strong mixing covariate processes. We propose a flexible statistical framework based on general function classes that does not require a linear basis representation, rendering our results directly applicable to deep neural network estimators. Our approach employs a two-step estimation procedure: constructing a preliminary nonparametric quasi-likelihood estimator and subsequently regularizing it via a $\beta$-Hölder class approximation. We establish general risk comparison theorems between empirical and generalization risks for arbitrary estimators without relying on a specific probabilistic structure of the underlying process. In diffusion matrix learning based on $n + 1$ observations over the time interval $[0,T]$, the derived upper bounds capture the intrinsic interplay between the $T$-rate, associated with the mixing behavior of the covariate process, and the intrinsic $n$-rate governing the volatility estimation.

Agriculture accounts for roughly 70% of global freshwater withdrawals, yet irrigation is still commonly scheduled reactively, with no forecast of where soil moisture is heading and no statement of confidence in that forecast. Data-driven models are accurate but opaque and point-valued; water-balance models are transparent but carry large structural error. Neither alone supports a defensible irrigation decision under uncertainty. This study coupled the two and carried uncertainty through to the decision: a four-parameter water-balance core, calibrated on training data only, was corrected by a Random Forest that learned nothing but the physical residual, conformal prediction attached 90%-nominal intervals, and a risk-aware rule converted the interval lower bound into an irrigation trigger. It was evaluated on three years of hourly in-situ measurements from a rainfed Mediterranean cropland station under a strict chronological split, scored against persistence, from one hour to one week. At the 24 h horizon the hybrid reached RMSE 0.00925 m^3 m^-3 and +9.4% skill, roughly double the best of nine baselines, of which only the Random Forest beat persistence. Skill did not grow with lead time: it peaked at +27.4% at three hours and fell to +1.2% at one week. Conformalised quantile regression was better calibrated and 11% sharper than constant-width conformal prediction. The risk-aware rule raised management-threshold crossings detected in advance from 0.905 to 1.000, at a precision cost of 0.975 to 0.950 and 3.7% more notional water, and beyond 72 h the point forecast fell below the no-forecast rule while the interval-based rule did not. Uncertainty quantification therefore governs the lead time over which forecast-driven irrigation advice remains trustworthy, and here transparency in the physical layer cost no measurable accuracy.

Developing an asymptotic theory for restricted maximum likelihood (REML) estimators in generalized linear mixed models (GLMMs) has remained an open problem for decades. In this paper, we establish the asymptotic distributions of the REML and maximum likelihood (ML) estimators for GLMMs when both the number of clusters and the cluster sizes tend to infinity. Under very mild conditions, requiring only finite-moment assumptions on the random effects rather than normality and imposing no restriction on the relative rates at which the number of clusters and the cluster sizes diverge, both estimators are proved to be asymptotically normal with an explicit block-diagonal covariance structure, and the bias-correction property of REML is established. Simulation studies support the asymptotic results, and a genetic data analysis illustrates the methodology.

The Swing filter extends a feasible line through its previous recording and restarts from a fitted value at the last accepted sample. We show that this inherited endpoint causes a singular loss of compression on rough input. For uniformly sampled Brownian motion at fixed tolerance, every fixed number of recording times converges to the first continuous feasibility boundary, with alternating boundary errors. The longest post-first segment tends to zero in probability. The segment-count ratio against a continuous approximation through true sampled knots diverges almost surely whenever that boundary precedes the observation horizon. For unit Gaussian increments, constrained least squares and no maximum lag, the first mean segment length has quadratic order in the tolerance $E$, the second has linear order, and every fixed mean from the third onward has order $E\log E$. We explain the logarithm through the conditional survival tail and prove a geometric bound on the subsequent approach to the stationary coefficient in the large-tolerance limit. The stationary mean satisfies $C_E\sim\gamma_{\mathrm{Swing}}E\log E$. An explicit one-dimensional kernel specifies the single coefficient $\gamma_{\mathrm{Swing}}\approx1.8120703$ and admits a $3/4$ Wasserstein contraction and convergent evaluation brackets. The decimal is not a certified error interval. A half-budget slope corridor, true endpoint chords and one-sample bridges repair the degeneration while preserving the original error bound, continuous output and constant working memory. Including bridge costs, the long-stream mean span per output segment is asymptotic to $21\zeta(3)E^2/(8\pi^2)$. Its explicit coefficient follows from the known Brownian anchored lifetime. Thus a change to the recording rule restores the quadratic scale.

In this paper, we introduce a variance-based inaccuracy measure for order statistics based on the concept of varextropy. The proposed measure provides a framework for quantifying the variability of the inaccuracy function between an order statistic and its parent distribution. We establish a transformation property of the proposed measure under strictly increasing differentiable transformations. We establish theoretical upper and lower bounds for this measure. We further develop a dynamic residual version of the proposed inaccuracy measure and establish characterization results for the underlying distribution. Furthermore, we derive bounds for the dynamic residual inaccuracy measures based on extropy and varextropy. Finally, a nonparametric estimator of the proposed measure is developed and applied to real data to assess the goodness-of-fit of candidate distributions and facilitate model selection. 1.

Low-rank representations such as empirical orthogonal function (EOF) decompositions are widely used for analyzing large spatio-temporal environmental fields. However, conventional EOF identifies latent modes solely from covariance structure and does not utilize observed environmental covariates, limiting its ability to incorporate external information into low-rank representations. This study introduces Structured Covariate-Informed EOF (SCIEOF), a covariate-informed extension of EOF that bridges low-rank dimension reduction and prediction-oriented spatio-temporal modeling. SCIEOF embeds spatial and temporal covariates into the latent bases while incorporating spatio-temporal covariates through an additive component, yielding low-rank representations with latent modes informed by observed covariates. Estimation procedures are developed and evaluated through simulation studies and an application to global near-surface air temperature from the MERRA-2 reanalysis. Simulation studies demonstrate that incorporating informative covariates improves latent structure recovery and predictive accuracy, particularly when the spatial basis is appropriately specified. The advantage is more pronounced at moderate-to-large sample sizes, while methods with stronger structural assumptions remain competitive when data are limited. In the MERRA-2 application, SCIEOF achieves competitive or improved predictive performance relative to commonly used methods while providing a compact and physically interpretable low-rank representation. Overall, SCIEOF provides a flexible and computationally scalable framework for integrating structural covariate information into low-rank spatio-temporal representations, extending EOF toward predictive environmental modeling.

In this paper, we propose a novel nonparametric estimator for the correlation coefficient that is based on solving a cubic equation. This approach allows for the estimation of time-varying correlation coefficients in a nonparametric framework, providing flexibility in capturing complex relationships between variables. Furthermore, we adopt the local linear smoothing technique to correct the boundary effects, which are common in nonparametric estimation. We establish the theoretical properties of the proposed estimator, including consistency and asymptotic normality, and demonstrate its performance through simulation studies. Additionally, we apply our method to analyse dynamic functional connectivity in brain networks under six frequency bands, highlighting its potential for uncovering insights into neural interactions and cognitive processes.

This contribution develops a surface decomposition method for first-passage dynamic reliability sensitivity analysis of linear systems exposed to non-Gaussian wind excitations. The first-passage failure probability sensitivity is formulated as a system surface integral over a highly non-smooth and high-dimensional hypersurface. This complex integral is first decomposed into a collection of component surface integrals over the truncated smooth quadratic hypersurfaces. The dominant components are then identified based on the relative magnitudes of the first-order approximations of the component failure probabilities. A nested sampling algorithm is constructed to efficiently estimate the sum of these component surface integrals, in which the number of system limit-state function evaluations equals the number of outer-level samples while remaining independent of the inner-level sample size. A key advantage of the present approach is that the function evaluation results can be reused across different design parameters. Two numerical examples are explored to demonstrate the effectiveness of the proposed method. The results indicate that the number of function evaluations required is typically below 100 to achieve a target coefficient of variation of 0.1.

Operator learning is formulated on function spaces, but training data are typically available only through finite-dimensional representations. In encoder–decoder architectures, a matrix-valued kernel on the encoded space induces an operator-valued kernel on the original function spaces, and the corresponding reproducing kernel Hilbert spaces are isometrically isomorphic. As the input and output resolutions increase, the induced kernels converge to a limiting kernel, in the sense of operator-norm convergence of their associated integral operators, allowing regularity assumptions to be stated independently of the encoding resolution. For regularized stochastic gradient descent, we establish upper bounds for decreasing and fixed step sizes, separating the encoding and regularization terms from optimization terms of order \(t^{-\theta}\) and \(T^{-\theta'}\), respectively, for any \(\theta,\theta'\in(0,1)\). We further prove lower bounds showing that these encoding-induced terms are generally unavoidable. The analysis is further extended to encoder–decoder neural networks through the limiting neural tangent kernel (NTK), yielding error bounds with an additional finite-width term and polynomial parameter and sample complexity guarantees when the encoding errors decay algebraically. The framework covers matrix-valued kernels constructed from radial and dot product kernels, NTKs arising from wide encoder–decoder neural networks, and encoder–decoder pairs based on Fourier, Legendre polynomial, wavelet, PCA, or pointwise sampling representations.

We establish the equivalence between the stochastic optimal control and path space formulations of the Schrödinger bridge problem (SBP) for the kinematic equation on a compact connected Lie group. Using the geometric concepts of horizontal lift and stochastic anti-development, we derive a Girsanov-type change-of-measure result, and show that the expected control energy equals the relative entropy of the controlled path law with respect to the reference Wiener measure. Thus, the SBP is equivalently a path space relative entropy minimization problem subject to prescribed endpoint marginals.Our result has three useful implications. From an analytic viewpoint, the shown equivalence helps prove the existence and uniqueness of the SB. From a probabilistic viewpoint, it helps interpret the SB as the most probable deviation of the uncontrolled stochastic dynamics consistent with the endpoint constraints. From a computational viewpoint, it allows using static Sinkhorn recursions to directly solve the relative entropy minimization problem and compute the optimal path measure. We illustrate the equivalence numerically on the torus $\mathbb{T}^2$. The code is publicly available at: https://github.com/gradslab/LargeDeviationSBP

Staircase cluster randomized trials restrict outcome collection to a limited window around each cluster's transition from control to intervention. This can reduce the burden of repeated measurement, but the allocation of clusters and participants across treatment sequences requires careful consideration. We develop an optimal design framework for closed-cohort staircase trials with continuous outcomes, allowing cluster sizes to differ across sequences. Under a linear mixed model, we express treatment-effect precision through sequence-specific information contributions and establish convexity of the variance criterion in the cluster allocation proportions. An equivalence theorem characterizes optimal allocations, and reversal symmetry yields analytical solutions for several three- and four-sequence designs. We also consider joint optimization of sequence allocation and cluster sizes under a fixed participant total. Numerical investigations show that the value of unequal cluster sizes depends on the observation window and correlation structure: gains are often modest but can be substantial in selected settings. Comparisons with complete stepped-wedge designs demonstrate a trade-off between repeated measurements and additional clusters, with staircase designs achieving lower costs in some settings at comparable precision. Illustrations motivated by psychosocial cancer care and trial recruitment distinguish hypothetical design adaptations from the original studies. The results support choosing sequence allocation, cluster sizes, and observation windows jointly when repeated measurement is a major constraint.

Adjusting for baseline covariates has become standard practice in analyzing randomized clinical trials. In the low-dimensional setting, it is well understood that covariate adjustment through a parametric working model can sometimes be more efficient than the unadjusted difference-in-mean estimator. However, when the number of adjusted covariates is large relative to the sample size $n$, a naïve adjustment may introduce excessive bias, leading to invalid statistical inference. The current literature that tries to resolve this issue is either limited to linear working models or relies on sample splitting, which may raise concerns about the replicability of RCT analyses. In this paper, we devise a novel jackknife-based approach to covariate adjustment through generalized linear models (GLMs), which we term as JAckknife Score-based Adjustment (JASA), together with its calibrated version JASACal. By employing a nuanced jackknife strategy, JASA and JASACal avoid sample splitting and make full use of the data, while ensuring that the bias of JASA or JASACal is still negligible even when the number of adjusted covariates is large compared to $n$. JASA also encompasses state-of-the-art adjusted estimators through linear working models as a special case. Through extensive simulation experiments and a real data analysis, we demonstrate that JASA or JASACal can adjust for a much greater number of covariates than existing benchmarks. These empirical results also shed some new light on practical guidance for covariate adjustment with GLMs. Both JASA and JASACal have been incorporated into our R package HOIFCar available from CRAN. The package HOIFCar is developed to serve as a user-friendly option for covariate adjustment in RCTs, in particular when practitioners hope to adjust for a large number of covariates.

A switchback experiment alternates an entire system between treatment and control over time. It is especially useful when interactions between units can undermine standard unit-level experiments. Switchback experiments are commonly implemented on fixed temporal grids, which impose highly structured restrictions on when treatment can switch. We study a broader class of random-duration switchbacks, in which treatment and control alternate across runs whose durations are drawn from a common distribution. Under finite carryover, we show that the mean squared error of the Horvitz-Thompson estimator has a simple frequency-domain representation governed by how temporal outcome patterns align with design-induced imbalance and contamination patterns. This representation yields a tractable worst-case design criterion that can be computed directly from the duration distribution. Optimizing over even a simple two-rate family produces a run-age-dependent switching rule that reduces the asymptotic worst-case mean squared error by at least 32% relative to the standard independently randomized fixed-block switchback.