Machine Learning (Statistics)
Time-warping estimation via stationarity-based learning of the de-warped signal
Corentin Presvôts and Adrien Meynard
Time-warping estimation is a fundamental problem in signal processing with applications in bioacoustics, radar, and biomedical analysis. This paper introduces a Time-Warping Estimation Trainable (TWET) model for estimating timewarping functions from a single observation. The proposed approach formulates time-warping estimation as a stationarization problem in the wavelet domain and leverages a hierarchical dilated convolutional architecture to estimate the time-warping functions. A differentiable stationarity criterion is introduced for end-to-end optimization. TWET is compared with existing approaches. Experimental results show improved deformation reconstruction accuracy together with significantly reduced computation time, making the framework compatible with low-latency applications.
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Statistical Methodology
Equitable Partition Realizability for Dynamics-preserving and Privacy-aware Network Reconstruction
Riccardo Porcedda
Degree-sequence realizability is the combinatorial basis of configuration models, but degree constraints alone do not ensure the preservation of graph dynamics. Hence, configuration models are unable to recover centrality measures, unless these are strongly correlated with the degree sequence. To address this matter, we introduce EP-realizability, the analogue problem induced by an equitable partition (EP): given the EP of a graph, decide whether the partition is realized by a simple undirected loopless graph and therefore construct such a graph. After defining the problem, we solve it by reducing it to sub-problems related to Havel–Hakimi and the Gale–Ryser
theorem. We also face the challenge of solving the problem with an Approximate Equitable Partition ($\varepsilon$-EP), so that it is possible to reconstruct a network starting from partial and more
privacy-preserving information. We evaluate
privacy with edge overlap, deriving also, for our proposed $\varepsilon$-EP-realizability solution, a predictor for this metric. Experiments on Karate, Cora, CiteSeer and PubMed
datasets show that our
algorithm achieves a favourable and tunable
privacy–utility trade-off, comparing the results with Havel–Hakimi
algorithm, Newman's configuration model and a
stochastic block model. Finally, both with real data and random graphs, we show that our
algorithm has approximately linear time complexity with respect to the number of edges.
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Statistical Methodology
A flexible framework for treatment effect inference in longitudinal clinical studies with skewed outcomes
Kazushi Maruo, Ryota Ishii, Yusuke Yamaguchi et al. (+3 more)
Longitudinal continuous outcomes in clinical trials are commonly analyzed using mixed models for repeated measures (MMRM) under normality assumptions. However, many clinical outcomes are skewed, making mean-based treatment effects difficult to interpret and potentially reducing statistical efficiency. The Box–Cox MMRM (BCMMRM) approach accommodates skewness by enabling inference on model-based median differences via inverse transformation. However, BCMMRM typically assumes a common transformation parameter across treatment groups and time points. When distributional shapes differ between groups or evolve over time, this assumption may lead to biased treatment effect. Furthermore, when treatment affects not only central tendency but also distributional shape or tail behavior, treatment effects may not be adequately characterized by a single location summary such as the median. We propose the Box–Cox multivariate regression (BCMVR) framework for longitudinal data with skewed outcomes. BCMVR relaxes this restriction by allowing transformation parameters to vary across groups and time points. The framework enables inference based on interpretable summaries, including median differences and a probability-based treatment effect quantifying the probability that a randomly selected patient in one group has a better outcome than one in another group. This measure integrates information over the entire outcome distribution and provides a complementary summary when distributional shapes differ. Simulation studies demonstrate that BCMMRM can produce biased estimates when distributions differ in shape, whereas BCMVR provides nearly unbiased estimation. The probability-based measure achieves a favorable balance between robustness and statistical efficiency. The proposed framework provides a flexible and interpretable approach to treatment effect inference under distributional heterogeneity.
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All authors Kazushi Maruo, Ryota Ishii, Yusuke Yamaguchi, Toshio Shimokawa, Tomoyuki Sugimoto, Masahiko Gosho
Statistics Theory
Marginal maximum likelihood estimation and asymptotic theory for latent variable models in high dimensions
Chengyu Cui and Gongjun Xu
This work addresses a longstanding gap in the statistical foundations of marginal maximum likelihood estimation for high-dimensional latent variable models. Marginal maximum likelihood estimation is widely used to fit latent variable models across the social sciences, ecology, and machine learning. Despite its broad use, rigorous asymptotic theory for nonlinear models remains limited when both the sample size and the number of observed variables diverge. The gap arises largely from the fact that integration over the latent variables creates a nonlinear objective that tightly couples the high-dimensional model parameters. To address this issue, we first show that the marginal likelihood exhibits multiple nearly flat directions even at the true parameter, in contrast to the behavior in the fixed-dimensional case. Building on this
geometric characterization, we develop new techniques to establish consistency and asymptotic normality for the marginal
estimator of the high-dimensional parameters. For the latent variables, we provide frequentist and
Bayesian uncertainty quantification, proving asymptotic normality of the maximum a posteriori
estimator and a Bernstein-von Mises-type result for the plug-in posterior. Together, these results provide rigorous foundations for marginal estimation and latent-variable inference in high-dimensional models.
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Statistics Theory
Characterizing Heterogeneous Rates in Finite Mixture Estimation via Partial Optimal Transport
Dung Le, Huy Nguyen, Trang Pham et al. (+2 more)
Parameter estimation in finite mixture models can exhibit highly heterogeneous convergence behavior: locally isolated components may be estimated substantially faster than groups of competing components. Existing analyses based on Wasserstein distances typically characterize only the worst-case rate and therefore do not fully capture this local heterogeneity. In this paper, we introduce a Voronoi-based partial optimal transport (VPOT) framework for obtaining refined local and global convergence guarantees for the maximum likelihood
estimator of the mixing measure. The key
geometric idea is to localize the comparison of two mixing measures to extended Voronoi neighborhoods and use partial optimal transport to accommodate the unequal masses of their local restrictions. Within each neighborhood, the first-order POT discrepancy is raised to a power determined by the number of locally competing atoms, allowing the resulting loss to adapt to the local degree of singularity. Under suitable regularity and strong identifiability conditions, we establish uniform local and global upper bounds for a maximum likelihood
estimator under the VPOT loss. These bounds reveal a configuration-dependent form of parameter estimation: less singular local configurations admit faster convergence, whereas the most singular configuration recovers the classical worst-case behavior characterized by Wasserstein-based analyses. We further establish a minimax lower bound showing that the convergence rate for estimating the mixing measure under the VPOT loss is optimal. Our results hold in arbitrary fixed dimension without requiring mixing proportions to be uniformly bounded away from zero or prior knowledge of the true number of mixture components. Overall, VPOT provides a configuration-adaptive framework for capturing heterogeneous parameter-estimation behavior in finite mixture models.
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All authors Dung Le, Huy Nguyen, Trang Pham, Alessandro Rinaldo, Nhat Ho
Machine Learning (Statistics) · Cross-listed from cs.LG
Stable by Construction: Variational Latent Markov Operators for Long-Horizon PDE Prediction
Junyi Liao, Johann Guilleminot and Vahid Tarokh
Neural PDE solvers provide efficient surrogates for time-dependent physical systems, but autoregressive prediction over long horizons remains challenging because local errors can induce distribution shift and accumulate under recursive deployment. We develop a variational approach to this problem by introducing latent Markov dynamics in which physical states are represented by latent distributions and evolved through probabilistic transitions. The framework is formulated directly on function spaces and specialized to functional Gaussian models, where structured latent perturbations induce a spectral geometry and variational transition
alignment regularizes the learned dynamics. We further analyze how these mechanisms affect autoregressive error propagation, providing a theoretical connection between variational training and long-horizon prediction. We instantiate the framework as the Variational Autoencoding Markov Operator (VAMO), which combines spatially resolved latent fields, structured Gaussian perturbations, and a neural-operator transition. Empirically, we demonstrate the effectiveness of VAMO on several fluid-dynamics
benchmarks with prediction horizons extending substantially beyond those represented during training, where it consistently reduces error accumulation and improves rollout stability over several deterministic and noise-injection baselines. Overall, these results highlight variational modeling as a complementary approach to robust long-horizon neural PDE dynamics.
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Statistical Methodology
A Multiverse of Good and Bad Controls: Candidate Causal Graphs for Interpreting Model Robustness Analysis
Shoki Okubo
Model robustness analysis estimates an effect across a multiverse of specifications that pools control sets identifying the declared estimand with sets that condition on mediators or
colliders. We propose stating rival assumptions about contested controls as a small set of candidate causal graphs, enumerating the adjustment sets each graph licenses, and reporting robustness metrics conditional on each graph. A finite-mixture identity splits the licensed multiverse's dispersion into within-graph and between-graph components; the between-graph share is a conditional descriptive summary whose reading depends on the candidate set, the weights, and a common estimand. Simulations examine misleading pooled robustness assessments and the limits of the decomposition. Applications to hurricane fatalities, job training, and union wages show fragility that survives every graph, instability produced by unlicensed specifications, and a fragility verdict concealing a significant premium in each adjustment-identified candidate world. An R package implements the workflow.
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Statistical Methodology
Statistical Inference for Bivariate Functional Causal Discovery
Shreya Prakash, Fan Xia and Elena A. Erosheva
Causal discovery methods aim to determine the causal direction between variables using observational data. Functional causal discovery methods rely on structural and distributional assumptions to determine directionality but typically lack statistical inference. This paper reviews the statistical guarantees of existing functional causal discovery methods in theory, software, and applied use, highlighting a key gap: the absence of a unified inferential framework that applies broadly across model classes. As a first step toward addressing this gap, we formalize a test-based approach for bivariate causal discovery by repurposing goodness-of-fit and independence tests within a hypothesis-testing framework. Because directionality is determined through two disjoint hypothesis tests, corresponding to four causal discovery outcomes, the approach provides explicit uncertainty quantification and diagnostic insight into assumption violations. Resampling is further used to estimate the rates of causal discovery outcomes, offering an additional layer of inference. We demonstrate the use and behavior of our inferential framework through simulations that vary the degree of assumption violation, as well as through real-data applications. We conclude with practical lessons and recommendations for advancing statistical guarantees in functional causal discovery.
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Statistical Methodology
A Multiplicative Loss Function for Chain Ladder
James Grove and Stephan Marais
Reserving models increasingly rely on loss-based estimation, where the loss function encodes the assumed error structure. Mack demonstrated this for the chain ladder, showing that the volume-weighted average
estimator minimises a volume-weighted squared-error loss function that is additive in successive claim developments. This paper instead considers a multiplicative error structure and proposes the corresponding volume-weighted squared log-error loss function. Adapting Mack's distribution-free framework, we show that this loss function is minimised by the volume-weighted
geometric average of the individual development ratios. This provides practitioners with an alternative
estimator of development ratios for chain-ladder-based models, and a candidate loss function for machine-learning-based reserving models. We further show that the same
estimator arises from two independent arguments: a stability requirement on successive ultimate loss projections, and maximum-likelihood estimation under a log-normal model. The
estimator thus admits three complementary justifications: loss minimisation, reserve stability, and parametric likelihood. An out-of-sample study of 362 Schedule P company-line
datasets supports the use of the proposed
estimator in place of the volume-weighted average for the chain ladder, by showing that it improves predictive accuracy and reduces a slight over-prediction bias.
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Statistical Methodology
Supervising the Chain Ladder
Stephan Marais and James Grove
The chain ladder's volume-weighted pattern minimises an explicit loss function, yet is rarely booked as such. Practitioners adjust the pattern and record the final adjusted ratios. This paper treats the chain ladder's pattern selection as a supervised-learning problem. Judgement on pattern adjustments becomes a framework of defined penalties and hyperparameters on the chain ladder's loss function, treated here as an objective function in machine learning. Data weights are generalised with a decay and a power parameter for recency and volume weighting.
Benchmark shaping and smoothness enter through a reference penalty and Whittaker-Henderson smoothing. The assembled objective is strictly convex and minimised by a single linear system. Each hyperparameter becomes an interpretable adjustment in its own right, declarable by judgement and categorised as an experience or a prospective adjustment. Experience adjustments can be set more objectively by a proposed training loop and a reserve validation score on held-out calendar diagonals. Further hyperparameter-based adjustments are written as almost-everywhere differentiable penalties that re-time or reshape the pattern. A worked example carries one real Schedule P triangle through an incurred and then a paid training stage, demonstrating the workflow.
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Statistical Methodology
Causal Path Analysis from Perturbational and Population-Scale Single-Cell Data with Multiscale Confounding and Measurement Error
Kwangmoon Park and Hongzhe Li
Single-
cell perturbation experiments provide causal information on gene regulation, whereas population-scale single-
cell studies characterize gene expression and phenotypes in human populations. We develop a framework that integrates these complementary data sources for causal path analysis. Rather than assuming that a perturbational gene network transfers directly to the target population, we use externally learned ancestral relationships to constrain the network
topology and re-estimate its direct edges and effects from population data. To address latent heterogeneity and measurement error in multiscale single-
cell measurements, we develop a surrogate-variable procedure operating at both the
cell and subject levels, combined with errors-in-variables correction for network and outcome regressions. We establish theoretical guarantees for confounder recovery and high-dimensional estimation of network and gene-outcome effects. Simulations demonstrate the importance of jointly correcting confounding and measurement error. An application to acute myeloid leukemia identifies distinct regulatory pathways linking transcriptional regulators to blast count.
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Statistics Applications
Anthropogenic Forcing, Climate Change, and the Shape of Warming: Statistical Inference for Distributional Cointegration
Won-Ki Seo and Kyungsik Nam
Anthropogenic forcing components follow different long-run paths, while persistent temperature change can involve distributional changes beyond the mean. Scalar regressions aggregate these components and retain only mean temperature, obscuring how distinct forcing paths relate to persistent distributional change. We develop new testing, estimation, and inference methods for long-run relations between an integrated predictor vector and a density-valued response. These comprise a residual-based test of between-cointegration (whether predictor trends account for all
stochastic trends in the response density), a fully modified least-squares
estimator of predictor-specific functional responses, and simulation-based inference for interpretable projections. We apply the methods to densities of observed local temperature anomalies and anthropogenic effective radiative forcing divided into CO$_2$ and non-CO$_2$ portfolios. The test results are consistent with persistent movements in these portfolios statistically accounting for the persistent
evolution of the anomaly distribution, with no additional
stochastic trend detected in the residual. A joint test rejects the common-response restriction imposed by aggregating the two portfolios. The fitted CO$_2$ response mainly shifts mass toward warmer anomalies and increases central concentration, whereas the non-CO$_2$ response produces a smaller shift but greater dispersion and off-center reshaping. Positive fitted mean responses for both portfolios conceal these contrasts, demonstrating the information lost through scalar aggregation.
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Statistical Methodology
Locally calibrated and mesh-free inference for spatial point distributions: closed-form null, contamination law, and detectability threshold
Henock Mwanza Lubukayi and Mechack Kabanga Ntolo
Local inference for spatial point distributions is dominated by Monte Carlo calibration. We develop an alternative based on the Tweedie–Miyasawa identities of empirical Bayes, which relate locally weighted moments of a point distribution under a Gaussian kernel to derivatives of its log-intensity in scale space. We first establish a rigidity
theorem showing that the structure of these identities forces the Gaussian kernel. Under complete spatial randomness, we derive a closed-form null distribution for a bounded inter-scale contrast, yielding a calibrated simulation-free pointwise test. In experiments, the measured type I error is 0.070 at a nominal level of 0.05, with a calibration cost 199 times smaller than Monte Carlo for the same local statistic. We then derive a contamination law for structures of dimension m and width w embedded in a uniform background, together with an explicit detectability threshold. For a filament in three dimensions, the threshold is 16 pi. The resulting scale-resolved local dimension
estimator has no free parameters. Applications to California seismicity, a trefoil
knot, and 10,071 SDSS
galaxies show that the method separates local structures across scales without a spatial mesh and reproduces published
cosmic web fractions. All experiments are reproducible from a single public script.
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Statistical Methodology
Salient Bayesian Clustering for Proportional Data via a Multivariate Beta Mixture Model
Carmen B. Rodriguez and Briana JK Stephenson
Neighborhoods are multifaceted entities whose attributes span sociocultural, economic, and environmental dimensions. Clustering neighborhoods based on social determinants of health (SDoH) can inform the allocation of public health resources and interventions tailored to community needs. Continuous and bounded data, as seen in aggregated neighborhood-level SDoH data, can pose challenges for widely used clustering methods (e.g., k-means or Gaussian mixture models) that rely on Euclidean distances or normality assumptions. Moreover, not all SDoH variables contribute equally to meaningfully characterize neighborhood clusters, and the inclusion of irrelevant or weakly informative determinants can obscure the underlying structure. To address this issue, we propose a
Bayesian Salient Multivariate Beta mixture (SAMBA-Mix) model that flexibly models proportional data with embedded feature saliency to identify relevant variables for clustering. Our model showed improved accuracy in cluster identification and structure, compared to existing models. Using data from the U.S. Agency for Healthcare Research and Quality(AHRQ) SDoH database, we demonstrate the utility of our model to derive neighborhood-level SDoH profiles in Massachusetts and identify key determinants that best characterize differences amongst the different profiles.
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Machine Learning (Statistics)
Certified Inference and Training for Deep Equilibrium Networks: A Continuation Framework with Polynomial Complexity Guarantees
Alex Borisevich
We develop a certified continuation framework for inference and training in deep
equilibrium networks (DEQs), with training posed as interpolation to accuracy $2^{-b}$. For inference, input homotopy selects an
equilibrium branch from a supplied start root, and a rounded tracker follows it under quantitative conditioning, derivative, boundary, and tube-radius certificates. The framework includes structured factorized certificates, sequential block elimination, inheritance of contraction guarantees in adapted coordinates, and bordered continuation through simple folds. For smooth multidimensional DEQs, including tanh networks, rational local tests can construct and validate oriented continuation charts under explicit
geometric promises. For training, programmable dormant bilinear rank-one channels provide output-preserving residual-aligned repairs. Loaded Tikhonov solves diagnose insufficient parameter-to-output directions, while certified gate realization, column stability, well-posed inference, and finite-update error budgets control each pass. Under polynomially bounded certificate, encoding, precision, and backend costs, both inference and training have bit complexity $O(\mathrm{poly}(L+b))$, where $L$ is the encoded instance length; training uses $O(b+\ell)$ passes and reserve channels from an initial residual bounded by $2^\ell$. A budgeted implementation returns either certified success or inconclusive termination. The quantitative core and local certificate machinery are machine-checked in Lean 4, while numerical experiments illustrate the training mechanism.
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Statistics Applications · Cross-listed from physics.soc-ph
Unified framework for measuring segregation resolves how social and geographical space jointly shape connections
Johannes Happenhofer, Sahil Loomba, Till Hoffmann et al. (+2 more)
Our understanding of how geographical and social segregation interact remains limited, as relatively few studies investigate them jointly, and existing approaches often lack a framework distinguishing geographical, social, and total segregation. Additionally, large-scale individually resolved geo-social network data are rarely publicly available. We address both. Conceptually, we develop a unified framework that measures segregation in geosocial networks by comparing network models to appropriate null models and recovers the Theil index, dissimilarity index, and network modularity as special cases. Empirically, we turn to
privacy-preserving aggregated relational data (ARD): we combine the Facebook Social Connectedness Index for the US with US Census and Pew data, and introduce an ARD-compatible joint geosocial intervening-opportunities model to infer link probabilities between region–group
cell pairs. Applying our segregation framework, we find that social segregation predominates over geographical segregation, with notable separation for White–Black, college-degree–no-degree, and high-income–low/middle-income across both segregation types. We find increasing social homophily with geographical distance and group-specific geographical connectivity patterns, suggesting that geographical segregation may affect cross-group connectivity not only directly but also by amplifying social segregation.
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All authors Johannes Happenhofer, Sahil Loomba, Till Hoffmann, Sumeet Agarwal, Nick S. Jones
Statistics Applications
Observational constraints on net radiative forcing confirm aviation contrail warming
Aaron Sonabend-W, Scott Geraedts, Nita Goyal et al. (+3 more)
Contrail cirrus represents a critical component of aviation's non-CO2
climate impact, but its net radiative forcing, the balance between longwave warming and shortwave cooling, remains poorly constrained by direct observations. As a result, current assessments rely almost exclusively on microphysical models such as CoCiP and global
climate simulations. Existing empirical estimates are largely restricted to young, linear tracks, because satellite detection masks have a poor recall of contrails once they spread and merge with natural cirrus, leaving a structural gap in our understanding of long-lived, non-linear contrail cirrus. To address this we use a causal framework that isolates the net radiative contrail effect of flight traffic over the Americas. Building on recent progress that quantified the longwave warming contrail effect using advected flight paths as a proxy for contrails, we expand this continuous treatment approach to capture the highly skewed shortwave cooling impact, delivering a 12-hour lifespan net observational radiative forcing. Our analysis reveals a statistically significant net warming energy forcing of 33.7 (95% CI: 20.8, 47.8) GJ per km flown from April 2019 to April 2020, providing a large-scale empirical quantification of long contrail lifespan impact of the same order as, though somewhat larger than, previous bottom-up simulation estimates. This observational
benchmark offers an independent line of evidence on the sign and magnitude of the
climate impact of contrails.
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All authors Aaron Sonabend-W, Scott Geraedts, Nita Goyal, Joe Yue-Hei Ng, Christopher Van Arsdale, Kevin McCloskey