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Tuesday 22 September

Statistics Applications · Cross-listed from cs.LG

Beyond Scalar Sensitivity: Activation-Aware Mixed-Precision LLM Quantization with Cross-Layer Refinement

Mixed-precision weight quantization is commonly formulated as a Multiple-Choice Knapsack Problem (MCKP), yet existing solvers rely on scalar sensitivity proxies that collapse each weight matrix's Hessian into a single number and treat every module independently. We prove that even the optimal scalar proxy incurs multiplicative distortion up to $\sqrt{\kappa(\mathbf{A})\kappa(\mathbf{B})}$ relative to the full activation-aware quadratic, where $\kappa(\mathbf{A})$ and $\kappa(\mathbf{B})$ denote the condition numbers of the input- and output-side Hessian factors. This bound varies from $10^1$ to $10^{13}$ for typical LLM modules, making inter-module sensitivity ranking unreliable. To address these limitations, we propose Cross-layer Activation-aware Sensitivity Allocation (CASA), a two-phase method. In Stage 1, the scalar proxy is replaced by an activation-aware metric derived from the Kronecker-factored Hessian, reducing the MCKP to a form whose continuous relaxation admits a closed-form solution. In Stage 2, a cross-layer-aware local search evaluates bit-width updates using the end-to-end model loss. Experiments on multiple LLMs across different bit budgets show that CASA achieves lower perplexity than the latest scalar-proxy baselines, especially at ultra-low bit-widths ($<3$ bits per weight). Moreover, the performance gain in zero-shot accuracy tracks the per-model average condition-number over modules, confirming the distortion bound as a practical indicator of scalar-proxy failure.
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Statistics Applications

Relegation, promotion and the components of scoring in water polo

Relegation, not the championship, decides the outcome of many European water polo leagues: one club has won every recent national title in Italy, Spain and Hungary. We make the relegation decision our object of inference. Serie A1 relegates one club for finishing last and a second through a three-match play-out, and we ask at each stage how much can be known and when. Promoted clubs arrive with no top-flight record, so we also compare four ways of setting their prior. These analyses rest on the first Bayesian hierarchical model of water polo, which splits scoring into even-strength, man-up and penalty components, models opportunities and conversions separately, and lets abilities evolve between seasons. Treating the components as independent proves untenable, since they compete for a common budget of possessions. Fitted to a new dataset of 940 matches, the model identifies the directly relegated club from the ninth round, before the league table does, predicts the play-out field better than the table, and shows the play-out itself to be close to a coin toss. Promoted clubs start below the league on every component except drawing exclusions: knowing a club was promoted improves forecasts; knowing how does not.
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Statistics Theory · Cross-listed from math.PR

A Functional Central Limit Theorem for Locally Stationary Time Series in Banach Spaces

A functional central limit theorem for locally stationary time series taking values in a separable Banach space $B$ is established. The result does not require type-2 or cotype assumptions and therefore covers spaces central to functional data analysis, including $C([0,1])$ and $L^p([0,1])$. Under moment conditions, summable physical dependence coefficients, and a bracketing entropy condition controlling the infinite-dimensional tails, the centered and rescaled partial sum process converges weakly in $D([0,1],B)$. The limit is a centered $B$-valued Gaussian process whose covariance is given by the integral of the local long-run covariance, interpreted as an element of the projective tensor product. We also obtain a stochastic integral representation with respect to a cylindrical Brownian motion, connecting the Banach-space limit to the familiar scalar locally stationary structure. As an application, we derive a self-normalized CUSUM procedure for detecting changes in the mean of linear projections of Banach-valued observations, yielding a pivotal asymptotic null distribution. The finite-sample behavior is illustrated through Monte Carlo experiments and exploratory applications to EEG recordings and daily temperature curves. Examples based on the Faber-Schauder system in $C([0,1])$ and on a $p$-Laplacian model in $W^{1,p}_0([0,1])$ demonstrate how the entropy condition can be verified.
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Statistical Methodology

Grouped Semi-Supervised Estimation of Two-Sample Functionals via Single-Index Conditional Imputation

Estimating two-sample comparison functionals within heterogeneous groups is challenging when outcomes are observed only for a small labelled subset while covariates are widely available. We develop semi-supervised estimation of group-specific two-sample comparison functionals and their prespecified aggregates. The proposed estimator combines single-index conditional imputation from labelled cross-arm pairs with averaging over all available covariate pairs. To handle index-score densities that may vanish at attainable endpoints, we use centred stabilization, with a smooth stabilizer in the profile criterion and a shrinking lower truncation of the kernel denominator (the hard floor) in the point estimator. The outer average retains all covariate pairs. Under a correctly specified single-index conditional-mean model and the stated regularity conditions, we establish consistency and asymptotic normality for bounded comparison functionals. A four-role original-observation influence representation accounts for sample overlap and identifies the variance component that unlabelled covariates can reduce relative to supervised estimation. We further establish conditional validity of observation-level multinomial perturbation resampling with complete refitting and shared labelled counts, distinguishing ideal variance consistency from finite-replicate variance estimation. Simulations show small bias and lower mean squared error than supervised estimation across the point-estimation settings, together with near-nominal coverage in the perturbation experiment. A descriptive NHANES 2011-2018 illustration comparing serum creatinine by hypertension history across age groups yields point estimates similar to their supervised counterparts and smaller semi-supervised standard errors for all reported comparisons.
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Machine Learning (Statistics)

Statistical Gains from Looped Estimation under Parameter Budgets

Memory constraints in artificial intelligence motivate accurate function approximation with fewer parameters. We study looping, which repeatedly composes one update function with shared parameters; each output becomes the next input. A looped Transformer, for example, reuses one block, whereas its conventional untied counterpart uses separately parameterized blocks. We compare their parameter requirements for a given worst-case approximation accuracy, or equivalently, their approximation accuracy under a common budget limiting distinct trainable coefficients. We then ask whether this representational parsimony improves statistical accuracy. For general likelihood models, we establish an upper squared Hellinger risk bound for looped sieve maximum likelihood and a minimax lower bound for the jointly tuned untied family. Further loop iterations improve the approximation bound without adding parameters, while increasing computation and the fitted-class complexity bound. For targets of known Hölder smoothness, looped residual feedforward networks and post-layer-normalized Transformers attain the minimax polynomial rate up to logarithmic factors with a fixed number of bounded real parameters. At sufficiently large fixed budgets, looped worst-case risk vanishes while optimal worst-case untied risk remains bounded away from zero. The loop-to-untied risk ratio also tends to zero under specified growing-budget conditions. Regression, binary response, and energy-based generative models illustrate the theory.
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Statistics Applications · Cross-listed from cs.CE

Scientific capabilities and deployment sustainability of small-scale LLMs in biological wastewater treatment

Large language models (LLMs) are emerging as scientific assistants, yet their computational demands and limited domain specialization constrain sustainable deployment in environmental engineering. Here, we investigate whether domain-specialized small-scale LLMs can combine scientific capability with sustainable deployment in biological wastewater treatment. We developed a benchmark evaluating three scientific capabilities of LLMs: retrospective cognition, comprehension fidelity, and prospective extrapolation. BioWater (8 billion parameters, fine-tuned on specialized domain knowledge) achieved higher comprehension-fidelity scores than participating human experts and performance comparable to a 397-billion-parameter general-purpose LLM in retrospective cognition and prospective extrapolation. Human-BioWater collaboration generated a scientific hypothesis that was subsequently supported by laboratory experiments, demonstrating its potential to contribute to prospective scientific research. We further evaluated the economic and environmental implications of LLM deployment across global wastewater treatment plants (WWTPs). Locally deployed small-scale LLMs became more sustainable than cloud-based large-scale LLMs as inference demand increased in intelligent WWTPs. These findings highlight domain-specialized small-scale LLMs as a promising pathway towards scientifically capable, computationally efficient, and sustainably deployable artificial intelligence for wastewater treatment.
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All authors Run-Ze Xu, Chu-Kuan Jiang, Dylan Ming-Han Li, Hong-Xiao Guo, Jia-Shun Cao, Guang-Hao Chen

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

Beyond Class Marginals: Bounding Rehearsal Gaps without Freezing Class Co-occurrence

Class-balanced replay controls class frequency but does not determine the interval between successive replay appearances of a class. We study this interval, the rehearsal gap, separately from the class marginal and class co-occurrence, and introduce randomised-pass replay (RPR), which visits each resident class once per shuffled pass. For a fixed set of C resident classes and replay batch size b less than or equal to C, RPR preserves the balanced time-averaged class marginal and bounds every gap by 2*ceil(C/b)-1; a churn-conditional bound applies while the resident set changes. The scheduler uses no future class information and adds no replay examples or forward passes. In a linear-head ER-ACE diagnostic, joint absence from the incoming and replay batches produces a one-sided classifier-bias gradient. Longer absence episodes are associated with larger negative bias displacement, and removing the incoming-loss mask attenuates the scheduling effect. In the primary ER-ACE experiments, RPR improves final average accuracy by 0.72-1.67 percentage points relative to independent class-balanced retrieval under reservoir storage, with positive effects also observed under balanced storage. Pretrained ViTs show positive effects on the tested LT10 streams with small replay batches, while matched larger-batch controls show no material effect. Fixed-cycle and reused-pass controls change more than one temporal statistic, so the experiments do not isolate rehearsal-gap length from all other forms of temporal dependence. The accuracy effects depend on the learner and operating regime.
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Machine Learning (Statistics)

Optimal Tradeoffs Between Network Size and Parameter Magnitude in Neural Approximation and Minimax Regression

The statistical accuracy of neural networks depends on both their approximation power and the complexity of the class fitted from data. While increasing network size is a natural way to improve approximation, parameter magnitude provides another resource whose role must be quantified in both respects. We establish a sharp width–magnitude tradeoff at fixed depth using one elementary bounded $1$-Lipschitz Dyadic–Triangular Activation. For the unit $\beta$-Hölder ball on $[0,1]^d$ with $0<\beta\leq1$, the optimal $L^p$ approximation error for $0<p<\infty$ is of order $[N^2\log(eNT)]^{-\beta/d}$ when the network width satisfies $N\geq2d+3$ and the parameter magnitudes are bounded by $T\geq1$. Matching lower bounds hold for every fixed globally Hölder activation; its Hölder exponent affects the constants but not the rate. Under bounded design densities and independent centered sub-Gaussian noise, approximate least squares over the full clipped class at depth $23$ attains the classical Hölder minimax risk $\mathcal{O}(M^{-\frac{2\beta}{2\beta+d}})$ without logarithmic loss whenever $N^2\log(eNT)\asymp M^{\frac{d}{2\beta+d}}$, where $M$ is the sample size. This yields a continuum of statistically optimal choices, ranging from unit parameter radius to fixed network size. At fixed size, four hidden layers with at most $8d+7$ nonzero parameters give a near-optimal radius, while six layers with at most $8d+27$ attain the optimal order $\log T=\mathcal{O}(\eta^{-d/\beta})$ at approximation error $\eta$. The same decoding method also yields fixed-size Transformer approximation.
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All authors Baicheng Li, Zuowei Shen, Haizhao Yang, Shijun Zhang

Machine Learning (Statistics)

On the Gradient Heterogeneity Dynamics of Adversarially Robust Federated Regression

Federated learning (FL) is intrinsically heterogeneous: honest clients may have different data-generating models. On top of that, adversarial clients can make heterogeneity even more pronounced by sharing arbitrary updates. Existing analyses typically control the interaction between statistical heterogeneity and adversarial behavior through gradient-dissimilarity conditions. However, the underlying bound is imposed a priori and may yield conservative guarantees even for least-squares regression. We instead derive the gradient heterogeneity from the statistical model of linear and nonlinear regression with fresh data samples at every round. Our bounds separate heterogeneity among the honest clients' ground-truth model parameters, finite-sample label noise, and initialization. We then demonstrate that, for any $(f,\kappa)$-robust aggregator with coefficient $\kappa = O(f/n)$, where $f$ is the number of adversarial clients and $n$ the total number of clients (with $f/n < 1/2$), convergence holds after an explicit sample burn-in.
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All authors Leonardo F. Toso, James Anderson, Nirupam Gupta, Rafael Pinot

Statistical Methodology

The Critical Line Algorithm and the Constrained LASSO: One Curve, Two Literatures

Many statistical procedures compute an entire solution path rather than a single estimator. For one class the path is piecewise linear, traced corner to corner by an active-set homotopy. Two of its members coincide exactly: under $\Sigma=X^\top X$ and $\mu=X^\top y$ the gross-exposure-constrained mean–variance program and the constrained LASSO trace the same piecewise-linear curve, and they keep doing so under arbitrary linear equality and inequality constraints. Which parameter is swept, a leverage budget or a return tilt, is not a choice the curve notices: under a homogeneous mandate the two sweeps differ by a scalar. A mandate that holds the portfolio invested costs a radial rescaling instead, and the efficient frontier is that curve rescaled; its corners pass unnoticed because the frontier is continuously differentiable where they fall. We give the map between the two parametrisations and the single way it degenerates. That mean–variance selection and the LASSO instantiate one parametric quadratic program is prior art (Gärtner, Jaggi and Maria, 2012). The Critical Line Algorithm itself lies off that route, and the correspondence established here is new. The identity is one of curves, not of statistical experiments. The map between the parametrisations is computed from the data, so the geometry of the path transfers while quantities averaged over the response do not. We cross that boundary deliberately and give the degrees of freedom of the constrained fit under arbitrary linear constraints. In the long-only, fully invested case it is the expected number of holdings away from a bound, less one.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Efficient Cost-Aware LLM Evaluation via Bayesian Bandit Gittins Indices

Exhaustively evaluating every candidate LLM configuration on every benchmark item to identify a high-performing one is costly. We formulate configuration selection as a cost-aware Bayesian bandit problem and propose GittinsEval, which draws on the Bayesian-optimal Gittins policy to determine which configuration to evaluate next and when to stop. We extend the policy with an anytime recommendation rule over both fully and partially evaluated configurations, using an LCB-style score to account for posterior uncertainty. GittinsEval is computationally efficient, requiring only lightweight online updates after offline precomputation. Across GSM8K, PIQA, AlpacaEval, and MMLU response matrices, GittinsEval is consistently competitive, with particularly strong gains over configuration-level Bayesian optimization on large-example benchmarks and over cost-unaware bandit baselines on large-candidate tasks. Crucially, GittinsEval often attains near-zero simple regret using only 1% to 2% of the exhaustive-evaluation cost; it also offers an adaptive stopping rule that typically triggers at 1% to 10%.
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Machine Learning (Statistics)

Generalized Deep Regression for Repeated Measurements

In this paper, we study the estimation of a marginal regression function from independent units with repeated binary, count, or continuous responses using ReLU deep neural networks. In the model, we assume that the dependence is generated by an unobserved random mean function within each unit. We then fit a neural network with a convex generalized regression loss. We show an oracle inequality by separating conditional measurement variation from between-unit variation. In addition, we prove that with $n$ units and $m$ measurements per unit, ReLU networks can attain an integrated mean squared error of order $n^{-1}+(nm)^{-2\beta/(2\beta+d)}$, up to logarithmic factors, over $\beta$-Hölder classes. We also derive a weighted oracle inequality for unequal cluster sizes and a rate for compositionally smooth functions. For pointwise ensemble inference, we give a projection central limit theorem and prove infinitesimal jackknife consistency under an explicit asymptotic linearity condition. Simulations and real data examples are provided to support our theoretical findings and practical implications.
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Statistical Methodology

High-Dimensional Two-Sample Inference via Marginal Likelihood-Ratio Rank Statistics

We develop a rank-based framework for high-dimensional two-sample testing that detects marginal distributional differences beyond means and variances. Three marginal likelihood-ratio statistics generate SUM tests for widespread differences, MAX tests for concentrated departures, and Cauchy combinations for unknown signal sparsity. The procedures retain all pooled ranks and impose no moment conditions on continuous margins. For unequal but comparable sample sizes and dimension growing polynomially with their total, we establish normal limits for the studentized SUM statistics and Gumbel limits for the normalized MAX statistics under weak Gaussian-copula dependence. Their within-family asymptotic independence yields standard Cauchy limits for the combinations. The integrated maxima require family-specific centering corrections that accommodate interior, critical, and boundary regimes. Consistency is established under shrinking marginal and aggregate signals, with Cauchy combinations retaining MAX or SUM consistency on specified sparse and dense alternative classes. Simulations examine location, scale, and shape changes, including alternatives preserving the first two moments. Applications to acoustic measurements from a Parkinson's cohort and leukemia gene-expression data illustrate the complementary benefits of SUM and MAX aggregation.
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Machine Learning (Statistics)

Scalable Minimum-Volume Simplex Estimation with Non-asymptotic Analysis

We study the estimation of a $K$-dimensional simplex from $N$ i.i.d.\ points sampled uniformly from its interior; the observations are convex combinations of $K+1$ unknown prototypes. Existing polynomial-time estimators need cubic per-sample work or $O(NK)$ storage and are impractical at $N\sim 10^6$–$10^8$. We propose DeepMVSA, which re-expresses the minimum-volume principle in neural implicit form: a lightweight coordinate network generates the mixing weights and a triangular LU-type parameterization the dual simplex matrix, reducing the trainable-state memory to $O(K^2)$, independent of $N$, and the cost per data pass to $O(NK^2)$. We prove a non-asymptotic sample-complexity bound of the polynomial-time benchmark order for a localized surrogate estimator; an oracle inequality for every global minimizer of the neural objective, with volume-inflation control and an explicit shrinkage bias; a conditional end-to-end error budget separating statistical, approximation, optimization, and enclosure-residual terms on an explicit envelope event; and two-point lower bounds: at any noise level $\sigma>0$ fixed independently of $N$, the $N^{-1/2}$ scaling is unimprovable in its $N$-exponent. Experiments with up to $N=10^8$ synthetic observations are consistent with the predicted accuracy and scaling, and feasibility on real scenes of $\sim 10^7$ pixels is demonstrated.
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Machine Learning (Statistics) · Cross-listed from cs.AI

Direct Optimization of Generators for Search in Automated Theorem Proving

Fine-tuned Large Language Models (LLMs) significantly advance Automated Theorem Proving (ATP), but are often deployed as guiding policies within tree search rather than for single-attempt generation. Recent work shows cross entropy is suboptimal for an LLM used in flat search strategies such as aggregation or filtering and that work has developed new loss functions to correct this misalignment. Extending this alignment to tree search is more challenging: proof discovery depends on exploration and recovery through off-trace states that supervised demonstrations do not reveal. We extend Compute-Aligned Training (CAT) to this setting through an abstraction of policy-guided search, deriving tractable, trace-supported losses. Alongside these search-aware losses, we introduce a search-agnostic uniform-allocation (UA) loss that accounts for the budget without specifying the specific search. Both induce scalar weights on per-tactic cross-entropy gradients. We characterize how off-trace behavior affects the search-aware weights, including conditions for vanishing approximation error at large budgets. On a Lean benchmark, both approaches achieve higher observed proof-success rates than cross-entropy across six search strategies, with strong results from a single shared UA adapter. Budget sweeps show larger gains over cross-entropy at 16 than at 256 expansions, implying CAT scales with test time compute.
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Statistical Methodology · Cross-listed from math.DS

Identifiable Uniqueness of Impulsively Forced, Inert, and Stabilized Body Trajectories

An unusual object in the sky raises two related questions: what kind of object it is and what physical process drives its motion. Departures from a gravity-only trajectory can provide evidence, but the same apparent acceleration may be generated by distinct dynamical mechanisms. We formulate this as an identification problem and establish conditions for identifiable uniqueness among three reference classes: inert dynamics, impulsive forcing, and active stabilization such as a controlled spacecraft. The distinction rests on how each class responds to disturbances. Although different mechanisms can produce similar average trajectories, the specified reference models imply different stochastic responses around those trajectories. We show when these differences uniquely determine the dynamical class from the observed trajectory and when several classes remain observationally compatible.
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Monday 21 September

Statistical Computation

Reverse Monte Carlo Modelling in Reduced Dimensions

Physical experiments frequently result in inverse problems, where the recorded response is used to deduce information about the sample, typically yielding only partial recovery. This work presents a reverse Monte Carlo modeling method for solving such problems involving statistical averaging, e.g. at the nanoscale. The proposed algorithm operates in an input subspace of the forward problem, with dimensions reduced from those of the original input space. The dimensionality reduction focuses on features that influence the response, as irrelevant information is lost in the process. We first study the performance of the method in tailored test cases that also reveal information loss when several input characteristics produce similar responses. Finally, we apply the method to a previously published simulated dataset of X-ray absorption, X-ray emission, and X-ray photoelectron spectra of the water molecule.
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Statistics Applications

Counting the Uncounted: Population-Level Surveillance of Documented Pregnancy and Fetal Harm in Police Crash Narratives with a System One Model (Jev)

Motor-vehicle crashes are a leading cause of traumatic fetal death in the United States, yet no crash database records pregnancy. Existing estimates come from national investigation samples with wide intervals, trauma registries seeing only the injured, or record linkage in a few states. Police narratives record pregnancy whenever it matters at the scene, and no study has read them at population scale. We read every police crash narrative in Texas from 2017 through 2025, 5,018,079 in total. A regular-expression screen flags 6,840 candidates, which Jev, a calibrated System One decision model, reads under an eight-question schema, returning probabilities and no text. It confirms 5,333 as documenting a pregnant person involved in the crash, with role, stage and post-crash condition. The same model reads 499,306 of the remainder under the presence question, to estimate what the screen missed. Blind human adjudication of a probability-stratified sample gives weighted sensitivity 0.999 and specificity 1.000, from which the Rogan-Gladen estimator and a bootstrap give 5,467 crashes with a documented pregnancy, with a 95% interval of 5,306 to 5,577, including 58 crashes documenting fetal harm. Person-level records give a rate of 1.13 to 1.45 per 1,000 female drivers aged 15 to 49. Measured against a live-birth expectation from vital statistics, narratives document 2.56% to 3.09% of expected pregnant drivers, and documented-case status is most strongly associated with the driver's own recorded injury, at an odds ratio of 21.7.
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Statistics Theory · Cross-listed from quant-ph

Minimax Quantum State Tomography with Periodic Clifford Measurements

Quantum state tomography provides a foundation for characterizing state preparation and predicting measurement outcomes. We characterize the minimax expected trace norm risk of quantum state tomography over classes with polynomial spectral decay under randomized nonadaptive single copy measurements. Under an explicit sufficient block size condition for the two layer periodic Clifford ensemble, we establish statewise expected trace norm oracle inequalities for operator norm minimum distance and measurement weighted projected least squares, with bounds that depend on each state's actual spectral tail, while the estimators require no prior knowledge of the state's structural characteristics, including its rank, eigenbasis, or spectral structure. Over these polynomial spectral decay classes, both estimators attain the minimax expected trace norm rates up to constants. As a direct consequence, the same estimators attain the minimax rate over every fixed rank constrained class, while remaining adaptive to the unknown structural characteristics of the state. For admissible logarithmic block sizes, the periodic Clifford measurements attain these guarantees with logarithmic elementary gate depth. The main technical ingredient is a uniform bound on the fourth moment of projectors for the periodic Clifford ensemble. The bound is sharp in dimension and holds for arbitrary test states, including those entangled across blocks. Covariance concentration and positivity yield adaptive oracle bounds, while a shared rotation information argument on spectral tail packings establishes matching lower bounds. We also provide polynomial time reconstruction algorithms, numerical comparisons, and Lean formalizations of all labeled theoretical results.
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Machine Learning (Statistics) · Cross-listed from cs.CV

Statistical Testing for Multiple Instance Learning via Selective Inference with Applications to Computational Pathology

Multiple instance learning (MIL) is widely used in computational pathology because it enables weakly supervised analysis of whole-slide images (WSIs) without requiring patch-level annotations. In attention-based MIL, instances with high attention scores are often interpreted as diagnostically important regions and used as visual explanations. However, attention scores alone cannot determine whether selected high-attention instances are significantly different from normal instances, limiting the reliability of attention-based explanations. In this paper, we formulate the evaluation of high-attention instances as a statistical hypothesis testing problem. Specifically, we assess whether a selected high-attention instance significantly deviates from a representative normal reference instance selected based on feature similarity. A major challenge is that both the target instance and the reference instance are selected through data-dependent procedures, rendering standard hypothesis testing invalid. To address this issue, we introduce a selective inference (SI) framework that explicitly accounts for the selection events induced by attention-based instance selection and adaptive reference selection, thereby enabling the computation of valid selective $p$-values conditional on these events. Experiments demonstrate Type-I error control on synthetic and MNIST-based data and practical applicability to pathological WSIs, with higher statistical power than the conventional over-conditioning approach.
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All authors Noriaki Hashimoto, Shuichi Nishino, Teruyuki Katsuoka, Tomohiro Shiraishi, Daiki Miwa, Hiroyuki Hanada, Jun Sakuma, Hidekata Hontani, Hiroaki Miyoshi, Ichiro Takeuchi

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

Continuous Optimization for p-adic Models

We present the first method for native, continuous gradient descent for machine learning models with $p$-adic parameters. Existing native optimizers are discrete, mostly combinatorial searches, as the $p$-adic numbers $\mathbb{Q}_p$ are totally disconnected, with standard losses that are flat away from their minima. To enable continuous optimization, we propose working with $\mathbb{Q}_p$ via its Berkovich affine line: a canonical, path-connected expansion of $\mathbb{Q}_p$ that preserves its isometries and uniquely extends its analytic maps. This hull is a metric tree with interpretable points and local derivatives, which we show enables effective optimizers and backpropagation. We formulate gradient descent and show that its approximations efficiently learn linear models with coefficients in $\mathbb{Q}_p$ to do modular arithmetic, an XOR-like task not expressible by linear models in $\mathbb{R}$. We also demonstrate momentum and Adam variants, linear regression, and classification on binary-encoded hierarchies (Quillian semantic networks), addressing open problems posed by Martins (2025). Library at https://github.com/google-deepmind/padic-ml
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All authors Julian Salazar, Dimitri Kanevsky, Matt Harvey, Pascal Getreuer, Lucas Dixon

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

A Practical Recipe for Semi-Supervised Federated ASR: Online Pseudo-Labels with Server Update Stabilization

Semi-supervised federated learning (SSFL) trains models on clients' unlabeled data using a teacher to generate pseudo-labels, with a small labeled seed dataset on the server. Automatic Speech Recognition (ASR) is particularly fragile here: pseudo-label errors compound across the output sequence and across training rounds into divergence, leaving a large gap to fully-supervised FL. We show that closing this gap turns on two coupled design axes – the teacher (which model generates the pseudo-labels) and the anchor (the server-side updates on labeled data that stabilize training). On the teacher axis, a per-client online teacher (each client's own evolving model) diverges on its own, but once stabilized it matches or beats the broadcast global teacher (one server model, fixed within a round) – decisively in-domain and competitively under domain shift. As the seed grows stronger and the online teacher's advantage narrows, a transitioning teacher (global $\rightarrow$ online at round $r$) matches or beats both. On the anchor axis, the server must keep training on labeled data between rounds – otherwise the online teacher drifts – and this interleaving, more than the seed model, governs convergence. The two axes are inseparable: aggressive teacher choices pay off only once the anchor stabilizes training, which is highly sensitive to data augmentation and batch size – the settings that govern how much input and gradient noise the server injects. How much stabilization is needed is domain-dependent, governed by the dispersion of the seed data and its overlap with client data. These findings yield guidelines for SSFL in ASR training, improving over the strongest prior method on 9 of 11 pairs, by $20.8\%$ on average in-domain and $10.0\%$ cross-domain, narrowing the gap to fully-supervised FL.
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All authors Wonho Bae, Zakaria Aldeneh, Martin Pelikan, Jan "Honza" Silovsky, Tatiana Likhomanenko, Sheikh Shams Azam

Machine Learning (Statistics)

PICPIs: Prediction-Interval-Conditional Prediction Intervals

A classical question in statistics is which observable quantities to condition on when drawing inferences about unobservable targets. For conformal prediction in nonparametric uncertainty quantification, standard marginal validity offers limited resolution at the prediction values on which decisions are based, and fully conditional guarantees with respect to the covariates are provably unattainable. We address this gap by introducing a prediction-based conditioning framework that we refer to as Prediction-Interval-Conditional Prediction Intervals (PICPIs). Formally, a PICPI is an interval $I$ satisfying a self-consistency condition: $$\mathbb{E} [Y \mid p(X) \in I] \in I,$$ for predictive model $p$, contextual covariate $X$, and outcome $Y$. Thus, an interval simultaneously defines a stratum of prediction values and certifies that the mean outcome in that stratum lies in the same interval. This self-consistency condition yields data-adaptive strata without altering the original prediction. Such intervals can be constructed using practical algorithms. Under regularity of the prediction distribution, the constructed intervals cover all but an arbitrarily small fraction of prediction values and have widths that decrease at rate $n^{-1/3}$, up to logarithmic factors and the prediction error. Moreover, identifying these locally calibrated intervals can, in turn, inform downstream decision-making. We derive inference procedures for PICPIs in probabilistic prediction and multi-class classification, accompanied by theoretical guarantees. Empirical results are provided that compare PICPIs with existing interval-based baselines.
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All authors Xuelin Yang, Baihe Huang, Yilong Hou, Guido Imbens, Michael I. Jordan

Machine Learning (Statistics)

Penalized Nonreversible Langevin for Constrained Sampling

We propose penalized nonreversible Langevin algorithms for sampling from $\pi(x)\propto e^{-f(x)}\mathbf 1_{\mathcal C}(x)$, where $\mathcal C\subset\mathbb R^d$ is a compact convex set. The algorithms combine a squared distance penalty with constant or compatible state dependent skew symmetric perturbations that preserve the penalized Gibbs distribution. For smooth, possibly nonconvex $f$, we derive nonasymptotic total variation bounds for the full gradient algorithm under a log Sobolev inequality. When unbiased stochastic gradients are available, we establish $2$-Wasserstein bounds under global contraction and Lipschitz conditions on the full drift in an adapted quadratic metric. For a fixed penalty parameter, the error relative to the penalized Gibbs distribution decays exponentially to an $\mathcal{O}(\sqrt{\eta})$ neighborhood, where $\eta$ is the stepsize. We also bound the discrepancy between the penalized Gibbs distribution and the constrained target. In a two dimensional quadratic model, we establish nonreversible acceleration by tuning the skew perturbation to the curvature imbalance induced by penalization. With the target accuracy and smaller curvature fixed and initial Wasserstein distances uniformly bounded, tuning the skew perturbation improves the sufficient Euler iteration bound from linear to logarithmic in the curvature ratio. Numerical experiments evaluate the algorithms on constrained Bayesian regression, classification, neural networks, and truncated sampling, and examine the acceleration mechanism in a stochastic quadratic model.
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Statistical Computation

Some surprising properties of essential data points visualization

Essential Data Points (EDPs) - the vertices of the convex hull of a bilinear data matrix $\mathbf{D}$ in its row space, column space, or both - are widely used in chemometrics to reduce the size of large data sets while nominally preserving their underlying geometric structure. Using simulated three- and two-component chromatographic/spectral data sets and a real source-apportionment data set ($\mathbf{D = C\, A^\mathsf{T}}$), together with Borgen-Rajkó plots, Procrustes analysis, and variance-covariance comparisons, we show that this preservation is only partial: row-wise EDP reduction preserves the row-space geometry (inner and outer polygons) exactly while distorting the column-space geometry, and column-wise reduction shows the opposite behavior; joint row-and-column reduction distorts both. We then give a rigorous, general proof - based on the four fundamental subspaces of a matrix and its singular value decomposition $\mathbf{D = U\,S\,V^\mathsf{T}}$ - that the subspace which is not being reduced is always preserved exactly, up to an orthogonal rotation, whereas the subspace whose ambient dimension shrinks is related to the original only through a general, non-orthogonal isomorphism. This distinction is confirmed numerically to machine precision ($\sim 10^{-14}$-$10^{-16}$) on the real data set, and a deliberate negative control confirms that the "ambient-shrinking" map is genuinely non-orthogonal (residual $\approx 1$). These results demonstrate that the apparent rotation of an EDP-reduced polygon relative to the original is not, in general, a rigid rotation, and that visual or numerical comparisons between an EDP-reduced data set and the original data require an explicit, mode-dependent change-of-basis correction before any geometric or statistical conclusion can be drawn. A MATLAB implementation of this correction is provided.
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Statistics Applications · Cross-listed from eess.SP

Beyond Legacy L1 C/A: Characterizing Advanced Multi-Frequency Spoofing Against Multi-Frequency GPS Receivers for Autonomous Navigation

Autonomous vehicles increasingly rely on high-end multi-frequency GNSS receivers that track modernized civil signals, such as L2C, L5, and L1C, alongside legacy GPS L1~C/A. Although multi-frequency operation improves robustness against natural error sources, its resilience against synchronous multi-band spoofing attacks remains insufficiently characterized. This paper presents a method for quantifying the inter-band alignment accuracy required for a coherent spoofer to evade cross-frequency consistency monitoring that a resilient receiver may employ. As a foundational study, the presented method is implemented and evaluated using the GPS L1 C/A and L2C signal pair within a controlled software-defined environment. This environment encompasses deterministic signal synthesis, programmable inter-band code offsets realized through fractional-delay filtering, and processing by a dual-frequency GNSS-SDR receiver. An inter-frequency pseudorange-difference consistency detector is defined and calibrated using a constant-false-alarm-rate (CFAR) approach, yielding a threshold of approximately 19 m at a false-alarm probability of $10^{-3}$. Signal fidelity and receiver capture are verified through correlation-function analysis using a multi-tap correlator bank. The inter-band code offset is then swept from one code chip to 0.005 chips to characterize detector performance. Results show that a perfectly aligned coherent attack yields a detection probability of zero, while detection probability increases rapidly with inter-band misalignment, reaching approximately 50% at 0.05 chips (about 15 m) and approaching unity for offsets of 0.2 chips or greater. These results quantify the alignment precision required for successful coherent dual-frequency spoofing and establish a practical framework for future evaluation of L5, L1C, and hardware-based multi-frequency spoofing scenarios.
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All authors Minhaj Uddin Ahmad, Muhammad Sami Irfan, Sagar Dasgupta, Mizanur Rahman, Thejesh N. Bandi

Statistical Methodology · Cross-listed from cs.LG

Concept Drift from a Causal Perspective

Concept drift is a common phenomenon in real-world data streams, in which changes in the data-generating distribution can degrade predictive model performance. Most existing definitions characterize drift as changes in the joint distribution $P(\mathbf{x}, y)$, without distinguishing which component of the data-generating process has changed. In this work, we introduce a causal perspective on concept drift based on Structural Causal Models (SCMs). We propose a taxonomy that categorizes drift events by their causal origin, including changes in exogenous variables, endogenous mechanisms, confounders, and target-generating processes. Building on this framework, we develop an SCM-based data stream generator that simulates controlled mechanism-level drift events. Our experiments empirically characterize the distributional effects of each drift type and show that drifts with different causal origins induce distinct patterns of distribution shift and predictive behavior. Furthermore, by integrating causal discovery methods, we use our framework to construct data streams grounded in real-world dependency structures, enabling more realistic and informative evaluation scenarios. We also demonstrate that leveraging the generated data can improve downstream performance. These results highlight the importance of accounting for causal structure when studying and evaluating adaptive learning methods, and establish a foundation for causally-aware evaluation in non-stationary environments.
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All authors Eduardo V. L. Barboza, Jean Paul Barddal, Robert Sabourin, Rafael M. O. Cruz

Statistical Methodology

Closed forms and open obstructions: the sample variance of three observations

The exact distribution of the sample variance for $n=3$ is known since Rietz (1931) for the uniform parent, and Royen (2007, 2008) gave a Fourier series for any bounded continuous parent. Neither settles which parents admit a finite closed form, nor which special functions it forces. In coordinates aligned with the cube diagonal the variance constraint becomes a cylinder and the cube cross-section a polygon with $S_3$ symmetry, hexagonal over the central band of the diagonal and triangular near either corner; the CDF is the volume of their intersection, the parent density entering as a weight. A closure hierarchy is then organized by the minimal function class containing the parent density: polynomial parents on any bounded interval always close in elementary terms, a theorem for the whole class; in the negative direction a single explicit parent already suffices, and for a rational one we prove the CDF is not elementary, the obstruction being an irreducible dilogarithmic part. Beyond those two theorems the hierarchy is a set of example-specific obstructions rather than a classification: for an algebraic parent the radial first-kind differential is shown non-elementary on a genus-two curve, and the exponential row is a conjecture supported by the Bessel structure of its radial integral. For the uniform parent we obtain a two-piece formula bifurcating at $Y=1/4$, where the variance disk first circumscribes the hexagonal cross-section at the cube center. For the singular arcsine parent we derive both endpoint laws in closed form and give a six-term approximation accurate to about $10^{-3}$, an accuracy Royen's universal series reaches at about a hundred terms.
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Statistical Computation · Cross-listed from cs.AI

Potential for Enhanced Learning in Machine Learning Classes by Using Wiki LLM Indexing

Large language models are increasingly deployed as course-specific tutors, but their usefulness depends on grounding in vetted instructional materials that are often revised mid-semester. Our prior work built a multimodal retrieval-augmented generation (RAG) system over an authentic machine learning course corpus (Foundations of Machine Learning) and found that retrieval improved contextual grounding, but that fixed retrieval strategies were suboptimal. That motivates a different question: whether how a corpus is structured at ingest time matters more than how much is retrieved at query time. We present a controlled head-to-head comparison of two knowledge representations over an identical classroom corpus: (A) vector RAG, replicating the best-performing configuration from our prior study, and (B) an LLM-compiled wiki (Karpathy framework), in which the corpus is synthesized at ingest into linked concept pages with explicit cross-references and citations back to source materials. We evaluate 59 questions spanning single-fact recall, cross-unit concept linking, synthesis and explanation, and currency after a syllabus revision, scored by an LLM judge against a human-authored rubric. Both representations answered single-fact questions about equally well (9.33 vs. 9.96 of 10), but diverged sharply on questions requiring links across course units. The compiled wiki remained accurate and grounded (9.93; 100% grounded in cited sources), while retrieval scored lower and was markedly less grounded (8.14; 64%). The wiki's citations let students and instructors trace any claim back to the lecture that introduced it, adding a layer of dynamic retrieval that machine learning courses require. While further testing is needed, instructors using AI to support learning in ML courses should consider wiki-based structure for its potential to support foundational elements of best practice.
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Statistics Applications

Effects of Repetitive Low-Level Blast Exposure on Mental Health in Veterans

Links between blast exposure and mild traumatic brain injury (mTBI), as well as other negative physical and mental effects are well established. However, the effects of low-level blast exposure, which does not rise to the level of a mTBI diagnosis, are less well-documented. Low-level blast exposure may initiate or accelerate neurodegenerative changes, leading to accelerated age-related cognitive decline or overt neuropathological diagnoses such as Chronic Traumatic Encephalopathy (CTE), in addition to other non-neurodegenerative long-term harmful effects, such as clinical depression. This study analyzed the effect of low-level blast exposure through a survey of military veterans who served in the U.S. military as mortarmen (n = 42). Survey participants responded to screening assessments measuring depression, PTSD, anxiety, and alcohol use disorder. Through a matched pair study design, surveyed mortarmen were compared to two control groups consisting of veterans without a history of mTBI exposure (n = 283) and veterans who had suffered at least one mTBI exposure (n = 1264). We found that surveyed mortarmen reported statistically significant higher depression (as measured by PHQ-9) than both groups of controls. Even after accounting for Post-Traumatic Stress disorder (PTSD) and unhealthy alcohol use, mortarmen still reported higher depression, suggesting that PTSD was not the sole factor responsible for worse mental health symptoms. These results highlight the importance of more comprehensive study of cumulative blast overpressure and its relationship with mental health.
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All authors Albert Zeng, Iris Horng, David Park, Nic Gray, Randel Swanson, Dylan S. Small