Extremes

Quantile treatment effects (QTEs) measure the effect of a treatment on the distribution of an outcome, and their estimation at extreme quantile levels is of central interest in applications where the target quantiles lie far beyond the range of the data. For heavy-tailed potential outcomes, existing extremal QTE estimators rely on extrapolation combined with a causal extreme value index (EVI) estimator, but the resulting estimator is not invariant under a common location shift of the potential outcome distributions, even though the population QTE is. We address this issue in two steps. First, we adapt the location-invariant Fraga estimator of the EVI to the causal setting using inverse propensity score weighting. Second, we replace the original extrapolation formula with a difference-based scheme, under which the location parameter cancels when quantile differences are taken. The resulting QTE estimator is therefore location invariant. We establish the consistency and asymptotic normality of the proposed extremal QTE estimators, and provide a consistent variance estimator, leading to asymptotically valid inference. A simulation study confirms the location invariance, the stability with respect to the threshold, and the coverage of the proposed methods.

First-generation AI weather models are often reported to underperform at extremes, mostly in reanalysis-based evaluations of deterministic regression systems. We verify eleven physical and AI forecast systems against European synoptic, solar, and rain-gauge stations over ten months for 10 m wind, 2 m temperature, hourly shortwave accumulation, and hourly precipitation, scoring mean absolute error (MAE) against ECMWF IFS in ERA5 1991-2020 climatological regimes. Among these systems, AI models do not show a uniform relative-skill deficit in the tails. Jua EPT-2.1 Europa leads all-conditions wind (+8.4%), while Jua EPT-2 HRRR leads temperature overall (+12.1%) and in the heat regime (+19.6 +/- 2.2%). EPT-2.1 Europa and DWD ICON Global lead at gale-force wind. Jua EPT-2.1 Helios leads solar overall (+10.2 +/- 1.7%), in overcast conditions (+16.4 +/- 3.4%), and in the clear-sky tail (+24.8 +/- 5.4%). For precipitation, three Jua models gain 14-15% at moderate intensity and 9-11% at P75-P95; EPT-2 Reasoning remains ahead above P95 (+1.7 +/- 0.5%). Failures are model-specific: ECMWF AIFS loses 4.9 +/- 2.0% in the heat tail, while NOAA GFS loses 22.8 +/- 2.0% there. Every model, including numerical weather prediction systems, shows a shared conditional bias toward the centre of the observed distribution, with an inter-model spread several times smaller than the shared signal. Missing relative skill at extremes is therefore not a property of AI weather models as a class, but of particular AI and physical models.

We introduce MicroZoom, a generative framework for gigapixel image synthesis at the microscopic scale. Given a standard photograph and a sparse set of consumer-grade microscope close-ups, MicroZoom synthesizes a seamless, gigapixel-resolution image grounded in the material character of the real references, enabling exploratory visualization of microscopic texture across the full spatial extent of an object. Our goal is plausible synthesis, not exact reconstruction. We focus on full-image, reference-based, extreme-scale super-resolution at magnification levels of up to 350x, a setting that introduces two major challenges: (1) recovering texture-specific detail from highly lossy inputs near ambiguous material boundaries, and (2) preserving correct large-scale pattern structure, such as the repeating geometry of a fabric weave, across millions of local predictions. We address these with a two-stage cascaded design, where the first stage recovers global pattern coherence and the second refines local texture detail, supplemented by a segmentation mask to guide synthesis at ambiguous boundaries. We verify our approach on a collection of self-captured everyday objects and demonstrate globally coherent, materially grounded gigapixel imagery.

Let $t(N)$ be the largest $t$ for which there exist distinct sets $A_1,\dots,A_t \subseteq \{1,\dots,N\}$ such that $A_i \cap A_j$ is a nonempty arithmetic progression for all $i \neq j$ (Erdos Problem #272). Simonovits and Sos proved $t(N)=O(N^2)$ and conjectured $\binom{N}{2}+1$ is best possible; Szabo disproved this by a construction giving $t(N) \geq \binom{N}{2}+1+\lfloor(N-1)/4\rfloor$, proved the asymptotics $t(N)=N^2/2+O(N^{5/3}(\log N)^3)$, and asked whether $t(N)=\binom{N}{2}+O(N)$ and whether some element lies in all sets of any extremal family (the kernel question). We determine $t(N)$ exactly for all $3 \leq N \leq 12$ by exhaustive computation: in this entire range Szabo's lower bound is exact, and we conjecture that $t(N)=\binom{N}{2}+1+\lfloor(N-1)/4\rfloor$ for every $N$. Towards the matching upper bound we prove, for every $N$, that Szabo's bound is the exact maximum over all families with a common element (starred families). The proof combines a self-contained ``defect-one'' counting inequality for staircase regions with a new structural theorem: every non-progression member of such a family contains a bad pair that no other member can share. Consequently the sharpened conjecture reduces to a single remaining statement, namely Szabo's kernel conjecture that some element lies in all sets of an extremal family, and we prove first structural constraints on putative non-starred extremal families.

We introduce an extremal invariant associated with Chowla-type order conditions in finite groups. A nonempty subset $S$ of a finite group $G$ is called a Chowla set if every element of $S$ has order greater than $|S|$, and we write $C(G)$ for the maximum cardinality of such a set. We first show that $C(G)$ is determined by the distribution of element orders in $G$. For cyclic groups, we derive an exact divisor formula and characterize the integers $n$ for which $C(\mathbb{Z}/n\mathbb{Z})=\varphi(n)$. We prove that $\liminf_{n\to\infty}C(\mathbb{Z}/n\mathbb{Z})/\varphi(n)=1$, whereas $\limsup_{n\to\infty}C(\mathbb{Z}/n\mathbb{Z})/\varphi(n)=\infty$, and we determine the corresponding lower and upper limits under normalization by $n$. For finite abelian groups, we obtain an explicit formula in terms of the invariant-factor decomposition, together with a closed formula for finite abelian $p$-groups. We then develop a linear analogue for finite field extensions. A nonzero $K$-subspace $A$ of an extension $L/K$ is called a Chowla subspace if $[K(a):K]>\dim_K A$ for every nonzero $a\in A$. Since this condition depends on $\dim_K A$, it does not generally require every nonzero element of $A$ to generate $L$ over $K$. Nevertheless, when $L/K$ is finite and separable, we prove the exact formula $C(L/K)=[L:K]-d_{\max}(L/K)$, where $d_{\max}(L/K)$ is the largest degree over $K$ of a proper intermediate field. For finite fields, we give a direct proof in every degree using a normal-basis construction. This work was developed through an expert-guided human-AI collaboration. A reasoning-focused configuration of Co-Scientist was used to explore examples and potential proof strategies. The authors formulated the problem, independently verified and completed all arguments, and wrote the final proofs.

Time series forecasting remains challenging when the underlying data contain rare but critical extreme events. This issue is particularly important in hydrologic forecasting, where streamflow distributions are often highly skewed and extreme peaks can have substantial impacts on flood monitoring, water resource management, and early warning systems. Although Transformer-based forecasting models have achieved strong performance by modeling long-range temporal dependencies, they typically treat all time points uniformly and may therefore underrepresent rare extreme patterns. In this paper, we propose the Extreme-Adaptive Transformer (Exformer), a forecasting framework designed to explicitly model temporal dependencies involving both normal and extreme events. Exformer introduces an extreme-adaptive attention mechanism composed of three sparse components: Local, Stride, and Extreme. The Local and Stride components capture short-term and periodic temporal dependencies, respectively, while the Extreme component selectively models event-aware dependencies between normal and extreme streamflow patterns. Experiments on four real-world hydrologic streamflow datasets show that Exformer achieves superior 3-day forecasting performance compared with state-of-the-art baselines. Our findings demonstrate that explicitly incorporating extreme-aware attention improves the forecasting capacity of Transformer models on imbalanced time series with rare but consequential events.

We study certain extremal problems in combinatorial geometry that ask about configurations of points in an $n \times n$ grid that satisfy strict, global geometric constraints. Classical exact solvers suffer from combinatorial explosion for these types of problems, and standard reinforcement learning and transformer-based models struggle with the sparse reward "validity cliff" and quadratic token-consumption limits. To overcome these bottlenecks, we propose a Geometry-Aware Monte Carlo Tree Search (MCTS) framework. Our approach strictly enforces geometric constraints through incremental updates to the feasible action space. For constraints about collections of collinear points, like those that occur in the classic No-Three-in-Line problem (Max-N3IL), this mechanism reduces the constraint checking complexity from $O(n^3)$ to $O(n^2)$. To improve search efficiency, we exploit geometric symmetries in two ways: canonical pruning during node expansion to reduce the branching factor, and symmetric batch transitions to accelerate the discovery of promising configurations. We perform extensive experiments and establish new best-known computational results on five out of six of the problems that we considered. Notably, for Max-N3IL we find configurations of size roughly $1.8 n$ for grids of size $82 \le n \le 119$. For the Smallest Complete Set problem, we find configurations of size roughly $0.95 n$, providing new upper bounds within the tested grids. This work establishes Geometry-Aware MCTS as a highly adaptable framework for discovering novel configurations in combinatorial geometry.

Evolutionary algorithms have been used for a wide range of multi-objective combinatorial optimization problems. Despite practical success, theoretical results on the runtime of evolutionary algorithms for multi-objective combinatorial problems are rather limited. One classical problem that has been investigated is the multi-objective minimum spanning tree problem for which runtime bounds have been obtained to compute all extremal corner points of the Pareto front. With this paper, we provide some more detailed insights into the structure of the Pareto front when the edge weights take on a small number of distinct values. Based on these insights, we derive new runtime results for evolutionary multi-objective algorithms and complement our theoretical results with experimental investigations.

We develop a statistical learning theory for gradient boosting applied to the estimation of covariate-dependent Generalized Pareto (GP) distributions in the context of Peaks-over-Threshold modeling. After an orthogonal reparametrization of the GP likelihood that diagonalizes its Fisher information matrix, we cast the estimation problem within the Empirical Risk Minimization (ERM) framework and derive non-asymptotic error bounds for the boosting estimator. Our analysis accounts for three distinct sources of error in the process: statistical fluctuations, the approximation bias inherent to the asymptotic nature of the GP model-controlled under second-order regular variation-and the approximation error associated with the finite number of boosting iterates, making explicit the resulting bias-variance trade-off. We illustrate the practical benefits of the reparametrization through simulations, showing that it significantly reduces gradient correlation during training and improves convergence stability. The methodology is applied to a medical malpractice insurance dataset from the Texas Department of Insurance, comprising over 18 000 closed claims. The gradient boosting approach yields a good fit for the tail of settlement cost distributions and reveals that the number of days to settlement is the dominant predictor of tail heaviness, consistent with earlier findings in the reserving literature.

Theoretical studies of machine learning models commonly consider different limiting regimes in which the learning dynamics of gradient descent becomes theoretically tractable. It is, however, desirable to have a systematically obtained picture of all qualitatively different extreme learning regimes for a particular type of models. In this paper we propose such a picture for large weight-tied linear autoencoders characterized by input and latent dimensions, initialization magnitude, and training set size. This model is nonlinear in the weights and its gradient flow does not have a general theoretical solution. We show that at the level of the formal loss-expansion hierarchy, its extreme regimes are naturally associated with faces of a triangular prism. In particular, there are five basic extreme regimes associated with the 2-faces of the prism: (1) large-data, (2) small-data, (3) mean-field, (4) narrow-latent, and (5) free. For regimes (1,2,3,4), we derive explicit expressions for both train and population limiting loss evolutions under gradient flow, obtaining very good agreement with experimental results.

Two of the most widely used methods for analysing graph data, Adjacency Spectral Embedding and Laplacian Spectral Embedding, often produce different results when applied to the same graph. Yet the structural reasons behind this disagreement remain incompletely understood. This paper provides an end-to-end account of ASE-LSE latent subspace disagreement. We first prove that the two methods produce identical latent subspaces for every embedding dimension whenever the Laplacian is a scalar multiple of the adjacency matrix, and show that this scalar relationship holds if and only if the graph is either regular or bipartite biregular. This anchor result identifies a sufficient condition for perfect agreement that pins down the floor of the disagreement spectrum and supplies the baseline for the perturbation analysis. We then prove that no maximal-disagreement graph or family of graphs exists: the disagreement is always strictly below its theoretical ceiling, and we exhibit a witness family demonstrating that no finite maximum is attainable, so the disagreement landscape has no maximiser. With both endpoints established, we derive a Regularity Departure Bound whose two terms isolate degree heterogeneity and eigengap as the primary structural factors influencing disagreement in the middle regime. Empirical validation across thousands of simulated graphs confirms the mechanisms predicted by the bound: heterogeneity pushes disagreement up, eigengap suppresses it, and their joint ratio emerges as a unified predictor of ASE-LSE disagreement, suggesting when the two embeddings can be treated as interchangeable and when they cannot.

We prove that the extremum stack of a discrete sequence is a minimal sufficient statistic for the class of all computable, causal, rate-independent functionals, in the sense of Kolmogorov complexity. Specifically, we establish K(Pi_n) - O(1) <= K_R(u_{0:n}) <= K(Pi_n) + O(1), where K_R(u_{0:n}) is the length of the shortest program answering every query in the class R, and the O(1) overhead is independent of both the sequence length n and the stack depth k. Sufficiency follows from the classical wiping property of the Preisach hysteresis operator. Minimality is established via a finite indicator family whose rate-independence is verified explicitly. Any compression of a hysteresis-driven stream that preserves the full class R must therefore retain at least K(Pi_n) - O(1) bits; the stack-based compression algorithm implied by the result carries a Kolmogorov optimality guarantee that none of the standard time-series compression methods provide.

Strichartz inequalities are a cornerstone of the modern theory of dispersive PDEs, but their extremizers are known explicitly only in a handful of sharp cases. The non-convexity of the underlying functional makes the problem hard, and to our knowledge no systematic numerical attack has been attempted. We propose a simple neural-network-based pipeline that searches for extremizers as critical points of the Strichartz ratio, and apply it in three settings. First, on the Schrödinger group we recover the Gaussian extremizers of Foschi and Hundertmark--Zharnitsky in dimensions $d=1,2$ to within $10^{-3}$ relative error, with no analytical prior. Second, on $59$ further admissible pairs in $d=1$ where the answer is conjectural, the method consistently finds Gaussians, supporting the conjecture that Gaussians are the universal extremizers in the admissible range. Third, on the critical Airy--Strichartz inequality at $γ=1/q$, where existence is open, the optimization does not converge to any $L^2$ profile: instead, the iterates organize themselves as mKdV breathers $B(0,\cdot;α,1,0,0)$ with growing internal frequency $α$, and the discovered ratio approaches the Frank--Sabin universal lower bound $\widetilde A_{q,r}$ from below with a power-law gap $\simα^{-0.9}$. We confirm the same picture with an independent Hermite-basis ansatz. We propose a precise conjecture: the supremum equals $\widetilde A_{q,r}$ and is approached, but not attained, along the breather family. The pipeline thus serves both as a validator on known cases and as a discovery tool when no extremizer exists.

In many areas of medicine, security, and life sciences, we want to allocate limited resources to different sources in order to detect extreme values. In this paper, we study an efficient way to allocate these resources sequentially under limited feedback. While sequential design of experiments is well studied in bandit theory, the most commonly optimized property is the regret with respect to the maximum mean reward. However, in other problems such as network intrusion detection, we are interested in detecting the most extreme value output by the sources. Therefore, in our work we study extreme regret which measures the efficiency of an algorithm compared to the oracle policy selecting the source with the heaviest tail. We propose the ExtremeHunter algorithm, provide its analysis, and evaluate it empirically on synthetic and real-world experiments.

Problem definition: Data-driven models in machine learning have enabled efficient management of production systems. However, a majority of machine learning models are devoted to modeling the mean response or average pattern, which is inappropriate for studying abnormal extreme events that are often of primary interest in aircraft manufacturing. Since extreme events from heavy-tailed distributions give rise to prohibitive expenditures in system management, sophisticated extreme models are urgently needed to analyze complex extreme risks. Engineering applications of extreme models usually focus on individual extreme events, which is insufficient for complex systems with correlations. Methodology/results: We introduce an extreme spatial model for multi-output response control systems that efficiently captures the dynamics using a bilinear function on two spatial domains for control variables and measurement locations. Marginal parameter modeling and extremal dependence have been investigated. In addition, an efficient graph-assisted composite likelihood estimation and corresponding computational algorithms are developed to cope with high-dimensional outputs. The application to composite aircraft production shows that the proposed model enables comprehensive analyses with superior predictive performance on extreme events compared to canonical methods. Managerial implications: Our method shows how to use an extreme spatial model for predicting extreme events and managing extreme risks in complex production systems such as aircraft. This can help achieve better quality management and operation safety in aircraft production systems and beyond.

The most technologically consequential materials are often the rarest: they occupy narrow regions of chemical space, obey competing physical constraints, and appear only sparsely in existing databases. High-kappa dielectrics, high-Tc superconductors, and ferromagnetic insulators are to name a few. This scarcity fundamentally limits today's data-driven materials discovery, where machine-learning models excel at interpolation but struggle to generate genuinely new candidates. Here, we introduce DielecMIND, an artificial intelligence framework that reframes materials discovery as a reasoning-driven exploration instead of a database-screening problem. Using high-kappa dielectrics as a data-scarce and technologically stringent test case, DielecMIND combines large-language-model hypothesis generation for the first time with physics validated first-principles calculation to navigate chemical space beyond known compounds. Prior to our work, only 14 experimentally or computationally validated materials with kappa > 150 were known. Our framework discovers and validates 5 new such compounds, expanding this rare-materials class by a remarkable = 35% in a single study. Among them, we find that Ba2TiHfO6 exhibits a dielectric constant of 637, minimal loss at low optical frequencies, and stability up to 800 K. Beyond dielectrics, this work demonstrates a new paradigm for artificial-intelligence-guided discovery: one that generates a small number of physically grounded, experimentally plausible candidates yet measurably expands sparsely populated functional materials spaces. Thus, DielecMIND points toward a general strategy for discovering rare, high-impact functional materials where data scarcity has long constrained progress.

Recent advances in image generation and editing have opened new opportunities for virtual try-on. However, existing methods still struggle to meet complex real-world demands. We present Tstars-Tryon 1.0, a commercial-scale virtual try-on system that is robust, realistic, versatile, and highly efficient. First, our system maintains a high success rate across challenging cases like extreme poses, severe illumination variations, motion blur, and other in-the-wild conditions. Second, it delivers highly photorealistic results with fine-grained details, faithfully preserving garment texture, material properties, and structural characteristics, while largely avoiding common AI-generated artifacts. Third, beyond apparel try-on, our model supports flexible multi-image composition (up to 6 reference images) across 8 fashion categories, with coordinated control over person identity and background. Fourth, to overcome the latency bottlenecks of commercial deployment, our system is heavily optimized for inference speed, delivering near real-time generation for a seamless user experience. These capabilities are enabled by an integrated system design spanning end-to-end model architecture, a scalable data engine, robust infrastructure, and a multi-stage training paradigm. Extensive evaluation and large-scale product deployment demonstrate that Tstars-Tryon1.0 achieves leading overall performance. To support future research, we also release a comprehensive benchmark. The model has been deployed at an industrial scale on the Taobao App, serving millions of users with tens of millions of requests.

We introduce a rigorous mathematical framework for Granger causality in extremes, designed to identify causal links from extreme events in time series. Granger causality plays a pivotal role in uncovering directional relationships among time-varying variables. While this notion gains heightened importance during extreme and highly volatile periods, state-of-the-art methods primarily focus on causality within the body of the distribution, often overlooking causal mechanisms that manifest only during extreme events. Our framework is designed to infer causality mainly from extreme events by leveraging the causal tail coefficient. We establish equivalences between causality in extremes and other causal concepts, including (classical) Granger causality, Sims causality, and structural causality. We prove other key properties of Granger causality in extremes and show that the framework is especially helpful under the presence of hidden confounders. We also propose a novel inference method for detecting the presence of Granger causality in extremes from data. Our method is model-free, can handle non-linear and high-dimensional time series, outperforms current state-of-the-art methods in all considered setups, both in performance and speed, and was found to uncover coherent effects when applied to financial and extreme weather observations.