Statistical Inference

Membership inference attacks (MIAs) are the standard tool for auditing the privacy risks of machine learning models. Given a query point, an MIA aims to determine whether that point was used to train the target model. In practice, such inference must rely on the statistical signals exposed by the model's outputs, such as confidence scores, logits, and intermediate feature representations. However, existing methods often fail to efficiently summarize and combine these statistical signals. To address this limitation, we propose Pairwise Likelihood MIA (PL-MIA), a unified method that combines a Gaussian likelihood-ratio (GLR) statistic with population calibration and the Cauchy combination test. We characterize theoretically how the GLR retains variance-contraction signals and establish conditions under which population calibration and Cauchy combination improve attack power. We obtain $p$-values from pairwise comparisons between the query point and reference points not used for training, and aggregate these continuous signals using the Cauchy combination test. This preserves the evidence strength that is discarded when each pairwise comparison is reduced to a binary vote. Extensive experiments demonstrate that PL-MIA outperforms strong baselines, improving the true positive rate (TPR) by over 25% in the critical low-false-positive regime, corroborating our theoretical findings. These results demonstrate how statistical principles can turn noisy model outputs into more powerful, calibrated, and reproducible evidence for membership privacy auditing.

Sample size determination for machine learning (ML) prediction models is challenging because conventional power analysis typically requires the predictor-outcome relationship and effect structure to be specified a priori. Nonlinear ML models learn complex prediction surfaces that do not admit straightforward analytical power calculations. We propose a framework that approximates nonlinear ML models with localized linear representations and estimates sample size requirements by evaluating statistical power across these local regions.

Generalized zero-shot learning (GZSL) has emerged as an important paradigm for visual recognition systems that must generalize to classes that were not observed during training. Traditional GZSL techniques are limited by their applicability to a relatively small number of such unseen classes, scalability beyond which is challenging due to its well-known misclassification bias towards classes observed during training. In this work, we investigate the GZSL paradigm through the lens of zero-shot handwritten word recognition over extremely large vocabularies. We propose a statistical approach to rectifying this bias, which views any classical GZSL feature learner as a black box mechanism whose intrinsic bias in identifying the training status (seen vs. unseen) of a typical data point we aim to correct, similar to an out of distribution inferential problem. Our method leverages a simple two-stage hierarchical architecture, combining a classical GZSL blackbox in the first stage and an ensemble of lightweight Monte Carlo bias-correctors in the second. Once debiased, the classification of test data is undertaken only restricted to its predicted training status via well-founded statistical methods (eg nearest neighbour, logistic regression and random forests). We achieve relative accuracy improvements of over 20% in the classification of unseen words compared to established techniques. A key outcome is that word recognition over large scale vocabularies is amenable to a much lower dimensional representation (~15 dimensions). Our approach is underpinned by mathematical analysis that captures the essence of the statistical approach to bias correction. Our approach to bias rectification can be combined in a turn-key fashion with any classical GZSL learner as a blackbox, thereby suggesting a wide scope of applicability of this method for a wide variety of GZSL implementations in different domains.

Mixture-of-experts (MoE) architectures increase model capacity by combining a collection of expert predictors through input-dependent routing, while often activating only a small subset of experts for each input. Despite their growing importance in modern large-scale models, the statistical roles of their design choices, especially routing, sparse activation, and shared experts, remain only partially understood, as existing theory has largely focused on parametric or correctly specified MoE models. In this paper, we view MoE as a form of localized aggregation and show how this localization reshapes the approximation-estimation-computation tradeoff. We derive oracle risk bounds for learning dense and sparse routing with evolving experts, separating approximation, expert-learning, and router-estimation errors, and characterize how sparse Top-K routing can retain the benefits of localized aggregation while controlling per-input computation. We also interpret gating through the geometry of input space, relating routing performance to regions of local expert advantage, and show how shared experts, as adopted in architectures such as DeepSeekMoE, can extract common predictive structure so that routed experts focus on residual local variation. Together, these results provide a unified statistical framework for understanding MoE through input-dependent expert aggregation, in which expert specialization and computational tradeoffs are governed by local predictive structure.

Large language models (LLMs) are increasingly used as assistants for statistical and data science work, yet existing evaluations largely assume the analysis target is already specified. In practice, users arrive with informal goals and heterogeneous data, leaving the model to decide what statistical task is implied and which data are relevant. We first formalize this upstream step as Statistical Problem Formulation and decompose it into two subtasks: (1) Statistical Problem Classification and (2) Variable Identification & Role Assignment. We then introduce StatFormBench, a benchmark built from five cross-domain statistics textbooks and a data science case library, covering diverse problem types, data representations, and scenario styles. It contains 1,013 samples spanning 20 coarse-grained and 85 fine-grained statistical problem categories. Across 14 open- and closed-source LLMs, the best zero-shot models reach only 72.0 fine-grained classification accuracy and 63.2 variable set overlap. No model performs consistently best across the two subtasks, while enhanced prompting strategies yield only limited or inconsistent gains. We release the benchmark data on Hugging Face at https://huggingface.co/datasets/THU-CongLab/StatFormBench and the evaluation code on GitHub at https://github.com/THU-CongLab/StatFormBench.

An increasing number of scholars use AI to measure variables they subsequently include in downstream analyses. Although AI-measured variables are often analyzed as if observed without error, ignoring prediction errors in automated measurement leads to substantial bias and invalid confidence intervals in downstream analyses, even if AI measurement accuracy is high, e.g., above 90%. Existing solutions, such as design-based supervised learning and prediction-powered inference, combine error-prone AI-based measurements with gold-standard labels, which may be costly and difficult to obtain in some application areas. In this paper, we propose debiased inference with multiple imperfect measurements (DMM), a framework that combines multiple error-prone AI measurements to enable valid downstream inference without gold-standard labels. Building on the established results on CP decomposition, DMM assumes that these measurements are independent conditional on the latent true label and observed unit-level features, such as text features represented by embeddings. This framework allows for unknown misclassification rates to vary across annotation methods (e.g., large language models) and across units of annotation (e.g., texts). Under this assumption, we use semiparametric inference theory to prove that the DMM estimator is consistent and asymptotically normal, enabling valid inference for a wide range of downstream statistical analyses common in the social sciences. Our simulation results show that DMM yields valid inference and that adding accurate, though imperfect, measurements can improve efficiency. Focusing on common applications of large language model annotations, we also develop diagnostics to assess the conditional independence assumption.

Anchor-based pointwise LLM reranking scores each candidate against a shared reference passage to recover cross-document context at pointwise cost. We study when this actually helps, using GCCP/PAGC as a representative method. Our study is reproduction-first. We use reproduction as a starting point for a controlled component-level stress test of anchor-based pointwise reranking. Our initial reimplementation, based only on the paper text, achieves 0.24 nDCG@10 instead of the reported 0.66, revealing that several undocumented implementation details are necessary to reproduce the method. After identifying and recovering eight such details, we reproduce the reported results within 1.6% and use the validated implementation for controlled analysis. We find that the core contrastive scoring idea is robust under rigorous statistical correction. However, two design choices held fixed in the original paper are less reliable. First, we find that combining the contrastive score with the standard pointwise relevance score helps when the first-stage retriever is BM25, but gives little or no benefit when the first-stage retriever is a stronger dense model such as E5. Second, the paper's more complex method for constructing the anchor is unnecessary. A much simpler anchor, built by interleaving the top-ranked sentences, matches or outperforms it across datasets. These findings are consistent across different LLM backbones, including a 4-bit quantized 72B model. Overall, anchor-based pointwise reranking is effective, but its gains come mainly from contrastive scoring rather than from the more complex aggregation and anchor-construction choices, and they appear under narrower conditions than the original evaluation suggests.

Statistical reasoning is multidimensional, yet evaluations of large language models (LLMs) typically emphasize response accuracy while overlooking how models construct and communicate statistical explanations. This study demonstrates the value of a multidimensional evaluation by combining response accuracy, response behavior, structural topic modeling, and lexical similarity analysis. The framework is applied to explanations generated by 15 current-generation LLMs responding to 90 questions drawn from four statistics examinations spanning high school, undergraduate, and graduate levels. Accuracy varied substantially across models, ranging from 55% to 78%. In contrast, structural topic modeling revealed a common conceptual organization of statistical reasoning across all models, while lexical similarity analysis identified modest but consistent vendor-specific differences in explanatory style. Models developed by the same vendor (e.g. Anthropic, OpenAI) produced explanations that were slightly more similar than models from different vendors. These findings demonstrate that statistical reasoning in contemporary LLMs cannot be characterized by accuracy alone and illustrate how complementary analyses of response behavior and model-generated explanations provide a more comprehensive evaluation of statistical reasoning in generative AI.

We propose a statistical methodology that quantifies the similarity of typefaces between printed historical books. This provides a tool that accelerates philological analysis. Using character prototypes derived from clustering and aligning automatically extracted character images, the method defines a typeface distance between any two books. To produce actionable outputs, we develop an a contrario statistical framework to interpret the significance of the computed typeface distances. We apply the method to the philological study of 17 th -century Spanish printed theatre chapbooks in a quantity that exceeds the capabilities of systematic visual inspection by human experts. Our method enables the automatic comparison of Roman and Italic types extracted from different books. After validation by human experts, our method has led to new printer attributions being discovered, and former printer attributions being revised. This success strongly suggests that our method has the potential to enable digital bibliography on a larger scale than was previously possible.

Computational nutrition needs precise ingredient data, but current databases are incomplete, inconsistent, and built for human reference rather than automated reasoning. LLMs could help fill these gaps, but single-pass outputs are unreliable and can introduce silent errors into downstream computation. We present a quality-controlled LLM pipeline for ingredient data acquisition that combines robust statistical estimation, domain-specific invariant checks, and a web-fetch fallback. An illustrative Heap's Law fit to 233 recipes suggests that unique-ingredient growth is sub-linear and front-loaded: the projected ratio of unique ingredients to recipes falls from 1.74 at 100 recipes to 0.19 at 5,000. For each ingredient attribute, repeated LLM queries are treated as samples from a model-induced answer distribution, and we apply robust point estimators and normalised confidence scores across numerical, Boolean, multiple-choice, open categorical, and optional integer types. An invariant guard layer enforces nutritional and logical self-consistency within each ingredient record. Minor numeric inconsistencies are reconciled via a linear program that minimises worst-case percentage deviation while preserving semantic zeros, and major violations are escalated to web-evidence-grounded repair, then human review only if that fails. On a curated 30-ingredient reference set, the pipeline achieves 98.4% exact match on nutrient flags and cuts median absolute percentage error on nutrient ratios from 31.9% for the median-aggregated baseline to 10.1%, a reduction of 21.8 percentage points, at an API cost of about $1 per ingredient. This frames LLM-assisted database construction as a controlled data-engineering workflow that makes uncertainty operational rather than discarding it.

Leaf veins exhibit remarkable diversity in architecture and patterning, yet existing gene--environment association studies have primarily quantified leaf venation using a small collection of low-dimensional summary traits, thereby discarding most of the structural information contained in the original images. We propose an integrated deep learning and statistical framework. The proposed framework achieves four methodological advances. First, it represents the complete leaf vascular architecture as a whole-network image phenotype. Second, it fine-tunes the deep learning-based Edge Detection with Transformers (EDTER) model to accurately extract whole-network leaf vascular architecture from RGB images by jointly learning local and global contextual features. Third, it constructs a new annotated leaf image database by integrating edge maps generated by DiffusionEdge with the Berkeley Segmentation Database (BSDS500). Fourth, it applies Semiparametric Sparse Canonical Correlation Analysis (SSCCA) to perform variable selection and model associations between repeatedly measured high-dimensional Bivariate image responses and high-dimensional predictors while simultaneously accommodating sparse, zero-inflated data represented by edge maps through a truncated latent Gaussian copula model. Two simulation studies demonstrate the performance of the proposed framework under increasing levels of complexity. Application to a real \emph{Populus} dataset identifies three significant gene--geography interactions associated with leaf vascular architecture, providing new biological insights and establishing a broadly applicable methodological framework for high-dimensional complex image phenotypes.

Simulation-based inference (SBI) with machine learning is an increasingly important tool for solving inverse problems in science and engineering, including parameter inference and the inversion of detector effects. We provide an overview of the Bayesian and frequentist statistical frameworks, describe how machine-learning-based SBI methods, such as neural posterior estimation and neural likelihood estimation, can be used for parameter estimation within these frameworks, and show that the same methods can also be applied to Empirical Bayes or unfolding tasks. We also discuss how to validate inference results and the limitations of SBI with machine learning.

Low-rank adaptation (LoRA) has become a widely used parameter-efficient fine-tuning method for large language models. Since different modules and layers may contribute unequally to downstream adaptation, allocating rank resources under a fixed parameter budget is an important problem for balancing efficiency, expressiveness, and generalization. Existing adaptive rank methods address this problem mainly through carefully designed importance scores constructed from gradient-derived sensitivity and uncertainty measures, without an explicit statistical interpretation. In this paper, we formulate LoRA rank allocation as a statistical hypothesis testing problem and propose StatLoRA, a statistical inference-based rank allocation method. StatLoRA associates each LoRA component with a test statistic and uses estimated p-values to determine which components should be retained or pruned under a prescribed rank budget. The proposed testing procedure is supported by our central limit theory for stochastic optimizer trajectories. In particular, we establish asymptotic normality for a broad class of commonly used optimizers in deep learning, including AdamW, and derive the corresponding asymptotic distributions for the proposed component scores used in hypothesis testing. We evaluate StatLoRA on LoRA fine-tuning of DeBERTaV3-base, BART-Large, and Qwen2.5-7B across natural language understanding, natural language generation, and question answering tasks. Experiments show that StatLoRA achieves comparable or better performance than vanilla LoRA, AdaLoRA, and IGU-LoRA under matched rank budgets. Sensitivity analyses and empirical diagnostics further support the stability of the proposed hypothesis-testing-based allocation rule and provide empirical evidence for the asymptotic theory of component scores.

We introduce the Directional Kernel Mean Difference (DKMD), a signed statistic for univariate distribution comparison that preserves the direction of distributional shifts. Unlike the squared Maximum Mean Discrepancy (MMD), which discards directional information by squaring the RKHS distance, DKMD integrates the difference of kernel mean embeddings against a fixed odd weighting function. This construction yields three structural properties: antisymmetry, immunity to symmetric distributional differences, and directional monotonicity under stochastic dominance. We derive a data-driven Riemann estimator that ensures asymptotic consistency with the continuous formulation, strictly preserving the theoretical guarantees of the signed statistic in empirical evaluations. To overcome the quadratic computational cost of kernel methods, we develop an $O(N \log N)$ prefix--suffix scanning algorithm that exploits the total order of the real line while requiring only $O(N)$ memory. Experiments on synthetic benchmarks demonstrate that DKMD correctly isolates directional shifts from symmetric perturbations, remains robust to heavy-tailed outliers that can flip the sign of the mean difference, and scales to millions of samples in seconds.

Drift detectors that work tend not to explain themselves, and drift detectors that explain themselves tend to fail in high dimension. We close that gap for Gaussian mixture models (GMMs): each fitted component is a named "regime," and the fraction of a stream window matching no regime -- its unexplained mass -- is a drift signal that is simultaneously its own explanation. We identify why this statistic collapses in high dimension and repair it. Under a correct component a normal point in d dimensions lies about sqrt(d) sigma from the mean, so once d exceeds 9 essentially every point exceeds a fixed 3-sigma radius: window-level ROC-AUC is exactly 0.50 on Satellite (d=36) and Optdigits (d=64). Calibrating the radius to sqrt(chi-squared_d(0.99)) removes the collapse -- AUC 1.00 and 0.89 -- while leaving low dimensions unchanged. Across seven public benchmarks, five seeds, and eight model-free detectors spanning the kernel, classifier, projection, density-difference, transport, likelihood and partition families, the repaired statistic is best or tied-best on five of seven datasets at 10% window contamination (its two losses are Pendigits, where the whole field beats it, and Optdigits), and as contamination becomes sparse the sample-level detectors fade toward chance while it degrades most gracefully: at 2% its mean AUC across the benchmarks is 0.86 against at most 0.73 for any model-free detector (1.00 vs. MMD's 0.72 on KDD-http) -- while alone among them reporting which regime the data left and how far outside it the window lies. We delimit its scope honestly: unexplained mass detects and explains novel-regime drift but is blind by construction to in-support re-weighting of known regimes, where distribution-level tests are required and explain nothing; and the underlying density model's EVT-calibrated false-alarm rates degrade above d of about 36. All code and experiments are released.

Following Goldwasser, Rothblum, Shafer, and Yehudayoff, who defined a framework for interactive proofs of learning [ITCS'21], we initiate the study of non-interactive proofs of learning. We define and study a new notion: Publicly-Verifiable Certificates of Statistical Validity (pvCSVs), which allow for public, distributionally-robust certification that the result of a learning algorithm is valid. In a pvCSV, a learner publishes a hypothesis $h$ and corresponding certificate $π$; then, any user, who holds a user-specific distribution, can read the pair $(h,π)$ and determine efficiently whether the hypothesis is valid according to the user-specific distribution. We construct pvCSVs in the context of Adaptive Statistical Query (SQ) Algorithms. To certify SQ algorithms that makes $k$ adaptive queries, we construct pvCSVs where the sample complexity scales with $O(\log k)$, whereas the sample complexity of the best learning algorithms scale with $\tilde{O}(\sqrt{k})$. More generally, we study proof systems for learning in the SQ model, demonstrating the model's strengths as well as its limitations.

Many nonlinear physical systems exhibit an initial transient phase in which perturbations grow before nonlinear interactions lead to a statistically steady state. While this saturated regime is of primary interest, direct numerical simulations must resolve the full transient dynamics before reaching it, incurring significant computational cost. In Computational Fluid Dynamics, reduced-order approaches such as Large Eddy Simulation mitigate computational cost by modeling small-scale dynamics, enabling tractable approximations of turbulent flows. In contrast, for systems such as gyrokinetics, comparably effective closures for the full dynamics are not generally available, and high-fidelity simulations remain necessary. Existing surrogate modeling approaches for these systems are autoregressive, hence they suffer from accumulating error. We instead propose to bypass explicit time evolution by directly modeling the distribution of saturated states under an ergodicity assumption, stating that ensemble averages over samples are equivalent to time averages of a single long simulation. We introduce GyroFlow, a latent generative model that directly estimates steady-state statistics of gyrokinetic turbulence in 5D phase space, without resolving the transient phase. GyroFlow generates saturated snapshots from noise, conditioned on dimensionless operating parameters and outperforms autoregressive, reduced-order, and other generative approaches, while providing substantial speedup. To evaluate generation quality we propose FGyD, a distributional metric computed in the latent space of a pretrained gyrokinetic model, and show that it correlates with downstream flux accuracy and solver convergence. Finally, GyroFlow can be used to warm-start the numerical code used to produce the data.

This paper addresses Carl Hempel's longstanding problem of statistical ambiguity in inductive-statistical inference, in which contradictory predictions are derived from statistical laws. To avoid such predictions, Carl Hempel proposed the Requirement of Maximal Specificity (RMS) for the statistical laws used in the inference. An analysis of the RMS refinements made by Wesley Salmon, Alberto Coffa, and James Fetzer led to the following definition of maximally specific statistical laws: "the lawlike premises of an adequate explanation must specify all and only those properties whose presence or absence made a difference to the occurrence of its explanandum-phenomenon." However, there was no proof of a solution to the statistical ambiguity problem based on this definition. We use Nancy Cartwright's definition of causes that raise probabilities across background contexts, and then introduce the concept of Causal Rules. Then we define a special semantic probabilistic inference procedure that incrementally refines these causal rules by incorporating all statistically relevant information. This procedure yields Maximally Specific Causal Relationships (MSCRs), for which we prove (Theorem 1) that predictions derived from them are consistent. This resolves the statistical ambiguity problem. The semantic probabilistic inference procedure provides a probabilistic causal learning system, which may be used in such new areas as Causal AI and Causal Machine Learning. They fundamentally explore causal inference as a tool for understanding cause-and-effect relationships within complex systems. Properties similar to RMS remain under discussion. Several notions related to RMS are considered: invariant feature learning, invariant causal prediction, and spurious association.

For many years, the pairwise comparison method has been widely used for decision-making involving experts. The best-known example of this method is the Analytic Hierarchy Process (AHP). In this now classic approach, the weights of alternatives are calculated using the principal eigenvector of the comparison matrix. In this paper, we present a statistical view of the pairwise comparison method, using reference values and the geometric mean to calculate alternative priorities. Thanks to this approach, we can simultaneously capture both the phenomenon of inconsistency in pairwise comparisons and the preference distance between alternatives. In this paper, we define indicators that measure the quality of the obtained weight vector, which, thanks to the statistical approach, have a clear and intuitive interpretation.

Generic statements like "tigers are striped" and "cars have radios" communicate information that is, in general, true. However, while the first statement is true in principle, the second is true only statistically. People are exquisitely sensitive to this principled-vs-statistical distinction. It has been argued that this ability to distinguish between something being true by virtue of it being a category member versus being true because of mere statistical regularity, is a general property of people's conceptual machinery and cannot itself be learned. We investigate whether the distinction between principled and statistical properties can be learned from language itself. If so, it raises the possibility that language experience can bootstrap core conceptual distinctions and that it is possible to learn sophisticated causal models directly from language. We find that language models are all sensitive to statistical prevalence, but struggle with representing the principled-vs-statistical distinction controlling for prevalence. Until GPT-4, which succeeds.

The dominant practice in language model evaluation is to report a single accuracy number per model and declare the higher one better, without testing whether the gap could plausibly be sampling noise. On benchmarks of a few thousand items, and under temperature sampling where a model can differ from itself run to run by more than the reported gap between models, this practice routinely overstates confidence in headline claims. The statistical machinery to fix this -- confidence intervals, paired significance tests, power analysis, clustered standard errors, multiple-comparison correction -- is well established, but no standard, pip-installable tool packages it in the shape an evaluation actually takes: a per-item results table. We present evalci, a pure-Python library (numpy/scipy/pandas only) that turns a per-item results table into a publication-ready claim -- e.g., "Model A beats Model B, $Δ=3.1$ pts, 95% CI [1.2, 5.0], paired permutation $p=0.002$, $n=1{,}319$" -- in one function call, with adapters for lm-evaluation-harness and HELM output. Every routine is validated against an independent reference (statsmodels, or brute-force exact enumeration) rather than only against itself. As a case study, we re-analyze a public comparison of nine language models' MMLU accuracy and find that 3 of the 8 adjacent leaderboard-rank gaps are not statistically significant after correcting for the 36 pairwise comparisons the ranking implies. evalci is available at https://pypi.org/project/evalci/ (source: https://github.com/Shreyaskc/evalci, DOI: https://doi.org/10.5281/zenodo.21201815)

Auditory models are central tools for studying spatial hearing, yet their validation typically relies on heuristic performance metrics rather than principled statistical methods. We present two contributions building on a Bayesian sound localisation model that jointly infers sound direction from noisy perceptual features and individual head-related transfer functions (HRTFs). First, we derive an explicit likelihood function and validate it through parameter recovery on simulated data and fitting to behavioural responses from 33 participants, demonstrating that the framework reliably identifies individual sensorimotor and spectral parameters. Second, we use this framework to compare four HRTF template interpolation methods, showing that full-sphere spatial coverage and high-frequency spectral fidelity are the primary determinants of template quality, while the specific interpolation algorithm is secondary. Together, these results show that standard model-based statistical methods can address both fundamental questions in spatial hearing and applied problems such as perceptual HRTF evaluation. An open-source Python implementation is released alongside this work.

Neural networks are a commonly used prediction tool in computer science and statistics. However, the barrier to entry of this interesting field remains high, particularly for classical statisticians trained in a frequentist perspective. In this letter, we demystify neural networks by describing networks that approximate a linear regression and describe common customizations that provide a foundation for further study.

Statistical analysis is a broad, complex field requiring both domain knowledge and tool proficiency. While prior work has evaluated large language models (LLMs) in this domain, existing benchmarks remain limited in scope and format. To bridge this gap, we introduce StatABench (Statistical AnalysisBenchmark), a benchmark designed to systematically assess LLMs' statistical analysis capabilities. StatABench comprises two complementary components: Stat-Closed, containing 404 questions across 18 statistical topics in multiple formats (multiple-choice, fill-in-the-blank, decision-making, and practical application), and Stat-Open, featuring 30 complex open-ended modeling tasks adapted from professional competitions. We evaluate diverse LLMs using the LangChain MCP framework and multiple data science agents, and assess Stat-Open solutions via a validated LLM-as-Judge protocol. Experiments show that even GPT-5.1 achieves only 68.6% on Stat-Closed, while the best open-source model reaches 60.6%. On Stat-Open, the top agent framework scores 61.86 on average. These results reveal the gap between current LLMs and reliable statistical analysis, highlighting persistent challenges in tool-grounded reasoning, methodological decision-making, and end-to-end statistical modeling.

Contextual bandit algorithms have transformed modern experimentation by enabling real-time adaptation for personalized treatment. Yet these advantages create challenges for statistical inference due to adaptivity. We study inference with contextual-bandit data without assuming a well-specified outcome model. In this setting, we show a previously overlooked issue: standard algorithms such as LinUCB may fail to stabilize under misspecified working models, leading to non-Gaussian estimator behavior and invalid inference. This issue is practically important, as misspecified working models -- such as approximations of complex dynamical systems -- are often employed by online agents in real-world adaptive experiments to balance reward, computational tractability, and robustness. We develop an inverse-probability-weighted Z-estimation framework for a broad class of marginal moment targets, including projection parameters, structural parameters with noisy contexts, and off-policy values. We identify a stability condition tailored to this framework, scaled inverse-propensity convergence, under which the IPW-Z estimator is consistent and asymptotically normal with a consistent sandwich variance estimator. We further establish sufficient conditions for scaled inverse-propensity convergence for several policy classes, including multi-armed bandit algorithms and smooth contextual allocation policies. Simulations and a HeartSteps V1 real-data-calibrated application show reliable coverage and competitive performance across multiple targets. Overall, our results highlight the importance of stability-aware adaptive design for valid post-experiment inference.

Deep learning has managed to evade numerous intuitions from classical statistics to achieve unprecedented performance on a number of real-world tasks. In this article, we investigate the key features and surprises of deep learning from a physics-informed perspective, taking care to point out and justify where possible the many choices inherent in constructing a deep learning model. In particular, we review the phenomenon of neural scaling laws and discuss their interplay with the constraints and inductive biases which may be present when applying machine learning to problems in physics.

Single-image-to-3D generators are improving quickly, but there is no agreed, human-free way to tell whether one generated mesh is better than another. Practitioners commonly rely on cheap automatic proxies (render-space CLIP similarity and mesh geometry-validity statistics), yet how well these track perceived quality is unestablished. We make two contributions. First, we propose and validate a reproducible VLM-judge evaluation protocol: a fixed 24-view headless render rig, two independent vision-language judge families, and a mandatory position-bias correction that queries both presentation orders and keeps only order-consistent verdicts. The two judge families agree substantially with each other (Cohen's kappa = 0.66), well above the chance-agreement floor. Second, using this protocol as the reference, we show the cheap proxies do not substitute for it. Geometry validity is only a weak signal on average (because, as we show, it is bimodal) and stays below our pre-registered target, while render-CLIP is at chance. A learned Bradley-Terry head collapses onto a single manifoldness statistic (giving render-CLIP a negative weight) and matches geometry-only exactly, so learning the feature weights buys nothing. The proxy is also bimodal: it is significantly above chance on contrasts with visible geometric defects but at chance on ambiguous contrasts, consistent with geometry validity tracking the judge only when the defect is visually salient. We therefore recommend the VLM-judge protocol as a reliable, reproducible evaluator under the conditions tested (two feed-forward generators on Google Scanned Objects, with a face-drop degradation regime) and advise against geometry/CLIP proxies as optimization targets.

This study systematically compares Turbo-Quant and SpectralQuant KV-cache compression, evaluating non-dominated schemes, including WHT rotation with Beta Lloyd-Max and QJL, through a statistical validation methodology that separates systematic codec differences from implementation variance. Key findings reveal that while eigenbasis-based methods fail on heavy-tailed data due to covariance instability, they excel in structured regimes, with the effective semantic dimension ($d_{eff}$) adapting to calibration budgets rather than true data rank. (this is an abstract of the abstract thank you )

This paper provides identification results to characterize a fairness-accuracy (FA) frontier, and statistical inference tools to test hypotheses and build a confidence set for the FA-frontier, when outcomes are observed only for selected individuals. When the selection process is unrestricted but loss is measured in specific ways, we provide a characterization of the sharp identification region of the FA-frontier. Under an assumption of unconfoundedness conditional on observables (and unrestricted loss functions), we obtain point identification and propose a debiased machine learning estimator, derive its asymptotic distribution, and show how this can be used to carry out inference for the FA-frontier. In work in progress, we extend the partial identification results to a broader class of loss functions.

Recovering cosmological information beyond the power spectrum is a central goal for upcoming cosmological surveys, since late-time non-Gaussian signal in the matter density cannot be accessed through two-point statistics alone. Marked statistics fold part of this information back into the two-point level by reweighting the field with non-linear functions. We propose a neural marking scheme to generalize this process through a set of interpretable, physically motivated transformations that directly allow to interpret the gain in cosmological information at the morphological level. We employ a contrastive learning objective to align learnable marked summaries with the underlying cosmological parameters. At $k_{\max}=0.2\,h\mathrm{Mpc}^{-1}$, our neural mark tightens the marginalized constraint on $σ_8$ by $2.9\times$ and on $Ω_m$ by $1.8\times$ compared to classical marks, breaking the $Ω_m-σ_8$ degeneracy at the Fisher information level. It further reduces the parameter MSE across our cosmological parameter prior by $1.45\times$ over the best classical mark. The learned latent geometry aligns with the $Ω_m$ and $σ_8$ directions in parameter space, indicating that the contrastive objective recovers the dominant axes of cosmological information. Our approach opens the door to more powerful, interpretable summary statistics for cosmological inference.

Most statistical and machine learning methods for directed interactions focus on pairwise effects among variables. Even existing cyclic models represent feedback primarily through node-level dependencies, making large-scale recurrent organization difficult to estimate and compare. This limitation is particularly acute in biological and neural systems, where interactions are highly recurrent and involve many overlapping cycles. We introduce a variational framework for statistical inference on cyclic interactions. Directed interactions are represented as edge flows on a simplicial complex and evolved under an energy-minimizing dynamical system. The resulting dynamics separate transient interaction components from persistent harmonic flows, yielding a low-dimensional cycle space that captures stable recurrent organization. Rather than enumerating individual cycles, the proposed framework represents cyclic interactions as elements of a Hilbert space, enabling projection, averaging, comparison, and population-level statistical inference. We establish theoretical properties of the harmonic projection, including characterization of the cycle space, variance reduction, and population inference. Simulations demonstrate substantially improved recovery of cyclic structure in dense recurrent systems compared with existing directed-interaction methods. Applied to resting-state fMRI from 400 human subjects, the framework reveals reproducible large-scale cyclic organization that is not detectable through edgewise averaging. These results provide a scalable statistical framework for studying recurrent interactions in high-dimensional dynamical systems.

Asymptotic statistical theory is a challenging domain for AI-assisted formalization: its central results mix convergence statements, asymptotic expansions, functional analysis, and regularity conditions that have a large gap from existing infrastructure in Lean 4 formalization. To address these challenges, we propose a hypothesis-disciplined Lean 4 formalization pipeline built from multiple agents: a manager that coordinates seven specialist roles for proof planning, skeleton scaffolding, Mathlib reconnaissance, proof construction, integration, independent review, and audit. The main methodological discipline is the hypothesis-disciplined audit, implemented by the Auditor agent: every main-theorem hypothesis and concept-layer field must be anchored in the source mathematical prose, justified as a Lean encoding adapter, marked as source-implied, or rejected as an unsupported strengthening. Using this workflow, we build a systematic formalization of asymptotic statistical theory, especially the parametric and semi-parametric models' asymptotic distribution and efficiency results. The resulting Lean development is axiom-clean and source-faithful, with Lean-checked and human-audited proofs of core parametric and semi-parametric theorems organized so that theorem-agnostic infrastructure and statistical concept definitions are separated from theorem-specific assembly. The formalization results are available at https://github.com/junwei-lu/Lean-Asymptotic-Statistical-Theory.

Multi-arm bandit algorithms are increasingly used in online platforms, clinical trials, and social science experiments, but valid statistical inference on their performance remains an open challenge. After deploying bandits, a natural question is whether one can construct a confidence interval for its mean reward and assess whether it reliably outperforms a baseline policy. The total reward achieved in any single bandit deployment is random, and deploying a bandit twice on the same population typically yields different reward trajectories due to stochastic rewards. Standard statistical inference methods cannot be used because bandit algorithms introduce complex dependencies in the collected data, which violate the i.i.d. assumption underlying many classical approaches. Moreover, existing inference methods for adaptively collected data only apply to estimands that do not depend on the data-collection algorithm (such as the mean reward under a fixed action). We propose Bandit Simulation for Inference (BSI), a framework that fits a simulator of the bandit environment from observed data--either on-policy or off-policy--and uses it to estimate the mean reward under any evaluation policy, including adaptive blackbox algorithms. BSI formally propagates uncertainty in the estimated simulator parameters into the confidence interval construction. Furthermore, for BSI to be valid, it requires only weak exploration assumptions on the behavior policy and avoids importance weighting. We prove that BSI yields asymptotically valid confidence intervals, and demonstrate empirically that it maintains nominal coverage in settings where standard off-policy evaluation methods fail.

Recent publications have suggested using the Shap- ley value for sensor anomaly/attack localization. We study the performance of such an approach by using mathematically de- fined optimum binary classifiers in the Shapley value calculation. To judge localization performance, we study the ability of the Shapley value of a given sensor observation to determine if that observation is anomalous. First, we prove that for cases with independent sensor observations, an optimized anomaly test using the Shapley value is equivalent to an optimized lower-complexity anomaly test using a single term in the Shapley value calculation, yielding the exact same probability of error. For some popular dependent observation cases involving two sensors, including correlated bivariate Gaussian/Laplacian probability density functions and constant/Gaussian at- tacks/anomalies, we prove that these two tests are fundamentally different, yielding different decision regions and error probabil- ities. Further, we prove that the Shapley value test is sometimes strictly inferior to the other (single term in Shapley calculation) test in certain statistically dependent bivariate Gaussian scenarios with large correlation magnitude and additive attacks/anomalies, while it is strictly superior in others, depending on the sign of the correlation. One can combine these two approaches to obtain a strictly better approach in these cases. These results, which provide the first theoretical statistical analysis of Shapley-based localization, seem very interesting based on the wide acceptance of the Shapley value by many researchers and should encourage further research on this topic. Numerical results are provided which illustrate our findings.

Uncertainty quantification is essential in high-stakes machine learning tasks. However, one of the principled solutions, conformal prediction, faces challenges under limited local calibration data, privacy constraints, and data heterogeneity. In multi-agent settings, existing works do not simultaneously and satisfactorily address these challenges with guarantees either limited to averages across agents or losing validity in heterogeneous settings. Hence, we propose personalized federated weighted conformal prediction (PFWCP), a framework that combines local density ratio weighting with weighted quantile aggregation to correct for heterogeneity while preserving privacy. The method yields asymptotically valid marginal and calibration-conditional coverage guarantees for each participating agent and supports protocols with one-shot communication. Theoretical analysis presents an adjustment to the coverage variance, governed by an effective sample size expression, which is necessary in the context of weighted conformal prediction, and experiments on synthetic and real datasets show improved calibration quality over state-of-the-art federated conformal baselines.

Generative machine learning has become an essential tool in theoretical and experimental physics, especially in the context of fast surrogates and density estimators. In this work, we first introduce the underlying framework of modern generative networks and then discuss challenges in quantifying their accuracy, precision, and statistical power.

Score-based diffusion models have demonstrated remarkable empirical success in learning high-dimensional distributions, particularly those exhibiting low-dimensional and multi-modal structures. However, theoretical understanding of their statistical efficiency remains limited. Existing theories typically rely on strong regularity assumptions, such as uniformly bounded densities or globally smooth score functions, which fail to capture such intrinsic structures. In this work, we study the sample complexity of diffusion models for learning distributions supported on a union of low-dimensional subspaces. Assuming that the data distribution within each subspace is subgaussian, we show that diffusion models require at most $\widetilde{O}(\varepsilon^{-k \vee 2})$ samples to achieve $\varepsilon$ error in 1-Wasserstein distance, where $k$ is the intrinsic dimension. This near-optimal convergence rate depends only on the intrinsic dimension and significantly improves upon prior theoretical guarantees that suffer from the curse of dimensionality. Notably, our analysis applies to a broad collection of distributions without imposing smoothness, bounded-density, or log-concavity assumptions. Overall, our results show that diffusion models can statistically adapt to intrinsic low-dimensional structure while naturally accommodating multi-modal data, offering a rigorous theoretical justification for their success in complex high-dimensional learning tasks.

The GSM-Symbolic benchmark (Mirzadeh et al., 2025) reported consistent performance drops across 25 Large Language Models (LLMs) when tested on template-generated variants of GSM8K problems, concluding that the models lack genuine reasoning capabilities. We argue that this conclusion rests on shaky statistical ground. Re-evaluating 20 open-weight models using bootstrapped Generalised Linear Mixed Models with per-question random effects, we find that only 8 exhibit statistically significant performance changes under the original prompt format. Moreover, we identify a previously unacknowledged factor: the distribution of integers in problem texts of the main GSM-Symbolic dataset is systematically shifted towards larger values relative to the original GSM8K (K-S statistic = 0.12, p < 0.001), contradicting the original authors' claims. Controlling for this large-number effect accounts for significance in half of the remaining cases. Among models with statistically significant performance deltas, we identify distinct, model-specific behavioural failure profiles -- including fragility of variable binding, arithmetic limitations, and dual-task interference -- underscoring that blanket claims about LLM reasoning risk being both statistically premature and mechanistically misleading.

We study efficient differentially private algorithms for estimating monotone statistics, i.e., statistics that are monotone under the addition of new observations. The starting point for our investigation is subsample-and-aggregate: a classical paradigm that partitions the dataset into blocks, estimates the statistic on each block, and then privately aggregates the estimates. While practical and generically applicable, this approach is quite data-hungry. We improve upon this framework for the class of monotone statistics -- compared to subsample-and-aggregate, our algorithms save a factor of $t$ in sample complexity and pay a factor of $e^t$ in running time, where $t>0$ is a tunable parameter. We complement our results with a query-complexity lower bound, showing that our algorithms are essentially optimal for this task. As an application, we obtain improved results for private eigenvalue estimation, private loss estimation, and privately estimating a single parameter of a high-dimensional model, e.g., in linear regression.

Generative surveying -- where collections of LLM-based personas provide feedback on messages -- has emerged as a cheap and scalable alternative to traditional market research. However, LLMs are sensitive to small variations in prompt design and conclusions drawn from generative surveys may depend on arbitrary phrasing choices. Controlling for this sensitivity requires including semantically equivalent perturbations in the analysis. In this paper, we show that standard hypothesis tests, including the sign test and Wilcoxon signed-rank test, are invalid under a statistical model for generative surveying that includes realistic perturbation structure. We propose a permutation test that is valid under this model and formally characterize the conditions under which standard tests fail. Applying our framework to a simple generative surveying problem, we estimate relevant parameters, characterize the power of the permutation test under realistic conditions, and provide practical guidance on budget allocation across personas, perturbations, and replicates. Finally, we show that both the magnitude and direction of the estimated effect are sensitive to the choice of model, even within the same model family.

Stochastic gradient descent (SGD) is a foundational algorithm for large-scale statistical learning and stochastic optimization. However, statistical inference based on SGD iterates remains challenging when stochastic gradients have infinite variance, as the relevant limiting distributions depend on unknown nuisance parameters. In this paper, we develop an efficient, model-agnostic methodology for constructing confidence regions from SGD trajectories that applies in both finite- and infinite-variance regimes. The procedure is based on a joint weak convergence result for the Polyak-Ruppert averaged estimator and an empirical second-moment normalizer constructed from stochastic gradients along the SGD trajectory. This joint limit yields a self-normalized statistic in which the leading tail-dependent scaling terms cancel. We then use a subsampling calibration scheme to estimate the relevant critical values, avoiding explicit estimation of tail indices, slowly varying functions, or stable-law parameters. The resulting confidence regions are straightforward to implement and are asymptotically valid under both the finite- and infinite-second-moment regimes. Simulation studies show reliable coverage in various settings, supporting the proposed method as a practical tool for uncertainty quantification in stochastic optimization.

Recent research in time series forecasting frequently investigates the integration of textual and visual modalities with numerical models to better navigate non-stationary environments. Despite delivering solid numerical results, existing multi-modal approaches usually encounter a dilemma: prioritizing the minimization of average errors can result in excessively smooth forecasts that overlook essential fluctuations. To resolve this limitation, we introduce STaT, an innovative multimodal architecture for Symbolic-Temporal-Textual Alignment, which seamlessly unites three synergistic modalities. Specifically, the symbolic modality converts continuous time series into discrete tokens, facilitating the accurate identification of structural patterns and turning points; the temporal modality extracts inherent sequential dependencies; and the textual modality leverages domain semantics to steer the macroscopic forecasting trends. Comprehensive evaluations on eight real-world benchmarks indicate that STaT delivers exceptional performance, enhancing conventional magnitude indicators by up to 8.9% while simultaneously decreasing shape distortion by up to 8.5%.

Modern Artificial Intelligence achieves remarkable predictive power by optimizing statistical risk functionals over vast corpora. Yet a gap separates this from genuine intelligence: the inability to distinguish correlation from causation. This paper argues that causal inference (identifying mechanisms invariant under intervention) is AI's indispensable statistical conscience. Without causal grounding, AI systems are correlation machines: powerful in familiar domains, brittle under distribution shift, and biased in high-stakes settings. Three contributions develop this argument. First, a Statistical Necessity Theorem for Causal Generalization: any algorithm achieving out-of-distribution generalization must encode causal structure, formalizing the distinction between prediction P(Y|X) and intelligence P(Y|do(X)). Second, a unified framework connects Pearl's do-calculus, the Potential Outcomes framework, Double Machine Learning, and Invariant Risk Minimization as a family of Causal Statistical Estimators, each identifying interventional distributions under different assumptions. Third, three AI failure modes (hallucination in large language models, reward hacking in reinforcement learning from human feedback, and degradation under distribution shift) are manifestations of causal blindness, each admitting a principled statistical remedy. Trustworthy AI is, at its core, a problem of causal statistics. The statistical community is not merely equipped to solve it -- it is the only community with the foundational tools to do so rigorously.

The proliferation of generative artificial intelligence has given rise to an interactive learning environment, where model parameters are continuously updated using not only data generated by natural processes, but also synthetic outputs produced by other models. This paradigm introduces two major challenges: (1) training data are no longer drawn exclusively from the target population, undermining a core assumption of classical statistical learning, and (2) model training processes become inherently correlated, as models interact with one another through repeated exposure to each other's synthetic outputs in a potentially complex manner. Establishing reliable statistical inference in such structured interactive learning environments therefore remains an important open problem. In particular, there is growing concern about model collapse, a phenomenon in which the performance of generative models progressively degrades as they are trained on synthetic data produced by earlier model generations. Prior work on model collapse primarily focuses on a single model trained on its own output, failing to capture model performance in multi-model interactive settings. In this work, we fill this gap by investigating the performance of generative models in an interactive learning environment with general interaction patterns. In particular, we formalize model interactions using directed graphs and show that the occurrence of model collapse depends critically on the topology of the interaction graph. We further derive an explicit necessary and sufficient condition characterizing when model collapse occurs, and establish finite-sample results for linear regression and asymptotic guarantees for general M-estimators. We support our theoretical findings through extensive numerical experiments.

Synthetic sonar datasets offer a scalable alternative to costly real-world acquisition, yet their utility remains limited by the absence of rigorous quantitative validation. We present ACOUSIM (ACOustic SIMulation and Validation Platform), a physics-informed framework that evaluates the statistical alignment between synthetic and real sonar imagery without relying on generative models. A Gazebo-based environment generates sonar-like images by explicitly controlling seabed texture, illumination-driven shadowing, platform altitude, and noise. Realism is quantified against two public sonar datasets, SeabedObjects-KLSG-II and Sonar Common Target Detection (SCTD), using global intensity and local texture (LBP) distributions assessed via Kullback-Leibler divergence, Jensen-Shannon divergence, and Earth Mover's Distance. Results show strong texture alignment (KL < 0.07) across all classes, with plane-class intensity alignment outperforming ship-class due to shadow geometry complexity. ACOUSIM establishes a reproducible, distribution-level baseline for sim-to-real sonar evaluation and directly supports reliable dataset validation for underwater image analysis.

Quantization is essential for reducing the computational cost and memory usage of deep neural networks, enabling efficient inference on low-precision hardware. Despite the growing adoption of uniform and floating-point quantization schemes, selecting optimal quantization parameters remains a key challenge, particularly for diverse data distributions encountered during training and inference. This work presents a novel statistical error analysis framework for uniform and floating-point quantization, providing theoretical insight into error behavior across quantization configurations. Building on this analysis, we propose iterative quantizers designed for arbitrary data distributions and analytic quantizers tailored for Gaussian-like weight distributions. These methods enable efficient, low-error quantization suitable for both activations and weights. We incorporate our quantizers into quantization-aware training and evaluate them across integer and floating-point formats. Experiments demonstrate improved accuracy and stability, highlighting the effectiveness of our approach for training low-precision neural networks.

Aggregate object detection metrics inherently mask catastrophic and repeatable failures in operationally critical, long-tail minority classes. This paper formally defines this pervasive vulnerability as the Hard-Category Reliability Problem (HCRP): the fundamental architectural challenge of strictly rectifying vulnerable categories without compromising the performance boundaries of stable classes under stringent protocols. To systematically dismantle this limitation, we propose Error-Decomposed Class-Conditional Fusion (ED-CCF), an elegant decision-layer inference framework. Diverging from heuristic global post-processing, ED-CCF projects predictions into a sophisticated quad-state error taxonomy, dynamically activating calibration pathways exclusively upon rigorous empirical justification. On a highly constrained 600-image validation benchmark, isolating cz as the critical vulnerability (HCEC=0.86, BSR=0.14), our framework achieves a targeted breakthrough: it elevates cz mAP50 from 0.089343 to 0.109353 (a massive +22.4% relative surge) while flawlessly preserving the Pareto optimality of global stability (raising all mAP50 from 0.581925 to 0.584864). Backed by exhaustive validation across 50 paired subset trials demonstrating an overwhelming 96% win rate and strict Bonferroni-corrected Wilcoxon significance (p<0.05), this work fundamentally redefines output-level fusion as an auditable, statistically guaranteed paradigm for safety-critical visual perception.

Deep learning excels at prediction but often lacks finite-sample guarantees and calibrated uncertainty; RKHS (Reproducing Kernel Hilbert Space)-based methods provide those guarantees but struggle to adapt in high dimensions. We propose Wahkon, a deep RKHS superposition network that unifies Kolmogorov's superposition principle with RKHS regularization in the smoothing-spline tradition of Wahba. This yields a finite-dimensional deep representer theorem that makes training tractable and provides explicit layerwise complexity control. We show the penalized estimator is exactly the MAP (maximum a posteriori) estimate under a hierarchical Gaussian-process prior, extending the spline/GP duality to deep compositions. Using metric-entropy arguments, we establish minimax-optimal convergence rates under mild smoothness and clarify how depth and width trade off with regularity. Empirically, Wahkon outperforms multilayer perceptrons, Neural Tangent Kernels, and Kolmogorov--Arnold Networks across simulation benchmarks and a single-cell CITE-seq study. By unifying Kolmogorov's superposition principle with RKHS regularization, Wahkon delivers accuracy, interpretability, and statistical rigor in a single framework.

During thDuring the last few years, the term Mechanistic Interpretability, a specific area, under the umbrella of explainable artificial intelligence (XAI), has been introduced, to explain the decisions made by complex machine learning (ML) models in critical systems like UAV intrusion detection systems (UAVIDS). In this paper, we apply best-practices for data pre-processing and examine a wide range of tree-ensembles, deep neural networks, hybrid stacking models and the latest ensemble neural networks to detect intrusions in UAV, with stratified 10-fold cross validation. With our top-performing model, XGBoost, we proceed to Shapley Additive explanations (SHAP), to analyze the global and local feature importances and understand which features, each attack targets, to mimic normal traffic and where the misclassifications occur. Furthermore a distribution analysis follows, by visually comparing violin plots and the curves of kernel density estimations. With the Westfall-Young permutation test for multiple comparisons, the Bandwidth optimization of the KDEs and the selection of Jensen-Shannon Distance for the test, we discover the true causes of false predictions, observed in Wormhole and Blackhole attacks in UAVIDS-2025. The findings provide robust, reliable and explainable models for UAV intrusion detection, along with statistical insights, which capture and clarify the masked nature of the attacks, regarding the challenge of Density Support Intersection, between these attacks, in this dataset.

$U$-statistics play a central role in statistical inference. In many modern applications, however, acquiring the labels required for $U$-statistics is costly. Motivated by recent advances in active inference, we develop an active inference framework for $U$-statistics that selectively queries informative labels to improve estimation efficiency under a fixed labeling budget, while preserving valid statistical inference. Our approach is built on the augmented inverse probability weighting $U$-statistic, which is designed to incorporate the sampling rule and machine learning predictions. We characterize the optimal sampling rule that minimizes its variance and design practical sampling strategies. We further extend the framework to $U$-statistic-based empirical risk minimization. Experiments on real datasets demonstrate substantial gains in estimation efficiency over baseline methods, while maintaining target coverage.

Classical deep learning typically operates on individual cases. Despite its success, real-world usage often requires repeated inference to estimate statistical quantities for complex decision-making tasks involving uncertainty or extreme-value analysis, resulting in substantial latency. We introduce neural statistical functions, a new family of models learned from pre-trained single-sample predictors and scattered data samples, which can directly infer statistics over continuous operating condition ranges without explicit sampling. By introducing the notion of prefix statistics, we transform and unify diverse statistical functions (e.g., integrals, quantiles, and maxima) into an interval-conditional framework, in which a principled identity between the prefix statistics and the individual-case regression serves as the learning objective. Neural statistical functions achieve strong performance in estimating essential statistics of complex physical processes, including accumulated energy in dynamical systems, quantiles of aerodynamic responses, and maximum stress in crash processes, while achieving up to a 100$\times$ reduction in model evaluations.

This paper establishes a rigorous measurement science for AI agent reliability, providing a foundational framework for quantifying consistency under semantically preserving perturbations. By leveraging $U$-statistics for output-level reliability and kernel-based metrics for trajectory-level stability, we offer a principled approach to evaluating agents across diverse operating conditions. Our proposal highlights the important distinction between the core capability and execution robustness of an agent, showing that minor task-level variations can induce complete strategy breakdowns despite the agent possessing the requisite knowledge for the task. We validate our framework through extensive experiments on three agentic benchmarks, demonstrating that trajectory-level consistency metrics provide far greater diagnostic sensitivity than traditional pass@1 rates. By providing the mathematical tools to isolate where and why agents deviate, we enable the identification and rectification of architectural concerns that hinder the deployment of agents in high-stakes, real-world environments.

Belief functions are a powerful and popular framework for the mathematical characterisation of uncertainty, in particular in situations in which lack of data renders learning a probability distribution for the problem impractical. The first step in a reasoning chain based on belief functions is inference: how to learn a belief measure from the available data. In this survey we focus, in particular, on making inference from statistical data, and review the most significant contributions in the area.

Regulatory approval of products in high-stakes domains such as drug development requires statistical evidence of safety and efficacy through large-scale randomized controlled trials. However, the high financial cost of these trials may deter developers who lack absolute certainty in their product's efficacy, ultimately stifling the development of `moonshot' products that could offer high social utility. To address this inefficiency, in this paper, we introduce a statistical protocol for experimentation where the product developer (the agent) conducts a randomized controlled trial sequentially and the regulator (the principal) partially subsidizes its cost. By modeling the protocol using a belief Markov decision process, we show that the agent's optimal strategy can be found efficiently using dynamic programming. Further, we show that the social utility is a piecewise linear and convex function over the subsidy level the principal selects, and thus the socially optimal subsidy can also be found efficiently using divide-and-conquer. Simulation experiments using publicly available data on antibiotic development and approval demonstrate that our statistical protocol can be used to increase social utility by more than 35$$\% relative to standard, non-sequential protocols.

As learning systems increasingly shape everyday decisions, Algorithmic Collective Action (ACA), i.e., users coordinating changes to shared data to steer model behavior, offers a complement to regulator-side policy and corporate model design. Real-world collective actions have traditionally been decentralized and fragmented into multiple collectives, despite sharing overarching objectives, with each collective differing in size, strategy, and actionable goals. However, most of the ACA literature focuses on single collective settings. To address this, we propose the first comprehensive statistical framework for ACA with multiple collectives acting on the same system. In particular, we focus on collective action in classification, studying how multiple collectives can influence a classifier's behavior. We provide quantitative statistical bounds on the success of the collectives, considering the role and the interplay of the collectives' sizes and the alignment of their goals. We make such bounds computable by each collective with only partial knowledge of other collectives' sizes and strategies. Finally, we numerically illustrate our framework on simulations inspired by interventions for climate adaptation in smart cities, demonstrating the usefulness of our bounds.

Large language models often improve reasoning by sampling multiple outputs and aggregating their final answers, but precise and efficient control of error levels remains a challenging task. In particular, deciding when to stop sampling remains difficult when the stopping rule is data-dependent and the set of possible answers is not known in advance. We study anytime-valid certification of a prespecified target answer as the unique mode of the model's response distribution, a guarantee distinct from answer correctness. We propose the Certification by Intersection-union Testing with E-processes (CITE) algorithm, which provably controls false certification at any prescribed level under arbitrary data-driven stopping, without requiring prior knowledge of the answer category set. We also prove an category-set-size-free stopping-time rate, establish matching minimax lower bounds up to constants in the main regime, and extend the construction to confidence-weighted voting. Simulations and LLM self-consistency experiments show empirical error control and improved certification in diffuse-tail settings.

This work proposes a learning-based statistical refinement method for improving the denoising results of a given denoiser without knowing the precise noise distribution or accessing clean images or calibration data. While there are many existing successful denoising approaches for handling different kinds of noise, they typically require accurate modelling of the images and the noise (implicitly or explicitly), and hence the denoising results can be suboptimal due to different practical factors such as imperfect models, unreliable noise assumptions, or low quality data. In particular, when clean image samples are not available and there is a lack of knowledge of the underlying noise distribution, which is the case in various practical situations, the results may not well align with the noise statistics. The unawareness of the useful statistical information leads to suboptimal results. This work aims to make the best use of the statistical information to improve the consistency between the given denoising results and the noise statistics, under the assumption that the noise is conditionally pixel-wise independent given the clean signal. A method, based on a Bayesian formulation of an auxiliary signal in the noisy data, is proposed for evaluating the consistency of the denoising results, without precise information on noise distribution. By leveraging the statistical information from noisy data, the method enhances the statistical noise consistency and improves denoising quality.

Ensuring the coherence of regional socio-economic statistics is a central task for national statistical institutes. Traditional validation tools, such as range edits, ratio checks, or univariate outlier detection, are effective for identifying extreme values in individual series but are less suited for detecting unusual combinations of indicators in high-dimensional settings. This paper proposes an unsupervised machine learning framework for identifying structurally atypical regional profiles within Europe using publicly available Eurostat data. We construct a cross-sectional dataset of NUTS2 regions (2022) covering four key indicators: GDP per capita in PPS, unemployment rate, tertiary educational attainment, and population density. We apply and compare five anomaly detection techniques, univariate z-scores, Mahalanobis distance, Isolation Forest, Local Outlier Factor, and One-Class SVM, and classify a region as a structural anomaly if it is flagged by at least three of the five methods. The findings show that machine learning methods identify a consistent set of regions whose multivariate profiles diverge substantially from the EU-wide pattern. These include both highly developed metropolitan economies (Brussels, Vienna, Berlin, Prague) and regions with persistent socio-economic disadvantages (Central and Western Slovakia, Northern Hungary, Castilla-La Mancha, Extremadura), as well as Istanbul, whose profile differs markedly from EU capital regions. Importantly, these anomalies do not necessarily signal data quality issues; rather, they reflect meaningful structural divergence that warrants analytical or policy attention. The proposed framework is fully reproducible, scalable, and compatible with existing validation workflows, offering a flexible tool for early detection of unusual regional configurations within the European Statistical System.

Probabilistic values, including Shapley values and semivalues, provide a model-agnostic framework to attribute the behavior of a black-box model to data points or features, with a wide range of applications including explainable artificial intelligence and data valuation. However, their exact computation requires utility evaluations over exponentially many coalitions, making Monte Carlo approximation essential in modern machine learning applications. Existing estimators are often developed through different representation strategies, including weighted averages, self-normalized weighting, regression adjustment, and weighted least squares. Our key observation is that these seemingly distinct constructions share a common first-order expansion, in which the leading term is determined by the sampling law and a working surrogate function. This first-order representation yields an explicit expression for the leading mean squared error (MSE), which characterizes how the sampling law and the surrogate jointly determine statistical efficiency. Guided by this criterion, we propose an Efficiency-Aware Surrogate-adjusted Estimator (EASE) that directly chooses the sampling law and surrogate to minimize the first-order MSE. We demonstrate that EASE consistently outperforms existing estimators for various probabilistic values.

Statistical inference in observational science typically relies on a fundamental assumption: as sample size increases and uncertainties decrease, the inferred results should converge to the true physical quantities. This assumption underpins the notion that big data lead to more reliable conclusions. In Galactic archaeology, stellar ages inferred from spectroscopic surveys are widely used to reconstruct the formation history of the Milky Way disk. The age metallicity relation (AMR) and its derived formation timescale are often regarded as key physical diagnostics of early disk evolution. This interpretation carries an implicit premise: that observational quality does not introduce systematic bias into age inference. Here we show that this premise may fail. Using a large sample of subgiant stars, we identify a region in the observational quality parameter space (signal-to-noise ratio and parallax precision) where the inferred formation timescale exhibits a systematic offset of 0.5-1 Gyr relative to an independent asteroseismic reference, while the statistical uncertainties remain small, thus producing a stable-but-wrong inference state.