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전체arXiv Math10,515arXiv CS.AI7,467arXiv Physics3,497arXiv Stat1,674PLOS ONE751arXiv Econ493arXiv Q-Bio433eLife153PLOS Global Public Health111PLOS Biology55PLOS Medicine43
arXiv Stat

Co-Design Optimization for Data Center Cooling System via Digital Twin

arXiv:2605.15516v2 Announce Type: replace-cross Abstract: Liquid-cooled exascale supercomputers dissipate heat through cooling plants organized as multiple parallel subloops, but how to allocate coolant distribution units (CDUs) across subloops and how to distribute flow among them has not been systematically addressed for facilities at this scale. This paper presents a three-layer optimization framework that jointly determines the integer partition of CDUs across subloops, the continuous flow fraction allocation, and the per-timestep co-design optimization of total flow rate and supply temperature subject to per-subloop thermal safety constraints. The Modelica simulation model is built based on the data of Frontier exascale supercomputer at Oak Ridge National Laboratory. By developing a reduced-order surrogate model, all 611 feasible partitions of 25 CDUs are evaluated across the full year operational dataset of 49,353 timesteps. Three progressively richer operational strategies are compared, ranging from flow control optimization to full three-layer co-design optimization with dynamically adjusted flow fractions. The optimal design within the surrogate optimization problem is a two-subloop plant achieving 35.48% annual cooling energy savings, only 0.18% above the current three-subloop Frontier design at 35.30%. Most of the savings are delivered by supervisory co-optimization of total flow rate and supply temperature; the distinct role of flow fraction optimization is design robustness rather than additional raw savings. Flow fraction optimization compensates for any feasible CDU-to-subloop assignment, reducing the design sensitivity by 93% and providing a low-cost software-only pathway to near-optimal performance on the existing Frontier hardware. The framework is transferable to other liquid-cooled high-performance computing plants.framework is transferable to other liquid-cooled high-performance computing plants.

arXiv Stat

XAI and Statistical Analysis for Reliable Intrusion Detection in the UAVIDS-2025 Dataset: From Tree to Hybrid and Tabular DNN Ensembles

arXiv:2605.13922v2 Announce Type: replace-cross Abstract: 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.

arXiv Stat

Bridging the Gap Between Climate Science and Machine Learning in Climate Model Emulation

arXiv:2603.22320v2 Announce Type: replace-cross Abstract: For decades, physics-based climate models have been used to provide insights for climate decision-making. Their application is, however, constrained by significant computational and technical demands. Machine learning (ML) emulators offer a way to reduce these high computational costs; yet, it remains challenging to use ML emulators effectively in climate research. In practice, climate scientists often bypass emulators altogether, and machine learning researchers frequently develop them as methodological showcases without proving their practical utility. The reasons are diverse, ranging from limited accessibility and a lack of specialized knowledge to broader concerns about the physical grounding of ML methods. Here, we discuss limitations and introduce a framework for guiding emulator development, considering both climate science and machine learning perspectives. We argue that designing easy-to-adopt emulators that address clearly defined tasks and demonstrate their reliability is essential. This offers a promising path towards making machine-learning approaches more relevant and usable for applied climate research.

arXiv Stat

Cluster and then Embed: A Modular Approach for Visualization

arXiv:2509.03373v2 Announce Type: replace-cross Abstract: Dimensionality reduction methods such as t-SNE and UMAP are popular methods for visualizing data with a potential (latent) clustered structure. They are known to group data points at the same time as they embed them, resulting in visualizations with well-separated clusters that preserve local information well. However, t-SNE and UMAP also tend to distort the global geometry of the underlying data. We propose a more transparent modular approach that first clusters the data, then embeds each cluster, and finally aligns the clusters to obtain a global embedding. We demonstrate this approach on several synthetic and real-world datasets and show that it is competitive with existing methods, while being much more transparent.

arXiv Stat

Multi-Metric Adaptive Experimental Design Under a Fixed Budget with Validation

arXiv:2506.03062v2 Announce Type: replace-cross Abstract: A/B tests in online experiments face statistical power challenges when testing multiple candidates simultaneously, while adaptive experimental designs (AED) alone fall short in inferring experiment statistics such as the average treatment effect, especially with many metrics (e.g., revenue, safety) and heterogeneous variances. This paper proposes a fixed-budget multi-metric AED framework with a two-phase structure: an adaptive exploration phase to identify the best treatment, and a validation phase with an A/B test to verify the treatment's quality and infer statistics. We propose SHRVar, which generalizes sequential halving (SH) with a novel relative-variance-based sampling and an elimination strategy built on reward z values. It achieves a provable error probability that decreases exponentially, where the exponent H3 generalizes the complexity measure for SH and SHVar with homogeneous and heterogeneous variances, respectively. Numerical experiments demonstrate its performance and robustness.

arXiv Stat

Accelerating Large Language Model Inference with Self-Supervised Early Exits

arXiv:2407.21082v3 Announce Type: replace-cross Abstract: This paper presents a modular approach to accelerate inference in large language models (LLMs) by adding early exit heads at intermediate transformer layers. Each head is trained in a self-supervised manner to mimic the main model's predictions, allowing computation to stop early when a calibrated confidence threshold is reached. We evaluate several confidence metrics and show that entropy provides the most reliable separation between correct and incorrect predictions. Experiments on the Pythia model suite (70M to 2.8B parameters) demonstrate that our method significantly reduces inference cost while maintaining accuracy across multiple benchmarks. We further adapt this approach to speculative decoding, introducing Dynamic Self-Speculative Decoding (DSSD), which achieves 1.66x higher token acceptance than manually-tuned LayerSkip baselines with minimal hyperparameter tuning.

arXiv Stat

The Problem of Dynamic Spatial Sampling and Geofence Surveillance

arXiv:2603.28958v2 Announce Type: replace Abstract: Geofencing surveillance poses a dynamic spatial sampling problem. Police agencies must select a surveillance site, choose a geofence perimeter from a set of alternatives, and identify potential suspects through reverse location warrants. At the same time, warrant magistrates must impose constraints that curtail the reach of police surveillance efforts. This sampling problem emerges because agencies commonly use fixed geofence boundaries that ignore how humans move about a chosen surveillance site (i.e., pedestrian flows or traffic patterns). This further exacerbates privacy concerns and increases the risk of selective expansion where agencies extend their data collection efforts beyond the parameters outlined in their warrant. Given the Court's recent ruling in Chatrie, there is currently a need to establish a measurable process that allows magistrates to quantify and evaluate the potential impacts of a warrant proposal. In this paper, we take the first step in introducing a set of optimal radius estimators that measure how geofence perimeters adapt to their local context. Given a surveillance site and some privacy constraint, these estimators generate surveillance perimeters whose size changes with local population densities. This allows magistrates to quantify tradeoffs between local privacy intrusions with law enforcement's surveillance needs. We discuss the properties of these estimators, their underlying assumptions, and the potential consequences of using algorithms to better protect the privacy of its citizens.

arXiv Stat

Global Sequential Testing for Multi-Stream Auditing

arXiv:2602.21479v3 Announce Type: replace Abstract: Across many risk-sensitive areas, it is critical to continuously audit machine learning systems as we receive more data to quickly determine if they are performing as designed. This auditing task can be modeled as a sequential hypothesis testing problem with $k$ data streams and a global null hypothesis that asserts the system operates as intended across all $k$ streams. Under the alternative, the standard global sequential test, which uses a Bonferroni correction, has an expected stopping time of $O\left(\ln \frac{k}{\alpha}\right)$ for large $k$ and significance level $\alpha$. In this work, we demonstrate that efficient sequential tests, relying on merging martingales via averaging and products rules, provide improved stopping times, and thus more powerful tests against the null. Using these results, we show that a balanced test can match the Bonferroni rate of $O\left(\ln \frac{k}{\alpha}\right)$ in the sparse regime (just a few non-null streams) while achieving $O\left(\frac{1}{k}\ln \frac{1}{\alpha}\right)$ under dense alternatives (many non-null steams). We validate our theory through experiments on both synthetic and real-world data.

arXiv Stat

Predicting fixed-sample test decisions enables anytime-valid inference

arXiv:2602.13872v2 Announce Type: replace Abstract: Statistical hypothesis tests typically use prespecified sample sizes, yet data often arrive sequentially. Interim analyses invalidate classical error guarantees, while existing sequential methods require rigid testing preschedules or incur substantial losses in statistical power. We introduce a simple procedure that transforms any fixed-sample hypothesis test into an anytime-valid test while ensuring Type-I error control and near-optimal power with substantial sample savings when the null hypothesis is false. At each step, the procedure predicts the probability that a classical test would reject the null hypothesis at its fixed-sample size, treating future observations as missing data under the null hypothesis. Thresholding this probability yields an anytime-valid stopping rule. In areas such as clinical trials, stopping early and safely can ensure that subjects receive the best treatments and accelerate the development of effective therapies.

arXiv Stat

Near-optimal Delta-convex Estimation of Lipschitz Functions

arXiv:2511.15615v2 Announce Type: replace Abstract: This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted regression to the more general Lipschitz setting. A key component is a nonlinear feature expansion that maps max-affine functions into a subclass of delta-convex functions, which act as universal approximators of Lipschitz functions while preserving their Lipschitz constants. Leveraging this property, the estimator attains the minimax convergence rate (up to logarithmic factors) with respect to the intrinsic dimension of the data under squared loss and subgaussian distributions in the random design setting. The algorithm integrates adaptive partitioning to capture intrinsic dimension, a penalty-based regularization mechanism that removes the need to know the true Lipschitz constant, and a two-stage optimization procedure combining a convex initialization with local refinement. The framework is also straightforward to adapt to convex shape-restricted regression. Experiments demonstrate competitive performance relative to other theoretically justified methods, including nearest-neighbor and kernel-based regressors.

arXiv Stat

A Computable Measure of Suboptimality for Entropy-Regularised Variational Objectives

arXiv:2509.10393v4 Announce Type: replace Abstract: Several methods in statistics and machine learning target a probability distribution for which an entropy-regularised variational objective is minimised. This increased flexibility introduces a computational challenge, as one loses access to an explicit unnormalised density for the target. To mitigate this difficulty, we introduce a novel measure of suboptimality called 'gradient discrepancy', and in particular a kernel gradient discrepancy (KGD) that can be explicitly computed. In the Bayesian statistics context, KGD coincides with the kernel Stein discrepancy (KSD), and we obtain a novel characterisation of KSD as measuring the size of a variational gradient. Outside this familiar setting, KGD enables novel sampling algorithms to be developed and compared, even when unnormalised densities cannot be obtained. To illustrate this point several novel algorithms are proposed and studied, including a natural generalisation of Stein variational gradient descent, with applications to mean-field neural networks and predictively oriented posteriors presented. On the theoretical side, our principal contribution is to establish sufficient conditions for desirable properties of KGD, such as continuity and convergence control.

arXiv Stat

Is Stephen Curry really a guard? A new perspective on player typologies using functional data analysis

arXiv:2504.21761v3 Announce Type: replace Abstract: We present a novel representation of NBA players' shooting patterns based on Functional Data Analysis (FDA). Each player's charts of made and missed shots are treated as smooth functional data defined over a two-dimensional domain corresponding to the offensive half-court. This continuous representation enables a parsimonious multivariate functional principal components analysis (MFPCA) decomposition, producing a set of common principal component functions that capture the primary modes of variability in shooting patterns, along with player-specific scores that quantify individual deviations from the average behavior. We first interpret the principal component functions to characterize the main sources of variation in shooting tendencies. We then apply $k$-medoids clustering to the principal component scores to construct a data-driven taxonomy of players. Comparing our empirical clusters to conventional NBA position labels reveals low agreement, suggesting that our shooting-pattern representation might capture aspects of playing style not fully reflected in official designations. The application of FDA to this area introduces a flexible, interpretable, and continuous framework for analyzing player tendencies, with potential applications in coaching, scouting, and historical player or match comparisons.

arXiv Stat

Counting on count regression: a reexamination of routinely-cited Negative Binomial specifications

arXiv:2407.05824v2 Announce Type: replace Abstract: Negative Binomial regression is a staple in empirical management research, especially for the analysis of supply chain disruption risks. Its computational structure is often taken for granted: most applications omit the scoring and information equations and defer to a handful of references for details. But what if the evidence provided by those trusted sources disagrees? We reexamine results from a selection of routinely-cited work on Negative Binomial regression, especially with regard to scoring and information equations in the so-called dispersion parameter. For such parameter, we find limitations affecting each stage of the maximum likelihood estimation process, and conclude that there is no reliable expression for the corresponding element of Fisher Information Matrix. For practical relevance, we also look under the hood of an open-source software implementation in R, and show that the notation adopted has some advantages over its published counterparts. Our proposed remediation is simple: to elevate computations that are rarely made explicit. We illustrate our findings in R with the aid of a simplified numerical example that, while obfuscated due to sensitivity, is underpinned by real-world data on clinical trials supply disruptions.

arXiv Stat

Contrastive Learning on Multimodal Analysis of Electronic Health Records

arXiv:2403.14926v3 Announce Type: replace Abstract: Electronic health record (EHR) systems capture a wealth of multimodal clinical data, encompassing both structured clinical codes and unstructured clinical notes. Yet, many EHR-focused studies have traditionally examined these modalities in isolation or combined them using simplistic methods, overlooking the intrinsic synergy between them. In reality, these modalities are deeply interconnected, each containing clinically relevant and complementary information that, when integrated effectively, can provide a more comprehensive understanding of patient health. Despite the success of multimodal contrastive learning in vision-language applications, its potential remains under-explored in multimodal EHR, particularly in terms of theoretical understanding. To support statistical analysis of multimodal EHR data, we propose a multimodal feature embedding generative model and design a multimodal contrastive loss to learn EHR feature representations. Our theoretical analysis demonstrates the effectiveness of multimodal learning over single-modality learning and connects the solution of the loss function to the singular value decomposition of a pointwise mutual information matrix. This connection leads to a privacy-preserving algorithm tailored for multimodal EHR representation learning. Simulation studies show that the proposed algorithm performs well under a variety of configurations. We further validate its clinical utility using real-world EHR data.

arXiv Stat

Applying Non-negative Matrix Factorization with Covariates to the Longitudinal Data as Growth Curve Model

arXiv:2403.05359v4 Announce Type: replace Abstract: Using Non-negative Matrix Factorization (NMF), an observed matrix is approximated by a basis matrix times a coefficient matrix. When each individual's coefficient vector is explained by covariates, the coefficient matrix factorizes into a parameter matrix and a covariate matrix -- a tri-factorization whose mean structure coincides with that of the Growth Curve Model (GCM) for longitudinal data. This correspondence has been noted but not examined. We make three contributions. First, we compare NMF with covariates and the GCM: the basis is prescribed in the GCM but optimized in NMF, and the NMF-optimized basis can be used within the GCM and may improve its fit, the two agreeing when covariate effects are non-negative. Second, the main contribution, we develop statistical inference for the parameter matrix linking covariates to basis components: conditional on the optimized basis we provide standard errors, Wald-type tests, and one-sided confidence intervals, with a simulation study confirming good calibration for covariate-effect contrasts. Third, we compare NMF with principal component analysis (PCA) and functional PCA (FPCA): its non-negative coefficients are membership probabilities giving a soft clustering directly, whereas signed PCA/FPCA scores require a downstream classifier. Illustrations use growth data and a kernel-based varying-coefficient model.

arXiv Stat

Optimal monotone conditional error functions

arXiv:2402.00814v4 Announce Type: replace Abstract: This paper presents a general method that provides optimal monotone conditional error functions for confirmatory adaptive two-stage designs with conditional power based sample size recalculations. The presented method builds on a previously developed general theory for optimal adaptive two-stage designs where sample sizes are reassessed for a specific conditional power and the goal is to minimize the expected sample size. The previous theory can easily lead to a non-monotonous conditional error function, which is highly undesirable for logical reasons and, as we show, can harm type I error rate control for composite null hypotheses. We also show that type I error control is generally guaranteed with a conditional error function (CEF) that is non-increasing in the first stage p-value. We present a method that extends the existing theory by introducing an intermediate monotonising steps that can easily be implemented and provides a non-increasing conditional error function. We show mathematically that the monotonising step provides the optimal non-increasing conditional error function. We illustrate the method with several examples using optconerrf, an R package implemented for this paper.

arXiv Stat

Hierarchical Causal Models

arXiv:2401.05330v3 Announce Type: replace Abstract: Causal questions often arise in settings where data are hierarchical: subunits are nested within units. Consider students in schools, cells in patients, or cities in states. In these settings, unit-level variables (e.g., a school's budget) may affect subunit-level outcomes (e.g., student test scores), and subunit-level characteristics may aggregate to influence unit-level outcomes. In this paper, we show how to analyze hierarchical data for causal inference. We introduce hierarchical causal models, which extend structural causal models and graphical models by incorporating inner plates to represent nested data structures. We develop a graphical identification technique for these models that generalizes do-calculus. We show that hierarchical data can enable causal identification even when it would be impossible with non-hierarchical data--for example, when only unit-level summaries are available. We develop estimation strategies, including using hierarchical Bayesian models. We illustrate our results in simulation and through a reanalysis of the classic "eight schools" study.

arXiv Stat

Improving Precision of RCT-Based CATE Estimation using Data Borrowing with Double Calibration

arXiv:2306.17478v3 Announce Type: replace Abstract: Understanding how treatment effects vary across patient characteristics is essential for personalized medicine, yet randomized controlled trials (RCTs) are often underpowered to detect heterogeneous treatment effects (HTEs). We propose a framework that improves the efficiency of conditional average treatment effect (CATE) estimation in RCTs by leveraging large observational studies (OS) while preserving RCT unbiasedness. Framing CATE estimation as a supervised learning problem, we show that estimation variance is minimized using the counterfactual mean outcome (CMO) as an augmentation function. We derive finite-sample error bounds and give conditions under which OS data improves CMO estimation, and thus CATE efficiency, even under confounding in the OS or outcome distribution shift between populations. We introduce R-OSCAR (Robust Observational Studies for CMO-Augmented RCT), a two-stage estimator that calibrates OS outcome predictions to the RCT population and corrects residual bias through regularized regression. For any OS-derived nuisance, R-OSCAR is consistent for the RCT-population CATE, and is efficient relative to RCT-only estimators when the RCT-OS outcome mean discrepancy is estimable from the RCT at lower complexity than the full RCT outcome model. A cross-fitted RCT diagnostic determines, from observable data alone, whether borrowing from a given OS is supported. Simulations show R-OSCAR can reduce the RCT sample size needed for HTE detection by up to 75%, while remaining robust to misspecification. We validate on two case studies: a semi-synthetic analysis of the Tennessee STAR study with constructed observational confounding, and the Greenlight Plus pediatric-obesity trial linked with external electronic-health-record controls, where borrowing improves control-arm estimation for small trials and the diagnostic certifies it only where the records cover the trial population.

arXiv Stat

Estimating probabilities of multivariate failure sets based on pairwise tail dependence coefficients

arXiv:2210.12618v3 Announce Type: replace Abstract: Estimating probabilities of extreme events involving multiple risk factors is a critical challenge in fields such as finance and climate science. This paper proposes a parametric approach to estimate the probability that a multivariate random vector falls into an extreme failure set, based on the information in the tail pairwise dependence matrix (TPDM) only. The TPDM provides a summary of tail dependence for all pairs of components of the random vector. We propose an efficient algorithm to obtain approximate completely positive decompositions of the TPDM, enabling the construction of a max-linear model whose TPDM approximates that of the original random vector. We also provide conditions under which the approximation turns out to be exact. Based on the decompositions, we can construct max-linear random vectors to estimate failure probabilities, exploiting their computational simplicity. We apply the proposed method to estimate probabilities of extreme events for real-world datasets, including industry portfolio returns and maximal wind speeds, demonstrating its practical utility for risk assessment.

arXiv Stat

Adaptive sparse group LASSO in quantile regression

arXiv:1911.01081v2 Announce Type: replace Abstract: This paper studies the introduction of sparse group LASSO (SGL) to the quantile regression framework. Additionally, a more flexible version, an adaptive SGL is proposed based on the adaptive idea, this is, the usage of adaptive weights in the penalization. Adaptive estimators are usually focused on the study of the oracle property under asymptotic and double asymptotic frameworks. A key step on the demonstration of this property is to consider adaptive weights based on a initial $\sqrt{n}$-consistent estimator. In practice this implies the usage of a non penalized estimator that limits the adaptive solutions to low dimensional scenarios. In this work, several solutions, based on dimension reduction techniques PCA and PLS, are studied for the calculation of these weights in high dimensional frameworks. The benefits of this proposal are studied both in synthetic and real datasets.

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