January 2026

arXiv:2403.03007v3 Announce Type: replace-cross Abstract: The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal likelihood is intractable and conventional Markov chain Monte Carlo (MCMC) methods become computationally prohibitive as the number of subjects grows. We develop a stochastic gradient MCMC (SGMCMC) algorithm tailored to GLMMs that enables accurate posterior inference in the large-sample regime. Our approach […]

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arXiv:2402.13662v3 Announce Type: replace-cross Abstract: We present a method for upper and lower bounding the right and the left tail probabilities of continuous random variables (RVs). For the right tail probability of RV $X$ with probability density function $f (x)$, this method requires first setting a continuous, positive, and strictly decreasing function $g (x)$ such that $-f (x)/g’ (x)$ is a decreasing and increasing function, $forall x>x_0$, which results in upper and lower bounds, respectively, given in the […]

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arXiv:2211.05357v5 Announce Type: replace-cross Abstract: Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often intractable and model simulation may be computationally burdensome. Fortunately, in many of these situations it is possible to adopt a surrogate model or approximate likelihood function. It may be convenient to conduct Bayesian inference directly with a surrogate, but this can result in a […]

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arXiv:2601.01480v2 Announce Type: replace Abstract: Large-scale traffic forecasting relies on fixed sensor networks that often exhibit blackouts: contiguous intervals of missing measurements caused by detector or communication failures. These outages are typically handled under a Missing At Random (MAR) assumption, even though blackout events may correlate with unobserved traffic conditions (e.g., congestion or anomalous flow), motivating a Missing Not At Random (MNAR) treatment. We propose a latent state-space framework that jointly models (i) traffic dynamics via a linear […]

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arXiv:2511.08401v4 Announce Type: replace Abstract: We prove that training a source model optimally for its own task is generically suboptimal when the objective is downstream transfer. We study the source-side optimization problem in L2-SP ridge regression and show a fundamental mismatch between the source-optimal and transfer-optimal source regularization: outside of a measure-zero set, $tau_0^* neq tau_S^*$. We characterize the transfer-optimal source penalty $tau_0^*$ as a function of task alignment and identify an alignment-dependent reversal: with imperfect alignment ($0<rho<1$), […]

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arXiv:2510.15817v2 Announce Type: replace Abstract: Simulation-based inference (SBI) has become a widely used framework in applied sciences for estimating the parameters of stochastic models that best explain experimental observations. A central question in this setting is how to effectively combine multiple observations in order to improve parameter inference and obtain sharper posterior distributions. Recent advances in score-based diffusion methods address this problem by constructing a compositional score, obtained by aggregating individual posterior scores within the diffusion process. While […]

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arXiv:2503.16941v3 Announce Type: replace Abstract: Personalized services are central to today’s digital economy, and their sequential decisions are often modeled as contextual bandits. Modern applications pose two main challenges: high-dimensional covariates and the need for nonparametric models to capture complex reward-covariate relationships. We propose SPARKLE, a novel contextual bandit algorithm based on a sparse additive reward model that addresses both challenges through (i) a doubly penalized estimator for nonparametric reward estimation and (ii) an epoch-based design with adaptive […]

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arXiv:2402.05187v3 Announce Type: replace Abstract: Policy Mirror Descent (PMD) is a popular framework in reinforcement learning, serving as a unifying perspective that encompasses numerous algorithms. These algorithms are derived through the selection of a mirror map and enjoy finite-time convergence guarantees. Despite its popularity, the exploration of PMD’s full potential is limited, with the majority of research focusing on a particular mirror map — namely, the negative entropy — which gives rise to the renowned Natural Policy Gradient […]

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arXiv:2310.11143v5 Announce Type: replace Abstract: Accurate knowledge of indoor radon concentration is crucial for assessing radon-related health effects or identifying radon-prone areas. Indoor radon concentration at the national scale is usually estimated on the basis of extensive measurement campaigns. However, characteristics of the sampled households often differ from the characteristics of the target population owing to the large number of relevant factors that control the indoor radon concentration, such as the availability of geogenic radon or floor level. […]

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arXiv:2012.07784v2 Announce Type: replace Abstract: Inference and forecast problems of the nonlinear dynamical system have arisen in a variety of contexts. Reservoir computing and deep sequential models, on the one hand, have demonstrated efficient, robust, and superior performance in modeling simple and chaotic dynamical systems. However, their innate deterministic feature has partially detracted their robustness to noisy system, and their inability to offer uncertainty measurement has also been an insufficiency of the framework. On the other hand, the […]

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