February 2026

arXiv:2602.13888v1 Announce Type: cross Abstract: Covariance matrices arise naturally in different scientific fields, including finance, genomics, and neuroscience, where they encode dependence structures and reveal essential features of complex multivariate systems. In this work, we introduce a comprehensive Bayesian framework for analyzing heterogeneous covariance data through both classical mixture models and a novel mixture-of-experts Wishart (MoE-Wishart) model. The proposed MoE-Wishart model extends standard Wishart mixtures by allowing mixture weights to depend on predictors through a multinomial logistic gating […]

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arXiv:2602.13872v1 Announce Type: cross 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 […]

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arXiv:2602.13871v1 Announce Type: cross Abstract: We formulate Ensemble-Conditional Gaussian Processes (Ens-CGP), a finite-dimensional synthesis that centers ensemble-based inference on the conditional Gaussian law. Conditional Gaussian processes (CGP) arise directly from Gaussian processes under conditioning and, in linear-Gaussian settings, define the full posterior distribution for a Gaussian prior and linear observations. Classical Kalman filtering is a recursive algorithm that computes this same conditional law under dynamical assumptions; the conditional Gaussian law itself is therefore the underlying representational object, while […]

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arXiv:2602.13848v1 Announce Type: cross Abstract: We propose a sequential test for detecting arbitrary distribution shifts that allows conformal test martingales (CTMs) to work under a fixed, reference-conditional setting. Existing CTM detectors construct test martingales by continually growing a reference set with each incoming sample, using it to assess how atypical the new sample is relative to past observations. While this design yields anytime-valid type-I error control, it suffers from test-time contamination: after a change, post-shift observations enter the […]

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arXiv:2602.13804v1 Announce Type: cross Abstract: Large language models spend most of their inference cost on attention over long contexts, yet empirical behavior suggests that only a small subset of tokens meaningfully contributes to each query. We formalize this phenomenon by modeling attention as a projection onto the convex hull of key vectors and analyzing its entropic (softmax-like) relaxation. Our main theoretical contribution is a face-stability theorem showing that, under a strict complementarity margin (a support gap (Delta) certified […]

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arXiv:2602.13485v1 Announce Type: cross Abstract: Networks of modern industrial systems are increasingly monitored by distributed sensors, where each system comprises multiple subsystems generating high dimensional time series data. These subsystems are often interdependent, making it important to understand how temporal patterns at one subsystem relate to others. This is challenging in decentralized settings where raw measurements cannot be shared and client observations are heterogeneous. In practical deployments each subsystem (client) operates a fixed proprietary model that cannot be […]

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arXiv:2602.13475v1 Announce Type: cross Abstract: The hazard ratio from the Cox proportional hazards model is a ubiquitous summary of treatment effect. However, when hazards are non-proportional, the hazard ratio can lose a stable causal interpretation and become study-dependent because it effectively averages time-varying effects with weights determined by follow-up and censoring. We consider the average hazard (AH) as an alternative causal estimand: a population-level person-time event rate that remains well-defined and interpretable without assuming proportional hazards. Although AH […]

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arXiv:2602.13442v1 Announce Type: cross Abstract: Quantifying the complexity of feed-forward neural networks (FFNNs) remains challenging due to their nonlinear, hierarchical structure and numerous parameters. We apply generalized degrees of freedom (GDF) to measure model complexity in FFNNs with binary outcomes, adapting the algorithm for discrete responses. We compare GDF with both the effective number of parameters derived via log-likelihood cross-validation and the null degrees of freedom of Landsittel et al. Through simulation studies and a real data analysis, […]

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arXiv:2602.13413v1 Announce Type: cross Abstract: We develop a worst-case complexity theory for stochastically preconditioned stochastic gradient descent (SPSGD) and its accelerated variants under heavy-tailed noise, a setting that encompasses widely used adaptive methods such as Adam, RMSProp, and Shampoo. We assume the stochastic gradient noise has a finite $p$-th moment for some $p in (1,2]$, and measure convergence after $T$ iterations. While clipping and normalization are parallel tools for stabilizing training of SGD under heavy-tailed noise, there is […]

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arXiv:2602.14862v1 Announce Type: new Abstract: Temperature scaling is a simple method that allows to control the uncertainty of probabilistic models. It is mostly used in two contexts: improving the calibration of classifiers and tuning the stochasticity of large language models (LLMs). In both cases, temperature scaling is the most popular method for the job. Despite its popularity, a rigorous theoretical analysis of the properties of temperature scaling has remained elusive. We investigate here some of these properties. For […]

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