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Statistical inference for Gaussian Whittle–Matérn fields on metric graphs

度量图上高斯 Whittle–Matérn 随机场的统计推断

Abstract Whittle–Matérn fields are a recently introduced class of Gaussian processes on metric graphs, specified as solutions to a fractional-order stochastic differential equation. Unlike previous covariance-based methods, these fields are well-defined for any compact metric graph and can provide Gaussian processes with differentiable sample paths. We derive the main statistical properties, including the consistency and asymptotic normality of maximum likelihood estimators…

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Post-detection inference for sequential changepoint localization

序贯变点定位的检测后推断

Abstract This article addresses a fundamental but largely unexplored challenge in sequential changepoint analysis: conducting inference following a detected change. We develop a very general framework to construct confidence sets for the unknown changepoint using only the data observed up to a data-dependent stopping time at which an arbitrary sequential detection algorithm declares a change. Our framework is nonparametric, making no assumption on the composite postchange…

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Causal K-means clustering

因果 K 均值聚类

Abstract Causal effects are often characterized at the population level, which can mask important heterogeneity across latent subgroups. Since the subgroup structure is unknown, identifying and evaluating subgroup specific effects is substantially more challenging than standard population level analysis. We address this problem by proposing Causal k-Means Clustering, a framework that uses k-means clustering ideas to recover unknown subgroup structure from individual level…

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Gaussianized design optimization for covariate balance in randomized experiments

随机实验中协变量平衡的高斯化设计优化

Abstract Achieving covariate balance in randomized experiments enhances the precision of treatment effect estimation. However, existing methods often require heuristic adjustments based on domain knowledge and are primarily developed for binary treatments. This paper presents Gaussianized Design Optimization, a novel framework for optimally balancing covariates in experimental design. The core idea is to Gaussianize the treatment assignments: we model treatments as…

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Autoregressive networks with dependent edges

具有依赖边的自回归网络

Abstract We propose an autoregressive framework for modelling dynamic networks with dependent edges. It encompasses models that accommodate, for example, transitivity, degree heterogenenity, and other stylized features often observed in real network data. By assuming the edges of networks at each time are independent conditionally on their lagged values, the models, which exhibit a close connection with temporal exponential random graph models, facilitate both simulation and…

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Byzantine-tolerant distributed learning of finite mixture models

有限混合模型的拜占庭容错分布式学习

Abstract Traditional statistical methods need to be updated to work with modern distributed data storage paradigms. The split-and-conquer framework that learns models on local machines and averaging their parameter estimates is common. However, this does not work for the important problem of learning finite mixture models, because subpopulation indices on each local machine may be arbitrarily permuted (the ‘label switching problem’). Earlier work proposed mixture reduction…

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Generalized point process additive models

广义点过程可加模型

Abstract In this article, we propose a generalized point process additive model with a scalar response and high-dimensional point process predictors. Our proposal is built upon four key components: a realization of a point process as a random counting measure, a generalized point process regression framework, a new kernel function for random measure through kernel embedding, and a suite of low-dimensional structures including the additive model, reduced basis representation,…

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Statistical exploration of the manifold hypothesis

流形假说的统计探索

Abstract The manifold hypothesis is a widely accepted tenet of machine learning which asserts that nominally high-dimensional data are in fact concentrated near a low-dimensional manifold, embedded in high-dimensional space. This phenomenon is observed empirically in many real-world situations, has led to development of a wide range of statistical methods in the last few decades, and has been suggested as a key factor in the success of modern AI technologies. We show that…

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Junhyung Chang and Xiaoyu Lei’s contribution to the Discussion of ‘Statistical exploration of the Manifold Hypothesis’ by Whiteley et al.

Chang 与 Lei 对《流形假设的统计探索》的讨论

We congratulate the authors on an insightful paper that spans both a general theory of manifold emergence, and methodology for exploring hidden manifold structure in high-dimensional data. In summary, assuming the result of Theorem 1 holds, the effectiveness of PCA in elucidating the geometry of the latent domain from high-dimensional data is closely related to the statistical properties of the random functions (Xj)1≤j≤p such as distinguishability and stationarity. To…

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Poorbita Kundu’s and Johannes Schmidt-Hieber’s contribution to the Discussion of ‘Statistical exploration of the manifold hypothesis’ by Whiteley et al.

Kundu与Schmidt-Hieber对《流形假说的统计探索》的讨论

The authors have done an admirable job by combining new methodology, meaningful statistical theory and applications all within one article. The work is both deep and accessible. As a first discussion point, let us relate the proposed latent metric model (LMM) to functional PCA. This comparison can serve as basis to borrow strength and to advance the understanding of both approaches or even to unify them. The latent metric model assumes that we observe where Z1,…,Zn∼μ are…

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Simon et al.’s contribution to the Discussion of ‘Statistical exploration of the Manifold Hypothesis’ by Whiteley et al.

Simon 等对《流形假说的统计探索》的讨论

We congratulate the authors on their impressive effort and commend their tour de force. Our comments follow below. Theoretical foundations. The authors contribution is driven by embedding the manifold hypothesis in a rigorous statistical framework. The Latent Manifold Model (LMM) plays a central role by integrating latent variables, random functions, and structured noise within a unified construction. Grounded in Mercer’s theorem, the approach links correlation kernels with…

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Fukang Zhu and Xiangyu Guo’s contribution to the Discussion of ‘Statistical exploration of the Manifold Hypothesis’ by Whiteley et al.

朱福康与郭祥宇对《流形假说的统计探索》的讨论

We congratulate the authors on their introducing theoretical explanations and applications of the manifold hypothesis in statistics based on the latent metric space model. Using the continuity of the mean correlation kernel in the latent metric space model, the authors employ a feature map to connect the metric space of latent variables to a Euclidean space. This links the geometric and statistical properties of the model. Furthermore, the smoothness of the mean correlation…

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Sanna Passino and Heard’s contribution to the Discussion of ‘Statistical exploration of the Manifold Hypothesis’ by Whiteley et al.

Sanna Passino 与 Heard 对《流形假说的统计探索》的讨论

We congratulate the authors on their excellent contribution and the thoughtful perspectives they brought to this topic. In this contribution, we focus on the assumption of independence between the latent variables Z1,…,Zn in the Latent Metric Space (LMS) model in Section 2. Data often arrive sequentially, leading to intrinsic row-wise dependencies between data matrices observed at T>1 time points, Yt=(Yi,j,t)1≤i≤n,1≤j≤p∈Rn×p,t=1,…,T⁠. This scenario is commonly encountered…

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Milan Stehlík and Martin Schlather’s contribution to the Discussion of ‘Statistical exploration of the manifold hypothesis’ by Whiteley et al.

Stehlík 与 Schlather 对《流形假设的统计探索》的评论

We congratulate the authors of Whiteley et al. (2025) for opening up a challenging world of exploration of the manifold hypothesis. We fully agree that principal component analysis (PCA) is one the most important tool data analysis that the underlying spectral representation needs generalization. An alternative to a purely statistical modelling is to try to include as much knowledge as possible into the generalization. Schlather and Reinbott (2021) suggest an algebraic…

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Alberto Bordino and Olga Klopp’s contribution to the Discussion of ‘Statistical exploration of the Manifold Hypothesis’ by Whiteley et al.

Bordino 与 Klopp 对《流形假说的统计探索》的讨论

We congratulate the authors on an insightful, practice-grounded contribution showing how manifold-like structure can arise naturally from a broad latent metric space (LMS) model. We especially commend the ‘practice-first’ perspective: beginning with pipelines common among practitioners (e.g. PCA to moderate dimension, then t-SNE/UMAP), and then developing theory that explains why such workflows succeed. We shall now comment on a point where practitioners may require further…

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Additive-Effect Assisted Learning

加性效应辅助学习

Abstract It is quite popular nowadays for researchers and data analysts holding different datasets to seek assistance from each other to enhance their modelling performance. We consider a scenario where different learners hold datasets with potentially distinct variables, and their observations can be aligned by a nonprivate identifier. Their collaboration faces the following difficulties: first, learners may need to keep data values or even variable names undisclosed due…

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Spectral change point estimation for high-dimensional time series by sparse tensor decomposition

基于稀疏张量分解的高维时间序列谱变点估计

Abstract Multivariate time series may be subject to partial structural changes over certain frequency band, for instance, in neuroscience. We study the change point detection problem with high-dimensional time series, within the framework of frequency domain. The overarching goal is to locate all change points and delineate which series are activated by the change, over which frequencies. In practice, the number of activated series per change and frequency could span from a…

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Bayesian analysis of product feature allocation models

乘积形式特征分配模型的贝叶斯分析

Abstract Feature allocation models are an extension of Bayesian nonparametric clustering models, where individuals can share multiple features. We study a broad class of models whose probability distribution has a product form, which includes the popular Indian buffet process. This class plays a prominent role among existing priors, and it shares structural characteristics with Gibbs-type priors in the species sampling framework. We develop a general theory for the entire…

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Inference of dependency knowledge graph for Electronic Health Records

电子健康记录依赖知识图谱的统计推断

Abstract The effective analysis of high-dimensional Electronic Health Record (EHR) data, with substantial potential for healthcare research, presents notable methodological challenges. Employing predictive modeling guided by a knowledge graph (KG), which enables efficient feature selection, can enhance both statistical efficiency and interpretability. While various methods have emerged for constructing KGs, existing techniques often lack statistical certainty concerning the…

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Robust detection of watermarks for large language models under human edits

人工编辑下大语言模型水印的稳健检测

Abstract Watermarking is an effective approach to distinguishing text generated by large language models (LLMs) from human-written text. However, the pervasive presence of human edits on LLM-generated text dilutes watermark signals, thereby significantly degrading detection performance of existing methods. In this paper, by modelling human edits through mixture model detection, we introduce a new method—a truncated goodness-of-fit test (Tr-GoF) for detecting watermarked text…

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Bootstrapping estimators based on the block maxima method

基于分块极大值估计量的自助法

Abstract The block maxima method is a standard approach for analyzing the extremal behaviour of a potentially multivariate time series. It has recently been found that the classical approach based on disjoint block maxima may be universally improved by considering sliding block maxima instead. However, the asymptotic variance formula for estimators based on sliding block maxima involves an integral over the covariance of a certain family of multivariate extreme value…

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Scalable Bayesian inference for heat kernel Gaussian processes on manifolds

流形上热核高斯过程的可扩展贝叶斯推断

Abstract We establish a scalable manifold learning method and theory, motivated by the problem of estimating functional magnetic resonance imaging activation manifolds in the Human Connectome Project. Our primary contribution is the development of an efficient estimation technique for heat kernel Gaussian processes in the exponential family model. This approach handles large sample sizes n, preserves the intrinsic geometry of data, and significantly reduces computational…

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Huber means on Riemannian manifolds

黎曼流形上的 Huber 均值

Abstract This article introduces Huber means on Riemannian manifolds, providing a robust alternative to the Fréchet mean by integrating elements of both L2 and L1 loss functions. The Huber means are designed to be highly resistant to outliers while maintaining efficiency, making it a valuable generalization of Huber’s M-estimator for manifold-valued data. We comprehensively investigate the statistical and computational aspects of Huber means, demonstrating their utility in…

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Modelling with categorical features via exact fusion and sparsity regularization

通过精确融合与稀疏正则化对类别特征建模

Abstract We study the high-dimensional linear regression problem with categorical predictors that have many levels. We propose a new estimation approach, which performs model compression via two mechanisms by simultaneously encouraging (a) clustering of the regression coefficients to collapse some of the categorical levels together; and (b) sparsity of the regression coefficients. We present novel mixed integer programming formulations for our estimator, and develop a custom…

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