Efficient and scalable clustering of survival curves
arXiv stat.MLarXiv:2512.16481v2 Announce Type: replace-cross
Abstract: Survival analysis encompasses a broad range of methods for analyzing time-to-event data, with one key objective being the comparison of survival curves across groups. Traditional approaches for identifying clusters of survival curves often rely on computationally intensive bootstrap techniques to approximate the null hypothesis distribution. While effective, these methods impose significant computational burdens. In this work, we propose a novel approach that leverages the k-means and log-rank test to efficiently identify and cluster survival curves. Our method eliminates the need for computationally expensive resampling, significantly reducing processing time while maintaining statistical reliability. By systematically evaluating survival curves and determining optimal clusters, the proposed method ensures a practical and scalable alternative for large-scale survival data analysis. Through simulation studies, we demonstrate that our approach achieves results comparable to existing bootstrap-based clustering methods while dramatically improving computational efficiency. These findings suggest that the log-rank-based clustering procedure offers a viable and time-efficient solution for researchers working with multiple survival curves in medical and epidemiological studies.
A variational approach to dimension-free self-normalized concentration
arXiv stat.MLarXiv:2508.06483v3 Announce Type: replace-cross
Abstract: We study the self-normalized concentration of vector-valued stochastic processes. We focus on bounds for "sub-$\psi$" processes, a well-known and quite general class that encompasses a wide variety of well-known tail conditions (including sub-exponential, sub-Gaussian, sub-gamma, sub-Poisson, and several heavy-tailed settings without a moment generating function such as symmetric or bounded 2nd or 3rd moments). Our results recover and generalize the influential bound of de la Pe\~na et al. [20] (proved again in Abbasi-Yadkori et al. [2]) in the sub-Gaussian case. Further, we fill a gap in the literature between determinant-based bounds and more recent bounds based on condition numbers. As applications we prove a Bernstein inequality for random vectors satisfying a moment condition (a more general condition than boundedness), and also provide the first dimension-free self-normalized empirical Bernstein inequality. Our techniques are based on the variational (PAC-Bayes) approach to concentration.
Likelihood Based Inference in Fully and Partially Observed Exponential Family Graphical Models with Intractable Normalizing Constants
arXiv stat.MLarXiv:2404.17763v3 Announce Type: replace-cross
Abstract: Probabilistic graphical models that encode an underlying Markov random field are fundamental building blocks of generative modeling to learn latent representations in modern multivariate data sets with complex dependency structures. Among these, the exponential family graphical models are especially popular, given their fairly well-understood statistical properties and computational scalability to high-dimensional data based on pseudo-likelihood methods. These models have been successfully applied in many fields, such as the Ising model in statistical physics and count graphical models in genomics. Another strand of models allows some nodes to be latent, so as to allow the marginal distribution of the observable nodes to depart from exponential family to capture more complex dependence. These approaches form the basis of generative models in artificial intelligence, such as the Boltzmann machines and their restricted versions. A fundamental barrier to likelihood-based (i.e., both maximum likelihood and fully Bayesian) inference in both fully and partially observed cases is the intractability of the likelihood. The usual workaround is via adopting pseudo likelihood-based approaches, following the pioneering work of Besag(1974). The goal of this paper is to demonstrate that full likelihood-based analysis of these models is feasible in a computationally efficient manner under a logarithmically sparse setting. The chief innovation lies in utilizing the tractable independence model underlying an intractable graphical model, to estimate the normalizing constant, as well as its gradient. Extensive numerical results, supporting theory and comparisons with pseudo likelihood-based approaches demonstrate the applicability of the proposed method.
Context-Adaptive Thresholding for Conditionally Representative Monitoring and Classification
arXiv stat.MLarXiv:2609.26652v1 Announce Type: cross
Abstract: Commonly, classifiers and monitoring procedures are trained from labeled data by optimizing an objective such as the misclassification rate. This may lead to unrepresentative conditional distributions of the outcome (the labels) given important external variables, different from the conditional laws in the population. We show how to modify any given threshold-type classifier resp. monitoring rule to achieve representative conditional label prediction by using adapting the threshold to a covariate $Z$ (the context) to distribute sensitivity while maintaining the false alarm rate. In case that the alarm event is unknown, this approach also allows to (approximately) infer the event in terms of a thresholding rule. The approach is implemented by a computationally cheap nonparametric estimation procedure, and its properties are studied in terms of nonasymptotic error bounds and asymptotic distribution theory including empirical process theory. These results allow to construct uniform confidence bands, functional hypothesis tests and change-detection procedures. For the well known FICOS credit scoring example, often used in interpretable machine learning, threshold adaptation leads to an easily interpretable decision rule which can compete with state of the art methods including transformers, in terms of common classification metrics.
Three Routes to One Answer: Reconciling AIPW, TMLE, and Double Machine Learning for Applied Researchers
arXiv stat.MLarXiv:2609.26142v1 Announce Type: cross
Abstract: Augmented inverse-probability weighting (AIPW), targeted maximum likelihood estimation (TMLE), and double/debiased machine learning (DML) are three routes to the same efficient influence function for the average treatment effect --- settled theory we treat as background. This tutorial's contribution is its worked, shared-nuisance reconciliation on real data: what a practitioner must actually match for the routes, and the software packages, to agree. Working the effect of smoking cessation on weight change in the open NHEFS data (n=1566) with one shared Super Learner library and identical cross-fitting folds, we build all three estimators by hand from one influence function, in full-sample, cross-fit, and double-cross-fit variants; the six resulting doubly-robust estimates span only 3.32--3.42 kg, consistent with the established benchmark. We then reconcile the same estimand across our engine and the tmle, AIPW, DoubleML, and tmle3 packages. At their defaults the estimates span 3.32--3.49 kg. Once the library and folds are matched and single-split noise is averaged out, the three library-sharing implementations agree to within 0.01 kg --- so the residual spread traces to the nuisance library, folds, and repetitions, not to the estimator label. Because the estimators share one influence function, they agree under good overlap; under a positivity violation the pooled ATE is not identified without additional extrapolation assumptions, and their finite-sample estimates can then diverge sharply. We therefore place a positivity diagnosis ahead of estimator choice, illustrate the failure on a no-overlap example, and close with a reporting checklist. Open-source R code reproduces every number.
Chaos Is a LADDER: Domain Generalization Beyond Invariance via Reweighting
arXiv cs.LGarXiv:2607.26458v2 Announce Type: replace-cross
Abstract: Domain generalization (DG) aims to learn from multiple source domains and generalize to unseen target domains. Most DG methods pursue invariance: they seek a causal representation whose prediction rule is invariant across domains. This principle is effective when the causal mechanism is stable, but becomes restrictive when the domain itself modulates how causal content maps to the response. In this case, directly feeding domain style into the predictor can create misleading shortcuts, since style does not by itself cause the response. Yet the apparent chaos of multiple styles can become a ladder: style can locate the unseen target domain among source domains and guide which domain-dependent prediction rules should be trusted. We propose \emph{Latent Adaptive Domain Disentanglement and Environment Reweighting} (LADDER), a fixed-model DG pipeline that learns causal/style representations, freezes the encoders, fits source-specific classifiers, and uses an unlabeled target-domain covariate set only at inference to compute weights over these fixed classifiers, with no target labels or model-state updates. We establish theoretical guarantees for source reweighting and validate LADDER on simulations, FMoW, and a location-grouped iWildCam protocol, with gains in overall and group-averaged accuracy.
Quasi-SVD: Learning a Lie-constrained matrix factorisation for real-time imaging
arXiv cs.LGarXiv:2607.25967v2 Announce Type: replace-cross
Abstract: Singular Value Decomposition (SVD) underlies matrix factorisation tasks across many fields, with imaging applications demanding real-time processing. Yet SVD algorithms are inherently sequential, constraining real-time GPU throughput and limit online deployment in imaging pipelines. This study introduces a fully parallelized matrix factorization framework for GPUs by enforcing matrix orthogonality on left singular vectors via Lie-parametrised algebra and recovering the remaining components through soft constraints. This asymmetric constraint design enables an efficient parallel and provably valid decomposition, achieves high reconstruction fidelity and substantially accelerates computation relative to the exact SVD, with real-time throughput exceeding standard video frame rates. Performance is evaluated on multiple imaging tasks spanning complementary computational regimes: (1) spatio-temporal background subtraction for ultrasound localisation microscopy, requiring high-dimensional matrix separation, (2) Mueller matrix polarimetry for neurosurgical tissue characterisation, requiring massive batch processing of small matrices, and (3) an MNIST denoising benchmark at an intermediate scale with known ground truth. Across regimes and instruments, the proposed framework demonstrates robust domain transfer at various matrix scales, sufficient for live image-guided workflows that classical solvers cannot currently support in these settings. By prioritising downstream reconstruction fidelity over exact spectral recovery, the proposed SVD framework makes structured matrix factorisation practical for real-time processing.
Rethinking Post-Hoc Calibration in Semantic Segmentation
arXiv cs.LGarXiv:2607.01902v2 Announce Type: replace-cross
Abstract: Reliable confidence estimates are essential in semantic segmentation, yet modern models often remain miscalibrated. We investigate two overlooked issues in post-hoc calibration. First, adding a constant to all logits leaves softmax probabilities unchanged, but several standard calibrators depend on this arbitrary offset. In segmentation, this offset can vary across pixels or voxels, introducing spatially varying representation dependence. We characterize translation-invariant (TI) calibrators and construct TI counterparts of shift-sensitive methods. Second, calibrating with cross-entropy can degrade segmentation quality due to mismatched training and calibration objectives and limited calibration data. We investigate decision-preserving calibration under argmax- and order-preservation constraints. Since these constraints restrict affine softmax calibrators to temperature scaling, we introduce more expressive class-conditional affine calibrators that preserve decisions. Across natural-image and medical segmentation benchmarks, including corruption-based covariate shift, TI variants generally improve calibration, while decision-preserving variants prevent segmentation degradation by construction and retain strong calibration performance. Our findings provide practical design principles for post-hoc calibration in semantic segmentation.
Semantic-Anchored Evidential Fusion for Domain-Robust Whole-Slide Survival Analysis
arXiv cs.LGarXiv:2606.19966v2 Announce Type: replace-cross
Abstract: Whole-slide images (WSIs) are widely used for computational cancer prognosis. However, most existing methods primarily focus on in-domain performance and fail to generalize across clinical centers. This limitation stems from their reliance on pixel-derived representations that are highly susceptible to domain-specific artifacts caused by staining protocols and scanner hardware. We hypothesize that high-level pathology semantics, such as tumor grade and micro-environmental architecture, provide a domain-invariant semantic representation that mirrors the robust diagnostic logic of human pathologists. Therefore, we propose a Semantic-Anchored Evidential Fusion Survival (SAEFS) framework, where SAEFS derives semantic anchors from WSIs via Visual Question Answering (VQA), employs a dual-stream WSI evidence extraction architecture, uses Dirichlet-based Subjective Logic to model uncertainty, and fuses semantic and visual evidence through a cautious conjunction rule to avoid overconfident fusion from correlated sources. Trained exclusively on one source domain and evaluated zero-shot across four unseen domains, SAEFS consistently outperforms state-of-the-art models both in prediction accuracy and reliability, improving the average C-index by 10.2%. Quantitative analyses further show that VQA-derived semantic features exhibit significantly lower cross-center divergence than pixel-derived features, highlighting their robustness for cross-center clinical applications.
Financially Guided Deep Portfolio Optimization
arXiv cs.LGarXiv:2605.28853v2 Announce Type: replace-cross
Abstract: Portfolio optimization in real-world financial markets is notoriously difficult due to non-stationarity, noisy data, and high transaction costs. Standard predict-then-optimize methods first forecast returns and then solve for weights, compounding prediction errors and often failing under regime shifts. We propose an end-to-end framework that directly optimizes differentiable surrogates of key financial metrics (Sharpe ratio, Omega ratio, Conditional Value-at-Risk, and risk parity), allowing neural networks to learn portfolio weights via backpropagation. Our expanding-window walk-forward procedure, applied to 50 S&P 500 stocks from 2007 to 2023, incorporates realistic bid-ask spread costs and rebalances quarterly. On the challenging out-of-sample test period (2022-2023), the best model, an AttentionLSTM with the Omega-CVaR-RiskParity loss, achieves an annualized Sharpe of 0.29 and a total compounded return of +7.86%, while the S&P 500 delivers -4.52% total compounded return and an annualized Sharpe of -0.02. This outperforms the S&P 500 by 12.38 percentage points, while keeping tail risk (CVaR) nearly unchanged. The framework outperforms the equal-weight portfolio, S&P 500, and traditional methods (MVP, HRP, NCO, ERC), demonstrating that embedding financial objectives directly into model training yields robust, economically meaningful outperformance even in adverse market conditions.
Parameter-Efficient Adaptation of Pre-Trained Vision Foundation Models for Active and Passive Seismic Data Denoising
arXiv cs.LGarXiv:2605.10953v2 Announce Type: replace-cross
Abstract: The demand for high-resolution subsurface imaging and continuous Earth monitoring has driven rapid growth in active and passive seismic data from dense geophone deployments, distributed acoustic sensing (DAS) arrays, and large-scale 2D and 3D surveys. This expansion makes complex noise suppression increasingly challenging, especially when signal fidelity must be preserved. Conventional supervised deep learning methods are often task-specific, require large paired datasets, and can suffer from domain shift under new acquisition conditions. Foundation models offer a promising alternative, but pre-training seismic foundation models from scratch requires massive domain-specific data and substantial computation. We propose an efficient framework that repurposes general-purpose Vision Foundation Models (VFMs) for geophysical tasks through Parameter-Efficient Fine-Tuning. The architecture uses a pre-trained VFM, a DINOv3 encoder, adapted with Low-Rank Adaptation (LoRA) to enable effective feature adaptation with few additional parameters. To improve robustness under unseen field conditions without ground truth, we introduce a kurtosis-guided unsupervised test-time adaptation module that updates only LoRA parameters during inference. This module self-calibrates the model to site-specific noise by identifying information-rich regions via kurtosis and performing self-training without labeled data. Experiments on public exploration seismic images and DAS vertical seismic profiling data from the Utah FORGE site show that the framework matches or outperforms domain-specific models. Tests on unseen cross-site data from a land survey in China and the Gro{\ss} Sch\"onebeck geothermal site in Germany further demonstrate strong generalization and effective signal-noise separation. These results highlight the potential of adapting pre-trained VFMs to data-intensive problems in exploration seismology.
Flow Matching for Count Data
arXiv cs.LGarXiv:2605.07746v2 Announce Type: replace-cross
Abstract: High-dimensional count data arise in applications such as single-cell RNA sequencing and neural spike trains, where mappings between distributions across successive batches or time points form critical components of data analysis. The recent success of diffusion- and flow-based deep generative models for images, video, and text motivates extending these ideas to count-valued settings, but many existing methods either treat each count as a categorical state or transform counts into a continuous space, neither of which is natural or efficient when the count range is large. We propose count-FM, a flow-matching framework for count data based on a continuous-time birth-death process with local unit jumps. Count-FM learns marginal transitions efficiently in count space through simulation-free training of conditional transition rates, allowing transport between arbitrary count-distributed source and target populations. In simulation, count-FM variants achieve strong sample quality while using substantially fewer parameters. We further apply count-FM to scRNA-seq and neural spike-train data for unconditional generation, transport, and conditional generation. Across these tasks, count-FM yields improved sample quality, greater modeling efficiency, and interpretable transport paths.
The Virtue of Sparsity in Complexity
arXiv cs.LGarXiv:2604.17166v2 Announce Type: replace-cross
Abstract: Sparsity or complexity? In modern high-dimensional asset pricing, these are often viewed as competing principles: recent empirical evidence favors richer models, while economic intuition has long favored parsimony. We reconcile this tension by distinguishing capacity sparsity-restrictions on effective model capacity-from factor sparsity-the parsimonious structure of priced risks. Revisiting the benchmark empirical design of Didisheim et al. (2025), we combine nonlinear feature expansions with basis pursuit, using column generation and GPU acceleration to scale estimation to 432 million candidate factors. Reaching this scale reveals a reversal in out-of-sample performance: sparse portfolios trail dense ridgeless benchmarks at lower complexity but achieve a higher Sharpe ratio and lower pricing error at the largest candidate set. Capacity expansion and factor sparsity are therefore complements: enlarging the candidate space allows a parsimonious pricing kernel to outperform its dense counterpart.
Unified Multimodal Uncertain Inference
arXiv cs.LGarXiv:2604.08701v3 Announce Type: replace-cross
Abstract: We introduce Unified Multimodal Uncertain Inference (UMUI), a multimodal inference task spanning text, audio, and video, where models must produce calibrated probability estimates of hypotheses conditioned on a premise in any modality or combination. While uncertain inference has been explored in text, extension to other modalities has been limited to single-modality binary entailment judgments, leaving no framework for fine-grained probabilistic reasoning in or across other modalities. To address this, we curate a human-annotated evaluation set with scalar probability judgments across audio, visual, and audiovisual settings, and additionally evaluate on existing text and audio benchmarks. We introduce CLUE (Calibrated Latent Uncertainty Estimation), which combines self-consistent teacher calibration and distribution-based confidence probing to produce calibrated predictions. We demonstrate that our 3B-parameter model achieves equivalent or stronger performance than zero-shot baselines up to 32B parameters across all modalities.
Sampling at intermediate temperatures is optimal for training large language models in protein structure prediction
arXiv cs.LGarXiv:2603.29529v2 Announce Type: replace-cross
Abstract: Using a statistical mechanics framework, we investigate the parameter space of transformer models trained on protein sequence data. We sample the loss landscape at varying temperatures using Langevin dynamics to characterize the low-loss manifold, and to understand the mechanisms underlying transformers' superior performance in protein structure prediction. We find that, at variance with networks not based on the attention mechanism, the lack of a first--order--like transition in the loss of the transformer produces a range of intermediate temperatures with good learning properties; this is true both for synthetic and natural protein sequences. We also show that the parameters of most layers are highly conserved at these temperatures if the dimension of the embedding is optimal, and we provide an operative way to find this dimension. Additionally, we show that the attention matrix is more predictive of the contact maps of the protein at higher temperatures and for higher dimensions of the embedding than those optimal for learning. Finally, we showed that the models sampled at intermediate temperatures can predict the free-energy variation upon mutation, better than models obtained through standard optimization techniques.
Conditional Distributional Treatment Effects: Doubly Robust Estimation and Testing
arXiv cs.LGarXiv:2603.16829v2 Announce Type: replace-cross
Abstract: Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to capture such conditional distributional treatment effects, and develop a doubly robust estimator that is minimax optimal in the local asymptotic sense. Using this, we develop a test for the global homogeneity of conditional potential outcome distributions that accommodates discrepancies beyond the maximum mean discrepancy (MMD), has provably valid type 1 error, and is consistent against fixed alternatives---the first test, to our knowledge, with such guarantees in this setting. We then provide a test that aggregates evidence across a grid of kernel-bandwidth choices. Furthermore, we derive exact closed-form expressions for two natural discrepancies (including the MMD), and provide a computationally efficient, permutation-free algorithm for our test.
Learning to bin: differentiable and Bayesian optimization for multi-dimensional discriminants in high-energy physics
arXiv cs.LGarXiv:2601.07756v2 Announce Type: replace-cross
Abstract: Categorizing events using discriminant observables is central to many high-energy physics analyses. Yet, bin boundaries are often chosen manually. A simple, popular choice in multi-classification tasks is to assign events according to the largest per-class score ("argmax") and to apply equidistant binning to the resulting one-dimensional discriminants. We propose a binning optimization for signal significance directly in multi-dimensional discriminants. We use a Gaussian Mixture Model (GMM) to define flexible regions in the score space, which can be interpreted either as bins or as analysis categories. While this GMM-based strategy is applicable in both one and multiple dimensions, we also study a direct bin-boundary optimization in one dimension as a simpler alternative for binary discriminants. On this binning model, we study two optimization strategies: a differentiable and a Bayesian optimization approach. We study two toy setups: a binary classification and a three-class problem with two signals and backgrounds. In the one-dimensional case, both approaches achieve similar gains in signal sensitivity compared to equidistant binning for a given number of bins, while in the multi-dimensional case the differentiable approach performs best. We show that the GMM-based optimization can outperform argmax classification even after optimized binning is applied to the one-dimensional projections. We further study the performance of our methods on the FAIR Universe $H\rightarrow\tau\tau$ dataset, where the GMM-based optimization gives the highest signal significance. Both methods are released as lightweight Python plugins intended for straightforward integration into existing analyses.
Exact and Approximate Range Queries in Ball Mapper
arXiv cs.LGarXiv:2601.01405v3 Announce Type: replace-cross
Abstract: Ball Mapper summarizes a finite metric dataset by covering the sample with closed balls centered at selected landmarks and connecting landmarks whose balls share observations. Its construction therefore depends critically on repeated fixed radius range queries, yet the effect of replacing exact queries by approximate search has not been systematically characterized. We formulate Ball Mapper through an abstract range query procedure that separates the mathematical construction from the search backend used to realize it. Under fixed ordering, exact procedures preserve the landmark sequence, cover, graph, and membership-based colorings. For approximate procedures, we derive deterministic bounds on covering radius and landmark separation under additive and multiplicative query errors, prove inclusions for the induced nerve, characterize edge survival through witness redundancy for conservative approximations, and bound perturbations of mean vertex colorings. The accompanying implementation provides independent exact reference backends together with exhaustive and approximate search methods under a common closed ball convention. Experiments on Gaussian, mixture, and noisy curve data across three seeds show that approximation fidelity depends strongly on geometry and that edges supported by multiple witnesses are substantially more robust to missed memberships. At 20,000 observations, the approximate indexes did not outperform exhaustive FAISS Flat search. The results therefore establish a framework for controlled approximation rather than a universal speed advantage, and identify the geometric and combinatorial quantities that govern when approximate range search preserves the Ball Mapper summary.
Riemannian Optimization on Tree Tensor Networks with Application in Machine Learning
arXiv cs.LGarXiv:2507.21726v3 Announce Type: replace-cross
Abstract: Tree tensor networks (TTNs) are widely used in low-rank approximation and quantum many-body simulation. In this work, we present a formal analysis of the quotient geometry underlying the TTN parameter space. Our framework allows for arbitrary horizontal distributions, and we develop efficient first- and second-order optimization algorithms that exploit this geometry. Additionally, we devise a backpropagation algorithm for training TTNs in a kernel learning setting. We validate our methods through numerical experiments on a representative digit classification task and reveal an important tradeoff between two different horizontal distributions that are available for TTNs: while one offers cleaner geometric statements, the other ultimately leads to more efficient algorithms.
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