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arXiv preprints from January 1, 2026 through September 22, 2026 — 10:55:59 EST

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Posted in econ.TH · 2026-09-02 · Zhonghong Kuang, Jingfeng Lu

Equilibrium Architecture in Multi-Battle Contests with Count-Dependent Prizes

Two contestants with possibly different marginal costs compete across identical battlefields governed by a Tullock technology with discriminatory power at most one. A symmetric schedule divides a fixed prize according to the number of victories. Allowing for inactivity, unequal efforts across battlefields, and arbitrary mixed...

💬 0 commentsarXiv:2609.02031v1PDF
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Posted in econ.GN · 2026-09-02 · Roshni Sahoo, Joshua Blumenstock, Paul Niehaus, Leo Selker, Stefan Wager

What Would it Cost to End Extreme Poverty?

We study poverty minimization via direct transfers, framing this as a statistical learning problem while retaining the information constraints faced by real-world programs. Using nationally representative household consumption surveys from 34 countries that together account for 76% of the world's poor, we estimate that reducing the...

💬 0 commentsarXiv:2609.02013v1PDF
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Posted in econ.EM · 2026-09-01 · Vod Vilfort

Headline Estimation with Multiple Research Designs

To study a scalar parameter, a researcher may consider multiple research designs. Based on the evidence across designs, the researcher may wish to formulate a headline estimate of the parameter. I examine how to choose this headline when it is unclear which design is most appropriate for studying the parameter. I model this setting by...

💬 0 commentsarXiv:2609.01943v1PDF
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Posted in stat.ME · 2026-09-02 · Marc Delord

Non-Invariance in Nested Prediction Models under Selective Predictor Availability

Selective measurement of predictors is common in routinely collected health data. We used nested prediction models as a framework for characterising the consequences of a selectively measured predictor, with a restricted model defined in the target population and an extended model including the selectively measured predictor defined...

💬 0 commentsarXiv:2609.02836v1PDF
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Posted in stat.ML · 2026-09-02 · Zhaoming Li, Paul Hand

Full-Model Optimality for Tunable Linear Generative Priors in Compressed Sensing

Generative models have been studied experimentally and theoretically as priors for inverse problems such as compressed sensing. Recent work by Gunn et al. studied the use of generative priors with tunable complexity, where a family of generative priors with varying complexity is maintained and a specific complexity can be selected at...

💬 0 commentsarXiv:2609.02790v1PDF
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Posted in stat.ME · 2026-09-02 · Jiwon Kang, Yun Am Seo

Quantum mutual information statistics for detecting dependence-structure change points in time series

Detecting when the dependence between two components of a multivariate time series changes, while the marginals drift freely, requires a dependence-specific statistic. We take the inferential object to be a density operator -- the trace-normalised second moment of unit-norm random Fourier features of ranks -- rather than a probability...

💬 0 commentsarXiv:2609.02787v1PDF
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Posted in stat.ME · 2026-09-02 · Sahil Loomba, Dean Eckles

Off-policy causal estimation in networks

In the presence of interference, where the treatment assigned to one unit can affect the outcomes of others, many causal estimands depend on the treatment-assignment policy under which the experiment is conducted. This policy dependence creates a fundamental challenge for off-policy estimation, where the goal is to estimate causal...

💬 0 commentsarXiv:2609.02756v1PDF
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Posted in stat.ML · 2026-09-02 · Jia-Nan Wang, Zixun Huang, Kairui Li, Lei Wu

Momentum in large-batch training: Polyak enlarges the critical batch size, Nesterov improves data efficiency

We study when and how momentum improves large-batch training in the one-pass regime, using power-law kernel regression as a tractable setting. We first characterize risk stability through the critical learning rate, defined as the largest learning rate for stable training, and obtain $η_{\mathrm{SGD}}^{\mathrm{crit}}\eqsim 1$,...

💬 0 commentsarXiv:2609.02728v1PDF
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Posted in math.NA · 2026-09-02 · Jonas Blessing, Philipp Schmocker, Alessandro Sgarabottolo

Neural operators approximate strongly continuous convex monotone semigroups

We approximate strongly continuous convex monotone semigroups by learning their Chernoff-type one-step operators with neural operators. First, we introduce the general class of so-called Chernoff-neural operators and show in a universal approximation theorem that they can approximate the Chernoff one-step operators arbitrarily well....

💬 0 commentsarXiv:2609.02727v1PDF
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Posted in econ.EM · 2026-09-02 · Marcelo Fernandes, Vitor Henriques, Eduardo Fonseca Mendes

Estimation risk in conditional expectiles

We establish the consistency and asymptotic normality of a two-step estimator of conditional expectiles in the context of conditional scale models. We first estimate the conditional variance parameters by quasi-maximum likelihood and then compute the unconditional expectile of the innovations using the empirical distribution of the...

💬 0 commentsarXiv:2609.02673v1PDF
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Posted in stat.ME · 2026-09-02 · Johannes Brachem, Thomas Kneib

Reconciling Interpretability with Covariate-Dependent Shape Flexibility in Penalized Transformation Models for Distributional Regression

A central challenge in distributional regression is to allow the shape of the conditional distribution of the response variable to vary flexibly with covariates while retaining directly interpretable effects on its mean and standard deviation. We extend the penalized transformation model (PTM) family into a conditional-shape PTM,...

💬 0 commentsarXiv:2609.02662v1PDF
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Posted in stat.ME · 2026-09-02 · Patrick B. Langthaler, Jun Ma, Jonas Beck

Detecting Early and Late Divergences in Survival Curves Using Nonparametric Effect Measures

Clinical trials often show treatment curves that diverge early and converge later, or vice versa patterns that are poorly captured by the proportional-hazards assumption. We develop a joint inferential framework for two nonparametric functionals of censored survival data: the Kaplan--Meier-based Mann--Whitney effect and a novel...

💬 0 commentsarXiv:2609.02596v1PDF
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Posted in stat.CO · 2026-09-02 · Glory Mary Givi, Cédric Travelletti, Grégory Mermoud

TrunX: A massively parallel, differentiable implementation of the 3-PG forest growth model in JAX

Process-based forest models are widely used to simulate forest growth and responses to environmental change, but their calibration and application often require many computationally expensive model evaluations. We present an implementation of the Physiological Processes Predicting Growth (3-PG) model in JAX that uses just-in-time...

💬 0 commentsarXiv:2609.02557v1PDF
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Posted in stat.AP · 2026-09-02 · Lee Suddaby, Gordon J Ross

Did Mary Shelley Write Frankenstein? A Stylometric Analysis

The novel Frankenstein was published anonymously in 1818, and was first credited to Mary Shelley in a French translation of 1821. Since its publication, several claims - both contemporaneous and recent - have been made suggesting that Frankenstein was actually written by Mary's husband, Percy Bysshe Shelley. We review the background...

💬 0 commentsarXiv:2609.02527v1PDF
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Posted in stat.AP · 2026-09-02 · James Bailie

Big data, differential privacy, and national statistical organisations

Differential privacy (DP) has emerged in the computer science literature as a measure of the impact on an individual's privacy resulting from the publication of a statistical output such as a frequency table. This paper provides an introduction to DP for official statisticians and discuss its relevance, benefits, and challenges from a...

💬 0 commentsarXiv:2609.02495v1PDF
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Posted in stat.ML · 2026-09-02 · Roser Homs, Olga Kuznetsova, Bernadette J. Stolz

A computational approach to maximum likelihood thresholds for colored Gaussian graphical models

Gaussian graphical models (GGMs) are essential tools for interpretable structure learning. However, in high-dimensional, small-sample regimes, the available data is often insufficient for the maximum likelihood estimator to exist. Colored Gaussian graphical models (CGGMs) mitigate this limitation by imposing symmetry constraints...

💬 0 commentsarXiv:2609.02382v1PDF
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Posted in cs.LG · 2026-09-02 · Ryota Ushio, Takashi Ishida, Masashi Sugiyama

Bayes-Optimal BER and AUC: Estimation and Evaluation of Estimators

A fundamental quantity in machine learning is the optimal performance achievable by any model on a given task. Estimating this quantity allows us to distinguish the irreducible part of the error from a deficiency of the model, telling us how much room for improvement remains. Recent work has shown that the Bayes error, or equivalently...

💬 0 commentsarXiv:2609.02304v1PDF
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Posted in stat.ML · 2026-09-02 · Shizhe Zhang, Mingyang Zhao, Lei Ma

Schrödinger Bridges on Lie Group Manifolds for Probabilistic Intrinsic Generation

Generative modeling directly on geometric manifolds can avoid errors introduced by flattening non-Euclidean data, repeated ambient projection, and coordinate inconsistency in Euclidean representations. Schrodinger bridges provide a probabilistic generative framework for entropy-regularized transport between prescribed endpoint...

💬 0 commentsarXiv:2609.02196v1PDF
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Posted in cs.LG · 2026-09-02 · Vaneet Aggarwal, Yiyang Lu

Online Non-Monotone DR-Submodular Maximization Matching the Offline $0.401$ Factor

We study online maximization of nonnegative, non-monotone DR-submodular functions over compact convex down-closed subsets of the $d$-dimensional unit cube. The best known constructive offline approximation factor is $0.401$ under the corresponding meta-solvability assumptions, whereas comparable adversarial online guarantees had...

💬 0 commentsarXiv:2609.02145v1PDF
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Posted in stat.ML · 2026-09-02 · Ming Tan, Xiyun Jiao

HyperMC: Multi-Fidelity Hyperparameter Tuning for Stochastic Gradient MCMC

Stochastic gradient Markov chain Monte Carlo (SGMCMC) methods enable scalable Bayesian inference, but their performance depends strongly on hyperparameters such as the step size, mini-batch size, and number of leapfrog steps. Since most SGMCMC algorithms lack a Metropolis-Hastings acceptance rate, standard acceptance-based tuning...

💬 0 commentsarXiv:2609.02138v1PDF
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Posted in stat.ME · 2026-09-02 · Difan Song, V. Roshan Joseph

Efficient Screening Designs for Expensive Black-box Models with Qualitative and Quantitative Factors

Computationally expensive black-box models often involve a large number of input factors with complex interactions and varying importance. Experimental design techniques can be used for quickly identifying the important factors, which can make the optimization of a complex computer model or the training of an expensive machine...

💬 0 commentsarXiv:2609.02087v1PDF
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Posted in stat.ME · 2026-09-02 · Tingxuan Han, Ke Deng

Data-Adaptive Rerandomization for 2K Factorial Designs

Factorial designs allow simultaneous estimation of multiple main effects and interactions, but covariate imbalance can substantially reduce estimation precision. Existing rerandomization methods improve covariate balance yet do not fully exploit heterogeneous priorities across factorial effects or effect-specific covariate importance....

💬 0 commentsarXiv:2609.02078v1PDF
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Posted in astro-ph.HE · 2026-09-02 · Elia Giliberti

Vortex pinning and the elastic response of neutron-star crusts II. Non-axisymmetric loading and Magnus mountains

Pinned superfluid vortices transmit a Magnus force to the neutron-star crust. A non-axisymmetric component of the superfluid-lattice lag can therefore support a persistent mass quadrupole. We calculate the l=m=2 response of self-gravitating, radially stratified spherical stars with SLy4 and BSk21 backgrounds, using a local microscopic...

💬 0 commentsarXiv:2609.02863v1PDF
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Posted in astro-ph.IM · 2026-09-02 · Eleonora Veronica Lai, Matteo Bachetti, Maura Pilia, Daniela Huppenkothen, Matteo Lucchini, Guglielmo Mastroserio, Hamza El Byad

High performance Stingray

X-ray astrophysical objects show variability on a wide range of timescales, i.e. from fractions of second to years. The open-source Python library stingray is able to perform time series analyses with a focus on high-energy astrophysics. Comprising the most commonly used Fourier analyses techniques, it also supports a range of...

💬 0 commentsarXiv:2609.02857v1PDF