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arXiv preprints from January 1, 2026 through July 20, 2026 — 04:06:56 EST

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Posted in cs.AR · 2026-07-13 · Fan Li, Yanan Guo, Xin Xin

Reliable Associative Lookup in Content-Addressable Memory

Content Addressable Memory (CAM) is an important memory paradigm, which performs fast search by comparing an input query against all stored entries in parallel, achieving $O(1)$ lookup complexity. CAM is typically built upon conventional memory technologies, such as SRAM and Non-Volatile Memory (NVM). Accordingly, CAM can also be...

💬 0 commentsarXiv:2607.11153v1PDF
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Posted in cs.SD · 2026-07-13 · Chong Jing, Junan Zhang, Jing Yang, Yulun Wu, Fan Fan, Zhizheng Wu

Anysynth:Zero-Shot Instrument Cloning via In-Context Learning and Asymmetric Hierarchical Guidance

Zero-shot instrument cloning aims to render an arbitrary [Target MIDI] sequence with the acoustic identity of an unseen instrument given only a short [Reference Audio, Reference MIDI] pair. Existing methods rely on pre-trained embeddings (e.g., CLAP) that compress the reference audio into a fixed-length vector, discarding fine-grained...

💬 0 commentsarXiv:2607.11143v1PDF
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Posted in cs.AI · 2026-07-13 · Bowen Lv, Xiao Liu, Yanyu Ren, Hanyu Lai, Bohao Jing, Hanchen Zhang, Yanxiao Zhao, Shuntian Yao, Jie Tang, Yuxiao Dong

SCALECUA: Scaling Computer Use Agents with Verifiable Task Synthesis and Efficient Online RL

Computer use agents (CUAs) are emerging as a powerful interface for automating complex digital workflows through visual perception and GUI execution. Online reinforcement learning with verifiable rewards (RLVR) has emerged as a key direction for scaling their capabilities. However, this paradigm is bottlenecked by verifiable data...

💬 0 commentsarXiv:2607.11185v1PDF
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Posted in cs.CE · 2026-04-11 · Shaw Dalen

What Happens When Institutional Liquidity Enters Prediction Markets: Identification, Measurement, and a Synthetic Proof of Concept

Prediction markets are starting to look less like crowd polls and more like electronic markets. The central question is therefore no longer only whether these markets forecast well, but what happens when institutional liquidity enters: do spreads tighten, does price discovery improve, and do those gains actually reach the traders who...

💬 0 commentsarXiv:2604.10005v3PDF
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Posted in cs.IR · 2026-07-13 · Guo Chen, Ziwen Li, Maolin Zheng, Hao Gao, Junjie Huang, Tao Jia

NGM-RAG: Neural Graph Matching based Retrieval-Augmented Generation

Retrieval-Augmented Generation (RAG) significantly enhances the ability of Large Language Models (LLMs) to provide accurate and contextually relevant answers by dynamically integrating external databases. However, traditional RAG methods are primarily constrained by their reliance on text-based retrieval strategies, which often...

💬 0 commentsarXiv:2607.11159v1PDF
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Posted in cs.AI · 2026-07-13 · Prashant Devadiga, Abhishek, Adithya Mishra, Alok Singh, Amisha Sinha, Asit Desai, Gaurang Dahad, Harshit Bhushan, Mandati Pramod Reddy, Prakhar Gupta, Rupesh Patil, Siddhi Behere

A Formal Hierarchical Architecture for Agentic Orchestration with Stack-Based Execution and Lazy Discovery

The rapid expansion of capabilities in Large Language Model (LLM) agents has exposed a critical architectural bottleneck: when agents are given access to a flat, monolithic registry of tools, the model must evaluate hundreds or thousands of options simultaneously. This leads to decision-space explosion, context window saturation, and...

💬 0 commentsarXiv:2607.11138v1PDF
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Posted in stat.ME · 2026-07-17 · Yuntang Fan, Paul Fearnhead, Idris A. Eckley, Gaetano Romano

An Efficient Likelihood Ratio Test for Online Changepoint Detection in the Presence of Autocorrelation

Changepoint detection methods have seen considerable development in recent years, with online algorithms capable of identifying structural changes in streaming data in near real time. However, the majority of existing methods are designed under the assumption of IID observations, rendering them susceptible to either more false...

💬 0 commentsarXiv:2607.16106v1PDF
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Posted in stat.ME · 2026-07-17 · Anagh Chattopadhyay, Nilanjan Chatterjee

Improving Mendelian Randomization Analysis by Instrument Borrowing from Auxiliary Outcome Traits

Mendelian randomization (MR) is a widely used approach for inferring causal effects of exposures on outcomes using genetic variants as instrumental variables; however, existing methods remain vulnerable to bias and/or loss of power in the presence of invalid instruments. We hypothesize that closely related outcome traits are likely to...

💬 0 commentsarXiv:2607.16086v1PDF
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Posted in stat.CO · 2026-07-17 · Seyoon Ko, Jasen Zhang, Andrew J. Holbrook

Scaling Hawkes Processes

Hawkes processes (HP) are a large class of stochastic point process models scientists have used to analyze contagion phenomena ranging from earthquakes, infectious diseases and biological neurons to financial trading activity, memes on social media and gun violence. We introduce applications of HP to the latter before reviewing...

💬 0 commentsarXiv:2607.16081v1PDF
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Posted in stat.ML · 2026-07-17 · Claudia Skok Gibbs

Deep and Probabilistic Models for Gene Regulatory Network Inference

Gene regulatory networks (GRNs) link transcription factor (TF) proteins to their target genes, yet reconstructing these networks from genome-wide data remains challenging under practical and methodological constraints. Many methods couple modeling assumptions to a specific inference procedure and rely on heuristic model selection,...

💬 0 commentsarXiv:2607.16053v1PDF
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Posted in stat.ME · 2026-07-17 · Michael Wieck-Sosa, Cosma Rohilla Shalizi

Dynamic models with $p$ parameters are identified by $2p+1$ random features

A foundational principle in nonlinear dynamics is that the structure of a dynamical system can be recovered from a small number of generic measurements or coordinates. We develop an analogous principle for the identification of dynamic models for time series {\em with noise}, which builds on previous identification results for...

💬 0 commentsarXiv:2607.16035v1PDF
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Posted in math.ST · 2026-07-17 · Niclas Jacobsen, Natalie Neumeyer

Local polynomial estimation of quantile density functions

A new approach for nonparametric estimation of the quantile density function (sparsity function) and its derivatives is suggested which is based on local polynomial estimation. The estimator has more advantageous properties at the boundaries than classical quantile density estimators. Asymptotic normality is shown and the bias,...

💬 0 commentsarXiv:2607.16016v1PDF
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Posted in stat.ML · 2026-07-17 · Nyi Nyi Aung, Heepeom Shin, Abigail Lawlor, Adrian Stein

Which Hyperparameters Matter? A Game-Theoretic Framework for Interpretable Hyperparameter Sensitivity Analysis

This work presents a game-theoretic framework for interpretable hyperparameter-objective interaction analysis rather than proposing a new optimization algorithm. In the proposed framework, Shapley Effects are employed for global sensitivity analysis, while Pareto front sets are utilized to identify effective hyperparameter...

💬 0 commentsarXiv:2607.15884v1PDF
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Posted in stat.ME · 2026-07-17 · Antonin Schrab, Rajen Shah, Arthur Gretton, Ilmun Kim

Aggregation of Statistical Evidence under Exchangeability

We study aggregation of statistical evidence under unknown and potentially complex dependence using group-invariance. Building on permutation-based constructions that treat transformed datasets as exchangeable units, we aggregate evidence across statistics for each transformed dataset and calibrate the resulting aggregates across...

💬 0 commentsarXiv:2607.15823v1PDF
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Posted in stat.AP · 2026-07-17 · Fan Yang, Lin Zhang

LLM Latent Edge Measurement: Point-in-Time Economic Graphs for Quantitative Investing from Corporate Disclosures

Standard industry classification systems such as GICS assign each firm to a single sector, but the economic relationships through which shocks propagate, such as supplier agreements, customer concentration, intellectual property licensing, cloud service dependencies, and power purchase contracts frequently cross sector boundaries and...

💬 0 commentsarXiv:2607.15640v1PDF
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Posted in stat.ME · 2026-07-17 · Marie Turčičová, Patrícia Martinková

Asymptotically exact threshold for detecting anomalies in multivariate Gaussian data with application to time series

In this paper, we propose a new thresholding technique for detecting anomalies in multivariate normal random samples, under the assumption that anomalous observations are sparse and differ from the rest of the data in their mean. The mean vector of the non-anomalous data is assumed to be zero, while the covariance matrix is unknown....

💬 0 commentsarXiv:2607.15637v1PDF
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Posted in stat.ML · 2026-07-17 · Moritz Hardt

Retraining Seeks Stable Signals

Predictive models deployed at scale influence future data, a phenomenon called performativity. And there is always one way to cope: Train the model on new data, deploy it again, and repeat. This process, called retraining or repeated risk minimization, creates a feedback loop between model and data that real-world learning systems...

💬 0 commentsarXiv:2607.15623v1PDF
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Posted in cs.LG · 2026-07-17 · Sergey Zakharov, Rodion Oblovatny, Alexey Zaytsev

ASK-NN: An Asymmetric Nearest-Neighbor Test that detects Distribution Drifts in Natural Language

Hallucinations and artificial text in LLM-generated outputs often appear as distributional deviations between prompt and response hidden-state distributions. Since prompts or retrieved contexts typically serve as reference samples and responses as query samples, with major differences in length, these asymmetries motivate the use of...

💬 0 commentsarXiv:2607.15607v1PDF
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Posted in cs.LG · 2026-07-17 · Kiwan Kwon, Kangmin Kim, Hojin Lee, Yeseong Jung, Hyeongwoo Kong, Vamsi K. Potluru, Saerom Park, Yongjae Lee

Do Generative Models Keep Time? A Time-Aware Evaluation of Synthetic Sequential Tabular Data

Synthetic sequential tabular data are increasingly used for privacy-preserving data sharing, yet a generator can reproduce every marginal and every foreign-key relationship while emitting timestamps that run backwards or repeat, and while sending entities along paths that no real entity followed. Conventional tabular evaluation, which...

💬 0 commentsarXiv:2607.15606v1PDF
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Posted in cs.IT · 2026-07-17 · Arya Mazumdar, Prateeti Mukherjee

On the Role of Normalization in Binary Iterative Hard Thresholding for 1-bit Compressed Sensing

Binary Iterative Hard Thresholding (BIHT) is a simple, yet effective, greedy method for recovering a sparse vector from one-bit sign measurements. In its original form, BIHT performs a ``gradient-descent'' step, followed by hard thresholding. A convergence analysis of this algorithm was left open in the introductory work of [Jac+11]...

💬 0 commentsarXiv:2607.15530v1PDF
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Posted in stat.CO · 2026-07-16 · Renny Doig, Liangliang Wang

Compound Auxiliary Metropolis: Incorporating Auxiliary Variables into Multi-Candidate MCMC

Multiple-try Metropolis (MTM) is a Markov chain Monte Carlo (MCMC) algorithm that improves local transition efficiency by evaluating multiple candidate draws at each iteration. However, for complicated target distributions exhibiting severely non-Gaussian topography or multiple well-separated modes, locally optimal transitions may be...

💬 0 commentsarXiv:2607.15499v1PDF
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Posted in cs.LG · 2026-07-16 · Andrew Dennehy, Ramchandran Muthukumar, Rebecca Willett, Nisha Chandramoorthy

Diffusion models recover accurate mixture weights despite score function insensitivity

Score-based generative models exhibit a puzzling behavior: they often appear to cover all modes of a target multimodal distribution and yet may fail to learn the correct relative mode amplitudes, which can be interpreted as mixture weights. We resolve this apparent paradox by relating the diffusion score matching (DSM) loss to the...

💬 0 commentsarXiv:2607.15485v1PDF
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Posted in stat.ME · 2026-07-16 · Ebrahim Khaled Ebrahim, Ahmed El-Kotory

A directional Hosmer-Lemeshow goodness-of-fit test for sparse logistic regression

Goodness-of-fit assessment for the binary logistic regression model is difficult when covariates are continuous: the data are effectively sparse, the classical Pearson and deviance tests fail, and practitioners rely on partition-based tests, such as the Hosmer-Lemeshow test, that group observations before comparing observed and...

💬 0 commentsarXiv:2607.15454v1PDF
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Posted in math.ST · 2026-07-16 · Hien Dang, Pratik Patil, Alessandro Rinaldo

Prediction-Only Distillation in Linear and Logistic Regression

Self-distillation (SD) is typically studied when the student is retrained on the teacher's original training inputs. In many practical deployments, however, the labeled training data are no longer available, and one has access only to the trained predictor and fresh unlabeled covariates. We study SD in this prediction-only regime...

💬 0 commentsarXiv:2607.15450v1PDF
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Posted in stat.AP · 2026-07-16 · QIan Cheng, Nilay Tanik Argon, Aniruddhan Ganesaraman, Serhan Ziya

Proactive Inpatient Bed Requests for Emergency Department Admissions

Emergency department (ED) boarding occurs when admitted patients remain in the ED while awaiting inpatient beds. Boarding is a major driver of ED crowding and has been associated with poor patient outcomes. We propose a framework to help EDs reduce boarding time and length of stay by using information about current patients and bed...

💬 0 commentsarXiv:2607.15432v1PDF