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arXiv preprints from January 1, 2026 through July 20, 2026 — 10:18:42 EST

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Posted in stat.ML · 2026-01-03 · Johan Hallberg Szabadváry

Conformal Blindness: A Note on $A$-Cryptic change-points

Conformal Test Martingales (CTMs) are a standard method within the Conformal Prediction framework for testing the crucial assumption of data exchangeability by monitoring deviations from uniformity in the p-value sequence. Although exchangeability implies uniform p-values, the converse does not hold. This raises the question of...

💬 0 commentsarXiv:2601.01147v2PDF
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Posted in stat.ME · 2026-01-03 · Guilherme Pumi, Taiane Schaedler Prass, Douglas Krauthein Verdum

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data

Handling missing data in time series is a complex problem due to the presence of temporal dependence. General-purpose imputation methods, while widely used, often distort key statistical properties of the data, such as variance and dependence structure, leading to biased estimation and misleading inference. These issues become more...

💬 0 commentsarXiv:2601.01259v3PDF
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Posted in stat.AP · 2026-01-03 · Yiyuan Huang, Ling Zhou, Min Zhang, Peter X. K. Song

Model-Assisted Causal Inference for the Treatment Effect on Recurrent Events in the Presence of Terminal Events

This paper is motivated by evaluating the benefits of patients receiving mechanical circulatory support (MCS) devices in end-stage heart failure management inference, in which hypothesis testing for a treatment effect on the risk of recurrent events is challenged in the presence of terminal events. Existing methods based on cumulative...

💬 0 commentsarXiv:2601.01245v1PDF
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Posted in stat.AP · 2026-01-03 · Alejandro Rodriguez Dominguez

Order-Constrained Spectral Causality for Multivariate Time Series

We introduce an operator-theoretic framework for analyzing directional dependence in multivariate time series based on order-constrained spectral non-invariance. Directional influence is defined as the sensitivity of second-order dependence operators to admissible, order-preserving temporal deformations of a designated source...

💬 0 commentsarXiv:2601.01216v2PDF
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Posted in stat.ME · 2026-01-02 · Raphael C. Kim, Rachel C. Nethery, Kevin L. Chen, Falco J. Bargagli-Stoffi

Fair Policy Learning under Bipartite Network Interference: Learning Fair and Cost-Effective Environmental Policies

Numerous studies have shown the harmful effects of airborne pollutants on human health. Vulnerable groups and communities often bear a disproportionately larger health burden due to exposure to airborne pollutants. Thus, there is a need to design policies that effectively reduce the public health burdens while ensuring cost-effective...

💬 0 commentsarXiv:2601.00531v1PDF
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Posted in stat.ML · 2026-01-02 · George Sun, Yi-Hui Zhou

Generative Conditional Missing Imputation Networks

In this study, we introduce a sophisticated generative conditional strategy designed to impute missing values within datasets, an area of considerable importance in statistical analysis. Specifically, we initially elucidate the theoretical underpinnings of the Generative Conditional Missing Imputation Networks (GCMI), demonstrating...

💬 0 commentsarXiv:2601.00517v1PDF
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Posted in stat.CO · 2026-01-02 · Foo Hui-Mean, Yuan-chin Ivan Chang

Integrating Multi-Armed Bandit, Active Learning, and Distributed Computing for Scalable Optimization

Modern optimization problems in scientific and engineering domains often rely on expensive black-box evaluations, such as those arising in physical simulations or deep learning pipelines, where gradient information is unavailable or unreliable. In these settings, conventional optimization methods quickly become impractical due to...

💬 0 commentsarXiv:2601.00615v1PDF
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Posted in stat.AP · 2026-01-02 · Diksha Bhandari, Sebastian Reich

Gradient-free ensemble transform methods for generalized Bayesian inference in generative models

Bayesian inference in complex generative models is often obstructed by the absence of tractable likelihoods and the infeasibility of computing gradients of high-dimensional simulators. Existing likelihood-free methods for generalized Bayesian inference typically rely on gradient-based optimization or reparameterization, which can be...

💬 0 commentsarXiv:2601.00760v1PDF
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Posted in stat.ME · 2026-01-02 · Sinan Acemoglu, Christian Kleiber, Jörg Urban

Variable Importance in Generalized Linear Models -- A Unifying View Using Shapley Values

Variable importance in regression analyses is of considerable interest in a variety of fields. There is no unique method for assessing variable importance. However, a substantial share of the available literature employs Shapley values, either explicitly or implicitly, to decompose a suitable goodness-of-fit measure, in the linear...

💬 0 commentsarXiv:2601.00773v1PDF
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Posted in stat.ME · 2026-01-01 · Debjoy Thakur, Soumendra N. Lahiri

Multi-Resolution Analysis of Variable Selection for Road Safety in St. Louis and Its Neighboring Area

Generally, Lasso, Adaptive Lasso, and SCAD are standard approaches in variable selection in the presence of a large number of predictors. In recent years, during intensity function estimation for spatial point processes with a diverging number of predictors, many researchers have considered these penalized methods. But we have...

💬 0 commentsarXiv:2601.00147v1PDF
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Posted in stat.ML · 2026-01-01 · Yikai Chen, Yunxin Mao, Chunyuan Zheng, Hao Zou, Shanzhi Gu, Shixuan Liu, Yang Shi, Wenjing Yang, Kun Kuang, Haotian Wang

Detecting Unobserved Confounders: A Kernelized Regression Approach

Detecting unobserved confounders is crucial for reliable causal inference in observational studies. Existing methods require either linearity assumptions or multiple heterogeneous environments, limiting applicability to nonlinear single-environment settings. To bridge this gap, we propose Kernel Regression Confounder Detection (KRCD),...

💬 0 commentsarXiv:2601.00200v1PDF
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Posted in stat.ME · 2026-01-01 · Landon Hurley

An exact unbiased semi-parametric L2 quasi-likelihood framework, complete in the presence of ties

Maximum likelihood style estimators possesses a number of ideal characteristics, but require prior identification of the distribution of errors to ensure exact unbiasedness. Independent of the focus of the primary statistical analysis, the estimation of a covariance matrix \(S^{P \times P}\approx Σ^{P \times P}\) must possess a...

💬 0 commentsarXiv:2601.00188v1PDF
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Posted in stat.ME · 2026-01-01 · Qianqian Qi, Zhongming Chen, Peter G. M. van der Heijden

Unmixing highly mixed grain size distribution data via maximum volume constrained end member analysis

End member analysis (EMA) unmixes grain size distribution (GSD) data into a mixture of end members (EMs), thus helping understand sediment provenance and depositional regimes and processes. In highly mixed data sets, however, many EMA algorithms find EMs which are still a mixture of true EMs. To overcome this, we propose maximum...

💬 0 commentsarXiv:2601.00154v1PDF
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Posted in stat.ME · 2026-01-01 · Manganaw N'Daam, Tchilabalo Abozou Kpanzou, Edoh Katchekpele

Asymptotic distribution of a robust wavelet-based NKK periodogram

This paper investigates the asymptotic distribution of a wavelet-based NKK periodogram constructed from least absolute deviations (LAD) harmonic regression at a fixed resolution level. Using a wavelet representation of the underlying time series, we analyze the probabilistic structure of the resulting periodogram under long-range...

💬 0 commentsarXiv:2601.00310v1PDF
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Posted in stat.ME · 2026-01-01 · Kohei Yoshikawa, Shuichi Kawano

Identification and Estimation under Multiple Versions of Treatment: Mixture-of-Experts Approach

The Stable Unit Treatment Value Assumption (SUTVA) includes the condition that there are no multiple versions of treatment in causal inference. Though we could not control the implementation of treatment in observational studies, multiple versions may exist in the treatment. It has been pointed out that ignoring such multiple versions...

💬 0 commentsarXiv:2601.00287v1PDF
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Posted in stat.ME · 2026-01-01 · Neda Mohammadi, Soham Sarkar, Piotr Kokoszka

Deep learning estimation of the spectral density of functional time series on large domains

We derive an estimator of the spectral density of a functional time series that is the output of a multilayer perceptron neural network. The estimator is motivated by difficulties with the computation of existing spectral density estimators for time series of functions defined on very large grids that arise, for example, in climate...

💬 0 commentsarXiv:2601.00284v1PDF
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Posted in stat.ME · 2026-01-01 · Simon Rudkin, Wanling Rudkin

ballmapper: Applying Topological Data Analysis Ball Mapper in Stata

Topological Data Analysis Ball Mapper (TDABM) offers a model-free visualization of multivariate data which does not necessitate the information loss associated with dimensionality reduction. TDABM Dlotko (2019) produces a cover of a multidimensional point cloud using equal size balls, the radius of the ball is the only parameter. A...

💬 0 commentsarXiv:2601.00508v1PDF
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Posted in stat.ME · 2026-01-01 · Marcio A. Diniz, Hulya Kocyigit, Erin Moshier, Madhu Mazumdar, Deukwoo Kwon

Continuous monitoring of delayed outcomes in basket trials

Precision medicine has led to a paradigm shift allowing the development of targeted drugs that are agnostic to the tumor location. In this context, basket trials aim to identify which tumor types - or baskets - would benefit from the targeted therapy among patients with the same molecular marker or mutation. We propose the...

💬 0 commentsarXiv:2601.00499v1PDF