This paper develops a Mean Group Instrumental Variables (MGIV) estimator for spatial dynamic panel data models with interactive effects, under large N and T asymptotics. Unlike existing approaches that typically impose slope-parameter homogeneity, MGIV accommodates cross-sectional heterogeneity in slope coefficients. The proposed estimator is linear, making it computationally efficient and robust. Furthermore, it avoids the incidental parameters problem, enabling asymptotically valid inferences without requiring bias correction. The Monte Carlo experiments indicate strong finite-sample performance of the MGIV estimator across various sample sizes and parameter configurations. The practical utility of the estimator is illustrated through an application to regional economic growth in Europe. By explicitly incorporating heterogeneity, our approach provides fresh insights into the determinants of regional growth, underscoring the critical roles of spatial and temporal dependencies.
Noncoherent communication systems have regained interest due to the growing demand for high-mobility and low-latency applications. Most existing studies using large antenna arrays rely on the far-field approximation, which assumes locally plane wavefronts. This assumption becomes inaccurate at higher frequencies and shorter ranges, where wavefront curvature plays a significant role and antenna arrays may operate in the radiative near field. In this letter, we adopt a model for the channel spatial correlation matrix that remains valid in both near and far field scenarios. Using this model, we demonstrate that energy-based noncoherent systems can leverage the benefits of wavefront spherical curvature, even beyond the Fraunhofer distance, revealing that the classical far-field approximation may significantly underestimate system performance. Moreover, we show that large antenna arrays enable the multiplexing of various users even with a noncoherent processing, as well as permitting near-optimal detection with low computational complexity.
Machine learning models are increasingly used to produce predictions that serve as input data in subsequent statistical analyses. For example, computer vision predictions of economic and environmental indicators based on satellite imagery are used in downstream regressions; similarly, language models are widely used to approximate human ratings and opinions in social science research. However, failure to properly account for errors in the machine learning predictions renders standard statistical procedures invalid. Prior work uses what we call the Predict-Then-Debias estimator to give valid confidence intervals when machine learning algorithms impute missing variables, assuming a small complete sample from the population of interest. We expand the scope by introducing bootstrap confidence intervals that apply when the complete data is a nonuniform (i.e., weighted, stratified, or clustered) sample and to settings where an arbitrary subset of features is imputed. Importantly, the method can be applied to many settings without requiring additional calculations. We prove that these confidence intervals are valid under no assumptions on the quality of the machine learning model and are no wider than the intervals obtained by methods that do not use machine learning predictions.
Inspired by the success of Large Language Models (LLMs), the development of Large Atom Models (LAMs) has gained significant momentum in scientific computation. Since 2022, the Deep Potential team has been actively pretraining LAMs and launched the OpenLAM Initiative to develop an open-source foundation model spanning the periodic table. A core objective is establishing comprehensive benchmarks for reliable LAM evaluation, addressing limitations in existing datasets. As a first step, the LAM Crystal Philately competition has collected over 19.8 million valid structures, including 1 million on the OpenLAM convex hull, driving advancements in generative modeling and materials science applications.
As one of the most promising methods in self-supervised learning, contrastive learning has achieved a series of breakthroughs across numerous fields. A predominant approach to implementing contrastive learning is applying InfoNCE loss: By capturing the similarities between pairs, InfoNCE loss enables learning the representation of data. Albeit its success, adopting InfoNCE loss requires tuning a temperature, which is a core hyperparameter for calibrating similarity scores. Despite its significance and sensitivity to performance being emphasized by several studies, searching for a valid temperature requires extensive trial-and-error-based experiments, which increases the difficulty of adopting InfoNCE loss. To address this difficulty, we propose a novel method to deploy InfoNCE loss without temperature. Specifically, we replace temperature scaling with the inverse hyperbolic tangent function, resulting in a modified InfoNCE loss. In addition to hyperparameter-free deployment, we observed that the proposed method even yielded a performance gain in contrastive learning. Our detailed theoretical analysis discovers that the current practice of temperature scaling in InfoNCE loss causes serious problems in gradient descent, whereas our method provides desirable gradient properties. The proposed method was validated on five benchmarks on contrastive learning, yielding satisfactory results without temperature tuning.
The discovery and study of new material systems relies on molecular simulations that often come with significant computational expense. We propose MDDM, a Molecular Dynamics Diffusion Model, which is capable of predicting a valid output conformation for a given input pair potential function. After training MDDM on a large dataset of molecular dynamics self-assembly results, the proposed model can convert uniform noise into a meaningful output particle structure corresponding to an arbitrary input potential. The model's architecture has domain-specific properties built-in, such as satisfying periodic boundaries and being invariant to translation. The model significantly outperforms the baseline point-cloud diffusion model for both unconditional and conditional generation tasks.
The Handbook of Combinatorial Designs catalogs many types of combinatorial designs, together with lists of open instances for which existence has not yet been determined. We develop a constructive protocol CPro1, which uses Large Language Models (LLMs) to generate code that constructs combinatorial designs and resolves some of these open instances. The protocol starts from a definition of a particular type of design, and a verifier that reliably confirms whether a proposed design is valid. The LLM selects strategies and implements them in code, and scaffolding provides automated hyperparameter tuning and execution feedback using the verifier. Most generated code fails, but by generating many candidates, the protocol automates exploration of a variety of standard methods (e.g. simulated annealing, genetic algorithms) and experimentation with variations (e.g. cost functions) to find successful approaches. Testing on 16 different types of designs, CPro1 constructs solutions to open instances for 6 of them: Symmetric and Skew Weighing Matrices, Equidistant Permutation Arrays, Packing Arrays, Balanced Ternary Designs, and Florentine Rectangles.
In many applications, the parameter of interest involves a simplex-valued weight which is identified as a solution to an optimization problem. Examples include synthetic control methods with group-level weights and various methods of model averaging and forecast combination. The simplex constraint on the weight poses a challenge in statistical inference due to the constraint potentially binding. In this paper, we propose a simple method of constructing a confidence set for the weight and prove that the method is asymptotically uniformly valid. The procedure does not require tuning parameters or simulations to compute critical values. The confidence set accommodates both the cases of point-identification or set-identification of the weight. We illustrate the method with an empirical example.
In an era where diverse and complex data are increasingly accessible, the precise prediction of individual treatment effects (ITE) becomes crucial across fields such as healthcare, economics, and public policy. Current state-of-the-art approaches, while providing valid prediction intervals through Conformal Quantile Regression (CQR) and related techniques, often yield overly conservative prediction intervals. In this work, we introduce a conformal inference approach to ITE using the conditional density of the outcome given the covariates. We leverage the reference distribution technique to efficiently estimate the conditional densities as the score functions under a two-stage conformal ITE framework. We show that our prediction intervals are not only marginally valid but are narrower than existing methods. Experimental results further validate the usefulness of our method.
Benchmarking and establishing proper statistical validation metrics for reinforcement learning (RL) remain ongoing challenges, where no consensus has been established yet. The emergence of quantum computing and its potential applications in quantum reinforcement learning (QRL) further complicate benchmarking efforts. To enable valid performance comparisons and to streamline current research in this area, we propose a novel benchmarking methodology, which is based on a statistical estimator for sample complexity and a definition of statistical outperformance. Furthermore, considering QRL, our methodology casts doubt on some previous claims regarding its superiority. We conducted experiments on a novel benchmarking environment with flexible levels of complexity. While we still identify possible advantages, our findings are more nuanced overall. We discuss the potential limitations of these results and explore their implications for empirical research on quantum advantage in QRL.
This paper develops a scale-insensitive framework for neural network significance testing, substantially generalizing existing approaches through three key innovations. First, we replace metric entropy calculations with Rademacher complexity bounds, enabling the analysis of neural networks without requiring bounded weights or specific architectural constraints. Second, we weaken the regularity conditions on the target function to require only Sobolev space membership $H^s([-1,1]^d)$ with $s > d/2$, significantly relaxing previous smoothness assumptions while maintaining optimal approximation rates. Third, we introduce a modified sieve space construction based on moment bounds rather than weight constraints, providing a more natural theoretical framework for modern deep learning practices. Our approach achieves these generalizations while preserving optimal convergence rates and establishing valid asymptotic distributions for test statistics. The technical foundation combines localization theory, sharp concentration inequalities, and scale-insensitive complexity measures to handle unbounded weights and general Lipschitz activation functions. This framework better aligns theoretical guarantees with contemporary deep learning practice while maintaining mathematical rigor.
We introduce Feasible Learning (FL), a sample-centric learning paradigm where models are trained by solving a feasibility problem that bounds the loss for each training sample. In contrast to the ubiquitous Empirical Risk Minimization (ERM) framework, which optimizes for average performance, FL demands satisfactory performance on every individual data point. Since any model that meets the prescribed performance threshold is a valid FL solution, the choice of optimization algorithm and its dynamics play a crucial role in shaping the properties of the resulting solutions. In particular, we study a primal-dual approach which dynamically re-weights the importance of each sample during training. To address the challenge of setting a meaningful threshold in practice, we introduce a relaxation of FL that incorporates slack variables of minimal norm. Our empirical analysis, spanning image classification, age regression, and preference optimization in large language models, demonstrates that models trained via FL can learn from data while displaying improved tail behavior compared to ERM, with only a marginal impact on average performance.
This work presents a robust Model Predictive Controller (MPC) to solve the problem of spacecraft rendezvous in the context of the restricted three-body problem (R3BP) as will be required to dock with space stations in cislunar space. The employed methodology is both valid for chemical and electric thrusters. By exploiting the state transition matrix and using a chance-constrained approach, the robust MPC assures constraints satisfaction under the presence of disturbances in a probabilistic sense. The perturbations parameters are computed on-line using a disturbance estimator. The robust controller is tested for a rendezvous scenario with a target placed in an Earth-Moon Near-Rectilinear Halo Orbit. Numerical results are shown and discussed.
The integration of Artificial Intelligence (AI) systems into technologies used by young digital citizens raises significant privacy concerns. This study investigates these concerns through a comparative analysis of stakeholder perspectives. A total of 252 participants were surveyed, with the analysis focusing on 110 valid responses from parents/educators and 100 from AI professionals after data cleaning. Quantitative methods, including descriptive statistics and Partial Least Squares Structural Equation Modeling, examined five validated constructs: Data Ownership and Control, Parental Data Sharing, Perceived Risks and Benefits, Transparency and Trust, and Education and Awareness. Results showed Education and Awareness significantly influenced data ownership and risk assessment, while Data Ownership and Control strongly impacted Transparency and Trust. Transparency and Trust, along with Perceived Risks and Benefits, showed minimal influence on Parental Data Sharing, suggesting other factors may play a larger role. The study underscores the need for user-centric privacy controls, tailored transparency strategies, and targeted educational initiatives. Incorporating diverse stakeholder perspectives offers actionable insights into ethical AI design and governance, balancing innovation with robust privacy protections to foster trust in a digital age.
We propose a unified framework for automatic debiased machine learning (autoDML) to perform inference on smooth functionals of infinite-dimensional M-estimands, defined as population risk minimizers over Hilbert spaces. By automating debiased estimation and inference procedures in causal inference and semiparametric statistics, our framework enables practitioners to construct valid estimators for complex parameters without requiring specialized expertise. The framework supports Neyman-orthogonal loss functions with unknown nuisance parameters requiring data-driven estimation, as well as vector-valued M-estimands involving simultaneous loss minimization across multiple Hilbert space models. We formalize the class of parameters efficiently estimable by autoDML as a novel class of nonparametric projection parameters, defined via orthogonal minimum loss objectives. We introduce three autoDML estimators based on one-step estimation, targeted minimum loss-based estimation, and the method of sieves. For data-driven model selection, we derive a novel decomposition of model approximation error for smooth functionals of M-estimands and propose adaptive debiased machine learning estimators that are superefficient and adaptive to the functional form of the M-estimand. Finally, we illustrate the flexibility of our framework by constructing autoDML estimators for the long-term survival under a beta-geometric model.
We introduce a method based on Conformal Prediction (CP) to quantify the uncertainty of full ranking algorithms. We focus on a specific scenario where $n+m$ items are to be ranked by some ``black box'' algorithm. It is assumed that the relative (ground truth) ranking of $n$ of them is known. The objective is then to quantify the error made by the algorithm on the ranks of the $m$ new items among the total $(n+m)$. In such a setting, the true ranks of the $n$ original items in the total $(n+m)$ depend on the (unknown) true ranks of the $m$ new ones. Consequently, we have no direct access to a calibration set to apply a classical CP method. To address this challenge, we propose to construct distribution-free bounds of the unknown conformity scores using recent results on the distribution of conformal p-values. Using these scores upper bounds, we provide valid prediction sets for the rank of any item. We also control the false coverage proportion, a crucial quantity when dealing with multiple prediction sets. Finally, we empirically show on both synthetic and real data the efficiency of our CP method for state-of-the-art algorithms such as RankNet or LambdaMart.
This paper argues for a wider use of the functional theory of randomness, a modification of the algorithmic theory of randomness getting rid of unspecified additive constants. Both theories are useful for understanding relationships between the assumptions of IID data and data exchangeability. While the assumption of IID data is standard in machine learning, conformal prediction relies on data exchangeability. Nouretdinov, V'yugin, and Gammerman showed, using the language of the algorithmic theory of randomness, that conformal prediction is a universal method under the assumption of IID data. In this paper (written for the Alex Gammerman Festschrift) I will selectively review connections between exchangeability and the property of being IID, early history of conformal prediction, my encounters and collaboration with Alex and other interesting people, and a translation of Nouretdinov et al.'s results into the language of the functional theory of randomness, which moves it closer to practice. Namely, the translation says that every confidence predictor that is valid for IID data can be transformed to a conformal predictor without losing much in predictive efficiency.
Predictive models are often required to produce reliable predictions under statistical conditions that are not matched to the training data. A common type of training-testing mismatch is covariate shift, where the conditional distribution of the target variable given the input features remains fixed, while the marginal distribution of the inputs changes. Weighted conformal risk control (W-CRC) uses data collected during the training phase to convert point predictions into prediction sets with valid risk guarantees at test time despite the presence of a covariate shift. However, while W-CRC provides statistical reliability, its efficiency -- measured by the size of the prediction sets -- can only be assessed at test time. In this work, we relate the generalization properties of the base predictor to the efficiency of W-CRC under covariate shifts. Specifically, we derive a bound on the inefficiency of the W-CRC predictor that depends on algorithmic hyperparameters and task-specific quantities available at training time. This bound offers insights on relationships between the informativeness of the prediction sets, the extent of the covariate shift, and the size of the calibration and training sets. Experiments on fingerprinting-based localization validate the theoretical results.
Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact, distribution-free conditional coverage in finite samples. In this work, we propose an alternative conformal prediction algorithm that targets coverage where it matters most--in instances where a classifier is overconfident in its incorrect predictions. We start by dissecting miscoverage events in marginally-valid conformal prediction, and show that miscoverage rates vary based on the classifier's confidence and its deviation from the Bayes optimal classifier. Motivated by this insight, we develop a variant of conformal prediction that targets coverage conditional on a reduced set of two variables: the classifier's confidence in a prediction and a nonparametric trust score that measures its deviation from the Bayes classifier. Empirical evaluation on multiple image datasets shows that our method generally improves conditional coverage properties compared to standard conformal prediction, including class-conditional coverage, coverage over arbitrary subgroups, and coverage over demographic groups.
Recent Neural Architecture Search (NAS) solutions have produced impressive results training super-networks and then deriving subnetworks, a.k.a. child models that outperform expert-crafted models from a pre-defined search space. Efficient and robust subnetworks can be selected for resource-constrained edge devices, allowing them to perform well in the wild. However, constructing super-networks for arbitrary architectures is still a challenge that often prevents the adoption of these approaches. To address this challenge, we present BootstrapNAS, a software framework for automatic generation of super-networks for NAS. BootstrapNAS takes a pre-trained model from a popular architecture, e.g., ResNet- 50, or from a valid custom design, and automatically creates a super-network out of it, then uses state-of-the-art NAS techniques to train the super-network, resulting in subnetworks that significantly outperform the given pre-trained model. We demonstrate the solution by generating super-networks from arbitrary model repositories and make available the resulting super-networks for reproducibility of the results.