statistical data analysts

Abstract: Bell and Cover showed that an investor who multiplies the initial unit of capital by an independent uniform random variable on $(0,2)$, and then uses the log-optimal portfolio, wins a head-to-head wealth comparison with probability at least one half against every independently randomized competitor. We explain very simply how this result transfers to testing by betting: for any composite null $\mathcal P$ and simple alternative $Q$, denoting $E^*$ as the corresponding numeraire e-variable, we show that $UE^*$ exceeds any other e-variable $E$ with probability at least half. Interestingly, we show that this competitive optimality result is actually equivalent to the numeraire inequality $\mathbb E_Q[E/E^*]\leq1$, and in general randomization only helps the numeraire and fails to improve the competitive advantage of an arbitrary e-variable. Under optional stopping with or without knowledge of $U$, we emphasize a key distinction between e-process validity and competitive optimality. We also show that competitive optimality comes at the price of expected log wealth and power: thresholding $UE^*$ at $1/α$ has sharp size at most $α/2$, but the factor of two actually disappears under optional stopping. Even after correcting for this factor of two, the test is dominated in conditional rejection probability by randomizing the testing threshold (randomized Markov's inequality). Thus, Bell-Cover randomization is optimal for a specific competitive objective, at the cost of others.

Abstract: We introduce the Functional Spectral-Newton Method (FSNM) for learning the leading singular structure of a conditional expectation operator without fixing a basis or reproducing kernel Hilbert space. FSNM fits a low-rank representation of the centered joint-to-product density ratio kernel by alternating functional Newton updates. Each update reduces to a preconditioned regression, which we approximate with vector-valued regression trees in a stagewise boosting procedure. At the population level, we establish descent and an $O(1/T)$ best-iterate block-stationarity rate under a relative weak-learner accuracy condition, and show that every nondegenerate local minimum over the full centered $L^2$ spaces is a globally optimal rank-$d$ approximation. Synthetic experiments show that FSNM recovers a low-rank density ratio and its leading spectral structure, and that the same learned kernel can answer multiple conditional queries without refitting.

Abstract: When an agent benchmark compares every pair of leaderboard entries, the number of comparisons can look much larger than the independent evidence behind them: A versus B and A versus C both reuse A. Whether this reuse affects inference depends on what the analysis is meant to describe. If the board and its outcomes are fixed, the all-pairs mean is an exact summary of those entries, and any interval must come from another declared source of randomness. If the entries are instead treated as iid draws from a population of future configurations and the pair rule is regular and nondegenerate, the same mean is an order-two U-statistic whose first-order uncertainty depends on the number of configurations, not the number of pairs. We use near ties as the running example, but the distinction extends to other symmetric pair summaries when their regularity conditions hold. We examine both interpretations using a fixed SWE-bench Verified snapshot and an exact binary model with known truth. On SWE-bench, intervals that accounted for shared configurations were more than twice as wide as a pair-iid reference that treated the pairs as independent. In the exact model, pair-iid coverage fell far below the nominal level when edges shared endpoints but remained near nominal for matched independent edges. Results on two other fixed leaderboards show that exact summaries also depend on which pairs are included and how they are weighted. An all-pairs analysis must therefore state what is fixed, what is sampled, and how it handles shared entries and pair aggregation.

Abstract: The study of preordered semirings is motivated by applications in computer science, graph theory, and information theory, and provides tools for understanding the asymptotic preorder, which compares large powers of a pair of elements. This paper studies sequences which behave approximately as sequences of powers, but are not necessarily equivalent to geometric sequences. Our main result is that preordered semirings admit completions where such sequences, that we call approximately geometric, become equivalent to geometric sequences, and that existing characterizations of the asymptotic preorder extend to the completion. We provide several classes of examples of approximately geometric sequences in the semiring of tensors, and in the semiring of graphs. As a concrete application, we determine the strong converse exponent for binary hypothesis testing with composite Markov hypotheses.

Abstract: We investigate $c$-interior pointwise maximal leakage (PML) as a tool for contraction analyses and disclosure control. Based on the strong adversarial threat models from maximal leakage, $c$-interior PML generalizes local differential privacy (LDP) to data-generating distributions with densities uniformly bounded away from zero by $c>0$. Viewing $c$-interior PML as an algebraic constraint on a kernel yields more flexible (and often tighter) contraction analyses than standard LDP. We provide tight bounds on the Dobrushin coefficient, and bound the contraction coefficient of the Hockeystick-divergence. We further derive strong data processing inequalities on $f$-divergences under $c$-interior PML constraints when the input distributions to the divergence are restricted to be in the $c$-interior. These results extend beyond the regime of pure LDP to cover a larger class of kernels, including, e.g., arbitrary stochastic matrices. We apply the results to minimax theory and provide asymptotically optimal strategies under $c$-interior PML constraints for binary hypothesis testing and mean estimation. The results show that disclosure control with PML allows analysts to reason about systems in a more differentiated manner: For example, it allows us to quantify the privacy leakage of deterministic systems, and can give precise adversarial guarantees with respect to arbitrary distributional assumptions. Interestingly, a recurring theme in the disclosure analyses is that if the privacy problem is relatively regular (if the density bound $c$ is large), private inference can be possible without incurring any additional cost in terms of sample complexity.

Abstract: We study the convergence of Wasserstein-Fisher-Rao (WFR) gradient flows for sampling from probability distributions known up to a normalisation constant. By combining Wasserstein transport with Fisher-Rao birth-death dynamics, WFR flows balance exploration and selection. These flows have been recognised as a promising mechanism to accelerate convergence beyond Langevin dynamics. We show that for a class of strongly log-concave target distributions satisfying additional curvature conditions, WFR flows preserve strong log-concavity, in contrast to Wasserstein flows which enjoy this property only in the Gaussian setting. Exploiting this result, we derive explicit non-asymptotic convergence rates for the symmetrised Kullback-Leibler divergence, without requiring a warm-start as required in current estimates. In particular, we show that the convergence rate decomposes additively into Wasserstein and Fisher-Rao contributions, thereby confirming a recent conjecture within this setting. These results provide refined convergence guarantees and further develop the theoretical foundations of WFR gradient flows for sampling and Bayesian inference.

Abstract: We study the problem of sampling from $μ(\mathrm{d}x)\propto e^{-V(x)}\,\mathrm{d}x$ on $\mathbb{R}^d$, where $V$ is $α$-strongly convex and $β$-smooth, and write $κ:=β/α$. We design and analyze the Proximal Bouncy Particle Sampler (Proximal BPS), a new sampler that combines ideas from the proximal sampler and the bouncy particle sampler. From a warm start initialization with $ O(1) $ Rényi divergence w.r.t. $μ$, Proximal BPS returns a sample whose law is $\varepsilon$-close to $μ$ in total variation distance using $\widetilde O(\sqrtκ\,d^{1/4} \,\mathrm{polylog}(1/\varepsilon))$ gradient queries in expectation.