statistical software developers

Abstract: We study learning a discrete distribution under person-level differential privacy in the batched setting. Given $n$ users, each contributing $m$ i.i.d. samples from an unknown distribution $μ$ over $[k]$, we seek an estimate of $μ$ with total-variation error $α$. We give polynomial-time algorithms under both pure and approximate differential privacy. Under pure $(\varepsilon,0)$-DP, we achieve $n = \widetilde O(k/(α^2 m)+k/(α\sqrt{m}\varepsilon)+k/\varepsilon)$, the first polynomial-time pure-DP guarantee matching the information-theoretic optimum up to logarithmic factors. Under approximate $(\varepsilon,δ)$-DP, we achieve $n = \widetilde O(k/(α^2 m)+k/(α\sqrt{m}\varepsilon)+k+\log(1/δ)/\varepsilon)$. At $δ=2^{-Θ(k)}$, this is $\widetilde O(k)$ for fixed $α,\varepsilon,m$ and failure probability. Our algorithms use a new degree-6 sum-of-squares estimator for learning from untrusted batches. Its key ingredient is a trace-bounded diagonal majorizer for the difference between the empirical covariance of the repaired batch averages and the multinomial covariance predicted by their mean. We prove that clean data admit this certificate through semidefinite-programming duality and a new application of the stronger symmetric form of Grothendieck's inequality due to Friedland and Lim. The certificate preserves the mean-dependent variance of multinomial batch averages, yielding the near-optimal robust rate $O(η\sqrt{\log(1/η)/m})$ and providing the score required by the privacy reduction. We also prove a statistical query lower bound ruling out a uniformly smaller order of error under fixed polynomial SQ resource bounds.

Abstract: We study the effect of replacing a family of independent statistical experiments by independent repetitions of their average. We give a simple, complete characterization of the $f$-divergences for which this operation increases divergence by at most a constant depending only on the generator, uniformly in the number of observations and the underlying measurable space. The characterization is governed by a local-to-global principle: a comparison restricted to two observations on a binary alphabet already determines the validity of the general inequality. It admits an explicit scalar formulation, which simplifies further for symmetric divergences. The result applies to arbitrary convex generators and requires no differentiability or symmetry assumptions. It recovers the homogenization inequality for total variation and identifies exactly the admissible members of the power-divergence family. In particular, whenever uniform homogenization fails, the obstruction is already present in a family of binary experiments with two observations. Moreover, the global comparison constant is controlled uniformly over generators with a common bound in the local inequality.

Abstract: An important task of uncertainty visualizations is to communicate how the number of available observations influences the precision of estimates, such as a Normal distribution's mean. In this paper, we propose an adaptive approach to visualizing univariate data that produces salient representations while highlighting the uncertainty introduced by the sample size. We introduce jk-plots, inspired by educational material of Bayesian statistics, that combine visualizations of plausible reference models (emulating popular uncertainty visualization idioms) and the observations. We describe a visualization pipeline to create jk-plots, which we implemented in an R package. We demonstrate jk-plots using synthetic datasets of varying size and discuss possible usage scenarios in domain expert interviews.

Abstract: This paper investigates the statistical behavior of Stochastic Gradient Descent (SGD) with constant step size under the framework of iterated random functions. Compared to previous studies establishing the convergence of SGD in probability measure, e.g., Wasserstein distance, our approach directly provides the convergence in Euclidean distance by showing the Geometric Moment Contraction (GMC) of SGD. This new convergence can address the non-stationarity of SGD due to fixed initial points and can provide a more refined asymptotic analysis of SGD. Specifically, we prove quenched central limit theorem, invariance principle and $α$-stable convergence for averaged SGD (ASGD) regardless of initialization. Furthermore, we provide a novel perspective to understand the impact of step sizes in SGD by studying its derivative with respect to the step size. The existence of stationary solutions for the derivative processes is shown, enabling the use of interpolation to recover the full-trajectory of SGD. Subsequently, we utilize multiple step sizes and show an enhanced Richardson-Romberg extrapolation with improved bias representation, which brings ASGD estimates closer to the global optimum. Finally, we propose a new online inference method and a bias-reduced variant for the extrapolated ASGD. Empirical confidence intervals are constructed and the coverage probabilities approach the nominal level as $n$ grows.

Abstract: We study the number of exact matrix-vector queries needed to sample a centered $d$-dimensional Gaussian with condition number at most $κ$ to total variation error $\varepsilon$. The best known algorithm uses $O(\min\{d,\sqrtκ\log(\frac{d}{\varepsilon})\})$ queries, while the known lower bounds do not grow as $\varepsilon\to0$ and match this bound only for $κ\le d^{1/5-δ}$ at constant accuracy. We introduce a construction based on a hidden determinant sign and prove a lower bound of $Ω\!\left(\min\left\{d,\sqrtκ\log\left(1+\frac{d}{\sqrtκ\,\varepsilon}\right)\right\}\right)$ uniformly for all $d\ge1$, $κ\ge4$, and $0<\varepsilon\le\tfrac{1}{16}$. This bound matches the known upper bound up to constant factors whenever $κ\le d^{2-δ}$ for fixed $δ\in(0,2)$, or $\varepsilon\le d^{-c}$ for fixed $c>0$. We also extend a recent fixed-spectrum construction with a hidden eigenbasis from $κ=2$ to $2\leκ\le d^{1-δ}$, for any fixed $δ\in(0,1)$. This gives an $Ω_δ(\sqrtκ\log d)$ lower bound at constant accuracy that holds even when the spectrum of the precision matrix is known to the algorithm.

Abstract: Despite their empirical success, why diffusion models overcome the bottlenecks of classical score-based samplers remains unclear. In this work, we leverage Gaussian distributions to isolate this phenomenon. We establish 2-Wasserstein convergence bounds for optimized hyperparameters, showing that diffusion processes achieve a sampling error of $O(\sqrt{dλ_{\max}}\log N/N)$, where $d$ is the dimension, $N$ the number of sampling steps, and $λ_{\max}$ the largest eigenvalue of the target covariance matrix. Unadjusted and underdamped Langevin dynamics suffer from an additional $\sqrtκ$ factor, where $κ$ is the condition number. These rates follow from spectral bounds which are sharp: we confirm them via matching first-order asymptotics as $N\rightarrow\infty$. Our analysis provides a rigorous characterization, in the Gaussian setting, of how time-dependent score trajectories remove condition-number dependence during sampling. By contrast, in the learning phase, we show that estimating the unnoised score by gradient descent leads to essentially the same estimator as estimating a noisy score, which suggests that the benefits of noising do not come from the learning phase.

Abstract: We propose a simple framework for constructing differentially private confidence regions \textit{in one shot}, i.e., by adding noise only to the final resampling quantile instead of privatizing the estimator computed on each resample. The cost of privacy of our procedure is only logarithmic in the number of resamples $B$ under with-replacement ($m$-out-of-$n$) sampling and independent of $B$ under without replacement sampling (subsampling), avoiding the $\sqrt{B}$ factor that arises in previous works. We provide nonasymptotic Gaussian Differential Privacy (GDP) and utility guarantees for both subsampling and $m$-out-of-$n$ resampling, covering mean-like estimators with small global sensitivity as well as estimators admitting efficiently computable smooth sensitivity bounds, including quantiles and degenerate U-statistics. This allows us to also obtain private confidence regions for degenerate U-statistics where the private error is much smaller than the non-private error. In all, we provide a toolbox for widely applicable DP uncertainty quantification procedures under popular resampling strategies while avoiding the computational and privacy costs of privatizing many intermediate resample statistics.

Abstract: Local Gaussian models of constant-step learning predict output variability and expected losses, but weak convergence alone does not justify these moment predictions. We establish moment-accurate Gaussian mixtures by matching stationary energy with local Ornstein--Uhlenbeck limits, ruling out quadratic tail mass invisible to weak convergence. For step size $a$, the second-order Wasserstein error is $o(\sqrt a)$, uniformly over invariant laws, using each law's actual root weights. The assumptions combine confinement, descent, finitely many hyperbolic equilibria and root continuity with finite-variance innovations. The result yields observable covariances, expected objective gaps and first-order mean shifts, while allowing singular covariances, compatible saddles and weights without a limit. For additive noise given by a fixed invertible transform of independent standardized Student $t_3$ coordinates, symmetry gives an order-sharp $\sqrt a$ smooth-test bound. Numerical transport calculations demonstrate the value of root-specific covariances; controlled SGD studies assess observable predictions across step sizes, batch sizes and model geometries.

Abstract: Large language model (LLM) leaderboards compare model capabilities by ranking models according to their mean performance on fixed benchmarks. However, variability in evaluation outcomes across runs may produce unsupported claims of model superiority on the benchmark, a risk compounded by leaderboard updates. In this paper, we propose BB-EDGE (Benchmark-Weighted and Block-Factorized e-processes for Directed Graph Evaluation), a principled framework that represents an LLM leaderboard as a directed graph whose edges certify pairwise mean-performance advantages, with anytime-valid family-wise error rate (FWER) control. Concretely, for each direction, BB-EDGE constructs an empirical-Bernstein e-process by factorizing evidence over protocol-defined blocks and assigning stakes proportional to the corresponding block weights, then applies direct e-Holm across these $e$-processes to certify directional advantages as edges. Theoretically, we characterize weight-proportional linear stakes under heterogeneous benchmark-average nulls and prove anytime FWER control under arbitrary within-block and cross-pair dependence. BB-EDGE further supports anytime-valid Top-$k$ certification and simultaneous rank intervals. Extensive experiments on synthetic data and four real-world benchmarks demonstrate that BB-EDGE maintains anytime FWER control while achieving high efficiency.

Abstract: Flow-matching schedules affect both sampling dynamics and the variance of the regression target. For centered commuting Gaussians, we show that a direction-dependent schedule decomposes into two independent design choices: a variance path, which fully determines the intermediate laws and probability flow, and a factorization, which leaves this flow unchanged while controlling irreducible regression variance. On the sampling side, we analyze finite-step Euler accuracy and derive a necessary drift bound for exact N -step sampling, connecting the geodesic and the logarithmic path. On the training side, for any fixed path, we derive closed-form factorizations that either minimize time-averaged regression variance or make it constant along the path.

Abstract: Purpose: Research data repositories often lack variable-level metadata. Model-choice screening, checking whether a reported model suits the values of its outcome variable, also requires summaries of those values and links to the analyses that use them. We ask how repositories can represent and acquire them as metadata with evidence and review histories. Methods: We propose a metadata application profile compatible with the Data Documentation Initiative Cross-Domain Integration (DDI-CDI) model, linking versioned variables and empirical profiles to reported analyses, estimators, and analysis roles. Extraction provenance and review decisions are recorded separately. We evaluate streaming data profiling, deterministic extraction from Stata and R code, and language-model extraction of analysis records from papers. Results: A worked export of one replication package illustrates the profile: it passes shape and interchange checks and answers four queries, one of which returns the analyses that raise no alert. Screening 4,868 replication datasets from six political-science journals links outcomes to profiled columns in 1,440 deposits and flags 965, including 14 of the 21 deposits with a hand-verified linear model on a count, proportion, binary, or ordinal outcome. AI-assisted adjudication yields 55% precision on a near-balanced sample of 119 count and proportion candidates; screening rules were developed on the same corpus. Conclusion: The profile makes analysis-variable relationships queryable while preserving evidence and review history; screening yields review candidates with context. Code, metadata, and measurements are released.