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Learning a Size-Weight Frontier for Synthetic-Augmented Inference

Synthetic data can improve statistical inference when real data are scarce, but naively treating synthetic samples as real data can introduce bias and lead to unreliable inference. We develop a general framework for synthetic-augmented inference across a population of related tasks. It characterizes synthetic augmentation by the number of synthetic observations and their weight. Central to our framework is a size-weight frontier that specifies, for each weight, the largest synthetic sample size for which all smaller sizes attain the target task-marginal coverage. We estimate this frontier from historical tasks, and establish a finite-sample coverage guarantee simultaneously for all size-weight configurations on or below the estimated frontier. In experiments using large language model responses to augment opinion survey data, our procedure achieves target coverage and substantially narrows confidence intervals.

stat.ME

Diffusion Models in Simulation-Based Inference: A Tutorial Review

Diffusion models have recently emerged as powerful learners for simulation-based inference (SBI), enabling fast and accurate estimation of latent parameters from simulated and real data. Their score-based formulation offers a flexible way to learn conditional or joint distributions over parameters and observations, thereby providing a versatile solution to various modeling problems. In this tutorial review, we synthesize recent developments on diffusion models for SBI, covering design choices for training, inference, and evaluation. We highlight opportunities created by various concepts such as guidance, score composition, flow matching, consistency models, and joint modeling. Furthermore, we discuss how efficiency and statistical accuracy are affected by noise schedules, parameterizations, and samplers. Finally, we illustrate these concepts with case studies across parameter dimensionalities, simulation budgets, and model types, and outline open questions for future research.

stat.ML

Optimal Adversarial Testing: Extracting Honest Test Results from Dishonest Test Takers

In applications, it is often required to test objects or people to determine their qualities in terms of certain metrics. However, besides being naturally noisy, the test results can be corrupted by adversarial behaviors of objects or people being tested (test takers). For example, dishonest test takers can cheat in the exams to distort the test results. With the development of AI technologies, such distortions driven by cheating using AI technologies are becoming more commonplace and severe. In this paper, we propose optimal testing strategies which can still recover needed test results even if there are cheaters polluting the results. The proposed testing strategies will optimally re-test selected group of test takers using different testing security measures. We determine the optimal testing strategies using a dynamic programming method.

cs.CR

Model Selection and Parameter Estimation of One-Dimensional Gaussian Mixture Models

In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.) samples. This paper establishes the optimal sampling complexity for model order estimation in one-dimensional Gaussian mixture models. We prove a fundamental lower bound on the number of samples required to correctly identify the number of components with high probability, showing that this limit depends critically on the separation between component means and the total number of components. We then propose a Fourier-based approach to estimate both the model order and the mixing distribution. Our algorithm utilizes Fourier measurements constructed from the samples, and our analysis demonstrates that its sample complexity matches the established lower bound, thereby confirming its optimality. Numerical experiments further show that our method outperforms conventional techniques in terms of efficiency and accuracy.

stat.ML

Coherent information deletion: Bayes' theorem and generalized Bayesian unlearning

Bayes' theorem admits an information-processing interpretation due to Zellner (1988): under the Shannon-information criterion, the posterior is the unique rule that processes prior and data information without information loss. We revisit these ideas, but from the perspective of information deletion. Given a posterior based on a complete dataset, what distribution should replace it when a subset of the data is removed? We define information deletion using the same information conservation principle as Zellner (1988), and show that the optimalpost-deletion distribution is exactly the leave-data-out posterior. We then extend the framework beyond likelihood-based inference from Bayes to the generalized Bayesian updating of Bissiri et al. (2016) based on loss functions. We introduce a sequential coherence requirement for deletion, under which, removing two pieces of information jointly is equivalent to removing them successively. The resulting coherent deletion rule exactly recovers the generalized Bayesian posterior based only on the retained data. Restricting these optimization problems to variational families yields corresponding formulations of variational Bayesian and generalized Bayesian unlearning.

stat.ME

Probabilistic Symbolic Regression for Equation Discovery via Operator-induced and Regularized Symbolic Forests

Symbolic regression has emerged as a powerful tool for artificial intelligence-driven scientific discovery by learning interpretable analytical expressions that reveal governing relationships directly from data. Existing methods, however, often rely on heuristic search, struggle to balance predictive accuracy with expression complexity in noisy settings, and offer limited characterization of symbolic uncertainty. Probabilistic approaches that address these challenges in a unified manner remain underexplored. We introduce a probabilistic symbolic regression framework that represents mathematical expressions as ensembles of symbolic trees. A regularizing prior over tree topology controls expression complexity, while an Occam's window-based posterior summary captures uncertainty across multiple plausible symbolic models. Given the limited existing theoretical treatment of symbolic regression, we develop posterior concentration guarantees when symbolic expressions approximate the underlying relationship arbitrarily well, with a near-parametric rate when an exact finite formula exists. Additionally, we establish a sharp oracle concentration result under symbolic misspecification. Comparisons of our proposed framework with state-of-the-art competitors demonstrate superior predictive accuracy, optimal symbolic complexity, and stable structural recovery when learning benchmark scientific equations, together with the identification of scientifically interpretable descriptor formulas in a challenging materials discovery application.

stat.ME

Deciding When to Decide: Testing Operational Suboptimality Under Distributional Shift

Deployed decisions are often optimized once and retained because updates impose operational, regulatory, or switching costs. As operating conditions change, when should such decisions be re-optimized? We study this question for stochastic optimization when the objective's functional form is known but the decision maker's trade-offs are encoded by an unknown preference parameter. Standard distribution-shift tests are poorly aligned with this goal: they can flag detectable yet decision-irrelevant changes without determining whether the incumbent decision has become materially suboptimal. We propose \texttt{RADAR} (Regret-based Assessment of Decision Adequacy and Risk), a decision-focused framework that uses inverse optimization to infer latent preferences and tests the deployed decision's optimality gap under the current distribution. By targeting regret, \texttt{RADAR} ignores decision-irrelevant shifts while detecting changes that warrant re-optimization. We develop two-sample and sequential changepoint procedures and establish asymptotic guarantees for Type-I error and power. Across synthetic optimization problems, a semi-synthetic capacity allocation task, and police-zone planning, \texttt{RADAR} more reliably distinguishes harmful from harmless shifts than decision-agnostic alternatives.

stat.ML

Sampling for Region-Aggregated Spatial Scan Statistics

Anomaly detection in geospatial data is a crucial tool in geographic information science (GIS), with applications ranging from national security to public-health surveillance to the study of societal disparities. This work focuses on spatial scan statistics and addresses a key mismatch: spatial counts are typically aggregated into predefined regions (census tracts, zip codes, counties), whereas the most efficient scan algorithms operate on spatial point data. The standard remedy -- collapsing each region to its centroid, as in widely used tools such as SaTScan -- is convenient but, as we show, discards the region's spatial extent and causes a significant loss in statistical power. To resolve this, we propose a simple yet scalable fix: replace each spatial region with 20-50 points sampled uniformly from its geometry, and divide the region's measured and baseline counts evenly among them. This approach improves statistical power while maintaining computational tractability. A convergence analysis explains why so few samples per region suffice. We recommend this sampling-based conversion as the default way to apply point-based spatial scan statistics to region-aggregated data for anomaly detection.

stat.AP

Optimal Estimation of Watermark Proportions in Hybrid AI-Human Texts

Text watermarks in large language models (LLMs) are an increasingly important tool for detecting synthetic text and distinguishing human-written content from LLM-generated text. While most existing studies focus on determining whether entire texts are watermarked, many real-world scenarios involve mixed-source texts, which blend human-written and watermarked content. In this paper, we address the problem of optimally estimating the watermark proportion in mixed-source texts. We cast this problem as estimating the proportion parameter in a mixture model based on \emph{pivotal statistics}. First, we show that this parameter is not even identifiable in certain watermarking schemes, let alone consistently estimable. In stark contrast, for watermarking methods that employ continuous pivotal statistics for detection, we demonstrate that the proportion parameter is identifiable under mild conditions. We propose efficient estimators for this class of methods, which include several popular unbiased watermarks as examples, and derive minimax lower bounds for any measurable estimator based on pivotal statistics, showing that our estimators achieve these lower bounds. Through evaluations on both synthetic data and mixed-source text generated by open-source models, we demonstrate that our proposed estimators consistently achieve high estimation accuracy.

stat.ML

Latency-Response Theory Model: Evaluating Large Language Models via Response Accuracy and Chain-of-Thought Length

The proliferation of Large Language Models (LLMs) necessitates valid evaluation methods to provide guidance for both downstream applications and actionable future improvements. The Item Response Theory (IRT) model with Computerized Adaptive Testing has recently emerged as a promising framework for evaluating LLMs via their response accuracy. Beyond simple response accuracy, LLMs' chain of thought (CoT) lengths serve as a vital indicator of their reasoning ability. To leverage the CoT length information to assist LLM evaluation, we propose the \textbf{La}tency-\textbf{R}esponse \textbf{T}heory (LaRT) model, which jointly models both the response accuracy and CoT length by introducing a key correlation parameter between the latent ability and the latent speed. We derive an efficient stochastic approximation Expectation-Maximization algorithm for parameter estimation. We establish rigorous identifiability results for the latent ability and latent speed parameters to ensure the statistical validity of their estimation. Through both theoretical asymptotic analyses and simulation studies, we demonstrate LaRT's advantages over IRT in terms of superior estimation accuracy and shorter confidence intervals for latent trait estimation. To evaluate LaRT in real data, we collect responses from diverse LLMs on popular benchmark datasets. We find that LaRT yields different LLM rankings than IRT and outperforms IRT across multiple key evaluation metrics including predictive power, item efficiency, ranking validity, and LLM evaluation efficiency. Code and data are available at https://github.com/Toby-X/Latency-Response-Theory-Model

stat.ME

AI-Generated Measurements for Identification and Inference with Missing Data: A Weak Shadow Variable Approach

Across business and social science applications, outcomes are often missing in ways that depend on the unobserved outcomes themselves. In service systems, for example, whether a customer submits a rating depends on the rating they would have provided. Such missing-not-at-random (MNAR) mechanisms make population quantities difficult to identify without strong assumptions on the observation process. Meanwhile, rich unstructured data, such as customer interaction histories, are increasingly available and can be used to construct structured measurements using tools such as large language models (LLMs). In this work, we develop an assumption-lean partial identification framework that uses such measurements as weak shadow variables, defined as outcome-informative proxies that are conditionally independent of missingness given the true outcome and observed covariates. Importantly, they need not accurately predict missing outcomes or satisfy the completeness requirement in the classical shadow variable literature. For identification, we characterize sharp bounds on population quantities through a pair of linear programs. For estimation and inference, we propose a localized penalized estimator that remains feasible under sampling error, and a subsampling algorithm for constructing confidence intervals. In semi-synthetic experiments using real customer-service dialogues, weak-shadow-variable intervals are about 89\% narrower than those without auxiliary information, while their midpoints have around 41\% lower estimation error than classical MNAR methods.

stat.ML

Balancing the privacy-utility trade-off: How to draw reliable conclusions from private data

Absolute anonymization, conceived as an irreversible transformation preventing re-identification and sensitive value disclosure, has proven to be a broken promise. Modern data protection must therefore shift toward a privacy-utility trade-off grounded in risk mitigation. Differential Privacy (DP) offers a rigorous mathematical framework for balancing quantified disclosure risk with analytical usefulness. Nevertheless, widespread adoption remains limited, largely because complex technical concepts, such as privacy-loss parameters, have yet to be translated into forms meaningful to non-technical stakeholders. This difficulty arises from randomization itself: both analysts and adversaries must draw conclusions from uncertain observations rather than deterministic values. In this work, we adopt an interpretation of the privacy-utility trade-off based on hypothesis testing to measure the uncertainty introduced by randomized mechanisms. In particular, we use the concept of relative disclosure risk to quantify the maximum reduction in uncertainty an adversary can obtain from a membership attack on protected outputs, and show this measure relates directly to standard privacy-loss parameters. We further analyze how DP affects analytical validity via its impact on hypothesis tests assessing statistical significance. Building on these results, we provide practical guidance, accessible to non-experts such as data protection authorities, for navigating the trade-off and selecting protection mechanisms and parameter values.

stat.ME

Learning Causal Abstractions of Linear Structural Causal Models

The need for modelling causal knowledge at different levels of granularity arises in several settings. Causal Abstraction provides a framework for formalizing this problem by relating two Structural Causal Models at different levels of detail. Despite increasing interest in applying causal abstraction, e.g. in the interpretability of large machine learning models, the graphical and parametrical conditions under which a causal model can abstract another are not known. Furthermore, learning causal abstractions from data is still an open problem. In this work, we tackle both issues for linear causal models with linear abstraction functions. First, we characterize how the low-level coefficients and the abstraction function determine the high-level coefficients and how the high-level model constrains the causal ordering of low-level variables. Then, we apply our theoretical results to learn high-level and low-level causal models and their abstraction function from observational data. In particular, we introduce Abs-LiNGAM, a method that leverages the constraints induced by the learned high-level model and the abstraction function to speedup the recovery of the larger low-level model, under the assumption of non-Gaussian noise terms. In simulated settings, we show the effectiveness of learning causal abstractions from data and the potential of our method in improving scalability of causal discovery.

cs.LG

Correcting test set contamination by spiking the training data

The literature on test set contamination largely focuses on detection, but the correction of contaminated test scores is underexplored. Our core proposal is to spike the training data by intentionally contaminating some test examples at known rates. The spiked examples can then be used to calibrate predictors of model memorization which enable principled statistical correction of inflated test scores. To evaluate different correction estimators, we first present a simulation framework based on the Hubble models. Hubble models come in minimal pairs, where the perturbed model was deliberately contaminated with several test sets, while the standard model was not, serving as the counterfactual and correction target. We consider estimators that use information from a memorization predictor, correctness predictor, or both. In simulation, we establish basic statistical intuitions and show that estimators leveraging memorization and correctness information are better than naive estimation which makes no correction at all. We then instantiate several memorization and correctness predictors, and find that simple predictors such as Platt-scaled membership inference metrics provide good signal for correction. Finally, we examine the practical considerations of spiking. Simple memorization predictors need no more than 10 examples for calibration and often transfer from one dataset to another. Taken together, spiking is a promising solution for test set contamination.

stat.ME

Active Inference with People: a general approach to real-time adaptive experiments

Adaptive experiments optimize their design throughout data collection, which can bring substantial benefits compared to conventional experimental settings. Potential applications include, among others, computerized adaptive testing (when selecting informative tasks in ability measurements), adaptive treatment assignment (when searching for experimental conditions maximizing certain outcomes), and active learning (when choosing optimal training data for machine learning algorithms). However, implementing these techniques in real time poses substantial computational and technical challenges. In this paper, we introduce a practical and unified approach to real-time adaptive experiments that can encompass these scenarios across textual, visual, and audio tasks. Our strategy combines active inference, a Bayesian framework inspired by cognitive neuroscience, with Pyro, a probabilistic programming library, and PsyNet, a modular Python package for large-scale online behavioral experiments. Active inference provides a task-agnostic optimization objective and efficient inference strategies; probabilistic programming makes the computations practical, reducing implementation costs; and PsyNet makes the resulting procedure deployable with humans in real time across diverse behavioral paradigms. We illustrate this approach through two concrete examples: (1) an adaptive testing experiment estimating participants' ability by selecting optimal challenges, reducing the number of trials required by 30--40\%; and (2) an adaptive treatment assignment strategy that identifies the optimal treatment up to three times as accurately as a fixed design. We provide instructions to facilitate adoption of the workflow.

stat.ME

Destroy Me: Automatic Artifact Generation for Histopathology Images

Deep learning's diagnostic utility in pathology is constrained by model vulnerability to real-world data imperfections. While current strategies favor "perfect data" by filtering low-quality regions, which can lead to the loss of valuable diagnostic context, we propose a paradigm shift: engineering models to thrive in imperfect environments using "Destroy Me", a hybrid framework for realistic artifact synthesis and robust data augmentation. Our approach combines Stable Diffusion, fine-tuned to preserve morphological continuity by realistically integrating artifacts with the underlying tissue architecture, with physics-based procedural modeling to synthesize six common artifact types: tissue folds, precipitates, blur, stitching errors, dust, and pen markers. Artifact fidelity is assessed using Kernel Inception Distance (KID) and color Wasserstein distance metrics. Validating this strategy on lung adenocarcinoma pattern classification with an nnU-Net, we confirm that models trained on "destroyed" patches consistently outperform baselines on independent real-world datasets. Specifically, we observed a 10.5% relative improvement in macro F1-score and a 15% relative increase in the Cohen's Kappa ($κ$) coefficient. Crucially, our results demonstrate that selective, impact-weighted augmentation is vital for balancing practical robustness with the preservation of subtle diagnostic features.

eess.IV

Not All Explanations Are Sought: Information-Seeking Psychology for Human-Centered XAI

This position paper argues that human-centered explainable AI (HCXAI) should incorporate insights from the psychology of information seeking. Drawing on Sharot and Sunstein's framework of information-seeking motives, we propose that people evaluate whether to engage with explanations based on three types of expected utility: instrumental (will it help me act better?), hedonic (will it make me feel better?), and cognitive (will it improve my understanding?). Each utility is estimated through a lens shaped by well-documented cognitive biases, including illusion of control, automation bias, unrealistic optimism, impact bias, overconfidence, and confirmation bias. These biases can lead to two failure modes: excessive information-seeking that fragments attention without improving decisions, and insufficient information-seeking that leaves critical risks and misunderstandings unexamined. This challenge is particularly acute for agentic AI systems, where explanations must support not just understanding a single output but anticipating cascading actions, assessing risks, and deciding when to intervene. By integrating information-seeking psychology into HCXAI, we advocate for a shift from making explanations available to making them sought: designing systems that account for when and why users actually want to know.

cs.AI

Sub-Gaussian Concentration and Entropic Normality of the Maximum Likelihood Estimator

It is well known that, under standard regularity conditions, the maximum likelihood estimator (MLE) satisfies a central limit theorem and converges in distribution to a Gaussian random variable as the sample size grows. This paper strengthens this classical result by developing several stronger forms of asymptotic normality for the normalized MLE. With additional assumptions on the score, we first establish sub-Gaussian tail bounds and convergence of all moments for the normalized estimation error. We then prove an entropic central limit theorem for a smoothed version of the estimator, showing convergence in relative entropy to the limiting Gaussian law. When the Fisher information of the normalized estimate is bounded, or its density has bounded first derivative, we further show that the smoothing can be removed, yielding entropic normality of the MLE itself. The proofs develop auxiliary tools that may be of independent interest, including exponential consistency bounds, high-moment estimates, and entropy-control arguments for the estimator.

cs.IT