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We propose a material design method via gradient-based optimization on compositions, overcoming the limitations of traditional methods: exhaustive database searches and conditional generation models. It optimizes inputs via backpropagation, aligning the model's output closely with the target property and facilitating the discovery of unlisted materials and precise property determination. Our method is also capable of adaptive optimization under new conditions without retraining. Applying to exploring high-Tc superconductors, we identified potential compositions beyond existing databases and discovered new hydrogen superconductors via conditional optimization. This method is versatile and significantly advances material design by enabling efficient, extensive searches and adaptability to new constraints.

To date, most methods for simulating conditioned diffusions are limited to the Euclidean setting. The conditioned process can be constructed using a change of measure known as Doob's $h$-transform. The specific type of conditioning depends on a function $h$ which is typically unknown in closed form. To resolve this, we extend the notion of guided processes to a manifold $M$, where one replaces $h$ by a function based on the heat kernel on $M$. We consider the case of a Brownian motion with drift, constructed using the frame bundle of $M$, conditioned to hit a point $x_T$ at time $T$. We prove equivalence of the laws of the conditioned process and the guided process with a tractable Radon-Nikodym derivative. Subsequently, we show how one can obtain guided processes on any manifold $N$ that is diffeomorphic to $M$ without assuming knowledge of the heat kernel on $N$. We illustrate our results with numerical simulations and an example of parameter estimation where a diffusion process on the torus is observed discretely in time.

Most currently used tensor regression models for high-dimensional data are based on Tucker decomposition, which has good properties but loses its efficiency in compressing tensors very quickly as the order of tensors increases, say greater than four or five. However, for the simplest tensor autoregression in handling time series data, its coefficient tensor already has the order of six. This paper revises a newly proposed tensor train (TT) decomposition and then applies it to tensor regression such that a nice statistical interpretation can be obtained. The new tensor regression can well match the data with hierarchical structures, and it even can lead to a better interpretation for the data with factorial structures, which are supposed to be better fitted by models with Tucker decomposition. More importantly, the new tensor regression can be easily applied to the case with higher order tensors since TT decomposition can compress the coefficient tensors much more efficiently. The methodology is also extended to tensor autoregression for time series data, and nonasymptotic properties are derived for the ordinary least squares estimations of both tensor regression and autoregression. A new algorithm is introduced to search for estimators, and its theoretical justification is also discussed. Theoretical and computational properties of the proposed methodology are verified by simulation studies, and the advantages over existing methods are illustrated by two real examples.

In this work, we examine how fact-checkers prioritize which claims to fact-check and what tools may assist them in their efforts. Through a series of interviews with 23 professional fact-checkers from around the world, we validate that harm assessment is a central component of how fact-checkers triage their work. We also clarify the processes behind fact-checking prioritization, finding that they are typically ad hoc, and gather suggestions for tools that could help with these processes. To address the needs articulated by fact-checkers, we present a structured framework of questions to help fact-checkers negotiate the priority of claims through assessing potential harms. Our FABLE Framework of Misinformation Harms incorporates five dimensions of magnitude -- (social) Fragmentation, Actionability, Believability, Likelihood of spread, and Exploitativeness -- that can help determine the potential urgency of a specific message or claim when considering misinformation as harm. The result is a practical and conceptual tool to support fact-checkers and others as they make strategic decisions to prioritize their efforts. We conclude with a discussion of computational approaches to support structured prioritization, as well as applications beyond fact-checking to content moderation and curation.

It has been proposed that random wide neural networks near Gaussian process are quantum field theories around Gaussian fixed points. In this paper, we provide a novel map with which a wide class of quantum mechanical systems can be cast into the form of a neural network with a statistical summation over network parameters. Our simple idea is to use the universal approximation theorem of neural networks to generate arbitrary paths in the Feynman's path integral. The map can be applied to interacting quantum systems / field theories, even away from the Gaussian limit. Our findings bring machine learning closer to the quantum world.

A wide range of applications in science and engineering involve a PDE model in a domain with perforations, such as perforated metals or air filters. Solving such perforated domain problems suffers from computational challenges related to resolving the scale imposed by the geometries of perforations. We propose a neural network-based mesh-free approach for perforated domain problems. The method is robust and efficient in capturing various configuration scales, including the averaged macroscopic behavior of the solution that involves a multiscale nature induced by small perforations. The new approach incorporates the derivative-free loss method that uses a stochastic representation or the Feynman-Kac formulation. In particular, we implement the Neumann boundary condition for the derivative-free loss method to handle the interface between the domain and perforations. A suite of stringent numerical tests is provided to support the proposed method's efficacy in handling various perforation scales.

When complex Bayesian models exhibit implausible behaviour, one solution is to assemble available information into an informative prior. Challenges arise as prior information is often only available for the observable quantity, or some model-derived marginal quantity, rather than directly pertaining to the natural parameters in our model. We propose a method for translating available prior information, in the form of an elicited distribution for the observable or model-derived marginal quantity, into an informative joint prior. Our approach proceeds given a parametric class of prior distributions with as yet undetermined hyperparameters, and minimises the difference between the supplied elicited distribution and corresponding prior predictive distribution. We employ a global, multi-stage Bayesian optimisation procedure to locate optimal values for the hyperparameters. Three examples illustrate our approach: a cure-fraction survival model, where censoring implies that the observable quantity is a priori a mixed discrete/continuous quantity; a setting in which prior information pertains to $R^{2}$ -- a model-derived quantity; and a nonlinear regression model.

In recent years, power analysis has become widely used in applied sciences, with the increasing importance of the replicability issue. When distribution-free methods, such as Partial Least Squares (PLS)-based approaches, are considered, formulating power analysis turns out to be challenging. In this study, we introduce the methodological framework of a new procedure for performing power analysis when PLS-based methods are used. Data are simulated by the Monte Carlo method, assuming the null hypothesis of no effect is false and exploiting the latent structure estimated by PLS in the pilot data. In this way, the complex correlation data structure is explicitly considered in power analysis and sample size estimation. The paper offers insights into selecting statistical tests for the power analysis procedure, comparing accuracy-based tests and those based on continuous parameters estimated by PLS. Simulated and real datasets are investigated to show how the method works in practice.

Predictions in the form of probability distributions are crucial for decision-making. Quantile regression enables this within spatial interpolation settings for merging remote sensing and gauge precipitation data. However, ensemble learning of quantile regression algorithms remains unexplored in this context. Here, we address this gap by introducing nine quantile-based ensemble learners and applying them to large precipitation datasets. We employed a novel feature engineering strategy, reducing predictors to distance-weighted satellite precipitation at relevant locations, combined with location elevation. Our ensemble learners include six stacking and three simple methods (mean, median, best combiner), combining six individual algorithms: quantile regression (QR), quantile regression forests (QRF), generalized random forests (GRF), gradient boosting machines (GBM), light gradient boosting machines (LightGBM), and quantile regression neural networks (QRNN). These algorithms serve as both base learners and combiners within different stacking methods. We evaluated performance against QR using quantile scoring functions in a large dataset comprising 15 years of monthly gauge-measured and satellite precipitation in contiguous US (CONUS). Stacking with QR and QRNN yielded the best results across quantile levels of interest (0.025, 0.050, 0.075, 0.100, 0.200, 0.300, 0.400, 0.500, 0.600, 0.700, 0.800, 0.900, 0.925, 0.950, 0.975), surpassing the reference method by 3.91% to 8.95%. This demonstrates the potential of stacking to improve probabilistic predictions in spatial interpolation and beyond.

Non-probability survey samples are examples of data sources that have become increasingly popular in recent years, also in official statistics. However, statistical inference based on non-probability samples is much more difficult because they are biased and are not representative of the target population (Wu, 2022). In this paper we consider a method of joint calibration for totals (Deville & S\"arndal, 1992) and quantiles (Harms & Duchesne, 2006) and use the proposed approach to extend existing inference methods for non-probability samples, such as inverse probability weighting, mass imputation and doubly robust estimators. By including quantile information in the estimation process non-linear relationships between the target and auxiliary variables can be approximated the way it is done in step-wise (constant) regression. Our simulation study has demonstrated that the estimators in question are more robust against model mis-specification and, as a result, help to reduce bias and improve estimation efficiency. Variance estimation for our proposed approach is also discussed. We show that existing inference methods can be used and that the resulting confidence intervals are at nominal levels. Finally, we applied the proposed methods to estimate the share of vacancies aimed at Ukrainian workers in Poland using an integrated set of administrative and survey data about job vacancies. The proposed approaches have been implemented in two R packages (nonprobsvy and jointCalib), which were used to conduct the simulation and empirical study