CyberSec Research

Continuous soil-moisture measurements provide a direct lens on subsurface hydrological processes, notably the post-rainfall "drydown" phase. Because these records consist of distinct, segment-specific behaviours whose forms and scales vary over time, realistic inference demands a model that captures piecewise dynamics while accommodating parameters that are unknown a priori. Building on Bayesian Online Changepoint Detection (BOCPD), we introduce two complementary extensions: a particle-filter variant that substitutes exact marginalisation with sequential Monte Carlo to enable real-time inference when critical parameters cannot be integrated out analytically, and an online-gradient variant that embeds stochastic gradient updates within BOCPD to learn application-relevant parameters on the fly without prohibitive computational cost. After validating both algorithms on synthetic data that replicate the temporal structure of field observations-detailing hyperparameter choices, priors, and cost-saving strategies-we apply them to soil-moisture series from experimental sites in Austria and the United States, quantifying site-specific drydown rates and demonstrating the advantages of our adaptive framework over static models.

Tempering is a popular tool in Bayesian computation, being used to transform a posterior distribution $p_1$ into a reference distribution $p_0$ that is more easily approximated. Several algorithms exist that start by approximating $p_0$ and proceed through a sequence of intermediate distributions $p_t$ until an approximation to $p_1$ is obtained. Our contribution reveals that high-quality approximation of terms up to $p_1$ is not essential, as knowledge of the intermediate distributions enables posterior quantities of interest to be extrapolated. Specifically, we establish conditions under which posterior expectations are determined by their associated tempered expectations on any non-empty $t$ interval. Harnessing this result, we propose novel methodology for approximating posterior expectations based on extrapolation and smoothing of tempered expectations, which we implement as a post-processing variance-reduction tool for sequential Monte Carlo.

Solving Bayesian inverse problems typically involves deriving a posterior distribution using Bayes' rule, followed by sampling from this posterior for analysis. Sampling methods, such as general-purpose Markov chain Monte Carlo (MCMC), are commonly used, but they require prior and likelihood densities to be explicitly provided. In cases where expressing the prior explicitly is challenging, implicit priors offer an alternative, encoding prior information indirectly. These priors have gained increased interest in recent years, with methods like Plug-and-Play (PnP) priors and Regularized Linear Randomize-then-Optimize (RLRTO) providing computationally efficient alternatives to standard MCMC algorithms. However, the abstract concept of implicit priors for Bayesian inverse problems is yet to be systematically explored and little effort has been made to unify different kinds of implicit priors. This paper presents a computational framework for implicit priors and their distinction from explicit priors. We also introduce an implementation of various implicit priors within the CUQIpy Python package for Computational Uncertainty Quantification in Inverse Problems. Using this implementation, we showcase several implicit prior techniques by applying them to a variety of different inverse problems from image processing to parameter estimation in partial differential equations.

Monte Carlo simulation studies are at the core of the modern applied, computational, and theoretical statistical literature. Simulation is a broadly applicable research tool, used to collect data on the relative performance of methods or data analysis approaches under a well-defined data-generating process. However, extant literature focuses largely on design aspects of simulation, rather than implementation strategies aligned with the current state of (statistical) programming languages, portable data formats, and multi-node cluster computing. In this work, I propose tidy simulation: a simple, language-agnostic, yet flexible functional framework for designing, writing, and running simulation studies. It has four components: a tidy simulation grid, a data generation function, an analysis function, and a results table. Using this structure, even the smallest simulations can be written in a consistent, modular way, yet they can be readily scaled to thousands of nodes in a computer cluster should the need arise. Tidy simulation also supports the iterative, sometimes exploratory nature of simulation-based experiments. By adopting the tidy simulation approach, researchers can implement their simulations in a robust, reproducible, and scalable way, which contributes to high-quality statistical science.

This paper estimates the effect of Hurricane Harvey on wages and employment in the construction labor industry across impacted counties in Texas. Based on data from the Quarterly Census of Employment and Wages (QCEW) for the period 2016-2019, I adopted a difference-in-differences event study approach by comparing results in 41 FEMA-designated disaster counties with a set of unaffected southern control counties. I find that Hurricane Harvey had a large and long-lasting impact on labor market outcomes in the construction industry. More precisely, average log wages in treated counties rose by around 7.2 percent compared to control counties two quarters after the hurricane and remained high for the next two years. Employment effects were more gradual, showing a statistically significant increase only after six quarters, in line with the lagged nature of large-scale reconstruction activities. These results imply that natural disasters can generate persistent labor demand shocks to local construction markets, with policy implications for disaster recovery planning and workforce mobilization.

Nowadays, massive datasets are typically dispersed across multiple locations, encountering dual challenges of high dimensionality and huge sample size. Therefore, it is necessary to explore sufficient dimension reduction (SDR) methods for distributed data. In this paper, we first propose an exact distributed estimation of sliced inverse regression, which substantially improves computational efficiency while obtaining identical estimation as that on the full sample. Then, we propose a unified distributed framework for general conditional-moment-based inverse regression methods. This framework allows for distinct population structure for data distributed at different locations, thus addressing the issue of heterogeneity. To assess the effectiveness of our proposed methods, we conduct simulations incorporating various data generation mechanisms, and examine scenarios where samples are homogeneous equally, heterogeneous equally, and heterogeneous unequally scattered across local nodes. Our findings highlight the versatility and applicability of the unified framework. Meanwhile, the communication cost is practically acceptable and the computation cost is greatly reduced. Sensitivity analysis verifies the robustness of the algorithm under extreme conditions where the SDR method locally fails on some nodes. A real data analysis also demonstrates the superior performance of the algorithm.

The Wasserstein barycenter extends the Euclidean mean to the space of probability measures by minimizing the weighted sum of squared 2-Wasserstein distances. We develop a free-support algorithm for computing Wasserstein barycenters that avoids entropic regularization and instead follows the formal Riemannian geometry of Wasserstein space. In our approach, barycenter atoms evolve as particles advected by averaged optimal-transport displacements, with barycentric projections of optimal transport plans used in place of Monge maps when the latter do not exist. This yields a geometry-aware particle-flow update that preserves sharp features of the Wasserstein barycenter while remaining computationally tractable. We establish theoretical guarantees, including consistency of barycentric projections, monotone descent and convergence to stationary points, stability with respect to perturbations of the inputs, and resolution consistency as the number of atoms increases. Empirical studies on averaging probability distributions, Bayesian posterior aggregation, image prototypes and classification, and large-scale clustering demonstrate accuracy and scalability of the proposed particle-flow approach, positioning it as a principled alternative to both linear programming and regularized solvers.

This paper proposes a novel Bayesian active learning method for Bayesian model updating, which is termed as "Streamlined Bayesian Active Learning Cubature" (SBALC). The core idea is to approximate the log-likelihood function using Gaussian process (GP) regression in a streamlined Bayesian active learning way. Rather than generating many samples from the posterior GP, we only use its mean and variance function to form the model evidence estimator, stopping criterion, and learning function. Specifically, the estimation of model evidence is first treated as a Bayesian cubature problem, with a GP prior assigned over the log-likelihood function. Second, a plug-in estimator for model evidence is proposed based on the posterior mean function of the GP. Third, an upper bound on the expected absolute error between the posterior model evidence and its plug-in estimator is derived. Building on this result, a novel stopping criterion and learning function are proposed using only the posterior mean and standard deviation functions of the GP. Finally, we can obtain the model evidence based on the posterior mean function of the log-likelihood function in conjunction with Monte Carlo simulation, as well as the samples for the posterior distribution of model parameters as a by-product. Four numerical examples are presented to demonstrate the accuracy and efficiency of the proposed method compared to several existing approaches. The results show that the method can significantly reduce the number of model evaluations and the computational time without compromising accuracy.

A central question in evolutionary biology is how to quantitatively understand the dynamics of genetically diverse populations. Modeling the genotype distribution is challenging, as it ultimately requires tracking all correlations (or cumulants) among alleles at different loci. The quasi-linkage equilibrium (QLE) approximation simplifies this by assuming that correlations between alleles at different loci are weak -- i.e., low linkage disequilibrium -- allowing their dynamics to be modeled perturbatively. However, QLE breaks down under strong selection, significant epistatic interactions, or weak recombination. We extend the multilocus QLE framework to allow cumulants up to order $K$ to evolve dynamically, while higher-order cumulants ($>K$) are assumed to equilibrate rapidly. This extended QLE (exQLE) framework yields a general equation of motion for cumulants up to order $K$, which parallels the standard QLE dynamics (recovered when $K = 1$). In this formulation, cumulant dynamics are driven by the gradient of average fitness, mediated by a geometrically interpretable matrix that stems from competition among genotypes. Our analysis shows that the exQLE with $K=2$ accurately captures cumulant dynamics even when the fitness function includes higher-order (e.g., third- or fourth-order) epistatic interactions, capabilities that standard QLE lacks. We also applied the exQLE framework to infer fitness parameters from temporal sequence data. Overall, exQLE provides a systematic and interpretable approximation scheme, leveraging analytical cumulant dynamics and reducing complexity by progressively truncating higher-order cumulants.

Several emerging post-Bayesian methods target a probability distribution for which an entropy-regularised variational objective is minimised. This increased flexibility introduces a computational challenge, as one loses access to an explicit unnormalised density for the target. To mitigate this difficulty, we introduce a novel measure of suboptimality called 'gradient discrepancy', and in particular a 'kernel gradient discrepancy' (KGD) that can be explicitly computed. In the standard Bayesian context, KGD coincides with the kernel Stein discrepancy (KSD), and we obtain a novel charasterisation of KSD as measuring the size of a variational gradient. Outside this familiar setting, KGD enables novel sampling algorithms to be developed and compared, even when unnormalised densities cannot be obtained. To illustrate this point several novel algorithms are proposed, including a natural generalisation of Stein variational gradient descent, with applications to mean-field neural networks and prediction-centric uncertainty quantification presented. On the theoretical side, our principal contribution is to establish sufficient conditions for desirable properties of KGD, such as continuity and convergence control.

Bayesian inference is on the rise, partly because it allows researchers to quantify parameter uncertainty, evaluate evidence for competing hypotheses, incorporate model ambiguity, and seamlessly update knowledge as information accumulates. All of these advantages apply to the meta-analytic settings; however, advanced Bayesian meta-analytic methodology is often restricted to researchers with programming experience. In order to make these tools available to a wider audience, we implemented state-of-the-art Bayesian meta-analysis methods in the Meta-Analysis module of JASP, a free and open-source statistical software package (https://jasp-stats.org/). The module allows researchers to conduct Bayesian estimation, hypothesis testing, and model averaging with models such as meta-regression, multilevel meta-analysis, and publication bias adjusted meta-analysis. Results can be interpreted using forest plots, bubble plots, and estimated marginal means. This manuscript provides an overview of the Bayesian meta-analysis tools available in JASP and demonstrates how the software enables researchers of all technical backgrounds to perform advanced Bayesian meta-analysis.

Meta-analyses play a crucial part in empirical science, enabling researchers to synthesize evidence across studies and draw more precise and generalizable conclusions. Despite their importance, access to advanced meta-analytic methodology is often limited to scientists and students with considerable expertise in computer programming. To lower the barrier for adoption, we have developed the Meta-Analysis module in JASP (https://jasp-stats.org/), a free and open-source software for statistical analyses. The module offers standard and advanced meta-analytic techniques through an easy-to-use graphical user interface (GUI), allowing researchers with diverse technical backgrounds to conduct state-of-the-art analyses. This manuscript presents an overview of the meta-analytic tools implemented in the module and showcases how JASP supports a meta-analytic practice that is rigorous, relevant, and reproducible.

This study aims to introduce a new lifetime distribution, called the record-based transformed log-logistic distribution, to the literature. We obtain this distribution using a record-based transformation map based on the distributions of upper record values. We explore some mathematical properties of the suggested distribution, namely the quantile function, hazard function, moments, order statistics, and stochastic ordering. We discuss the point estimation via seven different methods such as maximum likelihood, least squares, weighted least squares, Anderson-Darling, Cramer-von Mises, maximum product spacings, and right tail Anderson Darling. Then, we perform a Monte Carlo simulation study to evaluate the performances of these estimators. Also, we present two practical data examples, reactor pump failure and petroleum rock data to compare the fits of the proposed distribution with its rivals. As a result of data analysis, we conclude that the best-fitted distribution is the record-based transmuted log-logistic distribution for reactor pump failure and petroleum rock data sets.

This study is considered to introduce a novel distribution as an alternative to Chen distribution via the record-based transmutation method. This technique is based on the distributions of first two upper record values. Thus, we suggest a new special case based on Chen distribution in the family of record based transmuted distributions. We explore various distributional properties of the proposed model namely, quantile function, hazard function, median, moments, and stochastic ordering. Our distribution has three parameters and to estimate these parameters, we utilize nine different and well-known estimators. Then, we compare the performances of these estimators via a comprehensive simulation study. Also, we provide two real-world data examples to assess the fits the data sets the suggested model and its some competitors.

Mean-field, ensemble-chain, and adaptive samplers have historically been viewed as distinct approaches to Monte Carlo sampling. In this paper, we present a unifying {two-system} framework that brings all three under one roof. In our approach, an ensemble of particles is split into two interacting subsystems that propose updates for each other in a symmetric, alternating fashion. This cross-system interaction ensures that the overall ensemble has $\rho(x)$ as its invariant distribution in both the finite-particle setting and the mean-field limit. The two-system construction reveals that ensemble-chain samplers can be interpreted as finite-$N$ approximations of an ideal mean-field sampler; conversely, it provides a principled recipe to discretize mean-field Langevin dynamics into tractable parallel MCMC algorithms. The framework also connects naturally to adaptive single-chain methods: by replacing particle-based statistics with time-averaged statistics from a single chain, one recovers analogous adaptive dynamics in the long-time limit without requiring a large ensemble. We derive novel two-system versions of both overdamped and underdamped Langevin MCMC samplers within this paradigm. Across synthetic benchmarks and real-world posterior inference tasks, these two-system samplers exhibit significant performance gains over the popular No-U-Turn Sampler, achieving an order of magnitude higher effective sample sizes per gradient evaluation.

Given-data methods for variance-based sensitivity analysis have significantly advanced the feasibility of Sobol' index computation for computationally expensive models and models with many inputs. However, the limitations of existing methods still preclude their application to models with an extremely large number of inputs. In this work, we present practical extensions to the existing given-data Sobol' index method, which allow variance-based sensitivity analysis to be efficiently performed on large models such as neural networks, which have $>10^4$ parameterizable inputs. For models of this size, holding all input-output evaluations simultaneously in memory -- as required by existing methods -- can quickly become impractical. These extensions also support nonstandard input distributions with many repeated values, which are not amenable to equiprobable partitions employed by existing given-data methods. Our extensions include a general definition of the given-data Sobol' index estimator with arbitrary partition, a streaming algorithm to process input-output samples in batches, and a heuristic to filter out small indices that are indistinguishable from zero indices due to statistical noise. We show that the equiprobable partition employed in existing given-data methods can introduce significant bias into Sobol' index estimates even at large sample sizes and provide numerical analyses that demonstrate why this can occur. We also show that our streaming algorithm can achieve comparable accuracy and runtimes with lower memory requirements, relative to current methods which process all samples at once. We demonstrate our novel developments on two application problems in neural network modeling.

Numerous purportedly improved metaheuristics claim superior performance based on equivalent function evaluations (FEs), yet often conceal additional computational burdens in more intensive iterations, preprocessing stages, or hyperparameter tuning. This paper posits that wall-clock time, rather than solely FEs, should serve as the principal budgetary constraint for equitable comparisons. We formalize a fixed-time, restart-fair benchmarking protocol wherein each algorithm is allotted an identical wall-clock time budget per problem instance, permitting unrestricted utilization of restarts, early termination criteria, and internal adaptive mechanisms. We advocate for the adoption of anytime performance curves, expected running time (ERT) metrics, and performance profiles that employ time as the cost measure, all aimed at predefined targets. Furthermore, we introduce a concise, reproducible checklist to standardize reporting practices and mitigate undisclosed computational overheads. This approach fosters more credible and practically relevant evaluations of metaheuristic algorithms.

We analyze gradient descent with Polyak heavy-ball momentum (HB) whose fixed momentum parameter $\beta \in (0, 1)$ provides exponential decay of memory. Building on Kovachki and Stuart (2021), we prove that on an exponentially attractive invariant manifold the algorithm is exactly plain gradient descent with a modified loss, provided that the step size $h$ is small enough. Although the modified loss does not admit a closed-form expression, we describe it with arbitrary precision and prove global (finite "time" horizon) approximation bounds $O(h^{R})$ for any finite order $R \geq 2$. We then conduct a fine-grained analysis of the combinatorics underlying the memoryless approximations of HB, in particular, finding a rich family of polynomials in $\beta$ hidden inside which contains Eulerian and Narayana polynomials. We derive continuous modified equations of arbitrary approximation order (with rigorous bounds) and the principal flow that approximates the HB dynamics, generalizing Rosca et al. (2023). Approximation theorems cover both full-batch and mini-batch HB. Our theoretical results shed new light on the main features of gradient descent with heavy-ball momentum, and outline a road-map for similar analysis of other optimization algorithms.