Factor-based Structural Equation Modeling (SEM) relies on likelihood-based estimation assuming a nonsingular sample covariance matrix, which breaks down in small-sample settings with $p>n$. To address this, we propose a novel estimation principle that reformulates the covariance structure into self-covariance and cross-covariance components. The resulting framework defines a likelihood-based feasible set combined with a relative error constraint, enabling stable estimation in small-sample settings where $p>n$ for sign and direction. Experiments on synthetic and real-world data show improved stability, particularly in recovering the sign and direction of structural parameters. These results extend covariance-based SEM to small-sample settings and provide practically useful directional information for decision-making.

Crimson and Clover are now on the road to recovery at Oakland Zoo in California. More information Adding us as a Preferred Source in Google by using this link indicates that you would like to see more of our content in Google News results. Crimson (left) was rescued shortly after Clover(right). Breakthroughs, discoveries, and DIY tips sent six days a week. Mountain lions (, cougars, pumas, among its many other names) are carnivorous, sharp-toothed and clawed big cats.

Decision-makers rely on weather forecasts to plant crops, manage wildfires, allocate water and energy, and prepare for weather extremes. Today, such forecasts enjoy unprecedented accuracy out to two weeks thanks to steady advances in physics-based dynamical models and data-driven artificial intelligence (AI) models. However, model skill drops precipitously at subseasonal timescales (2 - 6 weeks ahead), due to compounding errors and persistent biases. To counter this degradation, we introduce probabilistic bias correction (PBC), a machine learning framework that substantially reduces systematic error by learning to correct historical probabilistic forecasts. When applied to the leading dynamical and AI models from the European Centre for Medium-Range Weather Forecasts (ECMWF), PBC doubles the subseasonal skill of the AI Forecasting System and improves the skill of the operationally-debiased dynamical model for 91% of pressure, 92% of temperature, and 98% of precipitation targets. We designed PBC for operational deployment, and, in ECMWF's 2025 real-time forecasting competition, its global forecasts placed first for all weather variables and lead times, outperforming the dynamical models from six operational forecasting centers, an international dynamical multi-model ensemble, ECMWF's AI Forecasting System, and the forecasting systems of 34 teams worldwide. These probabilistic skill gains translate into more accurate prediction of extreme events and have the potential to improve agricultural planning, energy management, and disaster preparedness in vulnerable communities.

Feature selection is a classical problem in statistics and machine learning, and it continues to remain an extremely challenging problem especially in the context of unknown non-linear relationships with dependent features. On the other hand, Shapley values are a classic solution concept from cooperative game theory that is widely used for feature attribution in general non-linear models with highly-dependent features. However, Shapley values are not naturally suited for feature selection since they tend to capture both direct effects from each feature to the response and indirect effects through other features. In this paper, we combine the advantages of Shapley values and adapt them to feature selection by proposing \emph{MinShap}, a modification of the Shapley value framework along with a suite of other related algorithms. In particular for MinShap, instead of taking the average marginal contributions over permutations of features, considers the minimum marginal contribution across permutations. We provide a theoretical foundation motivated by the faithfulness assumption in DAG (directed acyclic graphical models), a guarantee for the Type I error of MinShap, and show through numerical simulations and real data experiments that MinShap tends to outperform state-of-the-art feature selection algorithms such as LOCO, GCM and Lasso in terms of both accuracy and stability. We also introduce a suite of algorithms related to MinShap by using the multiple testing/p-value perspective that improves performance in lower-sample settings and provide supporting theoretical guarantees.

This paper studies continuous-time stochastic control problems whose controlled states are fully non-Markovian and depend on unknown model parameters. Such problems arise naturally in path-dependent stochastic differential equations, rough-volatility hedging, and systems driven by fractional Brownian motion. Building on the discrete skeleton approach developed in earlier work, we propose a Monte Carlo learning methodology for the associated embedded backward dynamic programming equation. Our main contribution is twofold. First, we construct explicit dominating training laws and Radon--Nikodym weights for several representative classes of non-Markovian controlled systems. This yields an off-model training architecture in which a fixed synthetic dataset is generated under a reference law, while the dynamic programming operators associated with a target model are recovered by importance sampling. Second, we use this structure to design an adaptive update mechanism under parametric model uncertainty, so that repeated recalibration can be performed by reweighting the same training sample rather than regenerating new trajectories. For fixed parameters, we establish non-asymptotic error bounds for the approximation of the embedded dynamic programming equation via deep neural networks. For adaptive learning, we derive quantitative estimates that separate Monte Carlo approximation error from model-risk error. Numerical experiments illustrate both the off-model training mechanism and the adaptive importance-sampling update in structured linear-quadratic examples.

In optimization problems, some variable subsets may have a joint non-linear or non-monotonical influence on the function value. Therefore, knowledge of variable dependencies may be crucial for effective optimization, and many state-of-the-art optimizers leverage it to improve performance. However, some real-world problem instances may be the subject of noise of various origins. In such a case, variable dependencies relevant to optimization may be hard or impossible to tell using dependency checks sufficient for problems without noise, making highly effective operators, e.g., Partition Crossover (PX), useless. Therefore, we use Statistical Linkage Learning (SLL) to decompose problems with noise and propose a new SLL-dedicated mask construction algorithm. We prove that if the quality of the SLL-based decomposition is sufficiently high, the proposed clustering algorithm yields masks equivalent to PX masks for the noise-free instances. The experiments show that the optimizer using the proposed mechanisms remains equally effective despite the noise level and outperforms state-of-the-art optimizers for the problems with high noise.

Maybe the tiny hunter should've been named after Metallica? More information Adding us as a Preferred Source in Google by using this link indicates that you would like to see more of our content in Google News results. Breakthroughs, discoveries, and DIY tips sent six days a week. We can call this newly discovered spider another brick--or web--in the wall. Scientists in Colombia named the new species in honor of English rock band Pink Floyd and the arachnid's preferred habitat--walls.

More information Adding us as a Preferred Source in Google by using this link indicates that you would like to see more of our content in Google News results. Hurricane Edouard as seen from the International Space Station in 2014. Breakthroughs, discoveries, and DIY tips sent six days a week. More signs indicate the 2026 Atlantic hurricane season could ultimately be a welcome reprieve from more recent devastating storms . As La Niña transitions into a stronger El Niño climate pattern later this summer, the United States may experience a below-average number of hurricanes.

We study the problem of identifying change points in high-dimensional generalized linear models, and propose an approach based on sample-weighted empirical risk minimization. Our method, Weighted ERM, encodes priors on the change points via weights assigned to each sample, to obtain weighted versions of standard estimators such as M-estimators and maximum-likelihood estimators. Under mild assumptions on the data, we obtain a precise asymptotic characterization of the performance of our method for general Gaussian designs, in the high-dimensional limit where the number of samples and covariate dimension grow proportionally. We show how this characterization can be used to efficiently construct a posterior distribution over change points. Numerical experiments on both simulated and real data illustrate the efficacy of Weighted ERM compared to existing approaches, demonstrating that sample weights constructed with weakly informative priors can yield accurate change point estimators. Our method is implemented as an open-source package, weightederm, available in Python and R.

The world's most family-friendly landmarks revealed - with six UK spots making the top 50 The UK's best staycations revealed by Daily Mail Travel - from a Gara Rock beach proposal to an £80-a-night mansion retreat This sun-drenched European coast offers great value - and it's just a two-hour flight away Don't get caught out by Ryanair's small bag restrictions - I've tested the carry-on suitcases and underseat bags that beat the strict requirements Why heading to Salcombe, one of Britain's most expensive seaside towns, in the shoulder season is an off-peak treat - and what to do there Tired of fun! Middle class families who turn their noses up at Butlin's are missing out Luxury hotel owner in Cornwall offers to foot British tourists' petrol bills to ease financial pain of staycation With flights disrupted amid Iran war, these are Europe's easiest countries to navigate by train - and how it compares to flying for price and time How to retire to the seaside for as little as £90,000 - and Britain's best hidden beach home spots New business class seats with IMAX-style wrap-around screens revealed - making passengers feel like they're in the cinema How the cost of your staycation REALLY compares with a'cheap' holiday abroad - when you factor in everything from food to fuel Why the Lake District shouldn't introduce tourism tax, says Cumbria tourism boss How Marseille became Europe's Capital of Cool - with 20 degree sunshine, sea views and amazing seafood The world's best food markets revealed - and a UK spot comes in second place READ MORE: The best hotels in the UK for 2026 revealed - does YOUR favourite make the list? Ready to hit the mute button on reality? Deep in the Pembrokeshire countryside lies a cosmic retreat that feels almost light years away from Earth. The awe-inspiring Spodnic UFO is one of three standout stays at Melin Mabes, a four-acre glamping site owned and ran by Martin Johnson and his wife, CarolAnne. 'It looks like it's just landed from outer space and aliens could come out,' Martin notes as he showcases his brainchild during the first episode of Channel's World's Most Secret Hotels.