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Bayesian Models for Joint Selection of Features and Auto-Regressive Lags: Theory and Applications in Environmental and Financial Forecasting

arXiv.org Machine Learning

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on contemporaneous or past explanatory variables and persistent stochastic shocks, including financial modeling, hydrological forecasting, and meteorological applications requiring temporal dependency capture. Our methodology uses hierarchical Bayesian models with spike-and-slab priors to simultaneously select relevant covariates and lagged error terms. We propose an efficient two-stage MCMC algorithm separating sampling of variable inclusion indicators and model parameters to address high-dimensional computational challenges. Theoretical analysis establishes posterior selection consistency under mild conditions, even when candidate predictors grow exponentially with sample size, common in modern time series with many potential lagged variables. Through simulations and real applications (groundwater depth prediction, S&P 500 log returns modeling), we demonstrate substantial gains in variable selection accuracy and predictive performance. Compared to existing methods, our framework achieves lower MSPE, improved true model component identification, and greater robustness with autocorrelated noise, underscoring practical utility for model interpretation and forecasting in autoregressive settings.


Risk-Based Prognostics and Health Management

arXiv.org Artificial Intelligence

Introduction As engineering fields mature, new technologies are emerging that are beginning to serve as the foundation of many societal improvements. For example, modern medical diagnostic equipment provides valuable information that gives medical professionals a better understanding of a patient's needs and ultimately improves quality of life [1]. Improvements to vehicle designs make transportation in cars or aircraft safer and more environmentally friendly [2]. Military equipment continues to be developed that better supports and protects personnel in the field [3]. Manufacturing practices and robotic equipment improve work safety conditions and reduce a product's price point, making amenities available to a wider range of consumers [4]. One approach to maximizing system availability is to incorporate some means of health assessment into the system itself. Doing so is often referred to as "integrated system health management" (ISHM) or "prognostics and health management" (PHM), which has been applied successfully to many complex systems [5]. By integrating health assessment into the very functioning of a system, more information can be obtained that provides a better understanding of the system as a whole, thus allowing system owners to become proactive in how they deal with system degradation. ISHM and PHM promise to focus on system conditions, thus supporting initiatives in what has become known as condition-based maintenance (CBM). This, in turn, enables maintenance events to be initiated based on specific system conditions rather than waiting until a failure occurs [6]. One of the key ingredients of ISHM/PHM is diagnostics, which corresponds to the process of determining the health state of the system based on sets of observations (or tests). Such tests are designed specifically to track system behavior and determine whether or not a failure has occurred. In many cases it is impossible to identify a single fault that explains the observations with certainty. Instead, candidate sets of faults are often indicated, and when using applicable models, probabilities or confidence values are associated with the faults to provide additional information. One historic approach to using test observations for diagnosis is to apply a decision tree - sometimes referred to as a fault tree1 [7].


Nested Operator Inference for Adaptive Data-Driven Learning of Reduced-order Models

arXiv.org Artificial Intelligence

This paper presents a data-driven, nested Operator Inference (OpInf) approach for learning physics-informed reduced-order models (ROMs) from snapshot data of high-dimensional dynamical systems. The approach exploits the inherent hierarchy within the reduced space to iteratively construct initial guesses for the OpInf learning problem that prioritize the interactions of the dominant modes. The initial guess computed for any target reduced dimension corresponds to a ROM with provably smaller or equal snapshot reconstruction error than with standard OpInf. Moreover, our nested OpInf algorithm can be warm-started from previously learned models, enabling versatile application scenarios involving dynamic basis and model form updates. We demonstrate the performance of our algorithm on a cubic heat conduction problem, with nested OpInf achieving a four times smaller error than standard OpInf at a comparable offline time. Further, we apply nested OpInf to a large-scale, parameterized model of the Greenland ice sheet where, despite model form approximation errors, it learns a ROM with, on average, 3% error and computational speed-up factor above 19,000.


Predicting and Explaining Traffic Crash Severity Through Crash Feature Selection

arXiv.org Artificial Intelligence

Motor vehicle crashes remain a leading cause of injury and death worldwide, necessitating data-driven approaches to understand and mitigate crash severity. This study introduces a curated dataset of more than 3 million people involved in accidents in Ohio over six years (2017-2022), aggregated to more than 2.3 million vehicle-level records for predictive analysis. The primary contribution is a transparent and reproducible methodology that combines Automated Machine Learning (AutoML) and explainable artificial intelligence (AI) to identify and interpret key risk factors associated with severe crashes. Using the JADBio AutoML platform, predictive models were constructed to distinguish between severe and non-severe crash outcomes. The models underwent rigorous feature selection across stratified training subsets, and their outputs were interpreted using SHapley Additive exPlanations (SHAP) to quantify the contribution of individual features. A final Ridge Logistic Regression model achieved an AUC-ROC of 85.6% on the training set and 84.9% on a hold-out test set, with 17 features consistently identified as the most influential predictors. Key features spanned demographic, environmental, vehicle, human, and operational categories, including location type, posted speed, minimum occupant age, and pre-crash action. Notably, certain traditionally emphasized factors, such as alcohol or drug impairment, were less influential in the final model compared to environmental and contextual variables. Emphasizing methodological rigor and interpretability over mere predictive performance, this study offers a scalable framework to support Vision Zero with aligned interventions and advanced data-informed traffic safety policy.


Informative Post-Hoc Explanations Only Exist for Simple Functions

arXiv.org Artificial Intelligence

Many researchers have suggested that local post-hoc explanation algorithms can be used to gain insights into the behavior of complex machine learning models. However, theoretical guarantees about such algorithms only exist for simple decision functions, and it is unclear whether and under which assumptions similar results might exist for complex models. In this paper, we introduce a general, learning-theory-based framework for what it means for an explanation to provide information about a decision function. We call an explanation informative if it serves to reduce the complexity of the space of plausible decision functions. With this approach, we show that many popular explanation algorithms are not informative when applied to complex decision functions, providing a rigorous mathematical rejection of the idea that it should be possible to explain any model. We then derive conditions under which different explanation algorithms become informative. These are often stronger than what one might expect. For example, gradient explanations and counterfactual explanations are non-informative with respect to the space of differentiable functions, and SHAP and anchor explanations are not informative with respect to the space of decision trees. Based on these results, we discuss how explanation algorithms can be modified to become informative. While the proposed analysis of explanation algorithms is mathematical, we argue that it holds strong implications for the practical applicability of these algorithms, particularly for auditing, regulation, and high-risk applications of AI.


Online Anti-sexist Speech: Identifying Resistance to Gender Bias in Political Discourse

arXiv.org Artificial Intelligence

Anti-sexist speech, i.e., public expressions that challenge or resist gendered abuse and sexism, plays a vital role in shaping democratic debate online. Yet automated content moderation systems, increasingly powered by large language models (LLMs), may struggle to distinguish such resistance from the sexism it opposes. This study examines how five LLMs classify sexist, anti-sexist, and neutral political tweets from the UK, focusing on high-salience trigger events involving female Members of Parliament in the year 2022. Our analysis show that models frequently misclassify anti-sexist speech as harmful, particularly during politically charged events where rhetorical styles of harm and resistance converge. These errors risk silencing those who challenge sexism, with disproportionate consequences for marginalised voices. We argue that moderation design must move beyond binary harmful/not-harmful schemas, integrate human-in-the-loop review during sensitive events, and explicitly include counter-speech in training data. By linking feminist scholarship, event-based analysis, and model evaluation, this work highlights the sociotechnical challenges of safeguarding resistance speech in digital political spaces.


Robust Convolution Neural ODEs via Contractivity-promoting regularization

arXiv.org Artificial Intelligence

-- Neural networks can be fragile to input noise and adversarial attacks. In this work, we consider Convolutional Neural Ordinary Differential Equations (NODEs) - a family of continuous-depth neural networks represented by dynamical systems - and propose to use contraction theory to improve their robustness. Contractive Convolutional NODEs can enjoy increased robustness as slight perturbations of the features do not cause a significant change in the output. Contractivity can be induced during training by using a regularization term involving the Jacobian of the system dynamics. T o reduce the computational burden, we show that it can also be promoted using carefully selected weight regularization terms for a class of NODEs with slope-restricted activation functions. The performance of the proposed regularizers is illustrated through benchmark image classification tasks on MNIST and Fashion-MNIST datasets, where images are corrupted by different kinds of noise and attacks.


An Exploratory Study on Crack Detection in Concrete through Human-Robot Collaboration

arXiv.org Artificial Intelligence

Structural inspection in nuclear facilities is vital for maintaining operational safety and integrity. Traditional methods of manual inspection pose significant challenges, including safety risks, high cognitive demands, and potential inaccuracies due to human limitations. Recent advancements in Artificial Intelligence (AI) and robotic technologies have opened new possibilities for safer, more efficient, and accurate inspection methodologies. Specifically, Human-Robot Collaboration (HRC), leveraging robotic platforms equipped with advanced detection algorithms, promises significant improvements in inspection outcomes and reductions in human workload. This study explores the effectiveness of AI-assisted visual crack detection integrated into a mobile Jackal robot platform. The experiment results indicate that HRC enhances inspection accuracy and reduces operator workload, resulting in potential superior performance outcomes compared to traditional manual methods.


Retrieval-augmented reasoning with lean language models

arXiv.org Artificial Intelligence

This technical report details a novel approach to combining reasoning and retrieval augmented generation (RAG) within a single, lean language model architecture. While existing RAG systems typically rely on large-scale models and external APIs, our work addresses the increasing demand for performant and privacy-preserving solutions deployable in resource-constrained or secure environments. Building on recent developments in test-time scaling and small-scale reasoning models, we develop a retrieval augmented conversational agent capable of interpreting complex, domain-specific queries using a lightweight backbone model. Our system integrates a dense retriever with fine-tuned Qwen2.5-Instruct models, using synthetic query generation and reasoning traces derived from frontier models (e.g., DeepSeek-R1) over a curated corpus, in this case, the NHS A-to-Z condition pages. We explore the impact of summarisation-based document compression, synthetic data design, and reasoning-aware fine-tuning on model performance. Evaluation against both non-reasoning and general-purpose lean models demonstrates that our domain-specific fine-tuning approach yields substantial gains in answer accuracy and consistency, approaching frontier-level performance while remaining feasible for local deployment. All implementation details and code are publicly released to support reproducibility and adaptation across domains.


Defending a City from Multi-Drone Attacks: A Sequential Stackelberg Security Games Approach

arXiv.org Artificial Intelligence

To counter an imminent multi-drone attack on a city, defenders have deployed drones across the city. These drones must intercept/eliminate the threat, thus reducing potential damage from the attack. We model this as a Sequential Stackelberg Security Game, where the defender first commits to a mixed sequential defense strategy, and the attacker then best responds. We develop an efficient algorithm called S2D2, which outputs a defense strategy. We demonstrate the efficacy of S2D2 in extensive experiments on data from 80 real cities, improving the performance of the defender in comparison to greedy heuristics based on prior works. We prove that under some reasonable assumptions about the city structure, S2D2 outputs an approximate Strong Stackelberg Equilibrium (SSE) with a convenient structure. Introduction There has been a lot of recent concern about multi-drone attacks [1, 2, 3, 4, 5, 6, 7, 8], especially in highly populated urban areas where not all countermeasures can be ...