Conformal prediction provides a model-agnostic framework for uncertainty quantification with finite-sample validity guarantees, making it an attractive tool for constructing reliable prediction sets. However, existing approaches commonly rely on residual-based conformity scores, which impose geometric constraints and struggle when the underlying distribution is multimodal. In particular, they tend to produce overly conservative prediction areas centred around the mean, often failing to capture the true shape of complex predictive distributions. In this work, we introduce JAPAN (Joint Adaptive Prediction Areas with Normalising-Flows), a conformal prediction framework that uses density-based conformity scores. By leveraging flow-based models, JAPAN estimates the (predictive) density and constructs prediction areas by thresholding on the estimated density scores, enabling compact, potentially disjoint, and context-adaptive regions that retain finite-sample coverage guarantees. We theoretically motivate the efficiency of JAPAN and empirically validate it across multivariate regression and forecasting tasks, demonstrating good calibration and tighter prediction areas compared to existing baselines. We also provide several \emph{extensions} adding flexibility to our proposed framework.

Linear regression is a foundational algorithm in statistics and machine learning, widely employed for modeling the linear relationship between a dependent (or target) variable and one or more independent (or explanatory) variables (e.g., Montgomery et al. [15] and Weisberg [23]). Its simplicity, interpretability, and efficiency have made it an indispensable tool across diverse fields such as economics, engineering, biology, and social sciences. The core objective in linear regression is to determine the optimal set of parameters (or weights) for the independent variables that best predict the dependent variable, typically by minimizing the sum of squared differences between observed and predicted values--a criterion known as Ordinary Least Squares (OLS). Figure 1 provides a conceptual illustration of linear regression. Once the problem is formulated, the next crucial step is to solve for these optimal parameters. Two predominant strategies for achieving this are: The Moore-Penrose pseudoinverse, which provides a direct, analytical solution.

We present the Star-Based Automated Single-locus and Epistasis analysis tool - Genetic Programming (StarBASE-GP), an automated framework for discovering meaningful genetic variants associated with phenotypic variation in large-scale genomic datasets. StarBASE-GP uses a genetic programming-based multi-objective optimization strategy to evolve machine learning pipelines that simultaneously maximize explanatory power (r2) and minimize pipeline complexity. Biological domain knowledge is integrated at multiple stages, including the use of nine inheritance encoding strategies to model deviations from additivity, a custom linkage disequilibrium pruning node that minimizes redundancy among features, and a dynamic variant recommendation system that prioritizes informative candidates for pipeline inclusion. We evaluate StarBASE-GP on a cohort of Rattus norvegicus (brown rat) to identify variants associated with body mass index, benchmarking its performance against a random baseline and a biologically naive version of the tool. StarBASE-GP consistently evolves Pareto fronts with superior performance, yielding higher accuracy in identifying both ground truth and novel quantitative trait loci, highlighting relevant targets for future validation. By incorporating evolutionary search and relevant biological theory into a flexible automated machine learning framework, StarBASE-GP demonstrates robust potential for advancing variant discovery in complex traits.

Accurate diabetes risk prediction relies on identifying key features from complex health datasets, but conventional methods like mutual information (MI) filters and genetic algorithms (GAs) often overlook extreme dependencies critical for high-risk subpopulations. In this study we introduce a feature-selection framework using the upper-tail dependence coefficient (λU) of the novel A2 copula, which quantifies how often extreme higher values of a predictor co-occur with diabetes diagnoses (target variable). Applied to the CDC Diabetes Health Indicators dataset (n=253,680), our method prioritizes five predictors (self-reported general health, high blood pressure, body mass index, mobility limitations, and high cholesterol levels) based on upper tail dependencies. These features match or outperform MI and GA selected subsets across four classifiers (Random Forest, XGBoost, Logistic Regression, Gradient Boosting), achieving accuracy up to 86.5% (XGBoost) and AUC up to 0.806 (Gradient Boosting), rivaling the full 21-feature model. Permutation importance confirms clinical relevance, with BMI and general health driving accuracy. To our knowledge, this is the first work to apply a copula's upper-tail dependence for supervised feature selection, bridging extreme-value theory and machine learning to deliver a practical toolkit for diabetes prevention.

Bounded continuous responses -- such as proportions -- arise frequently in diverse scientific fields including climatology, biostatistics, and finance. Beta regression is a widely adopted framework for modeling such data, due to the flexibility of the Beta distribution over the unit interval. While Bayesian extensions of Beta regression have shown promise, existing methods are limited to low-dimensional settings and lack theoretical guarantees. In this work, we propose a novel Bayesian approach for high-dimensional sparse Beta regression framework that employs a tempered posterior. Our method incorporates the Horseshoe prior for effective shrinkage and variable selection. Most notable, we propose a novel Gibbs sampling algorithm using Pólya-Gamma augmentation for efficient inference in Beta regression model. We also provide the first theoretical results establishing posterior consistency and convergence rates for Bayesian Beta regression. Through extensive simulation studies in both low- and high-dimensional scenarios, we demonstrate that our approach outperforms existing alternatives, offering improved estimation accuracy and model interpretability. Our method is implemented in the R package ``betaregbayes" available on Github.

In science, we are interested not only in forecasting but also in understanding how predictions are made, specifically what the interpretable underlying model looks like. Data-driven machine learning technology can significantly streamline the complex and time-consuming traditional manual process of discovering scientific laws, helping us gain insights into fundamental issues in modern science. In this work, we introduce a pre-trained symbolic foundation regressor that can effectively compress complex data with numerous interacting variables while producing interpretable physical representations. Our model has been rigorously tested on non-network symbolic regression, symbolic regression on complex networks, and the inference of network dynamics across various domains, including physics, biochemistry, ecology, and epidemiology. The results indicate a remarkable improvement in equation inference efficiency, being three times more effective than baseline approaches while maintaining accurate predictions. Furthermore, we apply our model to uncover more intuitive laws of interaction transmission from global epidemic outbreak data, achieving optimal data fitting. This model extends the application boundary of pre-trained symbolic regression models to complex networks, and we believe it provides a foundational solution for revealing the hidden mechanisms behind changes in complex phenomena, enhancing interpretability, and inspiring further scientific discoveries.

We consider the problem of jointly learning a one-dimensional projection and a univariate function in high-dimensional Gaussian models. Specifically, we study predictors of the form $f(x)=φ^\star(\langle w^\star, x \rangle)$, where both the direction $w^\star \in \mathcal{S}_{d-1}$, the sphere of $\mathbb{R}^d$, and the function $φ^\star: \mathbb{R} \to \mathbb{R}$ are learned from Gaussian data. This setting captures a fundamental non-convex problem at the intersection of representation learning and nonlinear regression. We analyze the gradient flow dynamics of a natural alternating scheme and prove convergence, with a rate controlled by the information exponent reflecting the \textit{Gaussian regularity} of the function $φ^\star$. Strikingly, our analysis shows that convergence still occurs even when the initial direction is negatively correlated with the target. On the practical side, we demonstrate that such joint learning can be effectively implemented using a Reproducing Kernel Hilbert Space (RKHS) adapted to the structure of the problem, enabling efficient and flexible estimation of the univariate function. Our results offer both theoretical insight and practical methodology for learning low-dimensional structure in high-dimensional settings.

--This study focuses on the problem of credit default prediction, builds a modeling framework based on machine learning, and conducts comparative experiments on a variety of mainstream classification algorithms. Through preprocessing, feature engineering, and model training of the Home Credit dataset, the performance of multiple models including logistic regression, random forest, XGBoost, LightGBM, etc. in terms of accuracy, precision, and recall is evaluated. The results show that the ensemble learning method has obvious advantages in predictive performance, especially in dealing with complex nonlinear relationships between features and data imbalance problems. At the same time, the SHAP method is used to analyze the importance and dependency of features, and it is found that the external credit score variable plays a dominant role in model decision making, which helps to improve the model's interpretability and practical application value. The research results provide effective reference and technical support for the intelligent development of credit risk control systems.

Electronic Health Records (EHR) offer rich real-world data for personalized medicine, providing insights into disease progression, treatment responses, and patient outcomes. However, their sparsity, heterogeneity, and high dimensionality make them difficult to model, while the lack of standardized ground truth further complicates predictive modeling. To address these challenges, we propose SCORE, a semi-supervised representation learning framework that captures multi-domain disease profiles through patient embeddings. SCORE employs a Poisson-Adapted Latent factor Mixture (PALM) Model with pre-trained code embeddings to characterize codified features and extract meaningful patient phenotypes and embeddings. To handle the computational challenges of large-scale data, it introduces a hybrid Expectation-Maximization (EM) and Gaussian Variational Approximation (GVA) algorithm, leveraging limited labeled data to refine estimates on a vast pool of unlabeled samples. We theoretically establish the convergence of this hybrid approach, quantify GVA errors, and derive SCORE's error rate under diverging embedding dimensions. Our analysis shows that incorporating unlabeled data enhances accuracy and reduces sensitivity to label scarcity. Extensive simulations confirm SCORE's superior finite-sample performance over existing methods. Finally, we apply SCORE to predict disability status for patients with multiple sclerosis (MS) using partially labeled EHR data, demonstrating that it produces more informative and predictive patient embeddings for multiple MS-related conditions compared to existing approaches.

Unsupervised feature selection (UFS) is an important task in data engineering. However, most UFS methods construct models from a single perspective and often fail to simultaneously evaluate feature importance and preserve their inherent data structure, thus limiting their performance. To address this challenge, we propose a novel bi-level unsupervised feature selection (BLUFS) method, including a clustering level and a feature level. Specifically, at the clustering level, spectral clustering is used to generate pseudo-labels for representing the data structure, while a continuous linear regression model is developed to learn the projection matrix. At the feature level, the $\ell_{2,0}$-norm constraint is imposed on the projection matrix for more effectively selecting features. To the best of our knowledge, this is the first work to combine a bi-level framework with the $\ell_{2,0}$-norm. To solve the proposed bi-level model, we design an efficient proximal alternating minimization (PAM) algorithm, whose subproblems either have explicit solutions or can be computed by fast solvers. Furthermore, we establish the convergence result and computational complexity. Finally, extensive experiments on two synthetic datasets and eight real datasets demonstrate the superiority of BLUFS in clustering and classification tasks.