Measuring social influence is difficult due to the lack of counter-factuals and comparisons. By combining machine learning-based modeling and network science, we present general properties of social value, a recent measure for social influence using synthetic control applicable to political behavior. Social value diverges from centrality measures on in that it relies on an external regressor to predict an output variable of interest, generates a synthetic measure of influence, then distributes individual contribution based on a social network. Through theoretical derivations, we show the properties of SV under linear regression with and without interaction, across lattice networks, power-law networks, and random graphs. A reduction in computation can be achieved for any ensemble model. Through simulation, we find that the generalized friendship paradox holds -- that in certain situations, your friends have on average more influence than you do.

This study presents novel Augmented Regression Models using Neurochaos Learning (NL), where Tracemean features derived from the Neurochaos Learning framework are integrated with traditional regression algorithms : Linear Regression, Ridge Regression, Lasso Regression, and Support Vector Regression (SVR). Our approach was evaluated using ten diverse real-life datasets and a synthetically generated dataset of the form $y = mx + c + ε$. Results show that incorporating the Tracemean feature (mean of the chaotic neural traces of the neurons in the NL architecture) significantly enhances regression performance, particularly in Augmented Lasso Regression and Augmented SVR, where six out of ten real-life datasets exhibited improved predictive accuracy. Among the models, Augmented Chaotic Ridge Regression achieved the highest average performance boost (11.35 %). Additionally, experiments on the simulated dataset demonstrated that the Mean Squared Error (MSE) of the augmented models consistently decreased and converged towards the Minimum Mean Squared Error (MMSE) as the sample size increased. This work demonstrates the potential of chaos-inspired features in regression tasks, offering a pathway to more accurate and computationally efficient prediction models.

Diffusion models are state-of-the-art generative models on data modalities such as images, audio, proteins and materials. These modalities share the property of exponentially decaying variance and magnitude in the Fourier domain. Under the standard Denoising Diffusion Probabilistic Models (DDPM) forward process of additive white noise, this property results in high-frequency components being corrupted faster and earlier in terms of their Signal-to-Noise Ratio (SNR) than low-frequency ones. The reverse process then generates low-frequency information before high-frequency details. In this work, we study the inductive bias of the forward process of diffusion models in Fourier space. We theoretically analyse and empirically demonstrate that the faster noising of high-frequency components in DDPM results in violations of the normality assumption in the reverse process. Our experiments show that this leads to degraded generation quality of high-frequency components. We then study an alternate forward process in Fourier space which corrupts all frequencies at the same rate, removing the typical frequency hierarchy during generation, and demonstrate marked performance improvements on datasets where high frequencies are primary, while performing on par with DDPM on standard imaging benchmarks.

Sparse linear regression is a fundamental tool in data analysis. However, traditional approaches often fall short when covariates exhibit structure or arise from heterogeneous sources. In biomedical applications, covariates may stem from distinct modalities or be structured according to an underlying graph. We introduce Neural Adaptive Shrinkage (Nash), a unified framework that integrates covariate-specific side information into sparse regression via neural networks. Nash adaptively modulates penalties on a per-covariate basis, learning to tailor regularization without cross-validation. We develop a variational inference algorithm for efficient training and establish connections to empirical Bayes regression. Experiments on real data demonstrate that Nash can improve accuracy and adaptability over existing methods.

We consider the sparse linear regression model $\mathbf{y} = X β+\mathbf{w}$, where $X \in \mathbb{R}^{n \times d}$ is the design, $β\in \mathbb{R}^{d}$ is a $k$-sparse secret, and $\mathbf{w} \sim N(0, I_n)$ is the noise. Given input $X$ and $\mathbf{y}$, the goal is to estimate $β$. In this setting, the Lasso estimate achieves prediction error $O(k \log d / γn)$, where $γ$ is the restricted eigenvalue (RE) constant of $X$ with respect to $\mathrm{support}(β)$. In this paper, we introduce a new $\textit{semirandom}$ family of designs -- which we call $\textit{partially-rotated}$ designs -- for which the RE constant with respect to the secret is bounded away from zero even when a subset of the design columns are arbitrarily correlated among themselves. As an example of such a design, suppose we start with some arbitrary $X$, and then apply a random rotation to the columns of $X$ indexed by $\mathrm{support}(β)$. Let $λ_{\min}$ be the smallest eigenvalue of $\frac{1}{n} X_{\mathrm{support}(β)}^\top X_{\mathrm{support}(β)}$, where $X_{\mathrm{support}(β)}$ is the restriction of $X$ to the columns indexed by $\mathrm{support}(β)$. In this setting, our results imply that Lasso achieves prediction error $O(k \log d / λ_{\min} n)$ with high probability. This prediction error bound is independent of the arbitrary columns of $X$ not indexed by $\mathrm{support}(β)$, and is as good as if all of these columns were perfectly well-conditioned. Technically, our proof reduces to showing that matrices with a certain deterministic property -- which we call $\textit{restricted normalized orthogonality}$ (RNO) -- lead to RE constants that are independent of a subset of the matrix columns. This property is similar but incomparable with the restricted orthogonality condition of [CT05].

This paper investigates advertising practices in print newspapers across India using a novel data-driven approach. We develop a pipeline employing image processing and OCR techniques to extract articles and advertisements from digital versions of print newspapers with high accuracy. Applying this methodology to five popular newspapers that span multiple regions and three languages, English, Hindi, and Telugu, we assembled a dataset of more than 12,000 editions containing several hundred thousand advertisements. Collectively, these newspapers reach a readership of over 100 million people. Using this extensive dataset, we conduct a comprehensive analysis to answer key questions about print advertising: who advertises, what they advertise, when they advertise, where they place their ads, and how they advertise. Our findings reveal significant patterns, including the consistent level of print advertising over the past six years despite declining print circulation, the overrepresentation of company ads on prominent pages, and the disproportionate revenue contributed by government ads. Furthermore, we examine whether advertising in a newspaper influences the coverage an advertiser receives. Through regression analyses on coverage volume and sentiment, we find strong evidence supporting this hypothesis for corporate advertisers. The results indicate a clear trend where increased advertising correlates with more favorable and extensive media coverage, a relationship that remains robust over time and across different levels of advertiser popularity.

Given a classification model and a prediction for some input, there are heuristic strategies for ranking features according to their importance in regard to the prediction. One common approach to this task is rooted in propositional logic and the notion of \textit{sufficient reason}. Through this concept, the categories of relevant and necessary features were proposed in order to identify the crucial aspects of the input. This paper improves the existing techniques and algorithms for deciding which are the relevant and/or necessary features, showing in particular that necessity can be detected efficiently in complex models such as neural networks. We also generalize the notion of relevancy and study associated problems. Moreover, we present a new global notion (i.e. that intends to explain whether a feature is important for the behavior of the model in general, not depending on a particular input) of \textit{usefulness} and prove that it is related to relevancy and necessity. Furthermore, we develop efficient algorithms for detecting it in decision trees and other more complex models, and experiment on three datasets to analyze its practical utility.

Optimal Transport (OT) has proven effective for domain adaptation (DA) by aligning distributions across domains with differing statistical properties. Building on the approach of Courty et al. (2016), who mapped source data to the target domain for improved model transfer, we focus on a supervised DA problem involving linear regression models under rotational shifts. This ongoing work considers cases where source and target domains are related by a rotation-common in applications like sensor calibration or image orientation. We show that in $\mathbb{R}^2$ , when using a p-norm cost with $p $\ge$ 2$, the optimal transport map recovers the underlying rotation. Based on this, we propose an algorithm that combines K-means clustering, OT, and singular value decomposition (SVD) to estimate the rotation angle and adapt the regression model. This method is particularly effective when the target domain is sparsely sampled, leveraging abundant source data for improved generalization. Our contributions offer both theoretical and practical insights into OT-based model adaptation under geometric transformations.

We consider the problem of online prediction for an unknown, non-explosive linear stochastic system. With a known system model, the optimal predictor is the celebrated Kalman filter. In the case of unknown systems, existing approaches based on recursive least squares and its variants may suffer from degraded performance due to the highly imbalanced nature of the regression model. This imbalance can easily lead to overfitting and thus degrade prediction accuracy. We tackle this problem by injecting an inductive bias into the regression model via {exponential forgetting}. While exponential forgetting is a common wisdom in online learning, it is typically used for re-weighting data. In contrast, our approach focuses on balancing the regression model. This achieves a better trade-off between {regression} and {regularization errors}, and simultaneously reduces the {accumulation error}. With new proof techniques, we also provide a sharper logarithmic regret bound of $O(\log^3 N)$, where $N$ is the number of observations.

Censored response variables--where outcomes are only partially observed due to known bounds--arise in numerous scientific domains and present serious challenges for regression analysis. The Tobit model, a classical solution for handling left-censoring, has been widely used in economics and beyond. However, with the increasing prevalence of high-dimensional data, where the number of covariates exceeds the sample size, traditional Tobit methods become inadequate. While frequentist approaches for high-dimensional Tobit regression have recently been developed, notably through Lasso-based estimators, the Bayesian literature remains sparse and lacks theoretical guarantees. In this work, we propose a novel Bayesian framework for high-dimensional Tobit regression that addresses both censoring and sparsity. Our method leverages the Horseshoe prior to induce shrinkage and employs a data augmentation strategy to facilitate efficient posterior computation via Gibbs sampling. We establish posterior consistency and derive concentration rates under sparsity, providing the first theoretical results for Bayesian Tobit models in high dimensions. Numerical experiments show that our approach outperforms favorably with the recent Lasso-Tobit method. Our method is implemented in the R package tobitbayes, which can be found on Github.