Many nonlinear iterative procedures generate high-dimensional trajectories whose early behavior is informative but difficult to compare directly. This paper studies a soft-computing representation problem: how to convert a short early trajectory segment into compact, interpretable, fixed-dimensional fuzzy coordinates that preserve information about subsequent convergence and trajectory geometry. The problem is investigated for iterated Pearson correlation matrices, a nonlinear matrix iteration historically connected with CONCOR-type blockmodeling and repeated-correlation methods. The proposed descriptor uses two logarithmic signals from the early post-transient regime: a step-size signal, measuring contraction magnitude, and a contraction-ratio signal, measuring local contraction evolution. Each signal is projected onto a three-node triangular fuzzy partition using zero-degree F-transform coefficients and one centered first-degree coefficient. This yields an eight-dimensional two-channel representation separating local level from local trend and contraction magnitude from contraction evolution. Across 22 matrix dimensions with 1000 trajectories per dimension, the descriptor is compared with raw trajectory samples, statistical summaries, and PCA-compressed raw features using Random Forest regression for convergence-length approximation. It achieves mean R^2 = 0.6480, close to raw trajectories (0.6518) and statistical summaries (0.6528), while improving over the step-size-only F-transform descriptor (0.5001). Repeated random-split and shifted-window experiments confirm stability. PCA and clustering further show reproducible low-dimensional organization, with the first two principal components explaining 84.26% of variance and k = 3 favored by the mean silhouette criterion.

Stochastic-gradient Langevin algorithms often use tamed denominators to stabilize non-globally Lipschitz drifts. This paper shows that when the denominator depends on the same stochastic-gradient realization as the numerator, the taming step changes the stochastic oracle itself and can create a stationary bias even if the original stochastic gradient is unbiased. We propose a structure-preserving framework for designing tamed denominators. It fixes the denominator before the oracle noise is sampled and uses localized deterministic envelopes to avoid unnecessary taming in typical regions. These kernels keep the stabilizing effect of taming while avoiding the bias introduced by a gradient-dependent denominator. Our theory explains how the stationary error splits into the bias caused by oracle-dependent taming and the remaining error introduced by deterministic stabilization. Within this deterministic-envelope family, the analysis identifies a far-tail condition that explains the limitation of local soft envelopes and motivates a hybrid member: soft in the typical region, but protected by hard-tail control on rare excursions. Experiments confirm the predicted stationary distortions of random denominators, the bias reduction of deterministic-envelope designs, and the stabilizing effect of the hybrid construction.

Autonomous spacecraft require rapid, lightweight, and reliable onboard detection of cyber-RF threats. Using the SPARTA attack model, we analyze the latency-accuracy trade-offs of TinyML-compatible classical models -- Random Forest, Logistic Regression, SVM, and MLP -- for detecting uplink jamming, Fake-NR spoofing, payload manipulation, ground-segment compromise, and unauthorized command injection. We present a physics-informed theoretical analysis of each model's computational complexity, VC dimension, Lipschitz continuity, and latency scaling, supported by empirical measurements on adversarial RF spectrograms generated via BandErasure, FakeNR, and NoiseBurst corruption modes. Results show that Logistic Regression achieves microsecond-level inference with only a 1\% accuracy drop relative to Random Forest, making it an effective TinyML baseline for onboard autonomy. The study also identifies opportunities for advancing spacecraft cybersecurity through richer feature encoders and multi-timescale learning architectures, building on recent progress in edge intelligence and trustworthy AI.

Identifying subtypes of complex conditions, such as Inflammatory Bowel Disease (IBD), often requires capturing latent patterns in longitudinal omics data. However, these data are typically high-dimensional, sparsely sampled, and irregularly observed over time, posing substantial challenges for conventional (bi)clustering and functional data analysis methods. We propose Tri-SfSVD, a unified sparse functional Singular Value Decomposition framework for discovering biclusters and triclusters in longitudinal data. Unlike existing functional biclustering methods that rely on ad hoc imputation or enforce restrictive shape-homogeneity assumptions, Tri-SfSVD integrates continuous trajectory estimation with simultaneous subject, feature, and temporal selection within a single optimization framework. By imposing sparse penalties across subjects, variables, and temporal subregions, the proposed method works directly on observed data to uncover localized structures at the subject, subject-feature, and subject-feature-time levels. Extensive simulations demonstrate that Tri-SfSVD outperforms existing approaches in high-dimensional settings. Applied to IBD multi-omics data, the method identified three biclusters linking sample clusters with distinct IBD-related clinical characteristics to microbial pathway groups associated with specific bacterial taxa, providing interpretable subject-pathway associations for characterizing disease heterogeneity. Applied to multi-channel EEG data, the method identified three triclusters linking sample clusters with distinct alcohol-related phenotypes to localized brain activity patterns, including subgroup differences separated by temporal subregions within the same spatial region.

Selecting a clustering algorithm and its hyperparameters without labels is a common difficulty in engineering machine learning pipelines that work with unsupervised analysis of sensor, image, or process data. Clustering validation indices (CVIs) provide internal scores for ranking candidate clusterings, but most popular CVIs are built from Euclidean compactness and separation terms and so tend to favour compact, convex partitions. Their performance is known to degrade on non convex, irregular, or variable density data, where kernel transformations or alternative distance measures are typically used at the cost of additional tuning and computation. This paper introduces the Central Description Length (CDL) clustering validation index. CDL uses the observed within cluster compactness, the estimated cluster centers, and the estimated cluster covariances to compute a probabilistic upper bound on the description length associated with the unobservable true cluster centers. The bound condenses intra cluster compactness and centroid displacement into a single computable quantity and is evaluated on the partition produced by any clustering algorithm. The implementation uses only observable quantities (the data, the partition, the estimated centers, and the estimated covariances) and does not use ground truth labels. On synthetic benchmarks with non convex and arbitrary shape clusters, CDL-CVI selected the reference number of clusters more often and reached higher Adjusted Rand Index (ARI) values than the conventional CVIs we tested, without an additional kernel preprocessing stage. On image benchmarks (MNIST, CIFAR-10, STL-10) clustered from frozen unsupervised embeddings, CDL-CVI returned cluster numbers close to the reference class counts across K-means, DBSCAN, and spectral clustering in the reported trials. We also discuss limitations of the approach, in particular its dependence on covariance estimation, the chosen distance metric, and the input representation. 1 Introduction Many engineering machine learning pipelines rely on the clustering of unlabeled measurements: fault diagnosis from vibration and acoustic signals, sensor state discovery in industrial processes, condition monitoring of mechanical and electrical systems, materials characterization, segmentation of images and signals, and exploratory grouping of process variables.

Missing data imputation in large-scale surveys faces two challenges that are not well handled by current tabular diffusion methods. First, \emph{structural skips}, cells made inapplicable by questionnaire design, should not be imputed but are often conflated with item nonresponse. Second, \emph{ordinal} responses encode ordered categories, yet most pipelines treat them as nominal levels through one-hot or analog-bit encodings. We introduce \textbf{TabSODA} (\textbf{Tab}ular diffusion with \textbf{S}kip pattern detection and \textbf{O}r\textbf{d}inal \textbf{A}wareness), an Expectation-Maximization (EM)-based diffusion imputer built on the Elucidated Diffusion Model (EDM) framework. TabSODA propagates structural skips through the denoising loss and reverse-time sampler, and represents ordinal variables with cumulative-probit scalar latents while retaining analog-bit encodings for nominal variables. When a codebook skip mask is available, TabSODA uses it directly; otherwise, the TabSODA+SKIP variant estimates the mask from raw responses and questionnaire order using a CART-based skip-pattern miner. On Population Assessment of Tobacco and Health (PATH) study and the National Survey on Drug Use and Health (NSDUH), two nationally representative U.S.\ surveys, TabSODA reduces ordinal MACE by up to $23.7\%$ and improves categorical accuracy by up to $9\%$ over the strongest baseline across MCAR, MAR, and MNAR masking. The skip miner achieves near-perfect precision on both datasets, allowing TabSODA+SKIP to closely track the codebook-mask variant.

Modern semiparametric estimation often relies on flexible black-box machine learning methods to estimate nuisance functions, raising a fundamental question: how do nuisance estimation errors propagate into inference for low-dimensional target parameters? The dominant paradigm, exemplified by double machine learning (DML), yields error bounds in which nuisance estimation errors enter multiplicatively. While widely adopted, it remains unclear whether this multiplicative-rate dependence is optimal for black-box models. In this paper, we start by revisiting the partial linear model $Y = μ_0(X)+T\cdotβ_0+\varepsilon$ under a structure-agnostic setting, where the nuisance function $μ_0$ is estimated using a generic machine learning model, with approximation error $δ^a_μ$ and stochastic error $δ_μ^s$. We show that the standard DML rate is not optimal in the regime where the auxiliary function $\mathbb{E}[T|X=x]$ cannot be consistently estimated. We propose a new estimator for $β_0$ that achieves a sharper rate of $n^{-1/2}+δ^a_μ+(δ_μ^s)^2$ and establish a matching lower bound demonstrating its optimality. Our results reveal a new principle: the first-order stochastic error of nuisance estimation can be eliminated without imposing any additional assumptions. This also leads to a revised tuning strategy favoring under-smoothing, where $δ^a_μ\asymp(δ_μ^s)^2$, rather than the classical bias-variance trade-off $δ^a_μ\asymp δ_μ^s$. Under mild additional conditions, the estimator is asymptotically normal with minimal asymptotic variance. The proposed method extends to a broad class of semi-parametric linear functional estimation problems, including average treatment effect estimation. Our results imply that popular orthogonal score methods in semiparametric estimation with black-box nuisance learners can be substantially improved.

Principal component analysis (PCA) is one of the most widely used unsupervised dimension reduction techniques. We study PCA for data from multiple related domains. Since principal components generally differ across domains, one way to obtain a shared low-rank embedding is to perform PCA on the pooled data. However, this approach can focus on spurious directions that exhibit high variation in only a few domains. To find a robust embedding that still explains most variance in unseen but similar domains, we propose instead to focus on shared directions of variation. To this end, we introduce Anchor PCA which trades off overall explained variance with agreement between the shared and domain-specific low-rank embeddings. Anchor PCA amounts to PCA on a modified target matrix and thus can be solved efficiently. Moreover, we show that Anchor PCA recovers a maximal invariant subspace and admits a minimax reconstruction interpretation under bounded domain-specific covariance inflations. On simulated and real-world gas sensor data with temporal drift, we demonstrate, respectively, that Anchor PCA recovers the maximally invariant subspace and yields embeddings that explain more variance on unseen domains than the pooling baseline and a worst-case alternative. Taken together, these findings establish Anchor PCA as a promising approach to robust unsupervised dimension reduction from multi-domain data.

Non-convex regularizers usually improve the performance of sparse estimation in practice. To prove this fact, we study the conditions of sparse estimations for the sharp concave regularizers which are a general family of non-convex regularizers including many existing regularizers. For the global solutions of the regularized regression, our sparse eigenvalue based conditions are weaker than that of L1-regularization for parameter estimation and sparseness estimation. For the approximate global and approximate stationary (AGAS) solutions, almost the same conditions are also enough. We show that the desired AGAS solutions can be obtained by coordinate descent (CD) based methods. Finally, we perform some experiments to show the performance of CD methods on giving AGAS solutions and the degree of weakness of the estimation conditions required by the sharp concave regularizers. Keywords: Sparse estimation, non-convex regularization, sparse eigenvalue, coordinate descent 1. Introduction High-dimensional estimation concerns the parameter estimation problems in which the dimensions of parameters are comparable to or larger than the sampling size.

Sparse optimization refers to an optimization problem involving the zero-norm in objective or constraints. In this paper, nonconvex approximation approaches for sparse optimization have been studied with a unifying point of view in DC (Difference of Convex functions) programming framework. Considering a common DC approximation of the zero-norm including all standard sparse inducing penalty functions, we studied the consistency between global minimums (resp. local minimums) of approximate and original problems. We showed that, in several cases, some global minimizers (resp. local minimizers) of the approximate problem are also those of the original problem. Using exact penalty techniques in DC programming, we proved stronger results for some particular approximations, namely, the approximate problem, with suitable parameters, is equivalent to the original problem. The efficiency of several sparse inducing penalty functions have been fully analyzed. Four DCA (DC Algorithm) schemes were developed that cover all standard algorithms in nonconvex sparse approximation approaches as special versions. They can be viewed as, an $\ell _{1}$-perturbed algorithm / reweighted-$\ell _{1}$ algorithm / reweighted-$\ell _{1}$ algorithm. We offer a unifying nonconvex approximation approach, with solid theoretical tools as well as efficient algorithms based on DC programming and DCA, to tackle the zero-norm and sparse optimization. As an application, we implemented our methods for the feature selection in SVM (Support Vector Machine) problem and performed empirical comparative numerical experiments on the proposed algorithms with various approximation functions.