Computation of confidence sets is central to data science and machine learning, serving as the workhorse of A/B testing and underpinning the operation and analysis of reinforcement learning algorithms. Among all valid confidence sets for the multinomial parameter, minimum-volume confidence sets (MVCs) are optimal in that they minimize average volume, but they are defined as level sets of an exact p-value that is discontinuous and difficult to compute. Rather than attempting to characterize the geometry of MVCs directly, this paper studies a practically motivated decision problem: given two observed multinomial outcomes, can one certify whether their MVCs intersect? We present a certified, tolerance-aware algorithm for this intersection problem. The method exploits the fact that likelihood ordering induces halfspace constraints in log-odds coordinates, enabling adaptive geometric partitioning of parameter space and computable lower and upper bounds on p-values over each cell. For three categories, this yields an efficient and provably sound algorithm that either certifies intersection, certifies disjointness, or returns an indeterminate result when the decision lies within a prescribed margin. We further show how the approach extends to higher dimensions. The results demonstrate that, despite their irregular geometry, MVCs admit reliable certified decision procedures for core tasks in A/B testing.

The most widely used technology to identify the proteins present in a complex biological sample is tandem mass spectrometry, which quickly produces a large collection of spectra representative of the peptides (i.e., protein subsequences) present in the original sample. In this work, we greatly expand the parameter learning capabilities of a dynamic Bayesian network (DBN) peptide-scoring algorithm, Didea, by deriving emission distributions for which its conditional log-likelihood scoring function remains concave. We show that this class of emission distributions, called Convex Virtual Emissions (CVEs), naturally generalizes the log-sum-exp function while rendering both maximum likelihood estimation and conditional maximum likelihood estimation concave for a wide range of Bayesian networks. Utilizing CVEs in Didea allows efficient learning of a large number of parameters while ensuring global convergence, in stark contrast to Didea's previous parameter learning framework (which could only learn a single parameter using a costly grid search) and other trainable models (which only ensure convergence to local optima). The newly trained scoring function substantially outperforms the state-of-the-art in both scoring function accuracy and downstream Fisher kernel analysis. Furthermore, we significantly improve Didea's runtime performance through successive optimizations to its message passing schedule and derive explicit connections between Didea's new concave score and related MS/MS scoring functions.

Collective vigilance describes how animals in groups benefit from the predator detection efforts of others. Empirical observations typically find either a many-eyes strategy with all (or many) group members maintaining a low level of individual vigilance, or a sentinel strategy with one (or a few) individuals maintaining a high level of individual vigilance while others do not. With a general analytical treatment that makes minimal assumptions, we show that these two strategies are alternate solutions to the same adaptive problem of balancing the costs of predation and vigilance. Which strategy is preferred depends on how costs scale with the level of individual vigilance: many-eyes strategies are preferred where costs of vigilance rise gently at low levels but become steeper at higher levels (convex; e.g. an open field); sentinel strategies are preferred where costs of vigilance rise steeply at low levels and then flatten out (concave; e.g. environments with vantage points). This same dichotomy emerges whether individuals act selfishly to optimise their own fitness or cooperatively to optimise group fitness. The model is extended to explain discrete behavioural switching between strategies and differential levels of vigilance such as edge effects.

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We demonstrate on real-world examples that these shape constrained models can provide tuning-free regularization and improve model understandability.

We demonstrate on real-world examples that these shape constrained models can provide tuning-free regularization and improve model understandability.

But despite its wide applicability (see 2.2) and elegance, convergence theory for CCCP is quite limited.

In this work we study loss functions for learning and evaluating probability distributions over large discrete domains. Unlike classification or regression where a wide variety of loss functions are used, in the distribution learning and density estimation literature, very few losses outside the dominant log loss are applied.

This optimization problem can be viewed as a zero-sum game between two players.