Survival analysis has become a standard approach for modelling time to default by time-varying covariates in credit risk. Unlike most existing methods that implicitly assume a stationary data-generating process, in practise, mortgage portfolios are exposed to various forms of data drift caused by changing borrower behaviour, macroeconomic conditions, policy regimes and so on. This study investigates the impact of data drift on survival-based credit risk models and proposes a dynamic joint modelling framework to improve robustness under non-stationary environments. The proposed model integrates a longitudinal behavioural marker derived from balance dynamics with a discrete-time hazard formulation, combined with landmark one-hot encoding and isotonic calibration. Three types of data drift (sudden, incremental and recurring) are simulated and analysed on mortgage loan datasets from Freddie Mac. Experiments and corresponding evidence show that the proposed landmark-based joint model consistently outperforms classical survival models, tree-based drift-adaptive learners and gradient boosting methods in terms of discrimination and calibration across all drift scenarios, which confirms the superiority of our model design.

Neural decoding from electroencephalography (EEG) remains fundamentally limited by poor generalization to unseen subjects, driven by high inter-subject variability and the lack of large-scale datasets to model it effectively. Existing methods often rely on synthetic subject generation or simplistic data augmentation, but these strategies fail to scale or generalize reliably. We introduce \textit{MultiDiffNet}, a diffusion-based framework that bypasses generative augmentation entirely by learning a compact latent space optimized for multiple objectives. We decode directly from this space and achieve state-of-the-art generalization across various neural decoding tasks using subject and session disjoint evaluation. We also curate and release a unified benchmark suite spanning four EEG decoding tasks of increasing complexity (SSVEP, Motor Imagery, P300, and Imagined Speech) and an evaluation protocol that addresses inconsistent split practices in prior EEG research. Finally, we develop a statistical reporting framework tailored for low-trial EEG settings. Our work provides a reproducible and open-source foundation for subject-agnostic EEG decoding in real-world BCI systems.

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the entire conditional distribution using semi- or non-parametric models. The former often produce inadequate models for real data and do not share information across quantiles, while the latter are characterized by complex and constrained models that can be difficult to interpret and computationally inefficient. Further, neither approach is well-suited for quantile-specific subset selection. Instead, we pose the fundamental problems of linear quantile estimation, uncertainty quantification, and subset selection from a Bayesian decision analysis perspective. For any Bayesian regression model, we derive optimal and interpretable linear estimates and uncertainty quantification for each model-based conditional quantile. Our approach introduces a quantile-focused squared error loss, which enables efficient, closed-form computing and maintains a close relationship with Wasserstein-based density estimation. In an extensive simulation study, our methods demonstrate substantial gains in quantile estimation accuracy, variable selection, and inference over frequentist and Bayesian competitors. We apply these tools to identify the quantile-specific impacts of social and environmental stressors on educational outcomes for a large cohort of children in North Carolina.