Finance, sensing, and demand streams violate the exchangeability that IID conformal prediction and the IID bootstrap assume, and existing libraries implement either a general resampling engine or conformal calibration without the other. tsbootstrap provides block, residual, sieve, and wild resampling, classical bootstrap confidence intervals, and adaptive conformal calibrators (EnbPI, ACI, NexCP, AgACI) through a single typed API in which a specification object selects each method. In a controlled coverage study the IID bootstrap undercovers sharply under dependence; dependence-aware methods reduce the coverage deficit, the sieve nearest to nominal under short-memory linear dependence. On the shared fixed-statistic path a compiled backend runs several times faster than arch, and a streaming reduce avoids materializing the $O(Bn)$ replicate tensor, limiting peak extra memory to $O(B)$ for the statistic array. The software is MIT licensed (v0.6.1).
Large Language Models (LLMs) often face ethical tradeoffs in which several responses may be defensible but express different priorities, such as fairness, honesty, courage, or restraint. We introduce VirtueMap, a framework for describing these patterns through an Aristotelian vir…
Gaussian process (GP) modeling is widely used in computational science and engineering. However, fitting a GP to high-dimensional inputs remains challenging due to the curse of dimensionality. While various methods have been proposed to reduce input dimensionality, they typically…
The record values theory study elements of a time series that exceed all previous observations, which are of particular interest in fields such as sports or climate science. In this paper, we propose a statistical method based on the construction of a Brownian stochastic simulato…
Human survey respondents exhibit question-order effects that satisfy the QQ (quantum question) equality, an a priori, parameter-free prediction of the projective quantum question-order model. We develop the QQ equality into an audit criterion for sequential judgments of autoregre…
This paper explores the "Granularity Paradox" in time-series forecasting, wherein finer temporal disaggregation (e.g., Monthly to Weekly/Daily) improves in-sample diagnostics and dataset size (N), but degrades out-of-sample accuracy due to recursive error compounding over longer…
AI visibility measurement is comparative: practitioners want to know which domains generative search engines cite most often and whether observed differences are large enough to support decisions. Yet the industry lacks a principled way to determine whether enough data has been c…