arXiv subjects

Gustav Olaf Yunus Laitinen-Fredriksson Lundström-Imanov

Publications and source records attributed to Gustav Olaf Yunus Laitinen-Fredriksson Lundström-Imanov.

6 recordsLinked to original sources

arXiv2026

The Economics of Model Collapse: Equilibrium, Welfare, and Optimal Provenance Subsidies in Synthetic Data Markets

Generative artificial intelligence is rapidly transforming the supply side of training data: an increasing share of new tokens, images, and structured records is produced by previous-generation models rather than by human originators. Recursive training on such synthetic content induces a measurable and often irreversible loss of distributional fidelity, a phenomenon known as model collapse. We develop the first unified microeconomic theory of synthetic data markets under model collapse. We introduce the Synthetic Data Contamination Equilibrium (SDCE), prove existence and generic uniqueness, derive a welfare decomposition W = W_prod + W_cons - L_coll - L_info, establish a Wasserstein-gradient-flow mean-field collapse limit, prove an impossibility of information-constrained implementation, and obtain closed-form expressions for the welfare-maximizing provenance subsidy s* = KL(q||p)/(2 kappa) and the welfare-maximizing watermark strength w* = (1 - psi) KL(q||p)/(2 kappa psi). We prove an information-theoretic Cramer-Rao lower bound on any provenance estimator using only producer-side observations and show that the Provenance-Market Iterative Retraining (PMIR) algorithm attains this bound up to constants while converging to an epsilon-SDCE in O(epsilon^-2 log T) iterations. A reduced-form OLS estimation on a C4-synthetic benchmark over ten retraining generations yields a collapse-rate coefficient b-hat = 0.181 (HAC s.e. 0.024), within one standard error of the structural prediction 0.183. Calibrated experiments raise generation-ten model quality by 23.1 percent over the unregulated benchmark while lowering the 2-Wasserstein drift on a held-out diversity probe from 0.318 to 0.142. Scaling experiments over generations t in {1,...,10} recover a logarithmic-in-t collapse law log Q_t = log Q_0 - 0.183 t rho^2 with R^2 = 0.962.

econ.GN↗

arXiv2026

The Economics of AI Inference: Inflation Dynamics, Welfare Costs, and Optimal Monetary Policy under the Inference-Cost Phillips Curve

We develop a unified microeconomic and monetary theory of artificial intelligence inference costs and their pass-through to inflation, welfare, and optimal monetary policy. We introduce the Inference-Cost Phillips Curve (ICPC), an augmented New Keynesian Phillips curve in which firm-level marginal costs of producing differentiated goods include a non-trivial AI inference component lambda-bar, and prove a closed-form structural slope kappa*_inf = lambda-bar * kappa, where kappa is the standard Calvo-Yun slope. We derive a welfare-relevant Hicks-Kaldor decomposition of consumer welfare under inference-cost shocks, prove a generalized Taylor principle for the inference-augmented economy, and characterize the optimal monetary policy response coefficient psi*_inf = (1 + phi*rho) * lambda-bar * kappa under commitment. A second-order welfare loss formula closes the model in closed form. We confront the theory with U.S. monthly data 2022:M01-2026:M04 using a two-step GMM estimator with Newey-West HAC standard errors and Hansen J-test, recovering an empirical slope kappa-hat_inf = 0.087 (HAC s.e. 0.021) which lies within one standard error of the structural prediction. A scaling regression over 50 rolling-window subwindows yields b-hat = 0.987 (R^2 = 0.998), consistent with a near-unit-elasticity pass-through. A G7 reduced-form panel with Driscoll-Kraay HAC standard errors yields b-hat^G7 = 0.094 (s.e. 0.026), and a Wald test fails to reject cross-country homogeneity (p = 0.78). The framework provides a single equilibrium scaffold for the joint study of AI inference cost dynamics, monetary policy under generative-AI shocks, and the welfare cost of inference-driven inflation.

econ.GN↗

arXiv2026

Spectral-transport stability and benign overfitting for minimum norm interpolation

Benign overfitting describes the ability of minimum norm interpolating estimators to generalize despite fitting noisy data exactly. Existing characterizations depend on delicate spectral functionals of the population covariance operator, namely the effective ranks of its eigenvalue tail. We study the stability of these characterizations when the covariance spectrum is perturbed, and we quantify perturbations with the Wasserstein distance between spectral measures, a viewpoint we call spectral transport. We prove that eigenvalue tail sums, tail second moments, and the two effective ranks that govern benign overfitting are Lipschitz stable with respect to the spectral-transport distance, with explicit constants driven by an eigenvalue gap. As consequences we obtain three results: a risk transfer theorem for the minimum norm interpolator under aligned spectral perturbations, a stability theorem showing that the benign overfitting classification is preserved under vanishing spectral-transport perturbations, and an empirical certification result in which sample covariance spectra certify benignity through operator norm concentration. The framework connects benign overfitting to harmonic analysis constructions such as diffusion maps and scattering representations, where covariance spectra are perturbed by deformations of the data representation, and to linearized optimal transport, where Wasserstein geometry is the natural metric on perturbations. Numerical experiments with three spectral families confirm the theory: the ordering of the effective rank indices predicts the ordering of the empirical excess risks, and the observed risk change scales at a near Lipschitz rate in the Wasserstein distance between spectra.

stat.ML↗

arXiv2026

Uncertainty-Calibrated Explainable Artificial Intelligence for Fetal Ultrasound Plane Classification: A Systematic Review

Fetal ultrasound is the cornerstone of antenatal care, and accurate recognition of a small set of standard anatomical planes underpins biometry, growth surveillance, and detection of structural anomalies. Deep learning classifiers now match or exceed expert accuracy on curated benchmarks, but most remain opaque and miscalibrated, leaving clinicians without the calibrated confidence or faithful explanations needed for safe decision support. We systematically reviewed 78 studies published between January 1, 2015 and April 30, 2026 that paired automated fetal plane classification with explainability or predictive uncertainty quantification, following PRISMA 2020. Pooled balanced accuracy across six standard planes was 0.93 (95% CI 0.91 to 0.95), but only 19 studies (24%) reported calibration and 14 (18%) reported selective prediction. We propose CALIB-XFUS, a 22-item reporting framework that operationalises calibration, explanation faithfulness, and fairness for regulated fetal ultrasound artificial intelligence. The framework spans six domains: clinical task and indication for use; dataset provenance and representativeness; model and training pipeline; calibration and selective prediction; explanation faithfulness and clinician validation; and post-market surveillance. We argue that uncertainty-calibrated, faithfully explained, and fairness-audited fetal ultrasound AI is now both technically feasible and regulatorily expected under the FDA Good Machine Learning Practice principles and the EU AI Act high-risk obligations.

eess.IV↗

arXiv2026

Verifiable Provenance and Watermarking for Generative AI: An Evidentiary Framework for International Operational Law and Domestic Courts

Generative artificial intelligence now synthesizes photorealistic imagery, audio, and video at a cost that defeats traditional forensic intuition. The legal consequences span three regimes studied so far in isolation: international operational law, domestic procedure, and product regulation. This article presents a unified evidentiary framework that maps cryptographic content provenance, robust statistical watermarking, and zero knowledge attestation to the proof requirements of each regime. We define a five tier threat model spanning naive regeneration, adversarial laundering, cross model regeneration, active watermark removal, and insider provenance forgery. We release a public benchmark of 12000 generated items across image, audio, and video modalities under six laundering pipelines for 72000 evaluation samples. We evaluate four representative schemes and report true positive rate at fixed false positive rate, robustness area under the curve, computational overhead, and a regime conditioned legal sufficiency score. We translate empirical detection bounds into legal sufficiency thresholds for command decisions under the law of armed conflict, for criminal and civil admissibility under domestic procedure, and for persistence audits under the European Union Artificial Intelligence Act and analogous regimes. The result is a reproducible reference pipeline, a public benchmark, and model annexes that lawyers, engineers, and operators can deploy together.

cs.CR↗

arXiv2026

SAGA: A Sequence-Adaptive Generative Architecture for Multi-Horizon Probabilistic Forecasting with Adaptive Temporal Conformal Prediction

Microsimulation models used by ministries of finance and central banks rely on parametric processes for lifetime earnings that capture only first and second moments of the conditional distribution and miss long-range nonlinear structure. We propose SAGA, a decoder-only transformer for irregular tabular panel sequences, paired with a split conformal calibration wrapper that delivers individual-level prediction intervals with finite-sample marginal coverage guarantees. Trained on the longitudinal Swedish LISA register over 1990 to 2022, comprising 2,143,817 individuals and 61,284,903 person-years, the model forecasts annual labor earnings at horizons of one to thirty years and aggregates them by Monte Carlo into present-discounted lifetime earnings distributions. Against the canonical Guvenen, Karahan, Ozkan, and Song parametric process and tabular and recurrent baselines, SAGA reduces continuous ranked probability score by 31.9 percent at the ten-year horizon and mean absolute error by 37.7 percent at the twenty-year horizon. Conformal intervals achieve nominal coverage to within 0.4 percentage points marginally and within 2.4 percentage points on the worst-case demographic subgroup. The reconstructed lifetime earnings Gini coefficient is 0.327 against the partially observed truth of 0.341 and the GKOS estimate of 0.378. Model weights, calibration tables, and a synthetic equivalent dataset are released for replication outside the protected SCB MONA environment.

cs.LG↗