Papers

Neural emulation need not require learning a substitute for known physics. We investigate PolyNets that couple a continuous-time neural representation of polynomial dynamics with a simple recurrent network for discrete-time integration. When the governing coefficients are known, the resulting tensor graph requires no training and preserves the prescribed numerical scheme while enabling efficient hardware execution and parallel simulation. Using the one-dimensional Korteweg-de Vries equation, we compare PolyNet with CPU and GPU finite-difference Runge-Kutta solvers and three trained neural models: a state-map emulator, a physics-informed predictor, and a learned-tendency integrator. Analytical soliton solutions provide a reference for amplitude and phase errors across grid resolutions, 10^6 dispersively scaled time steps, ensembles of up to 10^4 trajectories, and varying initial amplitudes. PolyNet achieves accuracy comparable to the numerical solvers, including at amplitudes outside the learned models' training conditions. It combines this fidelity with high GPU throughput, approximately constant over the tested resolution range, and favorable ensemble scaling.

AI weather prediction (AIWP) models have emerged as a key complement to physics-based numerical weather prediction (NWP) models, and now often outperform them on aggregate skill. Yet, several studies report that physics-based models still forecast extreme events better, in particular record-breaking extremes, based on the evaluation of deterministic forecasts. Here we evaluate heat extreme forecasts from probabilistic AIWP models over global land and show that they clearly outperform the ECMWF IFS ensemble, both raw and post-processed, including for record-breaking events, in all regions and at all lead times considered. AIWP models better forecast the occurrence and intensity of extremes, are better calibrated in the tail and miss fewer records. Station observations confirm these results. We argue that many reported AIWP limitations stem from unsuitable verification choices, specifically comparing deterministic forecasts that target different quantities. Instead, a fair evaluation of extremes necessitates probabilistic verification.

We study the number of exact matrix-vector queries needed to sample a centered $d$-dimensional Gaussian with condition number at most $\kappa$ to total variation error $\varepsilon$. The best known algorithm uses $O(\min\{d,\sqrt{\kappa}\log(\frac{d}{\varepsilon})\})$ queries, while the known lower bounds do not grow as $\varepsilon\to0$ and match this bound only for $\kappa\le d^{1/5-\delta}$ at constant accuracy. We introduce a construction based on a hidden determinant sign and prove a lower bound of $\Omega\!\left(\min\left\{d,\sqrt{\kappa}\log\left(1+\frac{d}{\sqrt{\kappa}\,\varepsilon}\right)\right\}\right)$ uniformly for all $d\ge1$, $\kappa\ge4$, and $0<\varepsilon\le\tfrac{1}{16}$. This bound matches the known upper bound up to constant factors whenever $\kappa\le d^{2-\delta}$ for fixed $\delta\in(0,2)$, or $\varepsilon\le d^{-c}$ for fixed $c>0$. We also extend a recent fixed-spectrum construction with a hidden eigenbasis from $\kappa=2$ to $2\le\kappa\le d^{1-\delta}$, for any fixed $\delta\in(0,1)$. This gives an $\Omega_\delta(\sqrt{\kappa}\log d)$ lower bound at constant accuracy that holds even when the spectrum of the precision matrix is known to the algorithm.

Conditional distribution equality testing is a core problem with applications in causal inference, model diagnostics, and transfer learning. Existing methods often lose power when the conditioning variable is high-dimensional. We propose a new test that leverages generative models to compare conditional distributions using both observed data and synthetic samples. A sample-splitting and studentization scheme is introduced to control estimation error. Under the null, the test statistic is asymptotically normal, and we establish local power against contiguous alternatives. Our theory under the null and fixed alternative requires only consistency of the learned conditional distribution, allowing for a broad class of generative models. Empirical results demonstrate accurate size control and strong power in high-dimensional settings compared to representative kernel-based conditional and joint two-sample tests.

For the fundamental problem of prediction from expert advice, Freund asked whether one could compete with a comparator that switches $k$ times among only $m$ experts. For a discrete set of experts, this problem was resolved by Bousquet and Warmuth (2020), who gave an efficient algorithm with optimal regret matching the information-theoretic limit. We study the analogous problem in online convex optimization, where the action space is continuous. An inefficient algorithm can be derived by discretizing the action space and applying the Bousquet–Warmuth algorithm, giving regret of $\widetilde{O}(md+k)$, while the best known efficient algorithm for this problem has regret $\widetilde{O}(dk)$. We show that this computational inefficiency is inherent, establishing a separation between the information-theoretic and polynomial-time regret achievable for this problem. Specifically, under the hypergraphic planted-clique conjecture, we show that for every polynomial-time algorithm there exist instances for which it incurs at least $(k\sqrt d)^{1-o(1)}$ regret.

Momentum is a classical tool for accelerating convex optimization and a standard component of modern large language model training. Yet recent empirical work has questioned the usefulness of first-moment momentum in reinforcement learning with verifiable rewards (RLVR). We study this question through a bandit formulation of RLVR with bias-corrected exponential moving average (EMA) momentum, where the EMA coefficient $\beta$ controls how quickly the weights on past gradients decay. When policy gradients are evaluated exactly, we prove that increasing $\beta$ within a range that prevents overshoot strictly accelerates optimization. When gradients are estimated from sampled responses, a positive expected gain can be obscured by sampling fluctuations. We show that as the learning rate $\eta$ decreases, the expected gain with fixed $\beta$ vanishes faster than these fluctuations, whereas increasing $\beta$ to keep $\eta/(1-\beta)$ within the safe regime preserves a nonvanishing gain that eventually dominates them. Bandit simulations quantitatively validate these predictions. RLVR experiments on Qwen3-4B-Base using SGD with EMA and AdamW support our principle of choosing larger coefficients in practical LLM post-training. On Qwen2.5-32B with AdamW, simply increasing $\beta_1$ improves mean validation accuracy by nearly $2$ percentage points over the conventional choice, demonstrating the principle's effectiveness at a larger model scale.

Standard competition-based multiple testing methods – such as the knockoff filter and the target-decoy procedure – are typically formulated as head-to-head competitions between a test unit and its assigned negative control unit. Motivated by real-world applications, which leverage any available negative controls, we study this competition-based framework in more intricate settings where competitions vary in size and structure. We propose new methods based on compound p-values – p-values that are superuniform only on aggregate – that enable powerful multiple testing with broader competition structures, via the Bonferroni and Benjamini-Hochberg procedures. The former provides exact familywise error rate control, whereas the latter may incur a false discovery rate inflation factor, for which we derive upper bounds across a range of settings. We showcase the performance of our general competition-based testing methodology through extensive simulations and real-data applications, including analyses of virtual spatial transcriptomics and CRISPR screen datasets that exhibit precisely the complex competition structures that motivate our methods.

Feldman's memorization lower bound assigns a frequency coefficient based on how often a point appears in the training sample. We give an exact three-point counterexample to its conditional and averaged forms, using independent fair labels and a permutation-equivariant learner. A sequence of sampling priors makes the ratio of the proposed penalty to actual excess risk grow exponentially, ruling out a universal positive constant-factor repair. The priors vary with sample size, the offending profiles become rare, and both quantities vanish. Retaining the original model, we obtain an exact replacement using full-sample posterior probabilities. Under exchangeability, these depend on multiplicity and the complete frequency profile. We characterize the largest multiplicity-only coefficients valid for unrestricted learners. The original coefficient has the posterior-mean form of Good's exact frequency formula and is an occupancy-weighted average of the corrected coefficients.

Neural operators learn mappings between function spaces, enabling fast surrogate solutions to partial differential equations. Despite remarkable architectural diversity, these methods often share a common input representation: raw coordinate-value pairs $(x, u(x))$. We ask whether inputs aligned with PDE differential structure can improve learning. Through Picard iteration on mild solutions, we show that derivatives of the input appear explicitly in the solution operator, suggesting that providing derivative features should reduce the network's implicit differentiation burden. We prove this intuition: providing derivative features improves approximation bounds from $O(W^{-(s-m)/d})$ to $O(W^{-s/d})$, where $W$ is parameter count, $s$ is input regularity, $m$ is the PDE order, and $d$ is spatial dimension. Our central finding, however, is a surprise: the optimal derivative order $\beta^*$ is strictly less than the PDE order $m$. This gap arises from a bias-variance tradeoff in spectral space that we characterize in closed form. Learning $\beta$ from data achieves automatic spectral regularization. We introduce $\partial$-NO (del-NO), for derivative-augmented neural operators, an architecture-agnostic augmentation that provides learnable fractional derivative features to any neural operator backbone. Across benchmark problems and architectures, $\partial$-NO consistently improves prediction accuracy, with learned orders that reflect a representation of known physics modulated by noise and finite-sample constraints.

Mixture-of-experts (MoE) language models activate only a few experts per token, yet all expert weights must be stored. Mixed-precision quantization reduces this storage cost by assigning higher bit-widths to sensitive experts and lower bit-widths to resilient ones, but expert rankings alone do not determine how strongly to weight their errors. To address this gap, we propose NatScale, a contrast-calibrated allocation framework for mixed-precision MoE quantization. It uses a model-specific power transformation to calibrate gradient-based expert weights to an information-theoretic contrast target while preserving rankings. We jointly evaluate each expert's gate, up and down configurations to estimate its output error. We then combine these errors and calibrated weights with an existing prior based on weight spectra, variance and precision decay to select configurations under a storage budget. Across three models, NatScale achieves the lowest native-to-quantized KL divergence and the highest top-token agreement in all nine settings against five allocation baselines. It also yields the lowest perplexity in seven settings. These findings highlight the importance of objective-aware precision allocation.

Regression-based survey weighting connects model-based population estimation with design-based inference through equivalent weights. For nonlinear models, equivalent weights can be defined locally through the sensitivity of a poststratified population estimator. However, conventional regression models may inadequately capture nonlinear relationships and complex interactions across sparse poststratification cells. We develop a survey-weighting framework based on hierarchical Gaussian process (HGP) regression, combining structured group-level effects with kernel-based smoothing to share information across related cells. We derive Gaussian posterior prediction formulas that exploit the structured covariance representation to reduce computational costs. We also establish a uniform convergence result for the posterior predictive mean under stated regularity conditions and construct local equivalent weights by matching the first-order sensitivity of a plug-in poststratified estimand to that of a weighted average of fitted response means, with both derivatives taken with respect to the latent mean-scale vector. Simulations show that HGP achieves lower population-weighted prediction error under nonparametric structure, whereas logistic regression performs well under correct parametric specification. Additional analyses examine sample size, frame coverage, subgroup prediction, and population-mean agreement. An application to the Future of Families and Child Wellbeing Study illustrates the method. Overall, this work extends local equivalent-weight construction to nonparametric modeling and provides a computational framework and conditional theoretical results for survey weighting in structured, sparse populations.

Orthogonal transforms have emerged as an effective tool for low-bit quantization of large language models (LLMs), as they reshape activation distributions without changing the underlying model function. Existing approaches typically rely either on fixed data-agnostic transforms, such as Hadamard rotations, or on calibration-time optimization of learned rotations. We study rotation selection from first principles and show that maximizing covariance leads to spectral alignment and provides a principled criterion for constructing quantization-friendly orthogonal transforms. Based on this insight, we propose SpectrumQuant, a closed-form rotation method that estimates activation covariance from calibration data and uses it to construct a covariance-aware orthogonal transform for post-training quantization. Our formulation characterizes quantization-friendly rotations as compositions of alignment and mixing components, while recovering Hadamard matrices as a special case. Interestingly, a class of butterfly matrices belongs to this category. In the realm of LLM quantization, SpectrumQuant bridges the gap between data-agnostic structured rotations and learned rotations, providing an effective and efficient data-aware alternative for post-training quantization. Experiments on Llama and Mistral models show that SpectrumQuant is competitive with state-of-the-art rotation strategies while requiring less than one-third of the GPU memory and significantly less time than learned rotations approaches like SpinQuant and DartQuant.

The Platonic Representation Hypothesis (PRH) holds that increasingly capable models converge toward a common representation. However, recent studies have shown different views on aligning representations via their neighborhoods, spanning trees, and distances. We show that these views can differ because the alignment criteria behind them sit at different points of one lattice, and we formalize this explanation as the Lattice Representation Hypothesis (LRH). Under the LRH, the convergence claimed by the PRH is agreement at the top of the lattice, whereas its evidence comes from neighbor overlap, a criterion near the bottom. The Aristotelian Representation Hypothesis (ARH) restricts convergence to local neighborhoods because calibration keeps the growth of neighbor overlap with model size but largely removes that of centered kernel alignment. We show that this removal can come from calibrating a maximum over layers, so global convergence remains open. Back into Plato's Cave (BPC) infers coarse shared structure from the collapse of neighbor overlap on larger evaluation sets, whereas we trace it at least partly to a fixed number of neighbors covering shorter distances. We show that the spanning-tree overlap used by Structure over Geometry (SOG) mostly repeats one-nearest-neighbor overlap. The LRH also extends to independently trained models, whose training procedure and objective decide the criteria met reliably across runs. We prove this claim for the training procedure in a linear autoencoder and for the objective in a finite contrastive Gibbs model. Experiments on dozens of pretrained vision and language models and thousands of runs of both theoretical models support these conclusions. We hope this work paves the way toward a general theory of representation hypotheses, with a framework to analyze them and compare their evidence. Project page: https://eethanshi.github.io/LRH

Graph Neural Networks (GNNs) excel on graph-structured data but suffer catastrophic forgetting when classes arrive sequentially. In class-incremental graph learning, predictions are often dominated by recently learned classes, causing severe recency bias. Dynamic expansion can isolate knowledge across sessions, but many methods assume task-incremental settings and require task identities at test time to select branches or heads—information unavailable in class-incremental learning. Learnable routers offer an alternative, yet continual fine-tuning the router on new data can bias routing toward recent components. We propose MAEM, a replay-free, capacity-controlled dynamic mixture-of-experts framework for class-incremental graph learning. MAEM builds representations with Simplified Graph Convolution (SGC) and trains a dedicated expert for each new session, then freezes it to protect prior knowledge. For routing without task IDs or a shared trainable router, each expert uses a masked autoencoder (MAE); test nodes are assigned to the expert with the lowest reconstruction error, reducing routing-level recency bias. When the expert pool reaches a fixed capacity, MAEM merges the least-used experts via Git Re-Basin alignment and further distills them into a fused expert using topology-aware pseudo data synthesized from MAE distributions (DeepInversion-style), without storing or revisiting historical graph data. On four class-incremental graph benchmarks, MAEM mitigates recency bias, outperforms strong continual graph learning baselines, and keeps model capacity bounded under strict replay-free learning.

We investigate the minimal width of deep neural networks that can approximate all continuous functions from $\mathbb{R}^n$ to $\mathbb{R}^m$ in the topology of uniform convergence on compact subsets. We show that whenever the real projective space $\mathbb{RP}^{n-1}$ admits a smooth immersion into $\mathbb{R}^n$, the minimal width is at least $n+\min\{n,m\}$, assuming that the activation function is continuous and monotone. As a consequence, the minimal width of ReLU networks is $n+m$ whenever $n$ is equal to 2, 3, 4, 7 or 8 and $1\le m \le n$, extending results of Hanin-Sellke and Hwang. This suggests an intriguing connection between the approximation theory of neural networks and differential topology.

Diffusion models are a powerful framework for learning complex probability distributions. While widely used diffusion models for continuous data rely on Gaussian noising processes, we instead develop diffusion models based on Poisson noise. More precisely, we introduce and study a new mathematical framework, called Mixed Poisson Diffusion Models (MPDM), with noising dynamics driven by multivariate counting processes. Our methodology is motivated by Poisson inverse problems. The success of Gaussian diffusion models has led to their use as prior models in a growing number of posterior sampling methods for inverse problems. However, most of these approaches focus on Gaussian inverse problems, in which observations are generated through a deterministic forward operator corrupted by additive Gaussian noise. By contrast, Poisson inverse problems, where observations are discrete and Poisson distributed, remain comparatively underexplored in this literature. Building on our Poisson generative dynamics, we develop a natural framework for posterior sampling in Poisson inverse problems and derive several posterior sampling algorithms based on the proposed model. We evaluate our approach on realistic Poisson inverse problems and show that the resulting framework is well suited to this class of problems.

We study the problem of learning accurate and cognitively simple binary classifiers that are directly interpretable as Boolean rules. We propose mixed integer linear programming (MILP) formulations for training sparse disjunctive normal form (DNF) networks, viewed as small networks with a conjunctive hidden layer and a disjunctive output layer. Contrary to previous work that uses MILP for inductive rule learning, we start with a fixed network structure, for which we then find optimal weights. A regularized objective explicitly trades off misclassification costs against sparsity, yielding globally optimized rule sets. Our main technical contribution is an enhanced formulation that substantially reduces the number of integer decision variables and eliminates redundant constraints, while preserving exact Boolean semantics for all feasible solutions. Furthermore, we develop a combined approach based on initialization and dropout to break symmetries in the weights between rules, mitigating redundancy, and encouraging more diverse and stable rule representations. Experiments on synthetic benchmarks and UCI datasets show that the advanced formulation improves computational efficiency and achieves competitive or superior accuracy compared to established interpretable baselines, including SAT-based DNF learning and well-known rule- and tree-based learners. Overall, our approach provides a principled optimization framework for learning compact Boolean rule sets with explicit control over accuracy and sparsity trade-offs.

Technological progress can give rise to new loss exposures or reduce existing risks. In either case, it strongly affects insurance companies' existing lines of business. As the magnitude of such effects is often closely connected to the innovation's market penetration, reliably predicting its adoption process is vital in enabling insurers to adapt their business strategy accordingly. To tackle this challenge, we propose a novel combination of contributions from the domain of innovation diffusion. Our methodology generates adoption scenarios that holistically account for different sources of uncertainty, offers a structured way to incorporate expert judgment and insights from pre-existing technologies, and updates its predictions as new information on the technology's diffusion becomes available. Its modular nature ensures that components can be easily replaced by suitable alternatives. Using publicly accessible data on privately-owned battery electric vehicles in Germany, the application of our approach for predicting changes to insurance losses and for supporting insurers' sustainability strategies is visualized in a motor insurance case study.

Discrete directional data exhibiting p-fold rotational symmetry, where directions separated by integer multiples of 2{\pi}/p are equivalent, arise in various applications but are often modeled using continuous distributions. In this article, we develop two general methods for constructing distributions for such data: symmetrization and folding of discrete circular distributions, and wrapping of discrete linear distributions. Particular models arising from these constructions are studied, together with their properties and estimation methods. For axial sand-grain orientation data, the proposed models are compared with discretized continuous axial distributions, whose category probabilities require numerical integration. The proposed models attain smaller Akaike information criterion values among the models considered while allowing direct likelihood evaluation without numerical integration. The framework is also applied to binned Manhattan street-orientation data, demonstrating its applicability to higher-order rotational structures, specifically the 4-fold case.

We study the estimation of the interaction parameter in singular interacting particle systems from continuous and discrete observations over a fixed time horizon. The singularity of the interaction drift prevents the direct application of standard likelihood and contrast-based methods, which rely on regularity assumptions that fail in this setting. Our approach exploits an exact reduction of the particle dynamics to a one-dimensional stochastic differential equation for a quadratic empirical moment. By the symmetry of the interaction kernel, the singular terms cancel, yielding an explicit estimator in which the unknown parameter enters linearly. We establish consistency and asymptotic normality as the number of particles, \(N\), tends to infinity. Letting \(\varepsilon_N\) denote the microscopic noise scaling of the system, we obtain asymptotic normality at the rate \(\sqrt{N/\varepsilon_N}\) for strictly positive interaction kernels, under an additional condition on the limiting empirical information. We further extend these results to degenerate interaction kernels, achieving consistency and asymptotic normality at rate \(N\) under suitable structural assumptions and the canonical scaling \(\varepsilon_N=N^{-1}\). In both regimes, we provide conditions on the observation mesh ensuring that the statistical limits remain valid under discrete sampling, in high frequency. Finally, we illustrate the applicability of our methodology through Dyson Brownian motion, the Dyson Ornstein–Uhlenbeck process, and Wishart–Laguerre particle systems, alongside a numerical investigation of the estimators' finite-sample performance.

Federated learning over decentralized networks inherently trades off the suppression of local finite-sample noise through collaboration against the bias that collaboration introduces between heterogeneous nodes. We study this tension by performing a large-dimensional analysis of Generalized Total Variation Minimization with least-squares models. Using tools from random matrix theory, we show that Lipschitz observations of the global GTVMin solution concentrate in large dimensions, universally for any underlying network structure. We provide exact analytic expressions for the asymptotically precise performance under both i.i.d. and non-i.i.d. Gaussian mixture distributions on a fixed network. For the latter, these expressions quantify how regularization balances local adaptation against collaboration. Our theoretical results are confirmed by experiments on synthetic and real-world data.

We study testing for peer effects in linear panel models with individual and time fixed effects when the interaction network is unspecified. We propose a quadratic-form test based on the Gram matrix of residualized peer covariates. A key difficulty is that fixed-effects removal and nuisance estimation destroy the centering of a conventional leave-diagonal-out quadratic form under conditional heteroskedasticity. We introduce a leverage adjustment that restores exact conditional centering and combine it with a residual-based variance estimator. The resulting studentized statistic is asymptotically standard normal as both panel dimensions diverge, without imposing any restriction on their relative growth rates. Under additional conditions, we establish consistency against alternatives. The null theory is further extended to covariates that are weakly dependent over time; the same studentization remains valid without an additional long-run variance estimator. Monte Carlo experiments evaluate the finite-sample size and power of the proposed test across different settings and demonstrate its favorable performance relative to the existing benchmark test. Applications to state tax competition and growth spillovers among OECD countries illustrate the practical relevance in testing for peer effects without specifying the interaction network.

We introduce Weighted Adjoint Matching, a method to finetune a pretrained diffusion or flow matching model given a differentiable reward. We derive it from Adjoint Matching, which reformulates finetuning as a stochastic optimal control problem with a quadratic control cost. Building on the observation that these models generate coarse features before fine details, we place a time-dependent weight on the control cost. A high cost early in the generative process preserves balance and diversity in the coarse features, which carry most of the semantics, while a low cost at the end lets the model increase the reward by refining details. We prove that our method is equivalent to maximizing the reward under time-varying Kullback–Leibler regularization on the generative paths. Experiments on Gaussian mixtures and on MNIST show a better tradeoff between reward and mode balance than Adjoint Matching.

It is folklore that passing "convergence" diagnostics does not guarantee that a Markov chain has converged. We prove this as an impossibility for any finite checklist of diagnostics. Running more chains, longer chains, and smarter diagnostics does not avoid this impossibility in certifying convergence. Under regularity assumptions, we determine how the worst-case undetected non-convergence decays as more diagnostics are added, and how to choose diagnostics optimally. Folklore suggests that the sampler's slowest mixing modes are the "dangerous" ones that must be monitored; we prove that the slow modes yield nearly optimal diagnostics as sampling proceeds. Given a source class, we also give an anytime-valid bound on the remaining discrepancy and show how undetected bias caps the effective sample size that a finite checklist can certify.

Scaling self-supervised contrastive reinforcement learning (CRL) to 1000-layer Euclidean neural networks has enabled state-of-the-art goal-reaching performance, yet wall-clock time scales linearly with depth. We find that changing the geometry achieves stronger performance with far shallower networks. This matters in complex navigation environments, where walls can make route distance deviate substantially from Euclidean distance. In a U-shaped maze, we show that the longer the route, the more it deviates from Euclidean distance. Hyperbolic CRL addresses this mismatch by replacing Euclidean distances in CRL's contrastive objective with geodesic distances in hyperbolic space. On hard navigation tasks, inductive bias beats scale: depth 64 hyperbolic agents outperform 1024-layer-deep Euclidean networks while training more than $12 \times$ faster and using about $13 \times$ fewer parameters. We observe that hyperbolic agents behave qualitatively better in hard humanoid mazes, where they follow corridors to reach goals, whereas Euclidean agents try straight-line shortcuts over walls. Our results show that matching the representation geometry to the task can substitute for substantial network depth. Code is at https://github.com/Probabilistic-and-Interactive-ML/HypGCRL .

We study the minimax estimation of the pseudo-spectral gap $\gamma_{ps}$ of a Markov chain from the observation of a single trajectory. Extending earlier works on finite-state space chains by Wolfer and Kontorovich (2024), we provide an estimator in the case of a compact, continuous state-space. Our estimator appears to be minimax-optimal on the class of chains with a transition operator with Lipschitz density, up to logarithmic terms. Our estimator, combined with Paulin's version of Bernstein inequality, allows to derive empirical concentration inequalities for Markov chains. This unlocks many applications, from confidence intervals, to active learning and generalization bounds. In particular, for rested bandits with Markov rewards, we provide a version of UCB with a regret bound similar to the one in the iid case, without assuming any knowledge on the pseudo-spectral gap of the chains.

Efficient global optimization aims to identify a global optimum of an expensive black-box function within a limited evaluation budget $N$. We investigate the convergence rates of Gaussian process Thompson sampling (GP-TS) under noiseless observations, assuming a fixed objective function in a reproducing kernel Hilbert space (RKHS). For Matérn kernels with smoothness parameter $\nu$ in dimension $d$, we establish a worst-case expected simple-regret upper bound of $O(N^{-\nu/d}\sqrt{\log N})$ for both discrete GP-TS on sufficiently fine grids and its continuous counterpart. For the continuous implementation, we develop a nested-grid argument to control posterior sample paths over the entire domain. We further establish matching lower bounds of $\Omega(N^{-5/2}\sqrt{\log N})$ for both implementations under a fixed one-dimensional Matérn-$5/2$ kernel, demonstrating that the logarithmic penalty is intrinsic to standard GP-TS in this setting. Motivated by this limitation, we propose Gaussian Process Capped Thompson Sampling (GP-CTS), which caps posterior sample paths using a valid RKHS norm upper bound while preserving optimism. This modification successfully eliminates the logarithmic penalty and achieves the minimax-optimal rate $\Theta(N^{-\nu/d})$ for both discrete and continuous implementations.

Many multivariate time series arise on networks where relationships between variables depend on physical or more general distances. Standard vector autoregressive models struggle in such settings due to their quadratic parameter growth, while generalised network autoregressive (GNAR) models offer a parsimonious alternative by explicitly incorporating network structures. Existing GNAR formulations assume fixed weights, typically uniform or reciprocal distances, which may not reflect the true influence of distance in real systems. We introduce a novel model with general inverse distance weights (GNARID) that extends GNAR by introducing a tunable exponent parameter that controls the strength of distance penalisation. We establish theoretical results on the consistency and asymptotic normality of new GNARID estimators, including an extension to the setting where the number of nodes grows. We analyse the effect of misspecifying the exponent on forecasting error, which helps assess how much GNAR models could be improved by our tunable weights. Simulation studies confirm the theoretical properties and show measurable benefits from correct weight specification. Using the Brumadinho ground displacement dataset, we show that proper tuning of the weight exponent improves predictive performance, highlighting the practical value of flexible distance-based weighting in network time series models.

This paper introduces a new cumulative residual Rényi entropy (CRRE), which addresses limitations of the existing cumulative residual Rényi entropy. The conventional measure suffers from two primary drawbacks: its failure to converge to the cumulative residual entropy (CRE) as the order parameter approaches unity, and its lack of guaranteed positivity. Our proposed CRRE resolves these issues, offering a theoretically consistent and always nonnegative measure of uncertainty in residual lifetimes. We explore its mathematical properties, including its relationship with existing information measures. Furthermore, the concept is extended to its dynamic version, and its time-dependent characteristics are investigated. A non-parametric estimator of the proposed CRRE is developed, its almost sure convergence is established, and is validated through Monte Carlo simulation. The effectiveness of CRRE as a tool for quantifying uncertainty is confirmed through its application in chaotic theory and financial data.

Fractional Brownian motion (fBM) is a model of anomalous diffusion parameterised by a Hurst exponent $H \in (0,1)$ and a generalised diffusion coefficient $D_H > 0$. We jointly estimate $H$ and $D_H$ using maximum likelihood (MLE) from density measurements with Poisson counting noise and single-particle trajectory with Gaussian localisation error. We show that one density measurement in time cannot infer both $H$ and $D_H$ and that several time points are needed, which matters most for inference precision. For trajectories, we show that a neural network trained with a squared error loss approximates the posterior mean of $H$, which can be computed exactly at negligible cost. Paired with the profile-likelihood estimate of $D_H$, the posterior mean has the lowest root mean squared error in both $H$ and $D_H$, except near $H=0$ and $H=1$ where MLE estimates $H$ better. In vesicle trajectories from two cell types, $H$ and $D_H$ form a continuum rather than distinct modes of motion. The posterior probability that each window within a track is subdiffusive or superdiffusive shows that $26\%$ of MRC5 fibroblast and $21\%$ of HeLa vesicle trajectories contain both subdiffusive and superdiffusive windows, against $2\%$ and $7\%$ expected from estimation uncertainty alone. Intracellular cargoes therefore switch between subdiffusion and superdiffusion over time rather than forming populations with fixed $H$.