Papers

Inferring quantities of interest (QoI) from data is a central task in Science and Engineering. In such contexts, we often have access to both quantitative data and qualitative data. Quantitative data may be represented by noisy sensor measurements, simulation data, re-analysis data; qualitative data may be in the form of text descriptions of experimental setups, expected experiment outcomes, and human-perceived system behaviours. The task we address in this paper is the following. Given a training set of paired qualitative text and quantitative QoI data, we learn to exploit the inherent correlation between the two modalities to learn a highly informative data-driven natural-language-conditional Bayesian prior, such that when presented with a new physical system, we can coherently combine (i) the training dataset, (ii) qualitative text describing the new system, and (iii) a small number of noisy sensor readings from that new system, to perform inference and uncertainty quantification (UQ) over the QoI. To achieve this task, we develop two parallel approaches, one uses conditional diffusion and the other conditional autoencoders, and compare both against classical Bayesian methodology, unconditional generative models and deterministic supervised methods. Each approach has specific strengths and tradeoffs; conditional autoencoder offers theoretical tractability, allows for fast posterior sampling, and provides better-calibrated UQ, whereas conditional diffusion is explored for greater expressiveness and capturing complex posteriors with irregular QoI fields. The approach is tested on the steady-state heat equation, damped Helmholtz equation, and UK weather reanalysis data.

Learning the structure of latent factor models involves two central challenges: (1) estimating the number of latent factors and (2) learning the support of the mapping from latent variables to observed variables. This is especially challenging for nonparametric regimes and nonlinear settings. We propose a method for latent structure learning, based on pairwise dependence measures on the observed variables using a graph-theoretic representation. We show that both the number of latent factors and nonlinear mapping structure can be identified from the distribution of observed variables under mild structural assumptions. Unlike prior work restricted to linear correlations, we establish identifiability and consistency for a general class of dependence measures under nonlinear factor models. This motivates a Dependence Thresholding (DT) algorithm, which jointly estimates the number of latent factors and nonlinear mapping structure from observational data alone. We pair this with a neural network architecture constrained by the nonlinear mapping structure, to recover the nonlinear function. Through simulation studies, we show that the DT algorithm is accurate in practice, even when using flexible methods such as neural networks, and exhibits robustness against violations of its assumptions in high-dimensional settings.

We propose sliced Orlicz-Wasserstein (SOW) distance which is a generalization of sliced Wasserstein (SW) distance. SOW replaces the $L^p$ norm in SW with a Luxemburg norm cost induced by an Orlicz function $\phi$. First, we prove that SOW distance is a metric on the space of measures with finite Orlicz norm, and show that it recovers the SW distance when the Orlicz function is $\phi(x)=x^p$. Next, we derive the topological properties of the SOW distance. In particular, we show that convergence under SOW implies weak convergence, and the converse is true under the compact support condition. We then present the theoretical results for estimating the SOW distance. We derive sample complexity for both the distance itself and the powered functional of the distance, and prove their minimax optimality. In addition, we discuss the computational algorithm for approximating the SOW distance by Monte-Carlo estimation and bisection search, as well as the associated approximation error and computational complexity analysis. Our experimental results reveal the superior computational efficiency of SOW compared with Orlicz-Wasserstein (OW) distance. Also, in the experiments, we demonstrate the favorable flexibility of SOW distance over SW in detecting differences between distributions by comparing their performance in two-sample tests and evaluating generative models on image datasets.

Model distillation transfers capabilities through supervised fine-tuning (SFT) on teacher responses, often collected from commercial APIs, raising questions of model provenance. Existing distillation attribution methods have been largely evaluated on students immediately after the SFT step. However, a distilled model may undergo further SFT, preference optimization, or reinforcement learning before release, while an auditor may lack access to the pre-distillation checkpoint required by reference-based attribution. To close this gap, we propose SCOUT, an output-only method that aggregates recurring *syntactic patterns* into candidate profiles, filters low-contrast patterns, and calibrates student–candidate distances against inter-candidate distances. SCOUT supports attribution and abstention using only current texts, without model weights, token likelihoods, or historical checkpoints. Auditing publicly released descendants of distilled models spanning diverse post-training objectives, SCOUT consistently identifies the distillation source. Furthermore, tracing teacher-associated *syntactic signatures* along training trajectories reveals that they emerge during distillation and persist through subsequent preference optimization and reinforcement learning.

Domain Adaptation (DA) often lacks worst-case guarantees, while Distributionally Robust Optimization (DRO) based only on source data centers its ambiguity set at the source law and ignores available target structure. To bridge this gap, we introduce a doubly-anchored DRO framework whose ambiguity set is the intersection of $\phi$-divergence balls centered at the source law and a source-completed target reference law, the latter pairing the target covariate law with the source conditional law. We derive dual-induced adversarial bridge geometries for symmetric and asymmetric divergence pairings, notably introducing a Kullback–Leibler/squared-Hellinger (KL/HD) bridge. This asymmetric formulation yields a Lambert-$W$ geometry in which source-side exponential risk tilting and target-side Hellinger stabilization enter through distinct terms, attenuating, but not bounding, the effect of large likelihood ratios. Furthermore, without imposing covariate shift, we establish finite-sample generalization bounds for the minimizer of a structural, loss-agnostic density-bridge risk under bounded-overlap conditions; these bounds do not apply directly to the loss-aware DRO min–max estimator. We translate our framework into a bridge-weighted Nadaraya–Watson estimator, proving uniform consistency for the source regression function and pointwise asymptotic normality, with target recovery when the source and target regression functions coincide, as under covariate shift. Finally, an empirical evaluation on a domain-shifted Fashion-MNIST dataset illustrates the finite-sample stability of the asymmetric KL/HD bridge under severe synthetic target-covariate corruption.

We study distributionally robust reinforcement learning (DR-RL) in the average-reward setting under weak communication. Our main result provides finite-sample guarantees for estimating the robust optimal average reward and learning a near-optimal policy, covering both SA-rectangular and S-rectangular structures with divergence-based and distance-based uncertainty sets. Specifically, for Kullback–Leibler and $f_k$-divergence balls, we establish explicit radius conditions under which the robust average-reward Bellman equation admits a constant-gain solution, while for total variation and Wasserstein balls, any positive radius suffices without requiring the nominal MDP to be weakly communicating. Our algorithm is prior-knowledge-free and achieves sample complexities of $\widetilde O(|\mathcal{S}||\mathcal{A}|p_{\wedge}^{-1}\operatorname{Span}^{2}(u_{\delta}^{\ast})\epsilon^{-2})$ for estimating the robust optimal average reward and $\widetilde O(|\mathcal{S}||\mathcal{A}|p_{\wedge}^{-2}\operatorname{Span}^{2}(u_{\delta}^{\ast})\epsilon^{-2})$ for learning an $\epsilon$-optimal policy. Here, $p_{\wedge}$ is the smallest positive nominal transition probability and $u_{\delta}^{\ast}$ is a robust optimal bias function. We further provide an almost-tight explicit upper bound on $\operatorname{Span}(u_{\delta}^{\ast})$. Finally, we validate the predicted $n^{-1/2}$ convergence rate through numerical experiments.

We study how the affine geometry of finite ReLU networks is created at random initialization and reorganized by supervised training. We call a sign-changing zero of a hidden preactivation an activation switch and a point where the scalar network output is nondifferentiable a scalar kink. For one-dimensional input, conditioning on the preceding layers makes each preactivation Gaussian and affine on the cells of a random finite partition. This yields an exact finite-width conditional Kac-Rice formula for the expected number of activation switches along an input interval. For fixed depth and proportionally growing widths, the resulting switch intensities converge to explicit deterministic limits. A visibility estimate shows that the expected number of switches that do not produce scalar kinks is negligible, yielding an explicit leading formula for the expected number of scalar kinks and hence affine regions. In higher input dimensions d >= 2, the analogous conditional surface formula yields the leading expected (d-1)-dimensional Hausdorff measure of the scalar kink set. On the Breast Cancer Wisconsin data, the initialization formula accurately predicts switch counts along held-out segments. After training, switch counts decrease along within-class segments and increase along between-class segments. Thus, training redistributes rather than merely contracts affine complexity.

Multiobjective Bayesian optimization (MOBO) with Gaussian process (GP) surrogates is a sample efficient approach to solving multiobjective optimization problems. In MOBO, a Bayesian decision theoretic acquisition function guides the adaptive selection of new candidate inputs, on which objectives and constraints are evaluated to update the surrogate model sequentially. Existing approaches maintain independent GP models for the objectives and constraints, with new observations evaluating all objectives and constraints in a coupled fashion. However, the objectives and constraints often contain inherent correlations which, if exploited, can enable ${decoupled}$ evaluations where only a subset of them are evaluated at each round. We present a new approach that leverages a multitask GP model to jointly learn all objectives and constraints, and propose a total correlation metric that enables identifying an ${optimal}$ subset of objectives and constraints to be evaluated at every round, even under uniform evaluation costs. Theoretically, we show that our acquisition policy is asymptotically consistent despite decoupling and that our proposed decoupled subset selection rule maximizes the expected posterior entropy reduction about unevaluated tasks under mild conditions. Empirically, we show that our approach outperforms coupled and decoupled baselines in the state of the art.

We study smoothed online prediction with bounded adversarial responses. This widely studied framework bridges i.i.d. sampling and adversarial covariate selection through a smoothness parameter $\textsf{C}_{\textsf{cov}}$, which bounds conditional covariate densities relative to a fixed, unknown base measure. We propose Hedge-Cover, an information-theoretic algorithm that achieves sublinear regret $\widetilde{O}(\sqrt{\text{Pdim}(\mathcal{F}) \textsf{C}_{\textsf{cov}} T})$ for function classes with bounded pseudo-dimension. The algorithm aggregates a carefully constructed family of experts using Hedge, with a prior that links regret to the number of disagreements between a consistent selector and a target function. We bound this number by exploiting covariate smoothness. This answers an open problem posed in \cite{blanchard2025agnostic} on the minimax optimal adaptive regret of the smoothed online regression problem. We establish a matching lower bound for the class of linear predictors. The main intricacy of the lower bound lies in explicitly constructing a challenging sequential covariate distribution supported on mutually orthogonal hyperplanes. This construction may be of independent technical interest. Finally, we revisit the well-specified setting and quantify the effect of response noise. For conditionally $\nu^2$-subGaussian responses, we extend the existing lower bound under realizable responses by showing that the minimax expected regret is $\Omega((1\vee \nu)\sqrt{(\textsf{C}_{\textsf{cov}}-1)dT})$ for a function class of VC dimension $d$. A corresponding upper bound for ERM matches this dependence on $\nu$.

Bayesian state estimation for high-dimensional nonlinear dynamical systems entails a fundamental tension between statistical fidelity and computational tractability, as particle weights can collapse, while Gaussian ensemble updates can miss non-Gaussian posterior structure. Score-based diffusion filters offer a sampling-based alternative, but existing training-free score filters often rely on heuristic likelihood corrections, which can compromise posterior accuracy by neglecting uncertainty about the system state associated with each noisy reverse particle. To address these issues, we propose AECSF, a training-free adaptive ensemble conditional score filter. AECSF constructs an analytically tractable score estimator from the conditional Tweedie identity, which recasts noisy posterior score estimation as estimating the conditional mean of the system state given a noisy reverse particle and the observation. To estimate these conditional means efficiently, AECSF employs a shared adaptive weighted proposal ensemble, while particle-specific conditional weights yield an estimate for each noisy reverse particle without separate proposal sampling. The proposal ensemble is updated using reverse-particle information within the same reverse-diffusion run to improve conditional-mean estimation. Theoretically, we characterize when a fixed weighted proposal measure yields the exact noisy posterior score. Under stated assumptions, we establish a bound relating conditional-mean estimation errors to reverse-sampling endpoint error. Numerical experiments demonstrate that AECSF improves the accuracy of posterior sampling and nonlinear filtering in high-dimensional problems with limited forecast ensembles.

Amortized neural likelihoods enable computationally expensive inference for models with analytically intractable or unspecified likelihoods, but their black-box nature limits interpretability. We introduce a symbolic distillation pipeline that converts trained neural likelihoods into explicit, interpretable expressions optimized for efficient parameter estimation. Our approach uses a recovery-directed objective to guide symbolic regression toward expressions that preserve parameter-recovery accuracy rather than merely approximating the likelihood function. Candidate expressions are evaluated on held-out datasets and selected using a criterion that jointly accounts for expression complexity, parameter-recovery performance, and distributional distance from the learned likelihood. We evaluate the pipeline on the diffusion decision model, a classical cognitive model, whose analytically tractable likelihood provides ground truth for controlled evaluation. The proposed recovery-directed objective improves parameter recovery over standard symbolic-regression objectives. The resulting symbolic likelihoods enable over 100 times faster parameter evaluation than both neural likelihoods and, when available, the exact likelihood, while maintaining a manageable loss in precision. We further demonstrate these computational benefits in Bayesian hierarchical inference on empirical data. Our pipeline provides a lightweight interface for integrating symbolic distillation with existing neural-likelihood estimation methods and can be adapted to a range of simulation-based inference settings.

We study the generalization of spectral gradient descent (SpecGD) in overparameterized matrix classification with corrupted labels. Each input combines a shared low-rank signal with a rank-one sample-specific perturbation, referred to as a shortcut, that enables memorization but does not generalize. We contrast collapsed shortcuts, which share a singular direction, with dispersed shortcuts, which occupy distinct singular directions. Changing only this geometry can reverse the relative generalization of GD and SpecGD: collapsed shortcuts can favor SpecGD, while dispersed shortcuts can favor GD. In the dispersed regime, exact shortcut orthogonality eliminates the signal from the late-stage SpecGD direction, while vanishing random correlations collectively generate a small but generalization-relevant signal through a second-order effect. To identify the direction selected by SpecGD, which the spectral max-margin problem alone does not determine, we combine a refined analysis of its dual with the exponentiated-gradient dynamics of normalized loss weights. Finally, we show that a single SpecGD step can already interpolate and generalize well, while continued training converges to a direction with substantially worse generalization.

Stochastic gradient descent (SGD) is widely used to train machine learning models, but subsampling the training data introduces noise into its updates. The strength and applicability of high-probability guarantees therefore depend critically on how the tails of gradient noise are modeled. Reports of heavy-tailed gradient noise in deep learning motivate relaxing the bounded-noise and sub-Gaussian assumptions commonly used in high-probability analyses of SGD. We use Young functions from Orlicz space theory to describe noise tails in a common framework. We model SGD gradient noise by adopting a Young function that preserves the finiteness of all polynomial moments while allowing tails heavier than sub-Weibull, including lognormal distributions. The resulting class is called $\beta$-heavy-tailed, with $\beta$ controlling the tail heaviness. We establish concentration inequalities for $\beta$-heavy-tailed noise and combine them with a uniform bound on the difference between empirical and population gradients along the SGD trajectory to obtain high-probability bounds on optimization and population-risk stationarity for smooth nonconvex losses under trajectory assumptions. The bounds are not restricted to a particular learning-rate decay rule and make explicit the effects of noise tails and learning-rate schedules. Under the Polyak-Łojasiewicz condition, we bound the risk at the last iterate. We also analyze SGD with gradient clipping under the $\beta$-heavy-tailed noise model.

Nonlinear dynamical systems with memory arise across science and engineering, yet uncertainty quantification for efficient forecasting methods such as Next Generation Reservoir Computing (NGRC) remains underdeveloped. We study Bayesian ridge and conformal prediction intervals for NGRC and characterize when their uncertainty estimates agree or differ. In low dimensions, their asymptotic widths are governed by different summaries of the residual distribution, so agreement depends on residual shape rather than dimensionality alone. In high dimensions, regularization introduces a further tradeoff between estimation variance, shrinkage bias, and posterior uncertainty, leading to an explicit transition between regimes where Bayesian intervals are wider or narrower than conformal intervals. We extend these results to quadratic NGRC feature maps and give sufficient conditions for transferring the analysis to temporally dependent forecast windows. Simulations and real-data experiments support the theoretical predictions and illustrate how residual distribution, regularization, dimensionality, and distribution shift affect interval calibration and efficiency. These results provide a principled framework for choosing and interpreting uncertainty quantification methods in reservoir-based forecasting.

We study fully online fixed-confidence causal discovery without any historical observational data. Starting from zero samples, the learner sequentially selects interventions to recover both the causal DAG and its edge weights under a linear-Gaussian structural equation model. We establish an instance-dependent lower bound for any $(\epsilon,\delta)$-correct algorithm and propose FOCUS, which adaptively allocates interventions through an online max–min game. A key contribution is a computable concentration inequality for the accumulated KL divergence involving causal parameters shared across interventions. We prove that FOCUS is $(\epsilon,\delta)$-correct and that its expected stopping time matches the lower bound in its $\Theta(\log(1/\delta))$ dependence up to an instance-dependent constant. Experiments demonstrate improved structure and edge-weight recovery and confirm the predicted stopping-time trend. Our codes are available on https://anonymous.4open.science/r/FOCUS_code-76E5

Linear bandits model sequential decision-making problems with noisy rewards that are linear in the decision variable, where an agent must simultaneously learn about an unknown parameter that governs the mean rewards, while maximizing (expected) rewards over time. Two prominent algorithmic families–upper confidence bound (UCB) and Thompson sampling (TS)–achieve a balance of exploration (to estimate said parameter) and exploitation (utilization of knowledge about it) across time. The quality of estimation of that parameter depends on the eigenvalues of a design matrix. In this paper, we begin by showing that if the inference quality obtained from exploration, encoded in the minimum eigenvalue of the design matrix, grows $\gtrsim \sqrt{t}$ with time $t$, while actions remain sufficiently concentrated for exploitation, then an algorithm produces optimal high-probability $\mathcal{O}(\sqrt{T}\log T)$-regret rate over a time-horizon $T$ for spherical action sets. This analysis is algorithm-agnostic and follows an alternative route to the classical optimism-based elliptical-potential argument for regret analysis. Then, we illustrate that variants of UCB and TS satisfy the inference and concentration properties and in turn, enjoy optimal regret rate. In effect, our results provide a modular framework that can be used to analyze linear bandit algorithms and explicitly connect quality of parameter estimation to optimal regret accumulation.

Deep ReLU networks are piecewise-affine mappings that partition the input space into cells, each characterized by a distinct activation pattern. This structure motivates fitting a local linear model within each cell to preserve predictive accuracy while improving interpretability. The challenge is to identify regimes that are stable, data-adaptive, and easy to explain. We propose REALM, a mixture of linear models whose regimes are induced by neural activation patterns. Because the number of activation cells in a deep neural network (DNN) can grow rapidly with depth, we first distill a deep teacher into a wide, shallow student network (WSSN), then binarize and cluster its hidden-layer activations to define the regimes and fit a linear model within each regime. Since the regimes are discovered from internal structure, the router does not carry the predictive burden. To make regime assignment interpretable, we train a multiclass logistic regression, the explanatory gate, to reproduce the regime assignments. The two-level structure is interpretable at both stages in terms of raw tabular or learned convolutional features: the gate identifies features that determine regime assignments, while the linear models identify features that drive predictions within each regime. We analyze an idealized setting that illustrates a trade-off between partition complexity and stability: as the number of regimes grows, finer partitions can improve approximation but may reduce regime-assignment stability. Experiments on tabular and image datasets show that REALM achieves competitive predictive performance relative to other DNN-guided mixture surrogates and inherently interpretable models while producing stable regime-level explanations.

We study whether benchmarks reliably guide model selection as developers adapt to evaluation feedback across multiple criteria. We find that the worst-case test-set size needed to estimate the best score among $k$ adaptively chosen models, under any convex combination of the criteria, grows exponentially with the number of criteria, reaching the $\Theta(\sqrt{k})$ cost of answering $k$ adaptive statistical queries with only $O(\log k)$ criteria, at fixed accuracy and confidence. In attacks on multi-task large language model benchmarks with five to ten criteria, feedback restricted to nondominated task profiles produces large reused-to-held-out score gaps and frequent false winners. These results challenge a prominent explanation for prior observed reliable benchmark reuse—that developers mainly respond to convincing improvements over the current best—in rich-feedback settings, while leaving open how often ordinary model development encounters this vulnerability.

The neural scaling law relating longer training to better performance through a power law is central to today's large language models (LLMs), yet its origin remains debated. One recent proposal is that power laws can emerge from the strong non-linearity of a single softmax head learning peaked distributions. What happens with multiple softmax functions, as in LLMs, is unclear. Here, we show through toy models that any softmax learning peaked distributions, regardless of its position in the model, can develop logit magnitudes that grow in a power law with exponent $1/3$, becoming a training bottleneck whose loss contribution decays as a power law with the same exponent $1/3$. The overall loss therefore obeys $1/3$ scaling whenever at least one softmax learns peaked distributions. We confirm that many softmax functions in LLMs learn peaked distributions and that LLM loss scaling matches this $1/3$ prediction. Moreover, logit growth dynamics reveal that attention heads, rather than the language modeling head, are the bottleneck likely driving the $1/3$ loss scaling in LLMs. Attention trying to concentrate on specific information, which is the heart of Transformers, may therefore also be the heart of the neural scaling law of training.

The partial area under the receiver operating characteristic curve (pAUC) is an important performance metric for binary classification that summarizes true positive rates within a specific range of false positive rates (FPRs). Classifiers that achieve high pAUC need to be obtained in many real-world applications such as cybersecurity, medical care, and advertising. Although many methods for maximizing the pAUC have been proposed, they typically require both labeled positive and negative data for training. However, in practice, labeled negative data are often difficult to collect due to privacy concerns or the need for high expertise to annotate them. In this paper, we propose a method for maximizing the pAUC from positive and unlabeled (PU) data without negative data. Within an empirical risk minimization framework, we show that the pAUC, including its FPR-dependent thresholds, can be represented using only the positive and marginal densities, and derive an empirical estimator from PU data. A classifier is then trained by maximizing the derived smoothed empirical pAUC estimator. We experimentally demonstrate the effectiveness of the proposed method with ten real-world datasets.

Pooled statistics of Transformer weights obscure how magnitude is distributed across functional channels, while individual weights are too numerous to compare directly. We study the mesoscopic level between them: row and column scale fields, the median-centred log-RMS profiles of a weight matrix over its channels, which together with a global scale and a full balanced core represent the matrix exactly. Across public Pythia checkpoints at four sizes and controlled runs from three initialization families, balancing reveals similar measured core magnitude profiles. A mixture bridge, with its form fixed before the analysis and its coefficients fitted, predicts the pooled-shape departure from field width on held-out runs and data arms of the controlled grid. The indexed fields retain further structure: they align across projections that share a functional channel, and query/key profiles follow reassigned RoPE frequencies rather than fixed matrix coordinates. Training trajectories show early field formation followed by component-dependent broadening or recession. Extending the channel-based analysis to AdamW's second moment reveals related functional organization in its log-space row and column factors. Finally, edits of a frozen checkpoint separate reciprocal scale balance, which preserves the forward computation, from relative channel gain: flattening the gain increases in-distribution loss while preserving matrix norms and the balanced core. Row and column scale fields thus connect pooled magnitude statistics to channel organization and provide coordinates for tracking and testing trained weight structure.

Physical systems evolve continuously in time, yet their states are typically observed only at discrete times. Generating trajectories consistent with their probability densities from such observations therefore requires capturing the continuous-time evolution rather than only learning transition mappings between consecutive observations. We propose PhiBE-Flow, a framework that directly estimates the probability velocity field induced by the stochastic differential equation (SDE) which governs this continuous-time distributional evolution. PhiBE-Flow learns from discrete observations using a model-free approach requiring neither known SDE coefficients nor score estimation. We establish convergence guarantees for the method, accounting for both time-discretization and finite-sample errors. We evaluate PhiBE-Flow on systems of increasing complexity, from controlled stochastic numerical systems to Navier–Stokes dynamics and real-world videos. Our results show that PhiBE-Flow accurately recovers probability flows of stochastic dynamics, preserves multiscale physical statistics, and improves video generation performance over representative baselines. The code is available at https://github.com/R1fe/PhiBE-Flow.

The rank $r$ in LoRA is widely treated as a capacity control: a smaller rank is assumed to yield a simpler model that generalizes better. We show that, under hard per-factor norm budgets—the idealization of the weight decay and norm control used in practice—this intuition breaks down. The reason is structural: under such budgets, the updates LoRA can reach are exactly the matrices of rank at most $r$ inside a nuclear-norm ball, and every complexity and displacement functional we analyze is maximized over this set by a rank-one update—so the rank cap never binds. The consequences follow directly. The linear-readout model class we study is identical for every $r \ge 1$, its Rademacher complexity carries no dependence on $r$, and the distance the adaptation can move the source distribution obeys a rank-independent upper bound that we show is sharp. If rank does not control capacity, where does it act? We identify two places. Statistically, replacing the per-factor budgets with a joint budget on the product restores a data-dependent, rank-sensitive complexity bound—though the gain appears only for well-spread feature distributions, and the worst case remains rank-free. Spectrally, rank sets the price of adaptation: canceling the leading singular directions of the pretrained weight requires both sufficient rank and sufficient budget. We bound the smallest rank achieving a desired source–target alignment, with upper and lower bounds that match under two-sided spectral decay. Together, these results recast rank as governing which updates are reachable and what cancellation costs—not how much capacity the model has.

Generating independent, equilibrium samples of molecular systems at scale remains a central obstacle in computational statistical mechanics. Boltzmann Generators address this by pairing a generative model with importance sampling to obtain consistent samples from the target distribution. We introduce Normalizing Flow Flow Maps (NF$^2$M), which combines the strengths of recent stochastic flow maps with the tractability of classic normalizing flows to build a Boltzmann Generator. Unlike most methods, which correct the generative model only at the end, NF$^2$M reweighs each denoising transition as generation proceeds, avoiding wasted compute on trajectories that are ultimately discarded. At each denoising step, a conditional normalizing flow proposes clean configurations given the current noisy state (a simpler task than sampling directly from the target) and its exact likelihood enables correcting each proposal toward the true denoising transition of the target Boltzmann distribution. This is in contrast to most existing methods, whose likelihoods are approximate or expensive to evaluate, undermining the statistical reliability of the correction. We establish consistency of the corrected transitions and bound how approximation errors propagate through the sampling chain. We evaluate NF$^2$M on peptide systems, demonstrating improved sampling efficiency and sample quality.

Multi-objective Bayesian optimization (MOBO) is commonly approached through specialized acquisition functions or scalarization schemes designed to explicitly account for trade-offs among non-preferential objectives. In this work, we show that such complexity might be unnecessary. We propose a framework that extends standard single-objective acquisition functions directly to the multi-objective setting through a hypervolume-based transformation. We further extend hedge strategies for acquisition functions, which are typically used only in single-objective optimization, to the multi-objective regime. Our approach requires minimal modification to existing Bayesian optimization pipelines and avoids the need for bespoke multi-objective formulations. We demonstrate how a broad class of commonly used single-objective acquisition functions and hedge strategies can be adapted in a principled manner to handle multiple objectives, while preserving their intuitive interpretation and computational efficiency. Empirically, we evaluate the proposed methods across a range of synthetic and real-world multi-objective benchmarks. Despite their simplicity, our extensions consistently match or outperform more complex state-of-the-art MOBO methods in terms of optimization performance and sample efficiency. These results suggest that effective multi-objective Bayesian optimization can be achieved by reusing and carefully extending well-established single-objective acquisition strategies, offering a simpler and more flexible alternative to existing approaches.

Recent literature has shown a strong connection between optimization and sampling. We develop the corresponding first-order theory for diffusion models. First, the SDE-based reverse-time flows of overdamped and underdamped Langevin diffusions contract relative Fisher divergences at explicit exponential rates whenever the stationary potential of the forward process is strongly convex—a condition on the noising process one chooses, not on the data. This is a unique advantage of SDE-based reverse diffusion, absent in the reverse process based on ODEs. Second, we incorporate discretization and establish averaged first-order stationarity bounds—the sampling analog of averaged gradient-norm guarantees in nonconvex optimization—for samplers of both overdamped and underdamped diffusion models. As in nonconvex optimization, the convexity-free certificate is local: it guarantees score consistency, not global mode weights.

Deep learning has substantially accelerated the calibration of complex stochastic-volatility models, but neural point calibration alone does not capture the uncertainty remaining after an implied-volatility (IV) surface has been observed. We develop a simulation-based inference framework for rough Heston (rHeston) calibration that learns the posterior distribution of the model parameters conditional on an IV surface. Using neural ratio estimation, we obtain calibrated posterior samples that can be propagated through heteroscedastic neural surrogate pricers for path-dependent exotic options. The resulting posterior-predictive distributions combine residual parameter uncertainty with conditional surrogate uncertainty and yield uncertainty-aware price intervals. We further introduce Hellinger-SHAP, an information-theoretic explainability method for posterior inference. Rather than attributing a single parameter point estimate, it applies local-background Kernel SHAP to a posterior-information functional measuring contraction from the prior to the posterior. This identifies maturity–moneyness regions associated with posterior information gain for individual rHeston parameters. In a simulation study, posterior-predictive intervals provide calibrated or conservative coverage across forward-start, barrier, and realized-variance claims, while point plug-in prices can be materially unreliable for selected contract regimes. Together, the UQ and XAI analyses provide a transparent framework for uncertainty-aware neural calibration and downstream exotic pricing under the specified prior-predictive model.

Outliers are essential for evaluating and improving the robustness of machine learning systems, especially when future distributions may differ significantly from historical training data. In high-stakes applications, robustness often depends on rare cases that finite datasets fail to capture, making simple resampling or perturbation insufficient for stress scenario generation. Existing outlier synthesis methods typically rely on sparse neighborhoods, low support latent regions, or classifier boundary crossings, which can be heuristic, unstable, and tied to specific modalities or architectures. We therefore propose Sinkhorn Boundary Outlier Generation (SBOG), a structured framework for latent-space outlier generation that couples Sinkhorn optimal transport geometry with distributionally robust boundary modeling. The resulting Sinkhorn-induced support cost guides the sampler toward weakly supported boundary regions, while semantic constraints prevent uncontrolled drift from the intended context, yielding controlled deviations from the in-distribution reference measure rather than arbitrary sparse-region samples. Experiments on time series anomaly generation and image outlier synthesis show that our framework produces informative, semantically controlled outliers and improves downstream robustness evaluation across modalities, providing a foundation for stress scenario generation beyond empirical support.

Transformers have become a central architecture for in-context learning (ICL), particularly through their state-of-the-art performance in large language models. This success motivates understanding how transformers exploit task-relevant structure in geometrically heterogeneous data. However, existing nonparametric ICL theory has largely focused on Euclidean domains or single-manifold models. To address this gap, we study the prediction problem under unknown local geometry, modeled by sample size-dependent mixtures of manifolds with heterogeneous dimensions, smoothness, and sampling masses. Under local separation and small-perturbation conditions, we establish a minimax lower bound capturing the aggregate difficulty of the components and construct an oracle tangent local-polynomial estimator with a matching upper bound. This estimator is connected to a structure-informed, two-stage softmax transformer with a geometric preconditioner and chartwise reduced local-polynomial solvers. The transformer achieves negligible approximation error relative to the minimax rate with logarithmic depth and polynomial size. Finally, we derive an in-context generalization bound for near empirical risk minimizers over this class. Together, these results identify conditions under which the resulting predictor exploits local geometry and attains the aggregate minimax rate.

Machine learning has become the standard tool for the design of interatomic potentials which balance efficiency and accuracy, but uncertainty quantification remains an open problem. Multiscale simulations introduce an additional challenge: robust uncertainty quantification across scales. Even within one scale, computations are often multistage, producing a sequence of target quantities, each dependent on the previous, and each with some uncertainty. Conformal methods have emerged as a model agnostic framework for recalibrating surrogate predictions to produce sets which contain the truth at a user-specified rate. For multistage workflows, we require uncertainty calibration for multiple chemical properties and atomistic configurations, and we want to propagate uncertainty sets to downstream quantities of interest. Such propagation should capture the error cancellations which occur in many downstream targets in materials science; for instance, an approximate energy difference is often more accurate than individual energy predictions. We present the first exploration of multivariate conformal methods for chemical properties, including Bonferroni-corrected hyperrectangles, hyperellipsoidal sets based on the Mahalanobis distance, and custom loss functions within conformal risk control. Calibration is applied directly to predicted energies, atomic forces, and virial stresses, then propagated to elastic constants and vacancy formation energies employing a variety of commonly considered approximate protocols in materials modeling. We highlight the benefits of building correlation predictions into the conformal procedure, making it possible to build sets which capture near symmetries and error cancellation. We conclude with a discussion of the interplay of the employed approximate computational protocol and conformal guarantees.