Papers

Conformal prediction provides marginal coverage guarantees, yet practitioners may wonder if the observed coverage is truly abnormal or consistent with sampling variation. Inference for realized coverage has received comparatively little attention, especially for time series. We study split conformal prediction with adjacent calibration and test sets of temporally dependent data. Using the functional dependence measure, we derive non-asymptotic bounds on marginal coverage error without mixing assumptions, which can be difficult to verify and may fail even for simple short-memory models. We establish a Bahadur representation to derive, to our knowledge, the first central limit theorem for realized coverage of split conformal prediction under temporal dependence. A consistent block-based estimator of the standard error yields an asymptotically justified test. We further study long-memory time series, which remain understudied in conformal prediction. For Gaussian linear processes, we show how very strong temporal dependence can lead to a non-Gaussian limiting law of realized coverage and establish block-sampling inference with an estimated normalization. The resulting theory explains how temporal dependence changes coverage uncertainty.

We study conformalized quantile regression and conformalized median regression that fit a model on one block of a time series and calibrate the conformal interval on the adjacent block. The existing theory of conformal prediction for time series rests largely on mixing conditions, which are hard to verify from a time-series model and fail for many standard processes, including simple ones with short memory. We replace this theoretical toolbox with the functional dependence measure, which in principle accommodates long-memory observations. The accuracy of the conformal interval length for time series has been understudied. To the best of our knowledge, this paper is the first work that establishes non-asymptotic coverage guarantees and accuracy of interval length simultaneously for split conformal regression on time series. Furthermore, for Gaussian linear processes with long memory, where both the estimation of the center and its calibration converge slowly, we establish a sharper rate for the length error. We show that the calibrated length converges faster than the estimated center itself, and provide a matching lower bound for the usual centers when the calibration block is sufficiently large relative to the training block. To our knowledge, this is the first theoretical analysis of conformal interval length dedicated to long memory.

Weak-to-strong generalization (W2SG) occurs when a student trained on a teacher's predictions outperforms that teacher. We study when this happens under fully converged, ridgeless two-stage learning, with no early stopping, no explicit regularization, and no assumption that the student is more expressive than the teacher. In two-stage linear regression, a teacher is fit from $n$ labeled examples and a student is trained solely on the teacher's predictions on $m$ fresh, unlabeled inputs. Although both stages share the same hypothesis class and the same training rule, we show that the student outperforms the teacher exactly when $m$ lies in an explicit intermediate range: too few pseudo-labels leave the student without enough signal, too many let it inherit the teacher's noise. Under power-law covariance, we derive this range in closed form as a function of the spectral decay and noise level, including regimes where the improving region splits into two disjoint intervals of $m$. We then study a random-feature model in which the student has strictly more features than the teacher, and identify two regimes, again given by explicit thresholds: one where improvement occurs only for $m$ in a bounded interval, and one where it occurs only once the student width $N_S$ exceeds an explicit threshold. Both regimes are governed by a single "active-bottleneck" principle: whichever of $m$ or $N_S$ is scarcer controls how much teacher error is filtered out, while increasing the other resource only reduces estimation noise. Together, these results show that finite data and finite width can themselves regularize a two-stage learner, with no explicit mechanism doing so.

We consider binary prediction with i.i.d. contexts from an unknown distribution and adaptively chosen losses. We show that a simple Follow-the-Perturbed-Leader algorithm using a Gaussian perturbation for each observed context achieves $\widetilde O(\sqrt{T\log N})$ regret for a class of $N$ experts, while requiring one optimization-oracle call per round and no explicit enumeration of the class. For an infinite hypothesis class $\mathcal H$, the same algorithm achieves $\widetilde O(\sqrt{T\operatorname{VC}(\mathcal H)})$ regret. This resolves an open problem posed by Lazaric and Munos (2012), showing that hybrid classification is computationally as easy as statistical learning. As an application, we reduce the problem of contextual bandits with $K$ actions to classification through uniform exploration, achieving $\widetilde O(K^{2/3}T^{2/3}(\log N)^{1/3})$ regret. This matches the best known dependence on the horizon while removing the context-distribution access required by prior oracle-efficient methods.

Inverse Optimal Transport (OT) based methods for representation learning learn representations such that the global OT coupling between a pair of data marginals in the representation space, concentrates on the positive pairs. This is in contrast to previous methods that primarily focused on pairwise matching. However, these methods $\textit{DO NOT}$ utilize negative pairs and hence are not truly contrastive in their approach. We show that this leads to issues of dimensional collapse and hence degraded downstream performance. To alleviate this, we develop a novel multi-marginal (MM) inverse OT (IOT) contrastive learning (CL) approach called Neg-MMIOT-CL, which learns representations such that the global multi-marginal OT (MMOT) coupling between a triple of data marginals, with respect to a carefully designed ground-cost between triplets of data points in the representation space, concentrates on the anchor-positive-negative $\textit{triplets}$. For a latent class model, we empirically show that Neg-MMIOT-CL alleviates dimensional collapse. Furthermore, for a specific choice of ground cost for all triplets in representation space, we prove that the optimal representation configuration for Neg-MMIOT-CL exhibits equiangular property for within-class and across-class representations, which translates to Neural-Collapse when the representation dimension is larger than the number of classes minus one – a result that is $\textit{previously established only}$ for pairwise contrastive learning methods. Finally, we propose Neg-IOT-CL-PushPull, that is a computationally efficient alternative to Neg-MMIOT-CL, alleviating the high cost of computing MMOT plans needed during implementation. We apply these methods on both synthetic and real-world datasets and show significant improvements over existing OT-based contrastive learning methods.

Estimating causal effects with continuous treatments in observational studies is challenging due to confounding, model misspecification, and high-dimensional covariates. We propose the Weighted Spline-Expanded Network (WSENet), an end-to-end neural framework that addresses these challenges by combining covariate balancing, structured treatment embedding, and bias-corrected outcome estimation. WSENet first applies Distance Covariate Optimal Weights to induce distributional independence between covariates and treatment without relying on parametric models. It then learns the conditional outcome via a structured network that fuses outcome-relevant representations of covariates with a spline-expanded treatment input, enabling smooth and flexible modeling of the dose-response relationship. To mitigate residual bias, we introduce Weighted Targeted Regularization, a correction technique based on efficient influence functions that yields a doubly robust estimator. Extensive evaluations on semi-synthetic and real-world datasets, including high-dimensional genomic and environmental health data, demonstrate that WSENet consistently outperforms existing baselines in both accuracy and stability.

Knowledge Distillation (KD) has emerged as a vital paradigm for transferring the capabilities of high-capacity models to efficient “student” counterparts, addressing critical challenges in computational cost, deployment constraints, and privacy-sensitive settings. Although KD is widely used in practice, it is often viewed primarily as an engineering technique, with a unified statistical perspective remaining less developed. This review bridges that gap by presenting a unified Bayesian formulation of KD that formulates teacher predictions as prior information. This provides a principled interpretation of how teacher information is incorporated into student learning and establishes a rigorous connection to uncertainty quantification. We demonstrate how this foundational lens reconciles classical distillation with modern extensions in generative and foundation-model systems, showing that contemporary developments remain rooted in these same statistical principles. By synthesizing theory with emerging methodologies and diverse applications, this review provides a conceptual roadmap and identifies critical open problems for the future of the field.

Continually adapting models to new tasks requires retaining earlier knowledge under limited memory and computation. Experience replay addresses this challenge, but priorities based on individual loss increases overlook how related memories respond to the same update and can overemphasize isolated responses. We introduce SPatial coHErent risk control for REplay (SPHERE), a general replay-allocation method applicable across a broad range of learning settings. SPHERE uses a representation kernel to aggregate signed prospective loss changes, attenuating unsupported spikes while retaining coherent increases. It then formulates allocation as entropy-regularized transport, redistributing uniform source mass toward supported high-risk regions while penalizing long-distance transfers. We derive replay coefficients from the transport objective's sensitivity to the original loss changes and blend them with uniform replay to maintain baseline rehearsal. Our analysis establishes conditions under which kernel aggregation improves risk estimation and bounds transport-value inflation due to residual noise and smoothing bias. Experiments demonstrate that SPHERE improves accuracy and reduces forgetting across noisy-label vision tasks, continual language-model instruction tuning, and code-generation reinforcement learning with incomplete test rewards.

Understanding why predictors can generalize despite interpolating noisy training data is a central puzzle in machine learning. Most work on such "benign overfitting" studies minimum-2-norm linear regression, reflecting the inductive bias of gradient descent. However, modern optimizers such as Adam and Muon use non-Euclidean update geometries, favoring solutions associated with other norms. Analyzing regression for non-Euclidean norms is substantially more difficult, with known results essentially limited to Gaussians. In this paper, we develop a method to analyze benign overfitting in linear regression for general norms and general (sub-Gaussian) distributions. As a special case, we prove that minimum-p-norm interpolation with p>1 can benignly overfit even for non-Gaussian distributions, under suitable conditions. Perhaps surprisingly, for the 1-norm, benign overfitting does not hold in general for well-behaved (but non-Gaussian) distributions, showing that existing positive 1-norm results rely crucially on Gaussianity. Our proof analyzes the geometry of the dual optimization problem, using concentration and central limit tools to show it is approximately Euclidean in many high-dimensional cases.

We introduce RareTrap, a framework for estimating the probability of severe behaviors in black box large language models (LLMs). A key challenge for probability estimation is defining a tractable distribution over the input space. To accomplish that, RareTrap uses a surrogate LLM and constructs a geometry-aware mapping from a lower-dimensional latent reference space into its token-embedding space to induce an explicit and reproducible distribution over input prompts. A response-level performance function is utilized on the response to quantify behavior severity. This enables sequential rare event simulation that concentrates evaluations on progressively more severe behaviors while preserving probability under the induced prompt distribution, which would otherwise be prohibitive to measure. Across 10 open-weight and two frontier models (GPT-5.4 and Claude Sonnet 4.6), we find that RareTrap successfully induces severe resource consumption behaviors and computes their probability with as few as 200 evaluations. RareTrap provides model developers a principled approach for evaluating language models under a common distribution, and prioritizing alignment effort to improve safety and mitigate risks.

Time series forecasting requires extrapolating the dynamics of an observed process beyond the last available measurement. Yet recurrent forecasting models typically treat observations as inputs that directly control their latent dynamics. It leads to a regime change when these observations become unavailable at prediction time. Following a state-estimation perspective, we introduce Observer State-Space Models (OSSMs), a class of recurrent models that interprets the observed input time series as measurements of an underlying autonomous dynamical system. OSSMs explicitly separate latent-state propagation from measurement assimilation: a single transition governs the dynamics across both context and forecasting intervals, while available observations correct the estimated state through an observer. This formulation naturally exposes classical control-theoretic properties, including observability and convergence of the state estimation error. We further show that conventional and recent SSMs can be recovered as particular instances of our OSSM framework, thereby providing a unified interpretation of their recurrent dynamics and revealing modeling inconsistencies. We perform experiments across several benchmarks showing that OSSM achieves substantial improvements while maintaining the same parameter count and training setup as the corresponding SSM baseline. These results support a simple principle for recurrent forecasting: observations should correct the estimated latent state, rather than control the dynamics used to propagate it.

Automatic relevance determination (ARD) is the standard device for input selection in Gaussian process (GP) regression. By giving the covariance kernel a separate lengthscale for every input and learning those lengthscales by maximizing the marginal likelihood, ARD lets the data decide which coordinates matter: irrelevant inputs receive very large lengthscales and are effectively switched off. We trace this mechanism to the Bayesian Occam's razor embodied in the marginal likelihood, derive the gradient through which it prunes inputs, and emphasize that ARD delivers effective rather than exact sparsity. We review the algorithms used in practice and the rules that turn lengthscales into selections, and we survey the asymptotic theory, distinguishing the fixed-domain identifiability obstruction on the lengthscales from the high-dimensional selection-consistency guarantees recently established for hierarchical GP priors, and noting what remains open for plain ARD. We compare ARD with spike-and-slab priors, sparse axis-aligned and global-local shrinkage priors including the Bayesian lasso and horseshoe, penalized likelihood kriging, sensitivity and projection criteria, and additive kernels. We argue that ARD endures because of its seamless integration with kernel learning, universal software support, and low cost, and we close with its limitations and remedies.

Automatic relevance determination (ARD), the default tool for variable selection in Gaussian-process (GP) regression, ranks inputs by inverse lengthscales – which measure how fast a function varies, not how much an input contributes to prediction – and offers no calibrated rule for deciding which inputs to keep. The prediction-centred alternative, the derivative sensitivity $\nu_j = \mathbb{E}[(\partial f/\partial x_j)^2]$, is available in closed form from a fitted GP, but turning it into a selection rule is harder than it looks: at a null input the estimator is a degenerate quadratic form, so Wald and Bernstein-von Mises cutoffs are anti-conservative, and the natural residual bootstrap is mis-scaled. We show that a studentized multiplier bootstrap of the GP derivative process repairs both, prove its validity through an invariance principle for quadratic forms, and obtain asymptotic family-wise and false-discovery-rate control across inputs. Over 100 replications the rule controls FDR wherever inputs are truly null, while uncalibrated derivative rankings breach the target by up to 2x and a Bernstein-von Mises cutoff by 2.2x; at matched FDR it loses no power; it holds under a Matérn kernel and input correlation up to 0.99; on real data with planted and authentic null inputs it admits 5-12x fewer spurious inputs; it costs 5-18% of the GP fit; and a block-averaged variant retains validity at cost linear in $n$.

Transformers have emerged as powerful architectures for learning solution operators of physical systems. Empirically the prediction error has been observed to decrease when the data size and model size increase, suggesting neural scaling behavior. Yet a theoretical understanding of such scaling laws for transformer-based operator learning remains limited. In this work, we develop a theoretical framework for characterizing the approximation and generalization errors of transformer-based operator learning. Our analysis builds on a local-to-global approximation principle that is naturally aligned with the softmax attention mechanism and yields discretization-invariant output functions. On approximation theory, we derive a universal approximation error of transformer-based operator learning for Hölder-regular operators. On generalization theory, we establish a power scaling law between the prediction error and the training data size. The rate of convergence represented by the scaling exponent explicitly reflects the dimensions of the input and output domains, the regularity of the underlying functions and operators, and crucially, the intrinsic dimension of the input function class. By exploiting this intrinsic low-dimensional structure, our analysis yields a power-law generalization rate for operator learning, in contrast to the logarithmic-type power-law rates appearing in existing analyses of operator learning with feedforward neural networks. Numerical experiments validate the predicted power-law scaling and confirm that the convergence rate varies systematically with the intrinsic dimension of the input function class.

Many probabilistic predictors must satisfy exact structure in every stochastic realization, yet common hard-constraint approaches form predictions in ambient coordinates and then correct or project them. We introduce SLP-ProbHard, a cross-family, representation-centered framework for probabilistic hard-constrained learning when explicit structural parameterizations are available. Its core object, a Structural Feasible Latent Parameterization (SFLP), combines a structural latent law $Z \sim P^Z_\theta(\cdot\mid x)$ with a feasible map $Y=h_\phi(x,Z)$ that satisfies the constraint for every latent realization. Together these components define the predictive law itself, including its support and boundary probabilities, rather than serving as a final feasibility wrapper. We study how feasible coordinates and maps affect stochastic dimension, dependence, calibration, expressiveness, and computation. Experiments use Gaussian latent laws and fixed geometry-derived maps across affine equalities, ordering and simplex constraints, nonlinear manifolds, and three structural representations of seven-basin hydrological flow-duration-curve (FDC) data. In an official-source affine comparison with ProbHardE2E/DPPL, both methods achieve zero practical constraint violations. SLP-ProbHard uses 8 instead of 11 stochastic coordinates and improves MSE/MAE, while DPPL yields better marginal CRPS and closer-to-nominal coverage; a paired test detects no Energy Score difference across ten seeds. Real-world affine and nonlinear FDC representations reduce 13 to 7 and 14 to 8 ambient versus computational coordinates, respectively. Exact feasibility alone thus does not determine a predictive law, motivating direct structural generation when meaningful feasible coordinates are available.

Conditional independence (CI) is a fundamental concept in statistics and machine learning. Recent advances in conditional generative modeling provide flexible tools for generative-model-based CI tests, which rely on an estimated conditional distribution to generate randomized samples. However, errors in estimating this distribution accumulate in existing Type I error bounds, and consistency of the generative estimator alone does not guarantee asymptotic Type I error control. To address this limitation, we formulate conditional generative modeling as a domain adaptation problem and leverage auxiliary data from multiple source domains to improve estimation in the target CI testing domain. We propose Domain-Adapted Diffusion (DA-Diff), a multi-source domain adaptation framework for conditional diffusion models based on weighted empirical risk minimization over both target and source domains. We establish the convergence rate of DA-Diff and show how transferable source data can improve target-domain estimation through an increased effective sample size while controlling transfer bias. Building on DA-Diff, we further propose Domain-Adapted Conditional Independence Testing (DA-CIT) and show that its Type I error satisfies $P(p \leq \alpha) \leq \alpha + o(1)$. Experiments demonstrate that DA-Diff improved conditional generation quality compared with transfer-learning diffusion baselines, while DA-CIT provides strong Type I error control and competitive power.

Weighted split conformal prediction reweights calibration scores by the likelihood ratio between the test and training covariate distributions and guarantees marginal coverage under covariate shift. We study its coverage conditional on the calibration data. An elementary argument, based on a single concentration inequality at a fixed population quantile, gives explicit training-conditional bounds without unspecified constants, and shows that the relevant scale is not the supremum of the likelihood ratio but a variance proxy built from the chi-squared divergence of the shift and from the average of the ratio over the part of the test population, of probability equal to the miscoverage level, where it is largest. A two-point lower bound shows that the root-m rate and the chi-squared contribution are intrinsic to the shift. Run at an explicitly inflated level, the weighted quantile becomes a deterministic PAC prediction set. We compare it with randomized rejection sampling and with importance-weighted learn-then-test and, through a certified choice of a clipping level for the likelihood ratio, map the regime in which each gives the narrower valid set. The analysis extends to estimated likelihood ratios and to tail functionals estimated from an unlabeled source sample, which yields a fully finite-sample certificate.

Many generative systems return multiple candidate responses and are evaluated according to the best one. Recent work shows that, when demonstrations are optimal, pass@$k$ can reduce the sample complexity of learning from demonstrations by a logarithmic factor in $k$. We ask what happens when the demonstrator is not assumed to be optimal. We find that multiple responses provide a qualitatively stronger benefit in this setting. In a finite reward-class model with no reward feedback, moving from pass@$1$ to any pass@$k$ with $k\ge2$ changes the worst-case dependence on target accuracy from $1/\varepsilon^2$ to $1/\varepsilon$, uniformly over demonstrator quality. Under standard evaluation, where an unknown reward is fixed before training, increasing $k$ provides an additional and distinct benefit: the optimal dependence on a reward class of size $N$ improves from $\log N$ to $\log N/\log k$. We further show that these two effects can be separated. Under robust evaluation, where one learned policy must compete with the demonstrator simultaneously for every reward in the class, the fast $1/\varepsilon$ dependence persists, while the $1/\log k$ improvement can disappear. We establish matching upper and lower bounds in the corresponding regimes and give a greedy multiplicative-weights learner achieving the upper bounds without any assumption on demonstrator quality.

Posterior sampling for reinforcement learning (PSRL) is one of the simplest and most effective exploration methods, but a basic question has remained open: does unmodified PSRL achieve minimax regret without structural assumptions on the prior? We answer yes. Exact vanilla PSRL is minimax optimal in leading-order Bayesian regret under arbitrary correlated priors. The difficulty is that a posterior-sampled transition model is coupled with its own continuation value. We overcome this with a common empirical transition reference that isolates the resulting value mismatch and a Bellman-based variance argument that controls it without an extra leading-order state-space factor. For finite-horizon, time-inhomogeneous tabular MDPs with unknown stochastic rewards, this yields the minimax $\widetilde{O}(\sqrt{SAH^3K})$ regret rate under arbitrary joint priors over rewards and transitions. The same proof principle gives the minimax $\widetilde{O}(d\sqrt{H^3K})$ rate for linear-mixture MDPs under arbitrary joint parameter priors.

Diffusion policies represent multimodal action distributions, but an advantage-weighted update does not specify how to sample from the resulting target distribution. We propose Schrödinger–Föllmer Actor–Critic (SFAC), an offline-to-online reinforcement learning (RL) method for Kullback–Leibler (KL)-regularized policy improvement through conditional diffusion. A minimax Bellman critic estimates the advantage function, which defines an exponentially tilted target policy. A Doob $h$-transform expresses this update as a correction to the reference diffusion drift. We derive a posterior-mean representation of the correction and estimate it using paired self-normalized importance sampling (SNIS). Supervised regression on these drift targets updates the neural actor without critic action gradients. In the small-update regime, the KL-regularized update follows the natural policy-gradient direction, and the Doob correction represents the same local change in the space of diffusion drifts. Under suitable conditions, we derive finite-sample bounds that separate the effects of critic estimation, neural drift regression, finite-sample SNIS, diffusion discretization, and inherited actor error on expected average policy suboptimality. Synthetic experiments assess the accuracy of approximation to prescribed advantage-tilted targets and sensitivity to sampling budgets. On six offline-to-online continuous-control tasks, a reference-anchored implementation achieves higher final-window returns than those of its corresponding offline initialization.

Evaluating a target policy using data generated by a different behavior policy remains a fundamental challenge in reinforcement learning. While most existing work relies on the standard one-step Bellman residual, we consider a convex combination of one-step and two-step residuals with a fixed mixing weight. In ideal settings, this mixed Bellman formulation can provide a natural bias–variance trade-off between approximation error under a restricted value-function class and the increased variance arising from multi-step importance weighting. To solve this mixed residual optimization, we adopt a minimax formulation involving a critic function. Unlike standard approaches that rely on a fixed functional class, we construct a data-dependent critic representation using predicted future feature directions which effectively induces a kernel adapted to the underlying transition dynamics. This allows the critic to focus on directions that are most relevant for the estimated Bellman error. To control overfitting, we use sample splitting to construct the critic and estimate the value function on separate data subsets. Simulation studies and MetaWorld tasks illustrate the effect of the mixing parameter and show that intermediate residual combinations can improve value estimation in challenging settings.

As recursive self-improvement (RSI) rapidly advances, reliable evaluation becomes critical for guiding adaptive search. RSI typically relies on finite evaluation resources, such as fixed benchmarks, to determine which modifications are retained and what is proposed next. However, when these finite resources are repeatedly reused, new candidates are proposed based on feedback from the same evaluation set, so the search trajectory can adaptively overfit and empirical improvement may not reflect genuine population improvement on the underlying task distribution. Some existing methods account for multiple comparisons but assume that candidates are chosen independently of the evaluation set, and therefore do not control this adaptive dependence. To address this, we propose REUSE (Risk-controlled Evaluation Under Sequential Evolution), a certified evaluation and promotion framework that allows a fixed evaluation set to support repeated adaptive decisions while providing statistical guarantees. For a user-specified error level $\alpha$, with probability at least $1-\alpha$, every promoted modification is a genuine population improvement on the underlying task distribution. REUSE achieves this by strictly limiting the evaluation feedback returned to the search process and accounting for possible promotion histories within the error budget. We develop detailed statistical theory for RSI evaluation in this setting, including simultaneous error control, valid lower bounds on cumulative improvement, and a characterization of the fundamental limits of adaptive evaluation reuse. In live self-improvement experiments, REUSE commits substantially fewer false promotions than evaluation frameworks from current RSI systems and error-controlled baselines, reducing the proportion of false promotions from up to 20.7% to 0%, while achieving final true population performance comparable to the best baselines.

For decades, statistical inference has largely been developed one problem at a time. Given a scientific target, such as a treatment effect or a regression function, statisticians design a problem-specific estimator together with a procedure for quantifying its uncertainty. This paper proposes a different paradigm. We focus on a classical problem in statistical inference, confidence interval construction, and develop TabCon, an amortized inference system built on a tabular foundation model that produces confidence intervals for new datasets through a simple forward pass. The key methodological ingredients of TabCon are a sparse mixture-of-experts architecture and reinforcement-learning-based post-training that calibrate the resulting confidence intervals to a desired coverage level. Across a wide range of benchmark datasets, TabCon attains near-nominal coverage while producing short confidence intervals. At inference time, it also offers considerably greater computational efficiency, running 50 times faster than the classical bootstrap procedure, even when the latter uses only 50 bootstrap samples.

Gaussian process stochastic differential equations (GP-SDEs) provide a flexible Bayesian model for unknown continuous-time state dynamics with uncertainty quantification, but learning and inference from noisy and irregular observations remain computationally challenging. To address this issue, we propose GP-SDE Matching, a simulation-free variational framework for Bayesian GP drift learning and continuous-time state smoothing. We analytically marginalize the sparse GP posterior to derive a tractable drift-matching objective that accounts for both the posterior mean and uncertainty of the unknown drift. To handle irregular observations, we further introduce an irregular-time-aware variational state posterior that incorporates the actual observation times during both encoding and continuous-time marginal querying. Experiments on the stochastic Lorenz–63 system demonstrate substantially improved drift recovery and state reconstruction under irregular observations, while five system identification benchmarks show robust forecasting under increasing observation sparsity and competitive performance against existing latent-SDE and state-space methods.

Plug-and-Play (PnP) methods replace proximal operators with learned denoisers, which produce state-of-the-art reconstruction quality, but sacrifice the variational interpretation and convergence guarantees of proximal methods. Learned Proximal Networks (LPNs) address this problem by designing the denoiser architecture so that it is exactly the proximal operator of a regularizer. In this work, we clarify the theoretical foundations of LPNs and extend the framework to a broader class of activation functions. We then study two practical mechanisms for controlling the learned prior: (i) averaging the LPN with the identity, a common heuristic in PnP methods, and (ii) directly scaling the implicit regularizer induced by the proximal operator. In particular, we characterize the regularizer induced by averaging and develop a convergent method for evaluating the scaled proximal operator.

Retrieval-augmented generation (RAG) lets language models answer questions more accurately by consulting relevant documents. Many valuable collections, such as medical records, cannot be pooled because of privacy rules. Federated RAG leaves each collection with its owner, or node, which scores candidate answers from its own documents; a central hub combines the scores. Some nodes, called Byzantine, may be compromised, faulty, or misled by instructions hidden in documents, and report arbitrary scores. Conformal prediction returns a set containing the correct answer with a chosen probability, using a cutoff set in a calibration step on questions with known answers. An unknown group of nodes, no larger than a declared bound, may misreport both in this step and at query time. Existing methods assume every node is honest or protect only the calibration step. We observe that the honest nodes are the same in both steps. The hub therefore has all nodes score the same calibration questions, and keeps a candidate only if some plausible group of honest nodes, using its own scores in both steps, would keep it. We prove that the resulting sets contain the correct answer with the chosen probability in finite samples, whatever the Byzantine nodes report. No method using the same information can return smaller sets without risking the loss of an answer the honest nodes support. If nodes fail at random, the guarantee weakens only by the probability that more nodes fail than declared. In simulations, on real question-answering tasks including medical exams, and with language models as nodes, some hijacked, our sets reached the target whenever no more nodes misbehaved than declared, while plain averaging could miss it. They were also clearly smaller than those of simpler methods with the same protection, most of all when the declared bound was generous, so a cautious bound costs little.

Low-rank matrix and tensor bandits exploit structured interactions but typically assume a known reward link. Recent single-index bandit methods accommodate unknown links without directly exploiting matrix or tensor rank. We address this gap by studying stochastic matrix and tensor bandits with an unknown shared Lipschitz link and a low-rank index parameter under known regular candidate distributions and finite-variance noise. For monotone links, T-ESTOR combines robust, rank-adaptive Stein estimation with epoch-based greedy selection. Under exact selected-score access and a uniformly positive selected-design Stein signal, it achieves square-root regret with dimension dependence determined by the low-rank structure. For every admissible design, the monotone lower bound matches the rank, dimension, and horizon dependence up to logarithmic factors at large horizons, for fixed menu size and model/design constants. For nonmonotone links under a nonzero base-law Stein signal, T-BSTOR combines structured estimation with robust bin-based learning and attains the optimal $\widetilde{O}(T^{2/3})$ horizon rate for fixed dimensions, menu size, and model/design constants. Synthetic and CCLE-based experiments illustrate the benefits of structured estimation relative to vectorized and competing single-index baseline methods.

Motivated by blind denoising in diffusion models, we study estimation of an unknown Gaussian noise level from a single high-dimensional observation, assuming the signal law P is known. We characterize the minimax mean-squared error under two structural assumptions on P. For signals with covering complexity k, the minimax rate is $\widetilde{\Theta}_\Lambda(\min\{\Delta_\Lambda^2,d^{-1}+k^2d^{-2}\})$, and the constrained MLE attains it up to logarithmic factors. For $\alpha$-strongly log-concave signals, the rate is $\Theta_\Lambda(\min\{\Delta_\Lambda^2,(1+\alpha^{-1})^2d^{-1}\})$, attained up to constants by a $P$-centered norm estimator. These results show that the structure of the signal law determines both the difficulty of blind noise estimation and the appropriate estimator.

We study entity ranking and inference under the Bradley–Terry–Luce (BTL) model using pairwise comparisons collected over sparse comparison graphs. In practice, collecting high-quality human judgments can be expensive and time-consuming, motivating the use of synthetic data augmentation in model training. We analyze an iterative synthetic augmentation workflow in which synthetic comparisons generated from fitted models are successively added to the original dataset. In this process, the proportion of real data may vanish as the number of iterations grows. However, emerging literature has shown that recursive training on synthetic data can lead to model collapse, raising concerns about the statistical reliability of such augmentation procedures. To this end, we systematically analyze the resulting MLE in finite-sample, high-dimensional regimes. For the resulting iterative maximum likelihood estimator (MLE), we derive its optimal finite-sample $\ell_2$ and $\ell_{\infty}$ statistical rates and establish its asymptotic normality under natural identifiability conditions. We further characterize regimes in which model collapse is avoided despite the diminishing fraction of real data. We validate our theoretical findings through large-scale numerical experiments and an application to the Arena Human Preference 140k dataset.

Prior information for real-world physical quantities is most elegantly expressed via partial differential equations (PDEs). In this paper, we propose a novel way to solve PDEs using probabilistic inference on a factor graph. In general, factor graphs provide a natural way to encode prior knowledge into a model as explicit factors; here, this knowledge is provided by a governing PDE, which narrows the solution space, while observed data further shape the posterior over the parameters. The approximate parameter posterior is inferred using message passing based on moment matching, without posterior sampling or global gradient-based optimization. We demonstrate our approach on the first-order advection and the second-order semi-linear Fisher-KPP equations, where it achieves predictive accuracy comparable to a standard baseline while providing structured predictive uncertainty. Moreover, the inferred posterior marginal means and uncertainty structure match more closely those obtained using Hamiltonian Monte Carlo than the evaluated mean-field variational inference baseline, while requiring up to 10x less training time in our experiments, with inference speed comparable to variational inference.