Papers

Modern probabilistic machine learning models increasingly produce multivariate outputs with complex dependence structure, from multi-step time-series forecasts to sample path predictions. Understanding which input features drive the predictive uncertainty is important for risk-aware decisions, model diagnostics, and deciding whether the uncertainty should be mitigated or hedged against. This attribution problem requires a choice of how dependencies between output components are treated. Existing approaches reduce the output to a scalar through aggregation or projection before attribution, thereby obscuring whether features affect marginal uncertainty, dependence structure, or both, while component-wise analyses can miss dependence effects entirely. We close this gap by introducing a hierarchy of three entropy-based Shapley games that make this output-side choice explicit for any ordered multivariate outcome, ranging from per-component marginal entropy to fully joint entropy. The hierarchy isolates a cross-component attribution term that captures how each feature shifts the dependence between output components, a quantity invisible to component-wise methods. We establish a chain-rule decomposition of the joint attribution and characterize the cross-component term through conditional total correlation, providing both closed-form and sample-based estimators. Finally, we demonstrate how the framework captures differences in learned joint structure across probabilistic models from distributional regression to a zero-shot time series foundation model.

We study post-hoc refinement of frozen node classifiers: given only the graph $G$ and class distributions $Q$ predicted by a frozen model, can we improve accuracy without access to node features, model parameters, or gradients? APPNP answers this by propagating logits with a restart towards the initial predictions, minimizing the anchored Dirichlet energy. Instead, we consider the Potts energy, and decompose it into a Dirichlet term, which penalizes disagreement between neighbouring nodes, and a Gini term, which penalizes indecision within each node. This decomposition motivates Propagate, Then Sharpen (PtS), which alternates between propagation of class probabilities and node-wise, mass-preserving sharpening, with only one additional hyperparameter selected using labelled validation nodes. Across nine homophilic graphs, with a frozen MLP backbone, PtS improves mean test accuracy over independently tuned APPNP by $1.71$ percentage points on clean inputs and $3.90$ under severe Gaussian feature corruption. Gains over APPNP become smaller, but remain positive with frozen GCN and GraphSAGE backbones. Sharpening also removes most of the accuracy loss of deep propagation: on clean inputs without restart, accuracy falls by $2.2$ points between $2$ and $100$ propagation steps under PtS, compared with $33.8$ for APPNP.

Long contexts are central to modern transformer systems, but most expressivity results choose a different network for each fixed sequence length. We study whether one masked transformer can approximate causal token-to-token maps uniformly over sequences of arbitrary length sampling a fixed normalized horizon. To relate sampling resolutions, we model tokens by $\alpha$-Hölder sequences or, more generally, a common modulus of continuity. Our notion of continuity across resolutions characterizes the causal families admitting uniform approximation on these compact input classes by a single transformer with length-independent parameters. The result extends to the infinite-length mean-field limit, where tokens form continuous curves and masked attention becomes a causal time integral. For bounded regression with target maps satisfying a $\beta$-smooth stability condition defined using regular test functions, quantitative approximation yields a generalization bound: exact empirical risk minimization over suitably sized bounded-weight transformers gives root mean-square prediction error $O((\log\log N/\log N)^{\beta/(d+2)})$ from $N$ iid labeled sequences. The bound holds at fixed confidence on the same sampling distribution, with $d$ the token dimension and no maximum-length factor. Finally, experiments on physical time series support the Hölder-regular token model at observed scales, with dataset-dependent fitted exponents, whereas text input embeddings provide a contrasting case. Native and dense sampling, shuffled controls, and refinement checks delimit this empirical regularity regime.

Federated Bayesian Optimization (FBO) enables distributed agents to collaboratively optimize expensive black-box objectives without sharing raw local observations. However, effective knowledge transfer remains challenging under communication constraints and task heterogeneity. We propose GUIDE-FBO, in which agents exchange compact distributions over the locations of their respective optima inferred from local Gaussian process (GP) posteriors, rather than raw observations, query points, or surrogate parameters. The server merges and reweights these distributional components before returning a subset to each agent. Each agent then constructs a Federated Interventional GP (FI-GP), which preserves the local posterior mean and spatially rescales its covariance for local decision making. For the upper confidence bound (UCB) instantiation, GUIDE-UCB, we prove that any bounded FI-GP uncertainty intervention preserves the leading-order cumulative regret rate of standard GP-UCB. When the transferred distributions place greater support near an optimum than in a suboptimal region, selecting the latter requires greater local posterior uncertainty. Experiments on 12 synthetic benchmarks and three real-world optimization tasks show that GUIDE-FBO remains effective across settings ranging from homogeneous to severely heterogeneous. Ablation results highlight the importance of spatially localized uncertainty intervention, while the communication analysis shows that GUIDE-FBO exchanges only compact distributional messages.

Hyperparameter transfer across model width can substantially reduce the cost of tuning large neural networks, but its behavior when the training horizon grows with width is not fully understood. Building on the framework of fast hyperparameter transfer (Ghosh et al., 2026), which formalizes when transfer is effective, we investigate conditions that ensure fast transfer in the growing-horizon regime. Specifically, we study learning-rate transfer in a shallow linear network with a single trainable hidden matrix, trained by full-batch gradient descent. Under additional spectral assumptions, our main results are threefold. (i) We prove fast learning-rate transfer as $n,T\to\infty$ whenever $T=o(\sqrt{n})$. (ii) We characterize the transfer rates through the finite-width perturbation scale, the first-order sensitivities of the loss and its learning-rate derivative to finite-width perturbations, and the local loss curvature. (iii) We derive limiting distributions for the optimal learning rate and optimized loss, governed by fluctuations associated with the extreme eigenvalues of the data Gram matrix. These results clarify how spectral structure and local loss sensitivities govern learning-rate transfer at growing horizons.

Tabular foundation models (TFMs) provide predictive distributions for regression, but their prediction regions can exhibit undercoverage or overcoverage even when point predictions are accurate. We introduce C-USIM (Conditionally-Uniformized Score Integration Method), a lightweight application of highest predictive density split conformal prediction that accommodates multimodal predictions. Given calibration and test outputs, it requires no additional training or model inference. It provides finite-sample marginal validity under our assumptions. We bound conditional-marginal coverage gaps using distribution-estimation error and score discreteness, and examine coverage heterogeneity through percentile rank-score plots. Experiments with TabPFN and TabICL show improved marginal coverage accuracy and lower average conditional and group coverage errors. Under a fixed data budget, allocating more observations to calibration can reduce marginal coverage error despite less accurate point predictions.

Adapting pretrained models to downstream tasks with limited data has become a central paradigm in modern deep learning. Yet, despite its widespread practical success, how fine-tuning leverages information from pretraining remains poorly understood theoretically. We study fine-tuning from pretrained weights through the lens of sparse linear regression and two-layer diagonal linear networks. In our setting, pretraining provides information through the support (and signs) of the initialization predictor, which may contain coordinates relevant to the downstream task. We show how pretrained information reshapes the implicit bias and training dynamics, and can thereby reduce the sample complexity of recovering the target parameters and support. In particular, for a clean initialization with correctly inherited signs, we show that the required sample size is comparable to that of a weighted Lasso estimator that explicitly exploits the pretrained support through a suitably chosen regularizer. Our results thus show how information encoded in pretrained weights can be implicitly exploited by gradient-based fine-tuning, reducing the amount of data needed to recover a downstream task.

We develop an information-theoretic framework for generalization in next-token prediction under temporally dependent data. We consider independent trajectories generated by finite-memory Markov processes and distinguish algorithmic dependence, quantified by mutual information, from temporal dependence, characterized by mixing. For cross-entropy loss, we derive an expected generalization bound using the Donsker–Varadhan variational representation and a McDiarmid-type concentration inequality for Markov chains. A refinement captures the joint effect of context length and temporal mixing through the mixing properties of the history-state process. We then extend the bound through a rate–distortion formulation, replacing mutual information with the minimum information rate required to represent the learned model within a prescribed distortion in the generalization gap, yielding informative guarantees for deterministic algorithms over continuous hypothesis spaces. For margin-based prediction, we derive explicit bounds for linear and self-attention next-token predictors via noisy low-dimensional compression, revealing the roles of context length, model complexity, sample size, margin, and temporal mixing. Experiments on TinyStories and ETTh2 show that longer contexts can reduce both training and test losses, but typically reduce training loss more, enlarging the generalization gap. A complementary ETTh2 analysis identifies an effective predictive-memory scale near 24 hours, with no statistically supported improvement beyond this scale, offering a plausible explanation for test-performance saturation at larger contexts.

Fine-tuning pre-trained models on specialized tasks with scarce data is central to modern deep learning. Despite its empirical success, theoretical understanding of fine-tuning remains limited. We introduce a Gaussian multi-index setting to study fine-tuning from pre-trained weights, where the teacher network has $m+1$ features, $m$ of which are learned during pre-training and one of which must be learned during fine-tuning. For two-layer ReLU networks, we show that two-timescale training, i.e., updating the outer weights infinitely faster than the hidden ones, learns the new task-specific feature while preserving the pre-trained ones in the model representation. Moreover, only $\mathcal{O}(d)$ fine-tuning samples are required for this recovery, independently of the number of pre-trained features. In contrast, with random initialization, the same number of samples is insufficient to recover the target parameters. Our results therefore demonstrate that pre-training can induce an implicit bias with a clear statistical advantage over random initialization, enabling feature learning from scarce fine-tuning data.

We study approximate sampling: given $N$ independent samples from a proposal distribution $\mu$, the goal is to select one whose distribution is close to a target $\pi$ specified only up to a normalizing constant. Block and Polyanskiy (2023) provide finite budget error bounds for approximate rejection sampling (RS) as a function of the acceptance threshold $M$. The threshold $M$ giving the smallest bound, however, depends on properties of $(\pi,\mu)$ that are typically unavailable from the observed sample. This raises a natural question: Can one attain the best RS guarantee without taking $M$ as input? We answer affirmatively by proposing a parameter-free sampling algorithm called uniform race (UR), based on importance weights, which are ratios of target to proposal probabilities (or densities). It divides each observed weight by an independent uniform random variable to form a score and returns the candidate with the largest score. For every budget $N$, its total variation error satisfies the RS upper bound for every fixed threshold $M$ simultaneously, thereby achieving the best such bound in hindsight. We also characterize its output distribution conditional on the largest score, identifying when it is exactly the target $\pi$. Uniform race has no larger total variation error than a natural budget-calibrated RS derived from Rohatgi et al. (2025) and sampling importance resampling (SIR). In particular, we exhibit instances where UR's error is exponentially smaller in $N$ than that of either baseline. Furthermore, we establish conditions under which attaining this RS guarantee for every $(\pi,\mu)$ uniquely determines the selection probabilities as those of UR. Finally, test-time scaling experiments on LLM math-reasoning tasks corroborate the theoretical comparisons and demonstrate that UR remains competitive in ground-truth accuracy without requiring threshold selection.

Flow matching (FM) has recently emerged as a promising framework for generative modeling due to its conceptual simplicity and strong empirical performance. In FM, samples are transported along a vector field parameterized by a neural network, inducing a probability path that evolves from a simple noise distribution to the target data distribution, governed by an ordinary differential equation (ODE). However, existing FM approaches predominantly rely on probability paths derived from optimal transport (OT) between Gaussian distributions, which may be suboptimal for capturing complex data with inhomogeneous structures such as heavy tail or sharp contrast. In this work, we generalize FM to the broader class of location-scale families for handling data inhomogeneity and introduce a novel class of probability paths defined as geodesics on the manifold of probability distributions. We name this approach probabilistic geodesic flow matching to distinguish it from prior geodesic (Riemannian) FM methods defined in input space. We argue that Euclidean OT-based paths are not necessarily optimal in probability space and may limit modeling flexibility. Through synthetic benchmarks and scientific datasets at different scales, we demonstrate that the proposed method more effectively captures complex distributions, leading to improved or comparable performance compared with SOTA geometry-motivated generative models.

We study the problem of learning directed acyclic graphs (DAGs) with nonnegative edge weights from observational data. We propose the Nonnegative and Concomitant (NoCo) DAG estimator, which jointly recovers the weighted graph structure and the exogenous noise variances in the linear structural equation model for the observations. Different from prior art, this noise-adaptive formulation blends a smoothed concomitant lasso criterion with a simpler log-determinant acyclicity constraint that exploits nonnegativity and yields a more benign optimization landscape. Specifically, nonnegative weights allow us to impose acyclicity directly on the adjacency matrix without elementwise squaring of its entries, thus avoiding the well-documented degeneracy of the Karush-Kuhn-Tucker conditions. Computationally, we develop a method of multipliers' algorithm that accommodates both homoscedastic and heteroscedastic noise profiles. Within each iteration, we use block successive convex approximation to minimize the augmented Lagrangian, alternating between proximal gradient steps for the adjacency matrix and closed-form updates for the noise scales. Simulated experiments demonstrate NoCo's improved structural and edge-weight recovery relative to competing methods in a variety of settings, highlighting the benefits of exploiting nonnegativity along with noise adaptivity.

Off-policy evaluation is a foundational component of offline reinforcement learning, aiming to assess and optimize policy performance using pre-collected datasets. However, such datasets often suffer from pronounced challenges, including distribution shift, $Q$-value overestimation, and low sample utilization efficiency. To address these issues, this paper introduces a weighted Bellman residual minimization framework that incorporates density ratio weighting by effectively integrating expert demonstrations with behavioral data. The proposed weighting scheme departs from the conventional completeness assumption commonly imposed in the theoretical analysis of deep reinforcement learning. We establish a sharp convergence rate for density ratio estimation and derive the convergence rate for the excess risk of resulting deep $Q^*$ estimator. Extensive empirical evaluations demonstrate that, compared to existing methods, our method achieves significant improvements in numerical performance and policy generalization, providing specific guidance for the rational utilization of expert demonstrations.

Classical statistical theory is insufficient to explain the successes of general-purpose AI models, because it depends on handcrafted inductive biases that it cannot justify. No Free Lunch (NFL) theorems force any learner that beats chance on some environments to underperform on others. We might hope that past experience informs which environments to expect, but NFL applies equally to meta-learning. Thus, any method that makes meaningful predictions necessarily begins with an inductive bias external to the data. Choosing to bias toward short programs yields Solomonoff induction (SI), whose performance is competitive against all computable learners - albeit up to "constants" that become large when comparing against specialized methods that exploit background information. We therefore relativize SI to an information vantage point, biasing toward short programs with access to all preexisting information. This reframes the inductive bias: instead of seeking some absolute notion of simplicity, we favor accessibility with respect to our vantage point. An algorithm can only outpredict the relativized SI to the extent that its code contains additional information about the data, and no algorithm can generate such information. While SI is incomputable and hence not a practical algorithm, it provides a formal optimum for inference in the limit of infinite compute, and there is evidence to suggest that frontier AI systems roughly approximate it. Thus, the only known answer to meta-NFL is rooted in algorithmic information theory, which we should expect to play a fundamental role in explaining the generalization behavior of modern (and future) AI systems.

On-policy distillation (OPD) is becoming an important component of large language model (LLM) post-training for transferring the reasoning capability of a strong teacher LLM to a weaker student LLM. OPD trains the student by minimizing the reverse KL divergence between the teacher and the student via rollouts generated by the student's policy. However, estimating the gradient of the reverse KL divergence in OPD remains a challenge. Using only the sampled token from the student-generated rollout is computationally cheap but provides limited distributional supervision, which will degrade accuracy. In addition, using the full vocabulary provides complete distributional supervision but is computationally expensive. Therefore, recent works propose Top-$k$ OPD (TK-OPD) that use selected top-$k$ tokens, which provides richer distributional supervision than sampled-token estimation at substantially lower computational cost than full-vocabulary estimation. Unfortunately, using only the selected top-$k$ tokens induces bias, leading to accuracy degradation, as the probability mass outside the selected top-$k$ tokens is discarded. To address the bias of TK-OPD, we propose Tail-Corrected Top-$k$ On-Policy Distillation (TT-OPD). It preserves the advantages of TK-OPD, including rich distributional supervision and low computational cost, while providing an unbiased estimator of the gradient of the reverse KL divergence. The key insight of TT-OPD is to use not only the selected top-$k$ tokens, but also the sampled token from the student-generated rollout, thereby recovering the discarded probability mass in expectation, avoiding the bias. Experimental results demonstrate that TT-OPD significantly outperforms other tested OPD variants.

Non-stationary online learning has attracted much attention in recent years, as static regret is insufficient to guide algorithm design in changing environments. To address this limitation, interval regret and dynamic regret have been introduced as two representative performance metrics that strengthen static regret in complementary directions. Interval regret requires an online algorithm to achieve competitive static regret over every local time interval, whereas dynamic regret evaluates performance against an arbitrary sequence of time-varying comparators. Despite their importance, the relation between these metrics has long remained unclear. Prior work has often regarded interval regret as the stronger notion, based on the intuition that local guarantees should naturally induce global guarantees. Consequently, it is widely conjectured that an algorithm with optimal interval regret should automatically attain optimal dynamic regret. In this paper, we first establish a negative result that refutes this intuition of a metric-level implication. Specifically, for both convex and curved functions (including exp-concave and strongly convex functions), we show that there exist instances in which an algorithm with optimal interval regret nevertheless fails to achieve optimal dynamic regret. We then show how to leverage local adaptivity to obtain optimal dynamic regret. In particular, optimal dynamic regret can be attained by invoking an interval regret minimization process over an enlarged Euclidean ball containing the original convex feasible domain and using a suitable domain-converted surrogate loss. This reduction applies to both convex and curved functions. As a byproduct, we obtain the first proper and efficient algorithm with optimal dynamic regret for exp-concave functions, improving prior results while significantly simplifying the analysis.

Sampling latency compounds in diffusion workflows, where users generate and discard many candidates before keeping one. Surprisingly, the poor outputs of standard few-step samplers do not reflect a lack of reconstruction capacity: by optimizing only the initial noise, frozen 3-4-step samplers can closely reproduce their corresponding full-step outputs. Building on this finding, we learn corrections to the initial noise and denoising updates using endpoint supervision, improving correspondence with full-step outputs generated from the same noise and prompt. The resulting previews allow users to screen candidates cheaply and reserve full-step generation for promising ones. Input correction also transfers across sampling budgets without retraining. Experiments show substantial improvements in reference fidelity, including 53-78% lower reconstruction MSE than retrained LD3 on unconditional benchmarks, alongside improved ranking preservation and candidate selection on SD1.5, SDXL, and FLUX.1-dev.

Language model post-training is often bottlenecked by the need for human-collected preference data, which is expensive and difficult to scale. Reinforcement learning from AI feedback (RLAIF) style approaches that leverage pseudo labels offer an abundant alternative but introduce systematic biases that degrade downstream alignment. Recent general-purpose semi-supervised methods correct for teacher bias using a small set of human-labeled examples, but suffer from high variance especially when human annotations are scarce. To this end, we propose ABC-Align, leveraging abundant pseudo label signal to minimize variance and applying a lightweight, adaptive correction grounded in the human-labeled subset. The correction strength is tuned automatically during training using plug-in estimates of the relevant bias–variance quantities. On LLM alignment with RLHF, DPO, and GRPO where human feedback is scarce, we empirically demonstrate that ABC-Align achieves superior performance over prior semi-supervised baselines in a series of experiments on an increasing scale. Our code is available at https://github.com/SewoongLab/abc-align .

Split Federated Learning (SFL) enables resource-constrained clients to participate in collaborative training, but vanilla SFL exchanges smashed data and gradients at every batch, which incurs significant communication overhead. Recent methods reduce this overhead with an auxiliary network at the client-side cut layer. However, we identify that this approach makes the client optimize a local objective that differs from the end-to-end objective, which fundamentally limits the collaborative training between the client and the server. We propose Compensated Feedback based SFL (CoeF-SFL), a communication-efficient framework that retains the end-to-end objective without any auxiliary network. In CoeF-SFL, the client and the server exchange the smashed data and the gradients once per round and reuse them during local training. Since this reuse makes the gradients stale on the client side, we compensate them with a curvature-based correction in the activation space and develop two variants. CoeF-D approximates the Hessian with a diagonal gradient outer product, while CoeF-J exploits the tractable Jacobian-based Hessian of a surrogate loss that upper-bounds the true loss. We provide the theoretical background of each method, characterizing its compensation. Across vision and language tasks, model capacities, cut layers, and data distributions, CoeF-SFL significantly outperforms auxiliary-network-based methods under the same communication frequency, and the improvement is most substantial on vision tasks. Code is available at https://anonymous.4open.science/r/CoeF-SFL-2686/README.md

Functional data are intrinsically infinite-dimensional, and often exhibit phase variation, where corresponding events occur at different times across observations. Existing linear dimension reduction methods struggle with nonlinear amplitude variation, while functional autoencoders without an explicit warp entangle temporal misalignment with shape. We propose the Amplitude–Phase Functional Autoencoders (AP-FAE), an unsupervised framework for functional data that spans both univariate and multivariate cases, with emphasis on the multivariate setting, and factorizes the latent space into separate amplitude and phase embeddings derived from all channels. A smooth functional decoder reconstructs channel-specific amplitude functions in canonical time, and a shared monotone, endpoint-preserving warp captures phase variation. We prove a bound linking amplitude recovery to registration, reconstruction, and noise errors, and validate it numerically. Across synthetic data and six real-world benchmarks, AP-FAE outperforms state-of-the-art baselines on most clustering and alignment metrics and on all reconstruction metrics. Clustering with amplitude embeddings alone consistently surpasses joint amplitude–phase clustering, confirming the benefit of explicit disentanglement. Code is available at https://anonymous.4open.science/r/APFAE-418C/}{https://anonymous.4open.science/r/APFAE-418C/.

Formulaic alpha discovery is a core challenge in quantitative trading, as identifying alphas that work well together remains difficult. Recent reinforcement learning (RL) methods formulate this task as a Markov decision process (MDP), but two important issues remain unresolved. First, as the alpha pool evolves, the reward function changes accordingly, making the MDP inherently non-stationary. Second, most existing methods optimize a single objective, typically predictive power, while ignoring other important properties of a high-quality alpha pool. Motivated by these challenges, we propose AlphaPareto, an RL method for formulaic alpha discovery. To address non-stationarity, AlphaPareto augments the state to include both the alpha under construction and the current alpha pool, and applies a large language model (LLM) to encode the pool. This design allows the agent to adapt to the evolving search environment. To overcome the limitation of single-objective reward design, AlphaPareto replaces the scalar reward with a multi-objective vector-valued reward that simultaneously captures predictive power, temporal stability, perturbation robustness, and diversity, and optimizes these objectives through a Pareto-regularized learning procedure. Empirical applications to real-world datasets show that our AlphaPareto method outperforms its competitors.

Multivariate time series anomaly detection (MTAD) is crucial for ensuring the safe and reliable operation of complex systems. Many existing methods learn normal patterns by training reconstruction or forecasting models on predominantly normal data. However, a large portion of these approaches rely on deterministic models and their associated point-wise output errors for anomaly scoring. Since real-world multivariate time series are inherently stochastic due to measurement noise and intrinsic system randomness, purely error-based scores can be unreliable, as large errors may arise from benign fluctuations rather than true anomalies. Probabilistic approaches address this limitation by quantifying uncertainty in model outputs. In particular, probabilistic state-space models (PSSMs) provide a principled framework by modeling stochastic system dynamics through latent state transitions and measurement noise via emission models. Despite this advantage, existing PSSM-based MTAD methods often struggle to capture long-range temporal dependencies and inter-variable dependencies, as they typically rely on noise-sensitive recurrent architectures and lack explicit cross-variable structure modeling. To address these limitations, we propose Graph-Transformer-Enhanced Probabilistic State-Space Model (GT-PSSM), a novel PSSM-based MTAD method that tightly integrates PSSM-based probabilistic modeling of stochastic dynamics with Graph Transformer-based learning of temporal and inter-variable dependencies. By jointly modeling stochasticity, long-range temporal dependence, and variable interactions within a unified probabilistic framework, GT-PSSM enables more robust anomaly detection.

What determines the unavoidable sample cost of learning cyclic causal structure? For cyclic linear non-Gaussian models, we study exact condensation recovery from observational data: identifying the strongly connected component (SCC) partition and all edges between components. We establish the first information-theoretic lower bounds on sample complexity for this target. For $p$ variables, maximum SCC size $s_{\max}$, and maximum external-parent count $d_B$, any estimator requires order $s_{\max}\log(ep/s_{\max})+d_B\log(ep/d_B)$ samples in the worst case over a regular model class. These bounds distinguish the costs of SCC membership and external-parent selection. Under principal invertibility and without correlation faithfulness, we establish a population block-exogeneity principle that identifies unknown root SCCs through residual independence and inclusion minimality. A sparse-adjustment characterization shows that small adjustment sets suffice to identify SCCs and their direct external parents, without regressing on all previously recovered variables. These characterizations yield BlockExo, which attains a structurally matching sample bound without knowing $s_{\max}$ or $d_B$ under suitable conditions. Simulations support the structural dependence of our sample bound and demonstrate BlockExo's sample-efficient recovery in comparisons with other methods for cyclic causal discovery.

Non-negative matrix factorization (NMF) is a singular statistical model whose Bayesian asymptotics are governed by the real log canonical threshold (RLCT). We study the local geometry of the factorization map and derive an upper bound for the RLCT of NMF. Let $H$ be the model inner dimension and $H_0$ the non-negative rank of the true $M\times N$ matrix. Assuming that the true matrix admits a strictly positive factorization of inner dimension $H_0$ in the interior of the parameter domain, we prove, for smooth positive priors, that $\lambda\leq \{(H-H_0)\min(M,N)+H_0(M+N-H_0)\}/2$. This bound strictly improves the previous bound when $H_0\geq3$. The proof uses a local analytic normal form that separates independent linear coordinates from a residual matrix product. When $H=H_0$ also equals the ordinary rank of the true matrix, we obtain the exact value $\lambda=H_0(M+N-H_0)/2$. Under the standard assumptions of singular learning theory, these results bound the leading coefficients of the expected Bayesian generalization error and the Bayesian free energy.

Retrieval-augmented generation (RAG) can ground large language models in external evidence, but retrieved context does not guarantee that generated claims are factually supported. This problem is especially relevant in multi-hop RAG, where retrieval and reasoning proceed through multiple dependent stages. We study whether claim-level conformal factuality control, previously developed for RAG, remains effective in this setting. We apply split-conformal claim filtering to multi-hop RAG and evaluate it on HotpotQA, Natural Questions, and TriviaQA using Llama 3.1 8B and GPT-4o-mini, together with a single-hop reference experiment. Across all six multi-hop model-dataset configurations, increasingly stringent conformal targets consistently increase the fraction of responses whose retained claims are fully supported. At the 95% target, this rate ranges from 95.80% to 97.20%, compared with 55.60%-76.03% without filtering. However, the improvement is strongly selective: only 4.41%-31.09% of generated claims are retained and 9.70%-51.40% of responses remain non-empty at the 95% target. These results show that conformal factuality extends to multi-hop RAG, while demonstrating that nominal reliability must be interpreted jointly with claim retention and abstention.

Equivalent probability requests can lead to different decisions even when both reports are valid. We introduce probability contracts, a benchmark that connects exact finite-world posteriors, validated event alignment, interface coherence, and failure-aware decision evaluation. Across four model-interface configurations on 1,000 worlds, Kev has lower aggregate canonical posterior error than Jev but larger complement and coarsening residuals; accuracy ordering varies by stratum. Jev's Event and Choice interfaces change the binary action on 32.8% of valid pairs at defer cost 0.10. Post-hoc analyses show that disagreement certifies only 11-52% of mean binary pair error and does not consistently outperform confidence for selection. An action-region characterization and a standard scoring-rule identity explain averaging's expected Brier guarantee relative to random interface selection, but not a decision-loss guarantee at each cost. The loss contrast takes both signs on a 99-cost grid for every configuration; small penalties where both policies beat deferral have pointwise intervals containing zero. Secondary checks specified before collection include a separate 400-root cohort, where Event/Choice effects remain configuration-dependent. A joint surface-order and answer-ID intervention shifts posttrained probabilities. Both bounded reasoning arms yield no valid probability reports, leaving their probability accuracy undefined. Probability contracts make these distinctions measurable by evaluating event semantics, posterior error, coverage, and decision cost together.

This paper proposes Wasserstein Causal Forests (WCF) for settings in which each unit's outcome is itself a probability distribution. This study also defines finite-grid transformed average and conditional average treatment effects, including a reference-distance contrast that asks whether treatment moves unit-level distributions toward a prespecified benchmark. Simulations cover null effects, location and shape changes, limited overlap, equal-mean but different laws, heterogeneous effects, multimodality, and structural zeros. WCF is most accurate on the conditional-law metric in most reported designs and sharply improves reference-effect estimation in the principal location-and-shape settings, but it is less accurate than the forest baselines for multimodal settings. WCF is applied to the famous Project STAR \citep{word1990state}, revealing that small classes alter more than the mean: they raise within-grade mathematics achievement by $0.161$ standard deviations on average (SE $0.028$); but the gain is not a uniform location shift, it is larger in the upper part of the classroom score distribution ($+0.179$ at the ninetieth percentile versus $+0.091$ at the tenth) and, in descriptive stratum estimates, largest in the schools serving the most economically disadvantaged students (highest free-lunch quartile, $+0.262$, versus $+0.092$ to $+0.164$ elsewhere), while overall dispersion is essentially unchanged.

We present a three-tier progression of Hidden Markov Models: maximum-likelihood (Baum-Welch), variational Bayesian (VBEM), and a neural variational extension (Neural VBEM), that model each customer's transaction history as a trajectory through a small number of latent behavioural regimes, one of which is empirically identified as fraud-associated. The Neural VBEM HMM replaces the fixed Gaussian-multinomial emission family with a learned encoder, compressing a 741-dimensional transaction representation into a 64-dimensional latent space in which the VBEM HMM's posterior operates; a UMAP projection of this space reveals that the discovered regimes are not discrete clusters but ordered segments of a single continuous behavioural manifold, with confirmed fraud concentrated at its extreme. We show that the model's natural output, that is, the posterior probability of regime membership, is routinely mistaken for a fraud probability, and quantify the resulting miscalibration (the regime-membership interpretation error, MRIE); a corrected posterior-predictive score, closes most of this gap. We further distinguish batch (smoothed) inference, which uses look-ahead unavailable at deployment time, from filtered (forward-only) inference, and report both. On IEEE-CIS transaction data, the neural tier achieves a 14.4$\times$ fraud enrichment in its identified regime; while its AUPRC trails a discriminative XGBoost baseline, we show this gap is structural and not incidental, and argue the model is best positioned as a calibrated triage and interpretability layer rather than a drop-in ranking replacement.

Existing interpretable graph additive models still face limitations in either computational scalability or modeling flexibility. In terms of structural modeling, previous approaches either face quadratic scaling costs or sacrifice explicit source-to-target contribution decomposition. In terms of feature components, they rely either on per-feature neural networks or on single shared bases with limited feature specialization. We address both problems by introducing HARMONIA: Interpretable Graph Learning through Mixtures of Neural Bases, an interpretable-by-design framework. For feature modeling, HARMONIA introduces a Mixture of Neural Bases (MoNB), which routes features to specialized basis experts, enabling parameter sharing without sacrificing feature-specific specialization. For structural modeling, HARMONIA uses Relative Random Walk Probabilities (RRWP) to capture multi-hop and multi-path relationships, and proposes Sparse RRWP Aggregation (SRA) to compute these interactions through sparse graph propagation without quadratic pairwise complexity. HARMONIA retains a simple additive form in which predictions decompose into feature responses modulated by structural influence. Empirically, HARMONIA achieves stronger explanation recovery than existing interpretable graph baselines while maintaining competitive predictive performance and scaling to graphs with millions of nodes. These results show that interpretable graph learning can remain both faithful and scalable without sacrificing predictive effectiveness.

Testing whether two populations of networks share the same edge probabilities is a basic problem in network inference. How hard it is depends on the norm used to measure the difference. For the inhomogeneous Erdős–Rényi (IER) model, the optimal sample complexity is known for every integer $L_r$ norm and for $1\le r<2$. For non-integral $r>2$, however, the known upper and lower bounds do not match, and the lower bound was conjectured to be tight. We study this gap for two-sample testing on aligned vertices. We propose a test that runs two published statistics, of orders $2$ and $\lceil r\rceil$, on the same data and rejects if either one rejects. Its thresholds come from Hölder interpolation, so that both statistics have the same sample cost. We prove that this test attains the conjectured rate. Combined with earlier results, this shows that for every fixed $r\ge1$ the minimax sample complexity is of order $n^{\max\{4/r-1,\,2/r\}}/\epsilon^2$, even when the separation changes with $n$. In simulations with $n$ between 32 and 256, the number of graphs needed for 80% power at level $0.05$ grows with $n$ at a rate consistent with the theory. For $r=2.5$, for example, the fitted exponent is $0.78$, against the theoretical value $0.8$. Interestingly, the two statistics split the work as the interpolation argument suggests: the higher-order statistic is more powerful when only a few edges change, and the $L_2$ statistic when many edges change.