Papers

Recent work has sought to transfer first-order nonconvex optimization guarantees to zeroth-order methods through gradient estimators, typically incurring a factor linear in $d$. \citet{kornowski2024} obtained an $\mathcal{O}(d\delta^{-1}\epsilon^{-3})$ oracle complexity for nonsmooth nonconvex optimization and asked whether its dependence on all three parameters is jointly optimal. Although the dimension dependence and the first-order dependence on $(\delta,\epsilon)$ are separately known to be unavoidable, a matching zeroth-order lower bound has remained open. We answer this question in the unrestricted full-space setting. For smooth stochastic nonconvex optimization, we establish a scalar-oracle lower bound of $\Omega\!\left(dL_0^2\min\{\Delta H,L_0^2\}/\epsilon^4\right)$ assuming a smooth, globally lower-bounded population objective and a second-moment bound on sample Lipschitz constants. A smooth reduction then yields a lower bound for Goldstein stationarity, proving the joint minimax optimality of the dependence on $(d,\delta,\epsilon)$ under explicit high-dimensional and small-accuracy conditions. Crucially, our results allow algorithms to query arbitrary points in $\mathbb{R}^d$, adaptively select sample-function labels, reuse the same sampled function at any number of locations, and output points without spatial restrictions. Thus, unlike lower bounds based on bounded query regions or fresh evaluation noise, our guarantees apply to a fully adaptive, reusable-sample scalar oracle. We also establish a separate noiseless exact-value lower bound against randomized algorithms, and hence also against deterministic methods. Our proof combines a globally defined sequential nonconvex construction with an exact Gaussian scalar channel, multistage random-field estimates, and an antithetic finite-sample realization that preserves information hardness under adaptive reuse.

Automated materials discovery requires evaluating large pools of candidate configurations, with density functional theory (DFT) as a major throughput bottleneck. Pretrained machine-learned interatomic potentials (MLIPs) approximate DFT cheaply, but their errors vary by orders of magnitude across configurations, making it difficult to decide when to trust the MLIP predictions and when to fall back to DFT. We frame this decision as a risk-controlled selection problem and solve it within a conformal risk control (CRC) framework. Each configuration is mapped from atomic numbers and Cartesian coordinates to a fixed geometric descriptor, which a lightweight predictor uses to estimate an MLIP-DFT disagreement score in energy, average force, and maximum force. CRC then calibrates this score into a selection threshold for DFT labeling such that the MLIP error on the unselected configurations, which keep their MLIP labels, stays below a user-chosen fraction $\alpha$ of the expected error. Under an identical guarantee across eight dataset-MLIP pairs, our predictor routes 7% and 14% fewer configurations to DFT at $\alpha=0.3$ than committee baselines. Because committee disagreement overlooks errors the MLIPs share, our gains are largest when the DFT labels and MLIP training data differ in DFT functional and basis set, and narrow when the two agree. Without model access, the structure-only predictor also ranks errors as well as the target MLIP's latent representation and outperforms widely used descriptors such as Smooth Overlap of Atomic Positions (SOAP) and Atom-Centered Symmetry Functions (ACSF).

We consider the problem of estimating the background intensity of a Hawkes process when the triggering mechanism is known, treating the background as an unknown finite positive measure with a regular density. We propose a likelihood-based variational approach based on the Wasserstein-Fisher-Rao geometry. In this setting, the relevant first variations are naturally distribution-valued and therefore fall outside the classical gradient-flow formulation. We develop a distributional framework for the resulting dynamics and give them a finite-dimensional meaning through projections onto statistical manifolds. We identify the true background as the unique zero of a limiting generalized gradient and, under suitable stability, compactness, integrability and approximation conditions, establish a conditional consistency theorem for measurable estimators satisfying the empirical projected equations on events whose probabilities tend to one. Finally, we specialize the construction to Gaussian-mixture manifolds and obtain an explicit finite-dimensional scheme.

Differential Privacy (DP) provides a rigorous framework for quantifying privacy guarantees. While most methods achieve DP by injecting calibrated random noise, the intrinsic randomness of certain procedures such as sampling can yield DP guarantees “for free”. In this work, we develop a unified Rényi divergence framework to characterize the inherent DP guarantees of sampling from a Bayesian posterior distribution. We show that the privacy loss incurred by One-Posterior-Sampling (OPS) is governed by posterior exponential moments of the single-record log-likelihood ratio, and establish explicit DP guarantees under uniformly bounded, sub-Gaussian, or sub-exponential tail regimes. We apply the framework to representative Bayesian models, including categorical likelihoods with arbitrary priors, Gaussian-Gaussian conjugate pair, generalized linear models from the exponential family and linear regression with Gaussian likelihood, both with Gaussian priors on the regression coefficients. Our results elucidate sample size, model structure, neighboring relations in DP (bounded or unbounded), and how prior if applicable, jointly determine the inherent DP guarantees of OPS. Furthermore, our results recover the existing DP guarantees for OPS as special cases – often with tighter privacy loss bounds – and substantially broaden the class of Bayesian models for which the inherent DP guarantees of OPS can be rigorously characterized.

In medical annotation and crowdsourcing, multiple annotators assign labels to each example, but these labels may be incorrect. Treating such noisy labels as ground truth can bias calibration evaluation. To address this problem, we propose methods for evaluating and recalibrating a fixed binary predictor under the underlying clean-label distribution, using only noisy annotations. First, given annotator-specific noise probabilities, we propose Noise Corrected ECE (NC-ECE), a binned estimator of expected calibration error (ECE) under class-conditional noise. We derive non-asymptotic bounds on the estimator's bias. Then, we propose practical algorithms for estimating unknown noise probabilities under conditional independence and label-orientation assumptions. We also develop loss-based and histogram post-hoc recalibration with clean-risk and calibration guarantees, respectively. Experiments on semi-synthetic benchmarks show that the proposed ECE estimator closely tracks its clean-label oracle counterpart and that the recalibration methods substantially improve latent-label calibration, whereas uncorrected recalibration against noisy annotations can degrade it.

Feel-good Thompson sampling (FGTS) augments the posterior of vanilla Thompson sampling with an exploration term that favors reward functions with high predicted optimal values. This modification achieves minimax-optimal regret up to logarithmic factors in linear contextual bandits, but existing analyses of its two standard variants establish regret guarantees in expectation. In this paper, we derive the first high-probability regret bounds for both cumulative and current-step FGTS in contextual bandits with general realizable function approximation. Our bounds depend on the corresponding decoupling coefficients and the prior mass near the true reward function. In the $d$-dimensional linear setting, both variants satisfy $\mathrm{Regret}(T)=O\big(d\sqrt T\log(2T)+\sqrt T\log(1/\delta)\big)$ with probability at least $1-\delta$, where $T$ is the time horizon. This bound matches the dimension and horizon dependence of algorithms based on the upper confidence bounds, up to logarithmic factors. Relative to the expected-regret guarantees, the cost of controlling the regret with high probability is confined to additive terms with at most linear dependence on $\log(1/\delta)$. The proof ideas are partially developed by GPT-6 Astra under the authors' guidance.

Sequential conformal prediction needs to decide which past errors should calibrate uncertainty for the current target. Recency and online error feedback are useful when recent observations remain relevant, but the recent past can be a poor reference when comparable states recur at nonadjacent times, with the recurrence pattern generally unknown. We propose State-Matched Sequence Conformal Prediction (SMSCP), which constructs an explicit one-sided local-linear state from pre-target information, uses state similarity to select a matched reference set of past calibration scores, and then applies the ordinary unweighted conformal order statistic. In contrast to existing approaches, SMSCP uses state similarity to identify calibration observations relevant to the target score quantile. This motivates a theoretical analysis of whether nearby states have comparable target score quantiles under temporal dependence. We establish control of the resulting conformal cutoff and characterize predictive information not captured by the chosen state. Simulations show that state matching is most effective when score-relevant states recur across nonadjacent times, while revealing settings in which its advantage weakens or reverses. Across solar irradiance and bike-demand benchmarks, SMSCP improves interval score over recency, weighted, adaptive, and HopCPT comparators, and achieves coverage closer to the nominal 0.90 level than ResCP on five of six benchmarks.

Random reshuffling stochastic gradient descent (RR-SGD) is widely used for finite-sum optimization in machine learning. For convex $L$-smooth components, recent work establishes convergence guarantees for an averaged iterate with component stepsizes as large as order $1/L$. However, the final iterate is a natural output in practice, and existing last-iterate guarantees in this setting require stepsizes that scale inversely with the number of components $n$. We establish an expected objective-gap bound for the last iterate of standard RR-SGD on unconstrained problems with a constant component stepsize satisfying $0<\eta\lesssim 1/(L(1 + \log(nK)))$, where $K$ is the number of epochs. By retaining the sampling bias at random comparison points, we remove the explicit $1/n$ factor from the stepsize restriction. Combined with existing small-step bounds, our result matches the corresponding averaged-iterate convergence rate up to logarithmic factors.

In many modern applications, obtaining response variables is costly, time-consuming, or technically challenging, making it impractical to measure outcomes for all available units. In such settings, covariates may be available for a large pool of candidates, but responses can only be collected for a small, carefully selected subset, making the choice of which units to measure a consequential decision. Most existing subsampling methods are developed for massive datasets, emphasizing the trade-off between statistical accuracy and computational cost, and typically relying on the assumption of a correctly specified model. These features limit their suitability in measurement-constrained settings, where statistical efficiency is paramount and model misspecification is often unavoidable. To address these challenges, we develop a new subset selection framework for linear regression that accommodates potential model misspecification. The proposed approach targets predictive expected loss and yields an A-optimality-type criterion that depends only on covariate information, requiring no response observations at the selection stage. We refer to this method as Expected Loss Optimal Selection (ELOS). By focusing on predictive risk rather than model-based optimality, ELOS remains well-defined and robust under misspecification. Simulation studies and real data applications demonstrate that ELOS achieves strong predictive performance and compares favorably with existing methods across a range of scenarios.

Fairness audits with several sensitive attributes are often performed one coordinate at a time. This can miss purely intersectional disparities: a score may be independent of each sensitive coordinate while depending on their joint profile. We study distributional demographic parity for a real-valued score using one-dimensional Wasserstein geometry. We distinguish two complementary constructions. Conditional and sequential audits characterize joint parity through their zero sets, but their positive values do not generally decompose a fixed joint Wasserstein disparity. By contrast, full-cell conditional quantile functions define a Hilbert-valued random variable whose variance is the joint disparity. Conditional expectations of this quantile process induce a monotone information game: every reveal order yields an exact martingale decomposition of the same joint disparity, while Shapley values provide an order-free attribution across sensitive attributes. Under independent sensitive attributes, the game reduces to a Hoeffding-ANOVA decomposition and Shapley splits each interaction energy equally among its members; under dependence, orthogonality is lost and explicit formulas reveal suppression and redundancy effects that marginal audits can hide. We give fixed-grid estimators and permutation calibration, and illustrate the framework on synthetic examples and ACSIncome. The resulting framework separates three questions that are often conflated: whether joint distributional parity holds, how a fixed joint disparity decomposes along an information path, and how that disparity can be attributed across sensitive coordinates without privileging an ordering.

While causal discovery methods have matured for complete data, such algorithms for handling missing values remain limited. We establish general sufficient conditions under which causal graphs remain identifiable (i.e., uniquely determined from the available data distribution) under various missingness categories, including Missing Not At Random, and provide a framework to extend correctness guarantees from causal discovery algorithms for complete data to missing data settings. Our results show that identifiability of causal graphs with no unobserved confounders is preserved when (1) missingness mechanisms do not causally interact, (2) no variable directly causes its own missingness, and (3) either faithfulness holds for missingness mechanisms, or they follow generalized linear models. Guided by these theoretical results, we introduce two asymptotically correct algorithms for Additive Noise Models (ANMs) that recover the underlying causal graph and provide consistent parameter estimates.

With the growing number of LLMs available, selecting which one to use for a prompt has become a key question. A large part of the routing literature relies on semantically embedding prompts into a vector space and then applying a lightweight classifier to the embedded representations. These methods perform robustly in-distribution but they struggle to generalize to unseen tasks. By studying the geometry of semantic embeddings, we trace a clear failure mode: features that determine the neighbors of unseen prompts are an unreliable proxy for LLM selection. We therefore replace the semantic embedding with the following map: we run a partial forward pass of Qwen2.5-7B-Instruct on the prompt and use the hidden state of its last token at a deep layer as the representation. When applying kNN and other simple classifiers to this new representation, we obtain a clear result in generalization: on average across cost penalties, their performance improves. Moreover, kNN and another simple classifier that we propose outperform every evaluated semantic-embedding baseline. Our two simple methods also beat a recent SoTA hidden-states based router on RouterBench.

Full waveform inversion (FWI) is a powerful tool for high-resolution subsurface model reconstruction, but it remains highly nonlinear and ill-posed, especially when the initial model is inaccurate or the acquired data are noisy and incomplete. Annealed Stein variational gradient descent (ASVGD) provides a particle-based Bayesian framework for FWI by approximating the posterior distribution with an ensemble of velocity models, thereby enabling uncertainty quantification beyond a single deterministic solution. However, conventional ASVGD-FWI commonly relies on simple handcrafted priors, such as Gaussian or smoothing assumptions, which are often insufficient to represent complex geological structures. To address this limitation, we introduce a learned diffusion model (DM) as an implicit regularization mechanism within the ASVGD-FWI framework. Instead of explicitly evaluating the diffusion prior density, the trained diffusion model acts as a learned geological projection operator that guides updated particles toward the distribution of plausible velocity models. In this way, the proposed method combines data consistency from FWI, posterior diversity from ASVGD, and structural realism from the diffusion prior. Numerical experiments demonstrate that the diffusion-regularized ASVGD-FWI produces more geologically consistent mean models, suppresses nonphysical artifacts, and yields uncertainty estimates that are more concentrated around structurally complex and poorly constrained regions. These results suggest that learned diffusion priors can effectively enhance Bayesian FWI by improving both inversion stability and the interpretability of posterior uncertainty.

This paper extends the applicability of probabilistic graphical models to non Gaussian data. It establishes a characterization of the pairwise Markov property in undirected probabilistic graphical models in terms of copula densities. Building on this characterization, we derive a necessary condition for the pairwise Markov property in Student copula Markov networks. An Expectation-Conditional Maximization algorithm (ECM) is provided to facilitate the penalized maximum likelihood estimation and graph selection. The performance of the proposed algorithm is evaluated through simulation studies, which demonstrate its effectiveness in estimating model parameters and recovering the underlying graph structure.

Learning an individualized treatment rule (ITR) with many treatments requires estimating treatment-specific effects from limited observations per arm. Treatments with similar conditional responses can share information, but linear contrast models may miss nonlinear heterogeneity. We propose nonlinear supervised clustering fusion (NSCF), a neural Q-learning framework with a shared nonlinear covariate representation and low-dimensional treatment embeddings. Pairwise fusion groups treatments with similar learned contrasts, yielding an ITR and an interpretable partition. An alternating algorithm combines neural training, embedding fusion, validation-based partition selection, and unpenalized grouped refitting. NSCF lowers regret relative to a strong neural reference in nonlinear exact-sharing simulations; perturbations characterize the limits of hard sharing. In a melanoma xenograft application, NSCF improves average policy value over the neural reference. These results support nonlinear representation learning with supervised treatment fusion when treatment effects exhibit shared structure.

Compartment models of infectious diseases are often linear in coefficients that are physical parameters or products or ratios of them. We exploit this with closed-form least squares and equip the estimates with distribution-free uncertainty. Physics-informed regression (PIR) fits the parameters to finite-difference derivatives of the data; we introduce physics-informed weak regression (PIWR), which integrates the model in time instead, needs no derivatives of the data, estimates the initial state jointly and is high-order accurate. To quantify uncertainty we wrap both estimators in split conformal prediction, with a calibration population generated by the physics-based model itself, giving simultaneous intervals for all parameters with a finite-sample coverage guarantee. A residual-adaptive factor, computed without ground truth, scales the intervals to each data set (PIWR-RACC). On the eleven benchmark models of disease-informed neural networks (DINNs), PIWR or PIR-FD6 is one to four orders of magnitude more accurate than the reported DINN results wherever the sampling resolves the dynamics, in about a millisecond per fit instead of minutes to hours of training, and the 90% intervals achieve 87-92% coverage in all 88 settings. On the S3I3R model of the original PIR study, PIWR lowers the reported PIR errors by about three orders of magnitude. On real data from the 1978 boarding-school influenza outbreak, a variable-projection variant gives calibrated 95% intervals that overlap those of a Bayesian analysis. On a time-varying transmission benchmark, a B-spline expansion of beta(t) keeps PIR and PIWR linear; they are more accurate than physics-informed neural networks in three of four cases and comparable in the noisiest, with simultaneous bands for beta(t). The complete conformal calibration takes less than two minutes for every benchmark.

Information-theoretic exploration is of primary interest in methodological studies of reinforcement learning (RL) and computational cognitive neuroscience, while the established RL theory builds regret guarantees on confidence sets. This situation leaves open the conditions under which the information-driven exploration found in nature is more advantageous than the exploration of the established RL theory. We put the state-of-the-art methods of these two paradigms, Active Inference (AIF) and Bayes-UCBVI, on an equal footing: both act through the same state abstraction of a tabular MDP with $S$ states, and their greedy forms differ only in the exploration term. We find that AIF's information gain decays too fast to serve as a confidence width, locking greedy agents that explore by it out of the optimal action. Calibrating the information gain by a square root yields calibrated AIF, which attains regret of order $\sqrt T$ for an exact abstraction, but no better guarantee than Bayes-UCBVI for a fixed reward. When an adversary chooses rewards from the agent's data, Bayes-UCBVI's value-specific widths lock out, whereas calibrated AIF pays a factor $\sqrt S$, which no goal-memoryless agent avoids on some MDP whose start states the adversary also chooses. Calibrated information gain thus acts as a reward-agnostic $\ell_1$ confidence set, preferable to value-specific widths when rewards are chosen from the agent's data, not when they are fixed.

Understanding the mechanism behind why diffusion models memorize their training data remains an open question in generative modeling. In this paper, we examine this question from two perspectives: (a) the model-level perspective concerning the onset of memorization in a model during training, and (b) the sample-level perspective concerning the proclivity of an individual sample to be memorized by a given model. We show that the so-called input loss curvature, or the Frobenius norm of the Hessian of the diffusion model's training loss, is an effective metric for quantifying both perspectives on memorization. In particular, we empirically demonstrate that input curvatures averaged across training and validation samples can identify when a model is likely to start regurgitating its training data when tracked over training time. However, this metric is not sufficient for measuring an individual sample's likelihood of being memorized. To address this perspective, we introduce a counterfactual definition of memorization in diffusion models, extending the analogous notion from supervised learning proposed by [Feldman, 2019]. We prove that this counterfactual memorization is controlled by the input curvature of the leave-one-out model, thus establishing a direct theoretical link between a sample's local loss landscape and its generation likelihood. We validate our derived bounds through several empirical experiments and show that input-dependent curvature provides a proxy for memorization.

Discrete diffusion models have emerged as a leading alternative to autoregressive models for generating text and other categorical data, yet their theoretical foundations remain less developed than those of their continuous counterparts. For continuous diffusion models, a prominent line of theory suggests that these models can adapt to low-dimensional structure in the data, thereby improving statistical efficiency and generalization. In this work, we investigate the discrete analogue of this phenomenon by studying the statistical rates of discrete diffusion models under sparsity assumptions. By analyzing a nonparametric estimator derived from a regularized score-entropy objective, we establish minimax-optimal rates in the sparse regime. The proposed regularization can be viewed as an adaptation of label smoothing techniques introduced for classification, and does not require the knowledge of the sparsity parameter. This shows that discrete diffusion models can adapt intrinsically to sparsity.

Finite safety assessments cannot exclude an adversary that preserves unattacked behavior until certification and activates afterward. We characterize this limitation for embodied and tool-use AI. An adversary that matches the complete observation law until observable, irrevocable certification and retains intervention access afterward attains $v\mathbb{E}[(n-S_0)_+]$ expected post-certification events over $n$ trials, where $v$ is the active event probability and $S_0$ the unattacked certification time. The result covers adaptive and privately randomized evaluators. Switching at certification is exactly optimal for a fixed likelihood-ratio test under memoryless, event-increasing interventions without a binding intervention budget. A positive clean-certification requirement forces linear worst-case expected excess when intervention raises event rates over an authorized deployment horizon, even if certification is deferred to the deadline. In simulated RoCo collaboration, switching yields commanded-separation violations in 34 of 36 post-certification episodes. Preregistered randomized AgentDojo trials estimate 1.98 additional security violations per four-task continuation (95% interval [1.67, 2.29]). An adversarial language-model controller infers hidden certification from noisy evaluation receipts and times intervention accordingly. With permanent revocation, a mixture likelihood-ratio monitor bounds cumulative excess above a prespecified reference rate at square-root order, up to logarithmic factors, on every sample path. A single fixed alternative can permit linear expected excess under stationary attacks. Against a controller observing the monitor's rule and statistic, live mixture monitoring reduces violations from 12.00 to 3.81 per 24 assigned task opportunities. Revocation also reduces tasks executed.

Amortized Bayesian inference uses simulations to perform Bayesian estimation when likelihoods are expensive or analytically unavailable. However, learning the full joint posterior is challenging in high-dimensional models with complex dependencies. We introduce a semi-amortized method that divides parameters into smaller blocks, and uses conditional independence to identify the information needed to infer each block. We train neural estimators for blocks whose posterior updates are computationally expensive or frequently repeated. Each estimator learns from simulations of the relevant model components to approximate the block's full conditional posterior, given the relevant observations and the values of the variables on which it depends. A Markov chain then alternates direct draws from these estimators with conventional updates of the remaining variables. Each neural update uses the current conditioning values and requires neither likelihood evaluation nor an acceptance-rejection step. Where the same conditional structure recurs, one estimator can be reused across blocks and datasets, with an output dimension determined by the block rather than the full model. We illustrate the approach in high-dimensional and computationally expensive hierarchical and spatiotemporal models.

This paper studies Wong–Zakai convergence and Fourier neural operator learning for stochastic Volterra integral equations (SVIEs) describing random systems with memory. A Wong–Zakai theorem establishes convergence of pathwise solutions driven by piecewise linear approximations of Brownian motion to the corresponding SVIE solution. This convergence provides a foundation for using mirror-padded Fourier neural operators to learn the solution operator mapping initial conditions and driving noise to entire solution trajectories. Numerical experiments demonstrate competitive prediction accuracy and generalization to temporal grids finer than those used for training, while assessing the influence of padding and computational cost. As a follow-up to \citet{LKP:26}, this study extends their operator-learning framework to SVIEs through separate convergence and approximation analyses tailored to convolutional memory.

Network-linked data combine a network with covariates and responses observed for its nodes. Common regression approaches either model dependence among neighboring responses using the observed network or capture similarities associated with network structure without explicitly modeling response dependence. We propose a probabilistic network-linked data analysis framework that incorporates both features while accounting for randomness in network formation. The model uses normalized connection probabilities to weight peer responses and latent positions to capture network cohesion. A two-step likelihood procedure first estimates the network structure and then fits the response model. We establish theoretical guarantees for network recovery in sparse networks with heterogeneous node effects, and prove consistency and joint asymptotic normality of the regression estimators subject to suitable conditions. The analysis also clarifies when estimating the network preserves the classical convergence rate for spatial autoregressive models. Simulation studies demonstrate the estimation performance of the method and assess its inference accuracy. An analysis of diplomatic network data illustrates its practical application.

We study PAC learning of binary classifiers when labels arrive after random delays and are censored beyond an observation window $W$. How many samples does this observation model require? We propose a distribution-dependent answer, the Delay Complexity Dimension (DCD). The DCD combines the VC dimension with the exact label-information rate of the observation channel. Every learner needs $\Omega(\mathrm{DCD}/\varepsilon^2)$ samples. An oracle pseudo-label ERM matches this rate on the instance family of the lower bound, up to constants and logarithmic factors. On that family the DCD is within a constant factor of the classical censored-ERM complexity, and whether the DCD rate is achievable where the two separate remains open. The theory also yields a quantization scheme under which delay information lowers the residual label variance, an expedition policy with a $(1-1/e)$ guarantee for its version-space objective, and a phenomenon with no analogue in the no-delay setting. Under a fixed collection horizon, a moderate window can strictly beat immediate labels. Experiments on synthetic data and the Criteo conversion logs support these predictions. A budget-matched test of a companion labeler-diversity prediction is reported as a negative result.

Simulation-based Bayesian inference for Chemical Reaction Networks (CRNs) must simultaneously solve two computationally demanding problems: discriminating between overlapping reaction pathways and estimating reaction rate constants. Classical approaches, such as Sequential Monte Carlo ABC, rely on handcrafted summary statistics and scale poorly across large parameter spaces. To overcome this, we introduce a neural inference architecture. Our pipeline utilizes shared 1D-CNNs and a permutation-invariant Set Attention mechanism to learn low-dimensional summary statistics from variable-length, multi-experiment time-series data. These statistics simultaneously condition a model selection network to compute posterior model probabilities and model-specific conditional Invertible Neural Networks (cINNs) that estimate parameter posterior distributions. We demonstrate the practical utility of our approach on a real protodeboronation example, illustrating how it handles structural ambiguity and extracts kinetic parameters from competing catalyst deactivation pathways.

Design calculations let researchers gauge, before data is collected, whether a planned study is likely to detect an effect. In this paper, we develop such calculations for predictive models using ordinary least squares and ridge regression under leave-one-out cross-validation. To do so, we derive closed-form expressions relating the expected out-of-sample $R^2$ and the expected correlation between observed and predicted outcomes to four design-stage quantities: sample size, number of predictors, an assumed population $R^2$ ($\rho^2_{in}$) and a design efficiency factor $D^*$ (which summarizes how leverage is distributed across observations). Unlike the classical shrinkage formulas, which depend only on sample size and dimension, these are sensitive to how covariates are arranged – to imbalance and skew. A simulation study assesses the accuracy of the formulas against realized values under a variety of data generating mechanisms. We apply the methods to a published study predicting personality from smartphone behavior and show that the design formulas would have indicated, before any analyses were run, that least squares could not be expected to beat the sample mean while ridge could. An R package, predpower, implements the calculations.

We develop a rate-transfer method that converts finite-time Lyapunov estimates for an associated stochastic differential equation (SDE) into finite-time convergence bounds for stochastic gradient algorithms. Under generic moment and smoothness conditions, the convergence analysis of the stochastic gradient method reduces to a calculus argument verifying a Lyapunov generator inequality for the SDE. The method recovers established rates for classical stochastic gradient methods and provides a way to establish convergence rates for new optimization algorithms through calculus arguments applied to their associated SDEs.

Impact-echo testing is a nondestructive testing method used to detect internal defects in concrete structures. However, boundary reflections, structured interference, and measurement noise can produce complex Fourier amplitude spectra, making defect classification difficult. We constructed a two-dimensional frequency–amplitude persistence image (FA-PI) from the Fourier amplitude spectrum. Using a fixed parameterization of exact multi-parameter persistent homology, each retained Fourier component is represented with frequency-bin location as one coordinate and amplitude as the other, and Gaussian kernels are then applied in this two-dimensional space. This construction has a direct analytical connection to the corresponding one-dimensional Gaussian-smoothed Fourier amplitude spectrum. FA-PI was evaluated on an experimental backfill-void dataset and a public bridge-deck impact-echo dataset, and compared with raw and Gaussian-smoothed Fourier amplitude spectra using a linear classifier with a Softmax output and identical signal-level data splits. The evaluation included original signals and signals corrupted by Gaussian noise, sinusoidal interference, or mixed noise, with matching noise types and signal-to-noise ratios during training, validation, and testing. Performance was assessed using accuracy and macro-averaged precision, recall, and F1-score. Across the two datasets, FA-PI consistently outperformed the raw and Gaussian-smoothed Fourier baselines in the noisy-condition summaries. These findings indicate that representing Fourier spectral components in a two-dimensional frequency–amplitude space can improve impact-echo defect classification beyond frequency-axis smoothing alone.

Generative models are often required to serve many downstream conditional tasks. In the training-free setting, a pretrained unconditional model is reused as a prior and combined with a task-specific likelihood to sample from the corresponding posterior. While such training-free samplers have been developed for diffusion and flow models, their counterpart for Schrödinger bridge (SB) models remains unexplored, despite the growing appeal of SBs as flexible stochastic transport models between general source and target distributions. We propose BridgeTwist, a training-free conditional sampler for pretrained SB generative models, formulated as a tempered twisted sequential Monte Carlo scheme. Its twist is a closed-form plug-in surrogate, obtained by combining the velocity and score fields exposed by SB pretraining into an endpoint predictor and evaluating the likelihood there. Since this surrogate is less reliable near the source, we temper the twist with a time-varying exponent, downweighting its influence at early steps. We further introduce a bridge-shaped inference-time diffusion schedule that concentrates the proposal noise in the interior of the path. Telescoping importance weights then cancel all intermediate twist factors, yielding an asymptotically exact sampler for the posterior. Empirically, BridgeTwist outperforms training-free baselines on class-conditional and text-prompted image generation, and is competitive with specialized inverse problem solvers on inpainting, deblurring, and super-resolution.

We study the role of design smoothness in the minimax estimation of conditional average treatment effects at a fixed covariate point. For design densities bounded above and away from zero, without further regularity, we derive upper and lower risk bounds with an arbitrarily small gap in the convergence-rate exponent. Under uniform design, we obtain matching upper and lower bounds at interior points in the regime of low nuisance smoothness. These results show that rough covariate designs can lead to slower rates than uniform designs, even under the same smoothness assumptions on the treatment effect and nuisance functions, highlighting the role of the covariate distribution in pointwise causal estimation.