Papers

We formulate and solve the fixed horizon linear quadratic covariance steering problem in continuous time with a terminal cost measured in Hilbert-Schmidt (i.e., Frobenius) norm error between the desired and the controlled terminal covariances. For this problem, the necessary conditions of optimality become a coupled matrix ODE two-point boundary value problem. To solve this system of equations, we design a matricial recursive algorithm and prove its convergence. The proposed algorithm and its analysis make use of the linear fractional transforms parameterized by the state transition matrix of the associated Hamiltonian matrix. To illustrate the results, we provide two numerical examples: one with a two dimensional and another with a six dimensional state space.

Novelty detection in large scientific datasets faces two key challenges: the noisy and high-dimensional nature of experimental data, and the necessity of making statistically robust statements about any observed outliers. While there is a wealth of literature on anomaly detection via dimensionality reduction, most methods do not produce outputs compatible with quantifiable claims of scientific discovery. In this work we directly address these challenges, presenting the first step towards a unified pipeline for novelty detection adapted for the rigorous statistical demands of science. We introduce AutoSciDACT (Automated Scientific Discovery with Anomalous Contrastive Testing), a general-purpose pipeline for detecting novelty in scientific data. AutoSciDACT begins by creating expressive low-dimensional data representations using a contrastive pre-training, leveraging the abundance of high-quality simulated data in many scientific domains alongside expertise that can guide principled data augmentation strategies. These compact embeddings then enable an extremely sensitive machine learning-based two-sample test using the New Physics Learning Machine (NPLM) framework, which identifies and statistically quantifies deviations in observed data relative to a reference distribution (null hypothesis). We perform experiments across a range of astronomical, physical, biological, image, and synthetic datasets, demonstrating strong sensitivity to small injections of anomalous data across all domains.

Risk assessment tools in healthcare commonly employ point-based scoring systems that map patients to ordinal risk categories via thresholds. While electronic health record (EHR) data presents opportunities for data-driven optimization of these tools, two fundamental challenges impede standard supervised learning: (1) labels are often available only for extreme risk categories due to intervention-censored outcomes, and (2) misclassification cost is asymmetric and increases with ordinal distance. We propose a mixed-integer programming (MIP) framework that jointly optimizes scoring weights and category thresholds in the face of these challenges. Our approach prevents label-scarce category collapse via threshold constraints, and utilizes an asymmetric, distance-aware objective. The MIP framework supports governance constraints, including sign restrictions, sparsity, and minimal modifications to incumbent tools, ensuring practical deployability in clinical workflows. We further develop a continuous relaxation of the MIP problem to provide warm-start solutions for more efficient MIP optimization. We apply the proposed score optimization framework to a case study of inpatient falls risk assessment using the Johns Hopkins Fall Risk Assessment Tool.

To deploy large language models (LLMs) in high-stakes application domains that require substantively accurate responses to open-ended prompts, we need reliable, computationally inexpensive methods that assess the trustworthiness of long-form responses generated by LLMs. However, existing approaches often rely on claim-by-claim fact-checking, which is computationally expensive and brittle in long-form responses to open-ended prompts. In this work, we introduce semantic isotropy – the degree of uniformity across normalized text embeddings on the unit sphere – and use it to assess the trustworthiness of long-form responses generated by LLMs. To do so, we generate several long-form responses, embed them, and estimate the level of semantic isotropy of these responses as the angular dispersion of the embeddings on the unit sphere. We find that higher semantic isotropy – that is, greater embedding dispersion – reliably signals lower factual consistency across samples. Our approach requires no labeled data, no fine-tuning, and no hyperparameter selection, and can be used with open- or closed-weight embedding models. Across multiple domains, our method consistently outperforms existing aggregate trust signals in predicting nonfactuality using only a handful of samples, offering a practical, low-cost first-pass signal that complements claim-level verification in real-world LLM workflows.

Causal inference identifies cause-and-effect relationships between variables. While traditional approaches rely on data to reveal causal links, a recently developed method, assimilative causal inference (ACI), integrates observations with dynamical models. It utilizes Bayesian data assimilation to trace causes back from observed effects by quantifying the reduction in uncertainty. ACI advances the detection of instantaneous causal relationships and the intermittent reversal of causal roles over time. Beyond identifying causal connections, an equally important challenge is determining the associated causal influence range (CIR), indicating when causal influences emerged and for how long they persist. In this paper, ACI is employed to develop mathematically rigorous formulations of both forward and backward CIRs at each time. The forward CIR quantifies the temporal impact of a cause, while the backward CIR traces the onset of triggers for an observed effect, thus characterizing causal predictability and attribution of outcomes at each transient phase, respectively. Objective and robust metrics for both CIRs are introduced, eliminating the need for empirical thresholds. Computationally efficient approximation algorithms to compute CIRs are developed, which facilitate the use of closed-form expressions for a broad class of nonlinear dynamical systems. Numerical simulations demonstrate how this forward and backward CIR framework provides new possibilities for probing complex dynamical systems. It advances the study of bifurcation-driven and noise-induced tipping points in Earth systems, investigates the impact from resolving the interfering variables when determining the influence ranges, and elucidates atmospheric blocking mechanisms in the equatorial region. These results have direct implications for science, policy, and decision-making.

Replication studies for scientific research are an important part of ensuring the reliability and integrity of experimental findings. In the context of clinical trials, the concept of replication has been formalised by the 'two-trials' rule, where two pivotal studies are required to show positive results before a drug can be approved. In experiments testing multiple hypotheses simultaneously, control of the overall familywise error rate (FWER) is additionally required in many contexts. The well-known Bonferroni procedure controls the FWER, and a natural extension is to introduce weights into this procedure to reflect the a-priori importance of hypotheses or to maximise some measure of the overall power of the experiment. In this paper, we consider analysing a replication study using an optimal weighted Bonferroni procedure, with the weights based on the results of the original study that is being replicated and the optimality criterion being to maximise the disjunctive power of the trial (the power to reject at least one non-null hypothesis). We show that using the proposed procedure can lead to a substantial increase in the disjunctive power of the replication study, and is robust to changes in the effect sizes between the two studies.

We propose Equivariance by Contrast (EbC) to learn equivariant embeddings from observation pairs $(\mathbf{y}, g \cdot \mathbf{y})$, where $g$ is drawn from a finite group acting on the data. Our method jointly learns a latent space and a group representation in which group actions correspond to invertible linear maps – without relying on group-specific inductive biases. We validate our approach on the infinite dSprites dataset with structured transformations defined by the finite group $G:= (R_m \times \mathbb{Z}_n \times \mathbb{Z}_n)$, combining discrete rotations and periodic translations. The resulting embeddings exhibit high-fidelity equivariance, with group operations faithfully reproduced in latent space. On synthetic data, we further validate the approach on the non-abelian orthogonal group $O(n)$ and the general linear group $GL(n)$. We also provide a theoretical proof for identifiability. While broad evaluation across diverse group types on real-world data remains future work, our results constitute the first successful demonstration of general-purpose encoder-only equivariant learning from group action observations alone, including non-trivial non-abelian groups and a product group motivated by modeling affine equivariances in computer vision.

Data-sparse settings such as robotic manipulation, molecular physics, and galaxy morphology classification are some of the hardest domains for deep learning. For these problems, equivariant networks can help improve modeling across undersampled parts of the input space, and uncertainty estimation can guard against overconfidence. However, until now, the relationships between equivariance and model confidence, and more generally equivariance and model calibration, has yet to be studied. Since traditional classification and regression error terms show up in the definitions of calibration error, it is natural to suspect that previous work can be used to help understand the relationship between equivariance and calibration error. In this work, we present a theory relating equivariance to uncertainty estimation. By proving lower and upper bounds on uncertainty calibration errors (ECE and ENCE) under various equivariance conditions, we elucidate the generalization limits of equivariant models and illustrate how symmetry mismatch can result in miscalibration in both classification and regression. We complement our theoretical framework with numerical experiments that clarify the relationship between equivariance and uncertainty using a variety of real and simulated datasets, and we comment on trends with symmetry mismatch, group size, and aleatoric and epistemic uncertainties.

We introduce a framework for generating highly multimodal datasets with explicitly calculable mutual information (MI) between modalities. This enables the construction of benchmark datasets that provide a novel testbed for systematic studies of mutual information estimators and multimodal self-supervised learning (SSL) techniques. Our framework constructs realistic datasets with known MI using a flow-based generative model and a structured causal framework for generating correlated latent variables. We benchmark a suite of MI estimators on datasets with varying ground truth MI values and verify that regression performance improves as the MI increases between input modalities and the target value. Finally, we describe how our framework can be applied to contexts including multi-detector astrophysics and SSL studies in the highly multimodal regime.

This paper establishes the theoretical limits of graph clustering under the Popularity-Adjusted Block Model (PABM), addressing limitations of existing models. In contrast to the Stochastic Block Model (SBM), which assumes uniform vertex degrees, and to the Degree-Corrected Block Model (DCBM), which applies uniform degree corrections across clusters, PABM introduces separate popularity parameters for intra- and inter-cluster connections. Our main contribution is the characterization of the optimal error rate for clustering under PABM, which provides novel insights on clustering hardness: we demonstrate that unlike SBM and DCBM, cluster recovery remains possible in PABM even when traditional edge-density signals vanish, provided intra- and inter-cluster popularity coefficients differ. This highlights a dimension of degree heterogeneity captured by PABM but overlooked by DCBM: local differences in connectivity patterns can enhance cluster separability independently of global edge densities. Finally, because PABM exhibits a richer structure, its expected adjacency matrix has rank between $k$ and $k^2$, where $k$ is the number of clusters. As a result, spectral embeddings based on the top $k$ eigenvectors may fail to capture important structural information. Our numerical experiments on both synthetic and real datasets confirm that spectral clustering algorithms incorporating $k^2$ eigenvectors outperform traditional spectral approaches.

Functional data analysis (FDA) deals with high-resolution data recorded over a continuum, such as time, space or frequency. Device-based assessments of physical activity or sleep are objective yet still prone to measurement error. We present MECfda, an R package that (i) fits scalar-on-function, generalized scalar-on-function, and functional quantile regression models, and (ii) provides bias-corrected estimation when functional covariates are measured with error. By unifying these tools under a consistent syntax, MECfda enables robust inference for FDA applications that involve noisy functional data.

Knowledge distillation is a promising approach to transfer capabilities from complex teacher models to smaller, resource-efficient student models that can be deployed easily, particularly in task-aware scenarios. However, existing methods of task-aware distillation typically require substantial quantities of data which may be unavailable or expensive to obtain in many practical scenarios. In this paper, we address this challenge by introducing a novel strategy called Counterfactual-explanation-infused Distillation CoD for few-shot task-aware knowledge distillation by systematically infusing counterfactual explanations. Counterfactual explanations (CFEs) refer to inputs that can flip the output prediction of the teacher model with minimum perturbation. Our strategy CoD leverages these CFEs to precisely map the teacher's decision boundary with significantly fewer samples. We provide theoretical guarantees for motivating the role of CFEs in distillation, from both statistical and geometric perspectives. We mathematically show that CFEs can improve parameter estimation by providing more informative examples near the teacher's decision boundary. We also derive geometric insights on how CFEs effectively act as knowledge probes, helping the students mimic the teacher's decision boundaries more effectively than standard data. We perform experiments across various datasets and LLMs to show that CoD outperforms standard distillation approaches in few-shot regimes (as low as 8-512 samples). Notably, CoD only uses half of the original samples used by the baselines, paired with their corresponding CFEs and still improves performance.

Informal caregiving often carries a significant emotional, physical, and financial toll, yet caregiver burden is often underrepresented in healthcare research and methods. Existing caregiver burden instruments, while valuable in clinical research, often lack compatibility with observational datasets regularly used in health services research and planning. This study introduces the Caregiver Burden Index (CareBI) developed for the National Study of Caregiving (NSOC), that can be used to represent caregiver burden in quantitative models and observational research studies. CareBI was developed and validated using a multistep process that included the identification and preparation of individual NSOC survey items, exploratory and confirmatory factor analysis, score estimation, interpretation, and external validation. The study used data from round 12 of the NSOC. CareBI represents three domains of burden: objective, subjective, and interpersonal, providing a comprehensive view of both the positive and negative aspects of caregiving. It also aligns with the Zarit Burden Interview, a widely used tool for prospectively assessing caregiver burden. Construct validity was assessed by comparing CareBI's relationship with caregiver and care recipient outcomes, as well as sensitivity to known burden-related risk and mitigation factors. Early findings affirm the scale's utility in categorizing low-, moderate-, and high-burden caregivers and guiding resource-oriented strategies. CareBI represents a reproducible tool for embedding caregiver metrics into health operations, predictive modeling, and public policy frameworks, and provides a template for applying operations research and industrial engineering methods to psychosocial measurement challenges in aging and long-term care.

We introduce a highly expressive yet distinctly tractable family for black-box variational inference (BBVI). Each member of this family is a weighted product of experts (PoE), and each weighted expert in the product is proportional to a multivariate $t$-distribution. These products of experts can model distributions with skew, heavy tails, and multiple modes, but to use them for BBVI, we must be able to sample from their densities. We show how to do this by reformulating these products of experts as latent variable models with auxiliary Dirichlet random variables. These Dirichlet variables emerge from a Feynman identity, originally developed for loop integrals in quantum field theory, that expresses the product of multiple fractions (or in our case, $t$-distributions) as an integral over the simplex. We leverage this simplicial latent space to draw weighted samples from these products of experts – samples which BBVI then uses to find the PoE that best approximates a target density. Given a collection of experts, we derive an iterative procedure to optimize the exponents that determine their geometric weighting in the PoE. At each iteration, this procedure minimizes a regularized Fisher divergence to match the scores of the variational and target densities at a batch of samples drawn from the current approximation. This minimization reduces to a convex quadratic program, and we prove under general conditions that these updates converge exponentially fast to a near-optimal weighting of experts. We conclude by evaluating this approach on a variety of synthetic and real-world target distributions.

Global sensitivity analysis (GSA) is a recommended step in the use of computer simulation models. GSA quantifies the relative importance of model inputs on outputs (Factor Ranking), identifies inputs that could be fixed, thus simplifying model calibration (Factor Fixing), and pinpointing areas for future data collection (Factor Prioritization). Given the wide variety of GSA methods, choosing between methods can be challenging for non-GSA experts. Issues include workflow steps and complexity, interpretation of GSA outputs, and the degree of similarity between methods in Factor Ranking. We conducted a study of both widely and less commonly used GSA methods applied to three simulators of differing complexity. All methods share common issues around implementation with specification of parameter ranges particularly critical. Similarities in Factor Rankings were generally high based on Kendall's W. Sobol' first order and total sensitivity indices were easy to interpret and informative with regression trees providing additional insight into interactions.

Even though several publicly accessible pharmacovigilance databases are available, extracting data from them is a technically challenging process. Existing tools typically focus on a single database. We present SurVigilance, an open-source tool that streamlines the process of retrieving safety data from seven major pharmacovigilance databases. SurVigilance provides a graphical user interface as well as functions for programmatic access, thus enabling integration into existing research workflows. SurVigilance utilizes a modular architecture to provide access to the heterogeneous sources. By reducing the technical barriers to accessing safety data, SurVigilance aims to facilitate pharmacovigilance research.

We study the saddlepoint approximation (SPA) for densities of sums of high-dimensional random vectors, allowing the dimension $d$ to grow with the sample size $n$. For averages of i.i.d. random vectors in $\mathbb R^d$, we obtain an explicit non-asymptotic bound for the multiplicative SPA error whose leading term is of order $d^2/n$. This improves on the generic $d^4/n$ rate in recent work of Tang and Reid. In the natural central region $\|x\|\lesssim(d/n)^{1/2}$, we obtain a further refinement. We prove that the leading SPA error is essentially constant throughout this region, up to $O(d^{5/2}/n^{3/2})$. This allows us, at the cost of computing a single Gaussian Monte Carlo integral, to estimate the SPA error in the central region and use the resulting value as a multiplicative correction to obtain a more accurate SPA. As further corollaries to the main SPA bound, we derive a local central limit theorem with explicit multiplicative error and, on the natural high-dimensional central region, a cubic-corrected Gaussian approximation with multiplicative error $O(d^2/n)$. We also obtain a more general SPA theorem that applies, in particular, to averages of independent but not necessarily identically distributed random vectors. We further give readily verifiable sufficient conditions for the SPA assumptions, reducing the main high-dimensional Fourier condition to one-dimensional estimates for tilted marginals. These conditions apply, in particular, to arbitrary isotropic log-concave densities, uniformly well-conditioned affine transformations thereof and their convex mixtures, as well as to distributions obtained by smoothing with Gaussian or log-concave noise. The results are illustrated by multivariate generalized Laplace distributions and by a likelihood problem for averaged images with Gaussian-mixture noise.

Flow and diffusion-based models have emerged as powerful tools for scientific applications, particularly for sampling non-normalized probability distributions, as exemplified by Boltzmann Generators (BGs). A critical challenge in deploying these models is their reliance on sample likelihood computations, which scale prohibitively with system size $n$, often rendering them infeasible for large-scale problems. To address this, we introduce $\textit{HollowFlow}$, a flow-based generative model leveraging a novel non-backtracking graph neural network (NoBGNN). By enforcing a block-diagonal Jacobian structure, HollowFlow likelihoods are evaluated with a constant number of backward passes in $n$, yielding speed-ups of up to $\mathcal{O}(n^2)$: a significant step towards scaling BGs to larger systems. Crucially, our framework generalizes: $\textbf{any equivariant GNN or attention-based architecture}$ can be adapted into a NoBGNN. We validate HollowFlow by training BGs on two different systems of increasing size. For both systems, the sampling and likelihood evaluation time decreases dramatically, following our theoretical scaling laws. For the larger system we obtain a $10^2\times$ speed-up, clearly illustrating the potential of HollowFlow-based approaches for high-dimensional scientific problems previously hindered by computational bottlenecks.

Sequential generative models conditioned on uncertain rewards are central to AI-driven scientific discovery, yet the epistemic uncertainty they inherit from imperfect reward estimates remains unquantified. We propagate this uncertainty through generative flow networks (GFlowNets) by fitting polynomial chaos expansions (PCEs) to small ensembles of trained models. The PCE coefficients yield analytical Sobol sensitivity indices, providing the first interpretable decomposition of which reward components drive which generative decisions, a capability unavailable from deep ensembles, Bayesian neural networks, or Monte Carlo dropout. Convergence guarantees are established theoretically and four of five are formally verified in the Lean 4 proof assistant. Across three real-world tasks the framework reveals actionable structure invisible to ensembles alone. On the Doyle-Dreher Buchwald-Hartwig dataset catalyst selection is robust ($D_{\mathrm{catalyst}}\approx 71$) while additive selection is fragile ($D_{\mathrm{additive}}\approx 179$, $2.5\times$ higher). In fragment-based molecular design the linker position is the most sensitive ($D_{\mathrm{linker}}\approx 28$) while decoration positions are the most robust ($D\approx 14$-$18$), reversing the conventional scaffold-robust / decoration-fragile assumption. On the Sachs protein signalling network, MAPK-cascade edges and PKA/PKC hub edges separate into distinct sensitivity regimes, providing a targeted map for perturbation experiments. Calibration coverage at the 95% level reaches 0.97-1.00 across the dominant steps, and the surrogate evaluates 10{,}000 policy samples in milliseconds - $10^{3}$-$10^{4}\times$ faster than exhaustive retraining.

We study sparsity-regularized maximum likelihood estimation for the drift parameter of high-dimensional non-stationary Ornstein–Uhlenbeck processes given repeated measurements of i.i.d. paths. In particular, we show that Lasso and Slope estimators can achieve the minimax optimal rate of convergence. We exhibit numerical experiments for sparse estimation methods and show their performance.

Catastrophic forgetting (CF) poses a persistent challenge in continual learning (CL), especially within federated learning (FL) environments characterized by non-i.i.d. time series data. While existing research has largely focused on classification tasks in vision domains, the regression-based forecasting setting prevalent in IoT and edge applications remains underexplored. In this paper, we present the first benchmarking framework tailored to investigate CF in federated continual time series forecasting. Using the Beijing Multi-site Air Quality dataset across 12 decentralized clients, we systematically evaluate several CF mitigation strategies, including Replay, Elastic Weight Consolidation, Learning without Forgetting, and Synaptic Intelligence. Key contributions include: (i) introducing a new benchmark for CF in time series FL, (ii) conducting a comprehensive comparative analysis of state-of-the-art methods, and (iii) releasing a reproducible open-source framework. This work provides essential tools and insights for advancing continual learning in federated time-series forecasting systems.

We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback. While this generalizes the classical multi-armed bandit and has broad applicability, its scalability is limited by the high cost of combinatorial optimization, requiring oracle queries at every round. To tackle this, we propose oracle-efficient frameworks that significantly reduce oracle calls while maintaining tight regret guarantees. For the worst-case linear reward setting, our algorithms achieve $\tilde{O}(\sqrt{T})$ regret using only $O(\log\log T)$ oracle queries. We also propose covariance-adaptive algorithms that leverage noise structure for improved regret, and extend our approach to general (non-linear) rewards. Overall, our methods reduce oracle usage from linear to (doubly) logarithmic in time, with strong theoretical guarantees.

Fine-tuning has proven to be highly effective in adapting pre-trained models to perform better on new desired tasks with minimal data samples. Among the most widely used approaches are reparameterization methods, which update a target module by augmenting its frozen weight matrix with an additional trainable weight matrix. The most prominent example is Low Rank Adaption (LoRA), which gained significant attention in recent years. In this paper, we introduce a new class of reparameterization methods for transfer learning, designed to enhance the generalization ability of fine-tuned models. We establish the effectiveness of our approach in a high-dimensional binary classification setting using tools from Random Matrix Theory, and further validate our theoretical findings through more realistic experiments, such as fine-tuning LLMs.

Performative predictions are forecasts which influence the outcomes they aim to predict, undermining the existence of correct forecasts and standard methods of elicitation and estimation. We show that conditioning forecasts on covariates that separate them from the outcome renders the target distribution forecast-invariant, guaranteeing well-posedness of the forecasting problem. However, even under this condition, classical proper scoring rules fail to elicit correct forecasts. We prove a general impossibility result and identify two solutions: (i) in decision-theoretic settings, elicitation of correct and incentive-compatible forecasts is possible if forecasts are separating; (ii) scoring with unbiased estimates of the divergence between the forecast and the induced distribution of the target variable yields correct forecasts. Applying these insights to parameter estimation, conditional forecasts and proper scoring rules enable performatively stable estimation of performatively correct parameters, resolving the issues raised by Perdomo et al. (2020). Our results expose fundamental limits of classical forecast evaluation and offer new tools for reliable and accurate forecasting in performative settings.

As future superhuman models become increasingly complex, accurately supervising their behavior may exceed human capabilities. Recent works have demonstrated that in such scenarios, weak models can effectively supervise strong models, a phenomenon known as weak-to-strong generalization. However, we find that naive weak-to-strong generalization fails under distribution shifts, often leading to worse performance of the strong model than its weak supervisors. To address this, we propose RAVEN, a robust weak-to-strong generalization framework that dynamically learns the optimal combinations of weak models in addition to parameters of the strong model. We demonstrate the effectiveness of RAVEN on image classification, text classification, and preference alignment tasks. RAVEN outperforms alternative baselines by over 30% on out-of-distribution tasks while matching or surpassing existing methods on in-distribution tasks. Moreover, our results show that RAVEN assigns higher weights to more accurate weak models, demonstrating its ability to automatically identify trustworthy supervision.

The rapid scaling of large language models (LLMs) has made low-precision training essential for reducing memory, improving efficiency, and enabling larger models and datasets. Existing convergence theories for adaptive optimizers, however, assume all components are exact and neglect hardware-aware quantization, leaving open the question of why low-precision training remains effective. We introduce the first theoretical framework for analyzing the convergence of adaptive optimizers, including Adam and Muon, under floating-point quantization of gradients, weights, and optimizer states (e.g., moment estimates). Within this framework, we derive convergence rates on smooth non-convex objectives under standard stochastic gradient assumptions, explicitly characterizing how quantization errors from different components affect convergence. We show that both algorithms retain rates close to their full-precision counterparts provided mantissa length scales only logarithmically with the number of iterations. Our analysis further reveals that Adam is highly sensitive to weights and second-moment quantization due to its reliance on $\beta_2 \to 1$, while Muon requires weaker error control and is thus potentially more robust. These results narrow the gap between empirical success and theoretical understanding of low-precision training methods. Numerical experiments on synthetic and real-world data corroborate our theory.

Real-world data is frequently noisy and ambiguous. In crowdsourcing, for example, human annotators may assign conflicting class labels to the same instances. Partial-label learning (PLL) addresses this challenge by training classifiers when each instance is associated with a set of candidate labels, only one of which is correct. While early PLL methods approximate the true label posterior, they are often computationally intensive. Recent deep learning approaches improve scalability but rely on surrogate losses and heuristic label refinement. We introduce a novel probabilistic framework that directly approximates the posterior distribution over true labels using amortized variational inference. Our method employs neural networks to predict variational parameters from input data, enabling efficient inference. This approach combines the expressiveness of deep learning with the rigor of probabilistic modeling, while remaining architecture-agnostic. Theoretical analysis and extensive experiments on synthetic and real-world datasets demonstrate that our method achieves state-of-the-art performance in both accuracy and efficiency.

This work addresses the interpolation of probability measures within a spatial statistics framework. We develop a Kriging approach in the Wasserstein space, leveraging the quantile function representation of the one-dimensional Wasserstein distance. To mitigate the inaccuracies in semivariogram estimation that arise from sparse datasets, we combine this formulation with cross-validation techniques. In particular, we introduce a variant of the virtual cross-validation formulas tailored to quantile functions. The effectiveness of the proposed method is demonstrated on a controlled toy problem as well as on a real-world application from nuclear safety.

Probabilistic models must be well calibrated to support reliable decision-making. While calibration in single-output regression is well studied, defining and achieving multivariate calibration in multi-output regression remains considerably more challenging. The existing literature on multivariate calibration primarily focuses on diagnostic tools based on pre-rank functions, which are projections that reduce multivariate prediction-observation pairs to univariate summaries to detect specific types of miscalibration. In this work, we go beyond diagnostics and introduce a general regularization framework to enforce multivariate calibration during training for arbitrary pre-rank functions. This framework encompasses existing approaches such as highest density region calibration and copula calibration. Our method enforces calibration by penalizing deviations of the projected probability integral transforms (PITs) from the uniform distribution, and can be added as a regularization term to the loss function of any probabilistic predictor. Specifically, we propose a regularization loss that jointly enforces both marginal and multivariate pre-rank calibration. We also introduce a new PCA-based pre-rank that captures calibration along directions of maximal variance in the predictive distribution, while also enabling dimensionality reduction. Across 18 real-world multi-output regression datasets, we show that unregularized models are consistently miscalibrated, and that our methods significantly improve calibration across all pre-rank functions without sacrificing predictive accuracy.

Methods for forecasting time series adhering to linear constraints have seen notable development in recent years, especially with the advent of forecast reconciliation. This paper extends forecast reconciliation to the open question of non-linearly constrained time series. Non-linear constraints can emerge with variables that are formed as ratios such as mortality rates and unemployment rates. On the methodological side, Non-linearly Constrained Reconciliation (NLCR) is proposed. This algorithm adjusts forecasts that fail to meet non-linear constraints, in a way that ensures the new forecasts meet the constraints. The NLCR method is a projection onto a non-linear surface, formulated as a constrained optimisation problem. On the theoretical side, optimisation methods are again used, this time to derive sufficient conditions for when the NLCR methodology is guaranteed to improve forecast accuracy. Finally on the empirical side, NLCR is applied to two datasets from demography and economics and shown to significantly improve forecast accuracy relative to relevant benchmarks.