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Friday 22 May

Machine Learning (Statistics)

Coupled Training with Privileged Information and Unlabeled Data

In many prediction problems, we have extra information during training (for example, measurements that are expensive or slow to collect) that will not be available when the model is deployed. A common strategy is to first train a model that uses all training information, then use its predictions on unlabeled examples to train a second model that only uses the inputs available at test time. However, when the extra training-only information is weak or noisy, this Two-Stage approach can mislead the deployment model and even hurt accuracy. We propose a joint training method that learns the two models together, so the deployment model can benefit from the extra information only when it actually helps, instead of inheriting its mistakes. We provide guarantees that describe when joint training improves prediction accuracy and analyze a simple alternating training algorithm for large, high-dimensional models. Experiments on synthetic data and real-world prediction tasks show that our approach avoids these failures and robustly outperforms standard Two-Stage baselines.
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Statistics Applications

Regulatory Considerations for Using Artificial Intelligence Models to Reduce Sample Sizes in Registrational Studies

Applications of artificial intelligence (AI) in drug development continue to increase at a rapid pace. Regulatory authorities have provided increasingly clear perspectives on the use of AI in regulated applications, including recent draft guidance from FDA that provides a 7-step risk-based framework to assess AI model credibility for these cases. We present an application of AI models to prospectively reduce the planned sample size in a randomized controlled trial, using model-derived prognostic covariates. This can shorten trial timelines, enable faster decision making, and lower costs. When treatments are effective and tolerable they can be accessible to patients sooner, which is a compelling use case for the FDA guidance. We walk through each of the steps in the guidance, providing general recommendations for model development, evaluation, and approaches for sample size determination, with the intent of providing a clear set of guidelines on how to engage with the FDA guidance and advance responsible use of AI in drug development. We demonstrate the application with an example in Alzheimerś Disease.
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All authors Aaron M. Smith, Tala Fakhouri, Run Zhuang, Jonathan R. Walsh

Statistics Theory · Cross-listed from cs.DS

Entropy Equivalence Testing

We introduce the problem of entropy equivalence testing for probability distributions, a relaxation of the well-studied closeness testing problem, where the distribution testing algorithm is now only required to distinguish, given samples from two unknown distributions $p,q$ and a parameter $\varepsilon \in(0,1/2]$, between $p=q$ and $|H(p)-H(q)| \geq \varepsilon$ (where $H$ denotes the Shannon entropy). We provide a time- and sample-efficient algorithm for this task, showing that the optimal sample complexity for this task can be significantly lower than that of closeness testing. As an application, we leverage this result to provide the first non-trivial testing algorithm for (standard) closeness of low-degree Bayesian networks, which significantly improves on either the sample or time complexity of a baseline based on full learning.
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All authors Clément L. Canonne, Yash Pote, Jonathan Scarlett, Joy Qiping Yang

Statistics Theory · Cross-listed from eess.SP

Fundamental Bounds and Efficient Estimation for Dead-Time-Constrained Event Detection, with Application to Single-Photon Lidar

We develop an asymptotic statistical theory for parameter estimation from a class of non-i.i.d. periodic binary event-detection processes subject to nonparalyzable dead time and gating, which we call "dead-time event detection" (DED) processes. Such processes arise in single-photon lidar, fluorescence lifetime imaging, X-ray astronomy, and particle or radiation flux measurements in nuclear physics, where each detection renders the radiation/particle detector inactive for a recovery interval. Our theory quantifies how dead time and gating affect the fundamental lower bounds of estimation and identifies practical estimators that attain these bounds. First, we identify a sufficient statistic, showing in particular that activation counts can carry statistically useful information discarded by conventional histogramming hardware. We then prove local asymptotic normality and derive the corresponding Fisher-information rate, thereby obtaining fundamental lower bounds for estimation from DED processes. We prove that the maximum likelihood estimator (MLE), widely used in DED applications, attains these lower bounds. Since computing the MLE typically requires solving a nonconvex optimization problem, we also propose Le Cam one-step estimators, which attain the same asymptotic bounds with only a single local correction rather than iterative optimization. We illustrate the validity of our asymptotic theory and the practical usefulness of one-step estimators through the example of single-photon lidar in both simulations and real-data experiments.
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Statistical Methodology

A Direct Variance Estimation (DiVE) for Meta-Analysis of Median Differences

Meta-analyses of two-group studies that report median differences typically rely on methods that require, in addition to the median difference and sample size, summary measures of dispersion such as quartiles or ranges. Studies that do not report such statistics are often excluded from the meta-analysis. Existing two-stage approaches first estimate the asymptotic variance of the median difference within each study under parametric assumptions, and then combine these study-specific estimates to obtain the pooled median difference and its variance. We propose Direct Variance Estimation (DiVE), a method that directly estimates the variance of the pooled difference using only study-level median differences and their sample sizes. A comprehensive simulation study across a wide range of distributional scenarios shows that DiVE performs comparably to or better than conventional two-stage methods. A re-analysis of published meta-analyses demonstrates that DiVE enables the inclusion of studies lacking dispersion statistics, leading to a more comprehensive and potentially less biased synthesis of evidence.
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Statistical Methodology

Mixture-of-Finite-Mixtures Wishart Model for Clustering Covariance Matrices with an Application to Brain Functional Connectivity

Data represented as covariance-type matrices arise in many fields, including brain functional connectivity and diffusion tensor imaging. We develop the MFM-Wishart, a Bayesian model-based clustering approach for such data that combines Wishart mixture components with a mixture-of-finite-mixtures (MFM) prior, allowing joint posterior inference on both the number of clusters and clustering assignments. Theoretically, we study the properties of Wishart kernels in the context of mixture models and then establish results for posterior consistency for the number of clusters and posterior contraction of the mixing measure under standard regularity conditions. Computationally, we develop an efficient Markov chain Monte Carlo (MCMC) algorithm for posterior inference. Simulation studies show competitive clustering performance and accurate recovery of the number of clusters, even under model misspecification. We apply MFM-Wishart to cluster infants based on functional connectivity during sleep, estimated from functional near-infrared spectroscopy (fNIRS) data, illustrating the practical utility of the model and revealing interpretable heterogeneity.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Understanding and Improving Noisy Embedding Techniques in Instruction Finetuning

Recent advancements in instructional fine-tuning have injected noise into embeddings, with NEFTune (Jain et al., 2024) setting benchmarks using uniform noise. Despite NEFTune's empirical findings that uniform noise outperforms Gaussian noise, the reasons for this remain unclear. This paper aims to clarify this by offering a thorough analysis, both theoretical and empirical, indicating comparable performance among these noise types. Additionally, we introduce a new fine-tuning method for language models, utilizing symmetric noise in embeddings. This method aims to enhance the model's function by more stringently regulating its local curvature, demonstrating superior performance over the current method, NEFTune. When fine-tuning the LLaMA-2-7B model using Alpaca, standard techniques yield a 29.79% score on AlpacaEval. However, our approach, SymNoise, increases this score significantly to 69.04%, using symmetric noisy embeddings. This is a 6.7% improvement over the state-of-the-art method, NEFTune (64.69%). Furthermore, when tested on various models and stronger baseline instruction datasets, such as Evol-Instruct, ShareGPT, OpenPlatypus, SymNoise consistently outperforms NEFTune. The current literature, including NEFTune, has underscored the importance of more in-depth research into the application of noise-based strategies in the fine-tuning of language models. Our approach, SymNoise, is another significant step towards this direction, showing notable improvement over the existing state-of-the-art method.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Any-Dimensional Invariant Universality

Several machine learning models are defined for inputs of any size, such as graphs with different numbers of nodes and point clouds containing varying numbers of points. The universality properties of such any-dimensional models remain poorly understood, as universality is traditionally studied for models accepting inputs of a fixed size, defined on a compact subset of their domain. In sharp contrast, any-dimensional models can be viewed as sequences of functions defined on growing-sized inputs, and it is not clear in which sense they can be universal. We develop a systematic approach to establish any-dimensional universality, by identifying any-dimensional functions with a unique function taking inputs in a suitable infinite-dimensional limit space containing inputs of all finite sizes as well as their limits. Using the symmetries of these inputs and relations between inputs of different sizes, we show that this limit space admits a natural topology with rich families of compact sets on which any-dimensional universality can be established. We illustrate our approach by showing that several existing architectures fail to be universal, and we propose simple modifications that restore universality.
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Machine Learning (Statistics) · Cross-listed from eess.SY

Convex Hybrid Modeling: An Operator-Based Approach

While machine learning can accurately model process systems, models for decision making should also be structurally simple and physically interpretable. In process control, for example, (nearly) linear models are favored than nonlinear ones, promoting the use of operator theory, which “universally” represents a nonlinear system by a nonparametric operator. On the other hand, interpretability requires by a “non-universal”, parametric nonlinear model family satisfying first principles; these constraints tend to complicate the learning procedure. This paper considers hybrid modeling by formulating convex learning problems that account for interpretability systematically and give surrogate models efficiently. Three settings are discussed – (i) regularization around a particular “reference model”, (ii) restriction on an “interpretable subspace”, and more generally, (iii) restriction on a “interpretable manifold” that is nonlinearly parameterized. In the more general setting, by introducing an operator-theoretic technique to re-parameterize models in the “lifted” parameters (“canonical features”, potentially infinite-dimensional), the system is regarded as a kernel-based mixture of interpretable models. Application to both static and dynamic models are exemplified in numerical studies.
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Machine Learning (Statistics)

Operationalizing Individual Fairness via Gradient Descent and Bradley-Terry Models

Individual fairness, the notion that "similar individuals should be treated similarly," provides a strong and flexible fairness guarantee for algorithmic decision makers. However, a barrier to implementing individual fairness in practice is the difficulty of learning the similarity metric over individuals. In this work, we present an algorithm for learning a Mahalanobis similarity metric from triplet queries of the form "is individual $i$ more similar to individual $j$ or $k$?" We work in the standard Bradley-Terry model for pairwise comparisons. Our algorithm consists of a spectral initialization step followed by gradient descent. We provide extensive theoretical guarantees on our algorithm, showing that it converges quickly to the ground truth metric despite the non-convexity of the loss in our model. Because our focus is on fairness, we also show that individual fairness with respect to an estimated metric is sufficient to achieve similar fairness with respect to the true metric. We also discuss potential applications of our work to AI model tuning. Finally, we present experimental results that demonstrate the convergence of our algorithm and the fairness performance of downstream fair predictors trained on our estimated metric.
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All authors Conlan Olson, Linjun Zhang, Zhun Deng, Pragya Sur

Machine Learning (Statistics) · Cross-listed from cs.LG

Robust OT-Guided Generative Residual Domain Adaptation for Bike-Sharing Demand Prediction under Temporal Domain Shift

Bike-sharing models trained on historical station-hour data may degrade when deployed in later years because travel patterns change over time. This paper studies March Citi Bike demand prediction from 2021 to 2026 as a temporal domain adaptation problem and proposes Gen-ROTDA, a robust optimal transport-guided residual domain adaptation framework. The method fits a target-domain station-time anchor with a small labeled target subset, transfers residual rather than raw demand, applies a deterministic label-preserving residual feature generator, and trims high-cost transport matches before training the final residual predictor. Experiments compare Gen-ROTDA with anchor-only, source-only, target-only, fine-tuning, MMD adaptation, Sinkhorn OTDA, ROTDA, and Gen-OTDA. Gen-ROTDA achieves the lowest MAE on the main 2025 to 2026 task and is the best OT-family method on average across multi-year tasks, although fine-tuning and MMD adaptation remain strong overall baselines. Under abnormal target-unlabeled records, Gen-ROTDA is much more stable than non-robust OT variants, suggesting that robust transport is useful for noisy temporal transfer in bike-sharing demand prediction.
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Thursday 21 May

Statistics Applications

Tracking Urban Atmospheric Pollutants using Sentinel-5P Satellite Data

Urban nitrogen dioxide ($NO_2$) is a key indicator of combustion-related air pollution and exhibits strong spatial and temporal variability in cities. This study presents a satellite-based framework for tracking urban $NO_2$ pollution using tropospheric column observations from Sentinel-5P/TROPOMI over Guayas Province, Ecuador. Rather than estimating surface concentrations, the methodology emphasizes robust distributional metrics, including the median and upper-tail percentiles ($P_{90}$, $P_{95}$, and $P_{99}$), to characterize background conditions and localized pollution extremes at the canton scale. Multi-year satellite observations are aggregated annually and analyzed using unsupervised K-means clustering to identify characteristic pollution regimes without predefined thresholds. Results show that highly urbanized cantons consistently exhibit elevated extreme $NO_2$ values and greater variability, while less urbanized areas display lower and more homogeneous patterns. The proposed approach provides an interpretable and scalable tool for urban air-quality assessment in data-scarce regions using satellite observations alone. The implementation is publicly available on GitHub https://hvelesaca.github.io/sentinel-5P-clustering/.
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Statistical Methodology

Rashomon-Seeded Annealing for Robust Bayesian Inference in Factorial Designs

Integrating over model uncertainty in factorial designs via Bayesian model averaging is hindered by the combinatorial explosion of interpretable interaction effects, often yielding a multimodal posterior, where standard Markov chain Monte Carlo algorithms encounter significant convergence issues. We propose a general computational framework that repurposes Rashomon sets, collections of high-performing models traditionally valued for prediction and interpretability, as a strategic "warm start" for estimating the full posterior. Our method, Rashomon-seeded annealing, initializes annealed importance sampling (AIS) by anchoring the starting density within these pre-identified, high-evidence regions while preserving global support over the entire model space. Rather than restricting inference to the Rashomon set and understating uncertainty, the AIS correction restores full posterior inference, turning the Rashomon certificate from an inferential truncation into a proposal mechanism. We demonstrate this approach using Rashomon Partition Sets (RPS) as a rigorous, certified seed constructor for factorial designs. The resulting algorithm yields consistent self-normalized posterior summaries, such as model-averaged cell means, credible intervals, and uncertainty summaries without exhaustive enumeration of the complete model space. This bridges the gap between high-evidence model discovery and rigorous Bayesian inference, and outlines a general strategy in which any high-posterior seed set can provide computational leverage for AIS-based model averaging.
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Statistics Applications · Cross-listed from cs.SE

More Skills, Worse Agents? Skill Shadowing Degrades Performance When Expanding Skill Libraries

Skill libraries allow LLM agents to load task-specific instructions on demand, letting non-expert users solve domain-specific tasks through natural language without knowing which skills exist or how they work. However, performance degrades as libraries grow – by up to 21% when scaling from a small set of helpful skills to a 202-skill library. In this work, we formulate this performance degradation as the pass rate drop between loading a library of known-helpful skills and the full library. Moreover, we propose to decompose the pass rate drop by conditioning on the skill(s) invocation – which skills the agent selects during a trajectory – into two effects: skill shadowing, where the agent selects wrong skills more often as the library expands, and context overhead, where the enlarged context degrades execution even when selection is correct. We derive upper bounds on both effects to characterize their magnitudes of impacts to the pass rate drop. Our empirical estimates of the effects and their upper bounds both show that the skill shadowing effect grows with library size and significantly contributes to the performance degradation, whereas the context overhead effect remains small and indistinguishable from zero. This observed asymmetry establishes that the skill selection failure, not the enlarged context, is the primary bottleneck when expanding the skill libraries.
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Machine Learning (Statistics)

LLM Sparsity Prior for Robust Feature Selection

Large language models (LLMs) offer a scalable mechanism to elicit domain-informed prior information for high-dimensional variable selection. However, existing methods such as LLM-Lasso are sensitive to weight quality, with performance degrading substantially when LLM-generated weights are inaccurate. To address this challenge, we first introduce a framework for quantifying the quality of LLM-generated weights, enabling rigorous evaluation of LLM-informed methods across varying weight regimes. We then propose the LLM Sparsity Prior (LSP), which integrates LLM-generated weights into the prior inclusion probabilities of Spike-and-Slab and Spike-and-Slab Lasso models via two interpretable hyperparameters governing global sparsity and weight concentration. Hierarchical hyperpriors on these parameters allow the model to dynamically discount uninformative or misleading weights, improving robustness without sacrificing gains when weights are accurate. Finally, we develop principled prompt engineering strategies and validate the method on a private medical dataset studying Acute Kidney Injury. LSP improves prediction accuracy and identifies clinically relevant features missed by the baselines, with robustness to prompt variation and particular effectiveness in low-data regimes.
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Machine Learning (Statistics) · Cross-listed from math.NA

Mode-Shape Expansion Using Physics-Constrained Gaussian Process Regression

This paper addresses the challenge of reconstructing full-field structural mode shapes from sparse sensor data. While Gaussian Process Regression (GPR) offers a robust non-parametric framework for spatial interpolation and uncertainty quantification, standard formulations often yield physically inconsistent mode-shape reconstructions under sparse sensing conditions. A Physics-Constrained Single-Output Gaussian Process (CONS-SOGP) framework is derived that utilizes independent modal kernels while coupling the optimization via a mass-orthogonality penalty. The paper presents derivations for the marginal likelihood, hyperparameter gradients, and penalty coupling. Numerical verification on a multi-degree-of-freedom structure demonstrates that the proposed method overcomes existing limitations in GP-based prediction, providing more accurate and reliable expanded mode shapes.
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Machine Learning (Statistics)

KAPLAN: Kolmogorov-Arnold Prognostic Learnable Activation Networks for Survival Analysis

Survival analysis aims to model how covariates and time jointly shape the time-to-event distribution under right censoring. Classical methods such as the Cox model and generalised additive models (GAMs) require interactions and time-varying effects to be manually specified, which is increasingly impractical on rich clinical datasets. We introduce KAPLAN-HR, a B-spline Kolmogorov-Arnold Network (KAN) for nonparametric estimation of the conditional hazard as a joint function of covariates and time. A single-layer KAPLAN-HR model recovers a GAM, while deeper architectures capture interactions and time-varying effects through composition. We establish a convergence rate for the nonparametric KAN hazard estimator that depends only on the smoothness of the underlying KAN representation and not on the covariate dimension, thereby mitigating the curse of dimensionality for KAN-representable targets. In evaluations over six clinical benchmark datasets, KAPLAN-HR matches or exceeds the predictive performance of established statistical and deep learning survival methods.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Anytime Training with Schedule-Free Spectral Optimization

Standard neural network training relies on learning-rate schedules tied to a fixed horizon, leading to strong path dependence and costly re-tuning as data availability changes. Schedule-Free (SF) methods address this by removing explicit schedules, yet SF-AdamW, the current state-of-the-art anytime optimizer, consistently underperforms well-tuned AdamW baselines. We propose SF-NorMuon, a schedule-free spectral optimizer that closes this gap: with a single hyperparameter configuration, SF-NorMuon matches or exceeds tuned AdamW on 125M and 772M parameter language models across $1$–$8\times$ Chinchilla horizons, and trails horizon-aware, cosine-scheduled NorMuon by only $\sim 0.03$ nats, substantially narrowing the gap between anytime and scheduled spectral optimizers. On the theoretical side, we prove a stationarity guarantee for schedule-free spectral dynamics and identify weight decay at the fast iterate as essential for long-horizon stability. SF-NorMuon enables practitioners to obtain high-quality checkpoints at any point during training without committing to a horizon in advance. Fully matching horizon-aware spectral optimizers without a schedule remains an open problem, which we highlight as a direction for future work. By closing the performance gap with tuned AdamW baselines, SF-NorMuon makes horizon-free optimization more practical, taking a step towards truly open-ended, continual learning.
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All authors Anuj Apte, Pranav Deshpande, Niraj Kumar, Shouvanik Chakrabarti, Junhyung Lyle Kim

Statistics Applications · Cross-listed from cs.HC

StanBKT: Rethinking Parameter Estimation in Bayesian Knowledge Tracing

Bayesian Knowledge Tracing (BKT) is a widely used and interpretable student modeling approach in intelligent tutoring systems and educational data mining. However, most implementations rely on expectation-maximization or related optimization methods that yield only point estimates, limiting uncertainty quantification and principled comparisons across learners and conditions. We introduce StanBKT, an open-source Python package for estimating BKT models using Bayesian inference in Stan. StanBKT provides a unified framework supporting Hamiltonian Monte Carlo, variational inference, Pathfinder, and optimization-based estimation while preserving the hidden Markov structure and interpretability of classical BKT. It supports standard, grouped, and hierarchical BKT models, flexible prior specification, posterior predictive inference, and utilities for visualization and diagnostics. We evaluate StanBKT on large-scale observational and controlled educational datasets. On the ASSISTments 2020 dataset, we show that supported inference methods achieve comparable predictive performance while differing in computational efficiency and posterior fidelity. We further demonstrate how posterior inference enables principled comparison of condition-specific parameters in an educational intervention involving perceptual cue manipulations. Results illustrate how uncertainty quantification facilitates more reliable interpretation of differences in learning, forgetting, guessing, and slipping parameters across experimental conditions. Overall, StanBKT extends BKT beyond point estimation by providing a flexible framework for probabilistic student modeling, uncertainty quantification, and hierarchical inference in educational data mining.
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All authors Siddhartha Pradhan, Yanping Pei, Morgan Lee, Puyuan Zhang, Erin Ottmar, Adam C. Sales

Machine Learning (Statistics) · Cross-listed from cs.CL

HawkesLLM: Semantic Uncertainty Propagation in Agentic Text Simulation

Agentic text-simulation systems write in sequence, with each item becoming possible context for later steps. That makes uncertainty path-dependent: an early ambiguity can affect later outputs. This paper studies this problem with HawkesLLM, a framework that separates temporal influence modeling from text generation. We represent the cascade as a network whose nodes are text-generating agents. A multivariate Hawkes process models how these nodes activate over time and which earlier node outputs should influence later prompts. A language model then writes each new event from the compact memory selected by this temporal model. We evaluate the framework on a held-out Global Database of Events, Language, and Tone (GDELT) news-cascade case study. The diagnostics track semantic alignment with local held-out references and separate local drift from global drift. In this setting, HawkesLLM improves late-stage semantic alignment under a compact prompt-memory budget.
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Statistical Methodology

Sample correlation adjustments for robust Multi-fidelity Monte Carlo under limited pilot sampling

Multi-fidelity Monte Carlo (MFMC) is a variance reduction method that leverages a multi-fidelity ensemble of models of varying cost and accuracy levels. Constructing an MFMC estimator with optimal variance requires knowledge of the correlation coefficients between the different fidelity models which are not usually known in practice. The correlations are typically estimated using offline pilot samples and the sample correlation formula, after which the MFMC method proceeds as if the estimated correlations are the true correlations. Computational cost often restricts the number of pilot samples used leading to poor correlation estimates and suboptimal estimators. Leveraging the MFMC problem setting and probabilistic information about the sample covariance matrix, we present a method to improve standard sample-based correlation estimates in the presence of limited pilot samples. We define a novel discrepancy function quantifying the estimator suboptimality which in turn facilitates selecting a correlation estimator minimizing the worst-case expected discrepancy, where the expectation is taken with respect to the pilot sampling variability. Through a simple bivariate Gaussian example and a multi-fidelity modeling application from a NASA Entry, Descent, and Landing (EDL) problem, we show that this method produces better MFMC estimators than the standard sample covariance under small pilot sample sizes and limited total budgets.
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All authors Michael Stanley, Thomas Coons, Geoffrey Bomarito, Patrick Leser, Joshua Pribe, James Warner

Machine Learning (Statistics) · Cross-listed from q-bio.QM

Uncertainty-aware classification and triage of structural heart disease using electrocardiography and echocardiography metrics

Machine learning methods provide a methodological innovation that can help screen for cardiovascular disease through noninvasive and readily available measurement modalities. Recent investments in using electrocardiogram (ECG) data to screen for structural heart disease (SHD) are one example, where ECGs provide a low-cost, available modality for screening. This has led to the EchoNext dataset, a paired ECG-echocardiogram data repository for testing new methods of SHD detection. However, relatively few studies have investigated how more probabilistic classification through Bayesian inference may improve uncertainty quantification in this setting. Moreover, few studies have considered how triage systems can be developed to alleviate healthcare bottlenecks, such as the review of data from underserved, rural clinics by expert sonographers for SHD assessment. In this study, we leverage existing ECG-echocardiogram data to compare frequentist and Bayesian neural network classifiers. We show that the Bayesian approach is comparable or better than frequentist methods in SHD classification, and that they have a more robust uncertainty quantification attached to them. We provide an example of how this uncertainty-aware classification scheme can be used for screening SHD, providing a proof-of-concept for how machine learning can help with triage in getting individuals expert sonographer input when SHD is highly likely or measurements are highly uncertain.
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Machine Learning (Statistics)

Diffusion-based Denoising Beats Vanilla Score Matching in Parameter Estimation: A Theoretical Explanation

Score matching is an alternative to maximum likelihood estimation when the normalizing constant is unknown or too costly to evaluate. However, vanilla score matching has shown to be inefficient relative to maximum likelihood estimation for multimodal distributions with well-separated modes, which are commonly encountered in practical applications. We compare a novel diffusion-based denoising score matching estimator (DDSME) to the vanilla score matching estimator (SME) in this scenario. In particular, we prove statistical guarantees for both estimators, showing that the error bound for the vanilla SME worsens when the separation between the modes increases, which can be avoided in case of the DDSME with suitable hyperparameter tuning. This provides a novel theoretical explanation for the superior behavior of diffusion-based score matching over the vanilla version. We support our theoretical findings by numerical experiments.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Human-Centered Learning Mechanics: Observable Entropy Control under Protected-Risk Constraints

Entropy reduction is not a safety criterion: it can leave predictions unchanged or accompany increasing risk for a protected group. We study entropy-regulated learning under separately specified task, risk, and intervention constraints. A noise-calibrated log-determinant functional yields an exact spectral force formula and a metric decomposition into observable and prediction-null velocities. For scalar feedback, we characterize the complete interval of coefficients preserving a task-descent fraction and meeting an entropy-rate request; restricting intervention to observable directions can make that interval empty. For several protected risks, we derive an exact minimax certificate of feasibility within a specified subspace and norm budget, an exact robust extension for uncertain constraint rows, and a cone-projection formula for the entropy reduction remaining after protection. These formulas use standard convex geometry but identify when apparently active entropy control has no admissible effect. Barrier comparisons, finite-step curvature and gradient-error margins, and fresh-data audits give distinct conditional guarantees for risk thresholds. Human authority enters through the specification and release policy; the mathematics does not identify compression with alignment or certify human well-being. A memorization counterexample separates fresh-input information from sample-level information, and a noisy sample-code assumption supports a conditional generalization bound. Reproducible mathematical checks and a small real-data experiment expose both feasible interventions and failures. The resulting theory characterizes admissible entropy regulation and its limitations, rather than asserting universal accuracy or safety improvements.
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Machine Learning (Statistics) · Cross-listed from cs.LG

The Matching Principle: When Does a Training Penalty Cover Deployment Shift?

Ordinary training optimises the task loss and then stops. It never pays for internal representation energy: Jacobians can stay large in directions that never helped the label, so even small label-preserving noise throws the model off—a design gap that classical noise-injection theory fixes at second order, but only when applied as default regularisation, which current practice does not do. We make that precise with a Matching Principle: name deployment directions (Sigma_task) and the training penalty Sigma', and ask whether the second covers the first. The no-thinking default is even-spread / isotropic penalty (Sigma' proportional to I)—classical Gaussian / Tikhonov at second order: no axis estimate, no architecture change, and—in a simple linear ridge model—strictly less deployment drift than task-only training, with no coverage miss by construction. When axes are known, matching is sharper; when they are missed, a residual floor remains. Across seven domains a named second-moment penalty beats unregularised training; a controlled illustration recovers match > even-spread > wrong-axis when axes are forced. The ridge theorems are proved; deep nets remain experiments under a specified perturbation. Design rule: fix internal energy by default (even-spread); match when axes are known; treat losses that control representation sensitivity as first-class design.
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2605.22800 · 21 May · 51 pages. Journal-aligned revision of this preprint for JMLR. Title and abstract updated to the even-spread coverage framing. Same author, Matching Principle, and experimental lineage; not a new paper. Under submission at JMLR. Companion: arXiv:2604.21395

Machine Learning (Statistics)

Finite-Particle Convergence Rates for Conservative and Non-Conservative Drifting Models

We analyze finite-particle drifting models for one-step generative modeling. For a conservative velocity given by the difference of the kernel-smoothed data and model scores, a joint-entropy identity yields continuous-time bounds for the smoothed Fisher discrepancy and the squared particle velocity. The finite-particle correction involves reciprocal kernel density estimates. We give local-occupancy conditions and exact expectation bounds, and show that these expectations diverge for full-support initial densities in a shrinking-bandwidth regime. Keeping the bandwidth dependence of the quadrature constants explicit yields a conditional root residual-velocity rate of $N^{-1/(d+4)}$ under uniform regularity, with a corresponding rate under weaker quadrature growth conditions. We also analyze the original displacement field with the exact Laplace kernel. A companion kernel gives a weighted coercivity estimate that accommodates the unbounded empirical scale and the kernel's nondifferentiability. Localization controls the particle velocity, while relative scale alignment absorbs the mismatch into dissipation. Both analyses quantify the size of an additional drift correction under explicit regularity and stability assumptions.
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Statistical Computation · Cross-listed from cs.LG

SDPM: Survival Diffusion Probabilistic Model for Continuous-Time Survival Analysis

Survival analysis aims to estimate a time-to-event distribution from data with censored observations. Many existing methods either impose structural assumptions on the hazard function or discretize the time axis, which may limit flexibility and introduce approximation errors. We propose the Survival Diffusion Probabilistic Model (SDPM), a generative approach to continuous-time survival analysis. SDPM models the conditional distribution of the survival outcome, represented by the pair of observed time and censoring indicator, $\mathbb{P}(T,\delta \mid \mathbf{x})$, using a denoising diffusion model. Under the assumption of conditionally independent censoring, conditional samples generated by the model can be transformed into survival function estimates using the Kaplan-Meier estimator. This formulation avoids parametric assumptions on the event-time distribution and does not require a discretization of the output time space. The model operates in a transformed target space, using standardized log-times and a continuous Gaussian-mixture representation of the censoring indicator. We evaluate SDPM on ten real survival datasets and compare it with five strong baselines, including tree-based, boosting-based, and neural survival models. Results show that SDPM achieves competitive predictive performance across C-index, integrated time-dependent AUC, and integrated Brier score. A study on synthetic Cox-Weibull data demonstrates that SDPM can recover the shape of an underlying continuous survival distribution more accurately than a strong nonparametric baseline when sufficiently many samples are generated. An ablation study confirms the importance of the proposed target-space transformations, which improve event-rate calibration, reduce invalid generated times, and provide consistent gains in predictive discrimination. Codes implementing the proposed model are publicly available.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Uniform Diffusion Models Revisited: Leave-One-Out Denoiser and Absorbing State Reformulation

Discrete diffusion models are often trained through clean-data prediction, but the prediction can be used in different ways to define the reverse dynamics. In Masked Diffusion Models (MDM) these choices largely coincide, whereas in Uniform Diffusion Models (UDM) they do not. We show that the standard plug-in bridge parameterization for UDM is not optimized by the denoising posterior, but by a leave-one-out posterior that predicts each clean token without using its own noisy observation. This identifies a mismatch between the plug-in ELBO and the usual cross-entropy denoising objective. We characterize the leave-one-out target and derive exact conversions between the denoiser, the leave-one-out posterior, and the score. These conversions allow us to disentangle parameterization and training objective. Our results also lead to inference improvements without any additional training through an informed predictor-corrector sampler and improved temperature sampling based on the leave-one-out predictor. We further introduce an absorbing-state reformulation of uniform diffusion that preserves the UDM joint law while decomposing it into masked-diffusion-like sampling operations, with simpler denoising posteriors, carry-over unmasking, and a natural remasking mechanism. On language modeling, leave-one-out parameterizations consistently improve UDM generation, while the absorbing construction matches or surpasses masked diffusion. These results suggest that the empirical gap between masked and uniform diffusion is driven less by the choice of marginals themselves than by parameterization and sampling design. The code and models can be found at https://github.com/samsongourevitch/rev_udm.
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All authors Samson Gourevitch, Yazid Janati, Dario Shariatian, Umut Simsekli, Eric Moulines, Eric P. Xing, Alain Durmus

Machine Learning (Statistics) · Cross-listed from cs.LG

Plug-in Losses for Evidential Deep Learning: A Simplified Framework for Uncertainty Estimation that Includes the Softmax Classifier

Real-world sensor-based learning systems require uncertainty estimation that is both reliable and computationally efficient. Evidential Deep Learning (EDL) provides single-pass uncertainty estimation by modeling the class probabilities via Dirichlet distributions, where the Dirichlet parameters are predicted by a learned neural network mapping. However, this approach can lead to computational challenges, as Dirichlet expected objectives are more complex than standard supervised learning losses, complicating their analysis and implementation. We address this issue by approximating the objective of the first-order empirical risk minimization problem induced by EDL with a plug-in loss evaluated at the Dirichlet mean and show that, under mild assumptions, the approximation error decays with growing evidence for a broad class of loss functions, including mean-squared error and cross-entropy loss. As a special case, our analysis provides justification for the use of softmax in the context of uncertainty estimation, since under a particular evidence-to-Dirichlet mapping, our framework includes the standard softmax classifier. We validate the proposed simplified objectives on the Google Speech Commands dataset and show that they achieve predictive accuracy and selective prediction performance comparable to classical EDL, while being simpler to implement using standard deep learning losses and training pipelines. To the best of our knowledge, this empirical analysis is the first to obtain coverage-accuracy trade-offs for speech recognition tasks through EDL.
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All authors Berk Hayta, Hannah Laus, Simon Mittermaier, Felix Krahmer

Machine Learning (Statistics) · Cross-listed from cs.LG

Proxy-Based Approximation of Shapley and Banzhaf Interactions

Shapley and Banzhaf interactions capture the complex dynamics inherent in modern machine learning applications. However, current estimators for these higher-order interactions trade off between speed and accuracy. To overcome this limitation, we introduce ProxySHAP. ProxySHAP reconciles the high sample efficiency of tree-based proxy models with a principled path to consistency via residual correction. On a theoretical level, we derive a polynomial-time generalization of interventional TreeSHAP to compute exact interaction indices for tree ensembles, successfully bypassing exponential tree-depth dependencies in prior methods. Furthermore, we formally analyze the residual adjustment strategy, characterizing the specific conditions under which Maximum Sample Reuse (MSR) corrects proxy bias without its variance scaling exponentially with interaction size. Extensive benchmarking demonstrates that ProxySHAP sets a new state-of-the-art standard for approximation quality, including in large-scale applications with thousands of features. By achieving the lowest error in both small- and large-budget regimes, ProxySHAP significantly outperforms the prior best estimators ProxySPEX and KernelSHAP-IQ, while also delivering superior performance on downstream explainability tasks.
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All authors Santo M. A. R. Thies, Hubert Baniecki, R. Teal Witter, Eyke Hüllermeier, Maximilian Muschalik, Fabian Fumagalli