Directed Polymer Transfer Matrices as a Unified Generator of Distinct One-Point Fluctuation Laws

Sen Mu
Abbas Ali Saberi
Roderich Moessner
Mehran Kardar

We revisit the transfer-matrix approach to directed polymers in random media and show that a single ensemble of random transfer-matrix products provides a unified realization of the canonical one-point fluctuation laws in $(1+1)$ dimensions. For a fixed disorder realization, the polymer partition function is obtained as a contraction of the same product matrix $W(t)$, and different contractions reproduce the standard KPZ subclasses: Tracy-Widom GUE (point-to-point), GOE (point-to-line), GSE (half-space point-to-point), and Baik-Rains (stationary line-to-point). In each case, we observe $t^{1/3}$ free-energy fluctuation growth and convergence of standardized distributions with low-order cumulants close to the corresponding universal benchmarks. Viewing geometry-dependent subclasses as projections of a single matrix-product ensemble naturally suggests additional observables intrinsic to $W(t)$. As an example, we examine the leading eigenvalue $λ_1(t)$ whose logarithm exhibits $t^{1/3}$ scaling, while its standardized statistics remain distinct from the canonical Tracy-Widom laws within the accessible range. This transfer-matrix perspective thus organizes known KPZ one-point subclasses within a finite-dimensional matrix framework and highlights matrix-level fluctuation observables beyond geometry-selected universality classes.


Survival probability of random networks

Kevin Peralta-Martinez
J. A. Méndez-Bermúdez

In this work we study in detail all phases of the time evolution of a delta-like excitation in Erdös-Renyi (ER) random networks by means of the survival probability (SP): The initial decay of the SP (both, the fast decay followed by the power-law decay), the correlation hole regime (the regime between the minimum value of the SP and its saturation value), and the saturation of the SP. Specifically, we found that (i) the power-law decay of the SP and the time-averaged SP are proportional to $t^{-D_{2}}$ and $t^{-\widetilde{D}_{2}}$, respectively (where $D_2$ and $\widetilde{D}_2$ are the correlation dimension of the eigenstates of the randomly weighted adjacency matrices of the ER random networks and the correlation dimension associated with the initial state, respectively) and (ii) the relative depth of the correlation hole of the SP scales with the average degree $\langle k\rangle\approx np$ (here, $n$ and $p$ are the size and the connection probability of the ER random networks). In addition, we show that the eigenstates of the randomly weighted adjacency matrices of ER networks display clear multifractal properties.


Data-driven Experimental Modal Analysis by Dynamic Mode Decomposition

This paper discusses the application of Dynamic Mode Decomposition (DMD) to the extraction of modal properties of linear mechanical systems, i.e., experimental modal analysis (EMA). First, theoretical background of the DMD is briefly reviewed and its relevance to the Ibrahim time-domain method is discussed. Second, DMD is applied to a single DOF system and multi-DOF discrete system to discuss the applicability and interpretation of the DMD as a method of EMA. Furthermore, the effects of measurement errors on the results of DMD are discussed. It is shown that with relatively small measurement errors, DMD can capture modal parameters accurately. However, with relatively large measurement errors, DMD fails to capture modal parameters. Finally, DMD is applied to experimentally-obtained displacement field of a cantilevered beam, and its modal parameters are extracted. It is shown that the modal parameters extracted by DMD are as accurate as the ones obtained by the existing modal parameter extraction method.


Optimality and annealing path planning of dynamical analog solvers

Shu Zhou
K. Y. Michael Wong
Juntao Wang
David Shui Wing Hui
Daniel Ebler
Jie Sun

Recently proposed analog solvers based on dynamical systems, such as Ising machines, are promising platforms for large-scale combinatorial optimization. Yet, given the heuristic nature of the field, there is very limited insight on optimality guarantees of the solvers, as well as how parameter schedules shape dynamics and outcomes. Here, we develop a dynamical mean-field framework to analyze Ising-machine dynamics for finding the ground state energy of the Sherrington-Kirkpatrick(SK) model of spin glasses and identify mechanisms that enable rapid convergence to provenly near-optimal energies. For a fixed target energy density Ec, we show that solutions are typically reached within O(1) matrix vector multiplications, indicating constant time complexity. We further delineate theoretical limitations arising from different parameter-scheduling trajectories and demonstrate a pronounced benefit of temperature-only annealing for the Coherent Ising Machine. Building on these insights, we propose a general framework for designing optimized parameter schedules, thereby improving the practical effectiveness of Ising machines for complex optimization tasks. The superior performance of the dynamical solvers is illustrated by the attainment of the ground state energy of the SK model.


Data-driven Progressive Discovery of Physical Laws

Symbolic regression is a powerful tool for knowledge discovery, enabling the extraction of interpretable mathematical expressions directly from data. However, conventional symbolic discovery typically follows an end-to-end, "one-step" process, which often generates lengthy and physically meaningless expressions when dealing with real physical systems, leading to poor model generalization. This limitation fundamentally stems from its deviation from the basic path of scientific discovery: physical laws do not exist in a single form but follow a hierarchical and progressive pattern from simplicity to complexity. Motivated by this principle, we propose Chain of Symbolic Regression (CoSR), a novel framework that models the discovery of physical laws as a chain of symbolic knowledge. This knowledge chain is formed by progressively combining multiple knowledge units with clear physical meanings along a specific logic, ultimately enabling the precise discovery of the underlying physical laws from data. CoSR fully recapitulates the progressive discovery path from Kepler's third law to the law of universal gravitation in classical mechanics, and is applied to three types of problems: turbulent Rayleigh-Benard convection, viscous flows in a circular pipe, and laser-metal interaction, demonstrating its ability to improve classical scaling theories. Finally, CoSR showcases its capability to discover new knowledge in the complex engineering problem of aerodynamic coefficients scaling for different aircraft.


Recent advances and trends in pattern recognition and data analysis for RICH detectors

Ring Imaging Cherenkov (RICH) detectors are a key component of particle identification systems in many particle, nuclear and astroparticle physics experiments. Their ultimate performance depends not only on detector design and hardware implementation, but also crucially on the quality of pattern recognition and data analysis algorithms used to reconstruct Cherenkov ring images and to perform particle identification. In recent years, significant advances have been made both in traditional reconstruction approaches, such as likelihood-based methods and Hough-transform techniques, and in the application of modern machine learning tools. This contribution reviews the current state of RICH reconstruction algorithms, highlights representative use cases from operating experiments, and discusses emerging trends including global particle identification strategies and generative machine learning approaches for fast simulation and reconstruction.


A unifying approach to diffusive transport in heterogeneous media

Yann Lanoiselée
Denis S. Grebenkov
Gianni Pagnini

We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the displacements together with correlated fluctuations of their amplitudes. Most known models of anomalous diffusion (including Continuous-Time Random Walk and fractional Brownian motion) and random diffusivity can be described and generalized within this framework. Moreover, the unified view identifies the main statistical properties to be probed experimentally for a reliable classification of diffusive dynamics. The proposed matrix formulation facilitates the computation of the first four moments and allows for a systematic statistical characterization of the considered processes. The necessary and sufficient conditions are provided for the emergence of anomalous diffusion. General expressions for the non-Gaussian parameter, ergodicity breaking parameter and covariance of squared increments are derived. Biological applications of this framework for systematic analysis and biophysical interpretations of experimental single-particle trajectories are discussed.


Classifying hadronic objects in ATLAS with ML/AI algorithms

The identification of hadronic final states plays a crucial role in the physics programme of the ATLAS Experiment at the CERN LHC. Sophisticated artificial intelligence (AI) algorithms are employed to classify jets according to their origin, distinguishing between quark- and gluon-initiated jets, and identifying hadronically decaying heavy objects such as W bosons and top quarks. This contribution summarises recent developments in constituent-based tagging architectures, including graph neural networks (GNNs) and transformer-based approaches, their performance in simulated and real data, and future perspectives towards data-driven optimisation and model-independent tagging strategies.


A mapping-based projection of detailed kinetics uncertainty onto reduced manifolds

Vansh Sharma
Shuzhi Zhang
Rahul Jain
Venkat Raman

Propagating uncertainties introduced by chemical reaction rate parameters to high-fidelity numerical simulations of complex combustion devices is necessary to ascertain impact on computational predictions. However, the high cost of detailed computations combined with the need to conduct multiple simulations to propagate uncertainty makes such an estimation computationally challenging. In order to reduce the computational cost, a two-step framework for quantifying uncertainty introduced by detailed chemical kinetics model parameters using reduced chemistry models is developed here. First, reduced-manifold states are uniquely reconstructed in full-composition space by following trajectories at an unburnt mixing state and integrating forward to a prescribed progress variable constraint. Second, parametric uncertainty is propagated by sampling perturbed rate coefficients from mechanism covariance matrices and integrating each realization to the target state, yielding uncertainty maps for reduced-space quantities. The method is applied in two configurations: a subsonic multi-tube combustor with interacting jet flames and recirculation, and a three-dimensional reacting high-speed flowpath. Uncertainty-instrumented estimated are reported for a trajectory time (time for the reconstructed unreacted mixture to reach the local target state) and for the time to equilibrium, revealing order-of-magnitude spatial variations driven by mixing, stratification, and residence-time effects. The largest relative variability occurs in low-to-intermediate temperature regimes associated with induction and the onset of heat release, where branching-related chemistry amplifies sensitivity, particularly away from stoichiometric conditions. The method provides a scalable route to spatially resolved, physically interpretable chemistry-UQ for practical reacting-flow simulations.


Bayesian Hierarchical Models and the Maximum Entropy Principle

Bayesian hierarchical models are frequently used in practical data analysis contexts. One interpretation of these models is that they provide an indirect way of assigning a prior for unknown parameters, through the introduction of hyperparameters. The resulting marginal prior for the parameters (integrating over the hyperparameters) is usually dependent, so that learning one parameter provides some information about the others. In this contribution, I will demonstrate that, when the prior given the hyperparameters is a canonical distribution (a maximum entropy distribution with moment constraints), the dependent marginal prior also has a maximum entropy property, with a different constraint. This constraint is on the marginal distribution of some function of the unknown quantities. The results shed light on what information is actually being assumed when we assign a hierarchical model.


Developing Machine Learning-Based Watch-to-Warning Severe Weather Guidance from the Warn-on-Forecast System

Montgomery Flora
Samuel Varga
Corey Potvin
Noah Lang

While machine learning (ML) post-processing of convection-allowing model (CAM) output for severe weather hazards (large hail, damaging winds, and/or tornadoes) has shown promise for very short lead times (0-3 hours), its application to slightly longer forecast windows remains relatively underexplored. In this study, we develop and evaluate a grid-based ML framework to predict the probability of severe weather hazards over the next 2-6 hours using forecast output from the Warn-on-Forecast System (WoFS). Our dataset includes WoFS ensemble forecasts valid every 5 minutes out to 6 hours from 108 days during the 2019--2023 NOAA Hazardous Weather Testbed Spring Forecasting Experiments. We train ML models to generate probabilistic forecasts of severe weather akin to Storm Prediction Center outlooks (i.e., likelihood of a tornado, severe wind, or severe hail event within 36 km of each point). We compare a histogram gradient-boosted tree (HGBT) model and a deep learning U-Net approach against a carefully calibrated baseline generated from 2-5 km updraft helicity. Results indicate that the HGBT and U-Net outperform the baseline, particularly at higher probability thresholds. The HGBT achieves the best performance metrics, but predicted probabilities cap at 60% while the U-net forecasts extend to 100%. Similar to previous studies, the U-Net produces spatially smoother guidance than the tree-based method. These findings add to the growing evidence of the effectiveness of ML-based CAM post-processing for providing short-term severe weather guidance.


Adaptive Entropy-Driven Sensor Selection in a Camera-LiDAR Particle Filter for Single-Vessel Tracking

Andrei Starodubov
Yaqub Aris Prabowo
Andreas Hadjipieris
Ioannis Kyriakides
Roberto Galeazzi

Robust single-vessel tracking from fixed coastal platforms is hindered by modality-specific degradations: cameras suffer from illumination and visual clutter, while LiDAR performance drops with range and intermittent returns. We present a heterogeneous multi-sensor fusion particle-filter tracker that incorporates an information-gain (entropy-reduction) adaptive sensing policy to select the most informative configuration at each fusion time bin. The approach is validated in a real maritime deployment at the CMMI Smart Marina Testbed (Ayia Napa Marina, Cyprus), using a shore-mounted 3D LiDAR and an elevated fixed camera to track a rigid inflatable boat with onboard GNSS ground truth. We compare LiDAR-only, camera-only, all-sensors, and adaptive configurations. Results show LiDAR dominates near-field accuracy, the camera sustains longer-range coverage when LiDAR becomes unavailable, and the adaptive policy achieves a favorable accuracy-continuity trade-off by switching modalities based on information gain. By avoiding continuous multi-stream processing, the adaptive configuration provides a practical baseline for resilient and resource-aware maritime surveillance.


Machine Learning Based Identification of Solvents from Post-Desiccation Patterns

Jesús Israel Morán-Cortés
Felipe Pacheco-Vázquez

We introduce an optimized protocol of fracture pattern classification using an artificial neural network to identify the solvent involved in the desiccation cracking process of starch-liquid slurries, even after it has been completely evaporated. For this purpose, image analysis techniques were used to characterize patterns obtained from drying suspensions using single solvents (water, ethanol, acetone) and two-component solvents (water-ethanol mixtures at different concentrations). Frequency histograms were generated based on nine morphological features, taking into account their size, shape, geometry and orientational ordering. Subsequently, we used these histograms as input data into artificial neural network variants to determine the set of features that lead to the higher accuracy in solvent identification. We obtained an average accuracy of $96(\pm 1)\%$ considering all solvents in the analysis. The highest accuracy was obtained with sets of features that include the crack area distribution. The proposed protocol can help to determine the combination of features that optimize pattern recognition in other fields of science and engineering.


Dissecting Spectral Granger Causality through Partial Information Decomposition

Luca Faes
Gorana Mijatovic
Riccardo Pernice
Daniele Marinazzo
Sebastiano Stramaglia
Yuri Antonacci

Granger causality (GC), a popular statistical method for the inference of directional influences between time series measured from a complex network, is sensitive to high-order (non-pairwise) interactions which fundamentally shape the collective network dynamics. This work introduces Partial Decomposition of Granger Causality (PDGC), a tool eliciting redundant and synergistic causal interactions in the pattern of information flow between the subsystems of physiological networks. The tool exploits the framework of partial information decomposition to dissect the multivariate GC from a set of driver random processes to a target process into unique effects carried exclusively by each driver, redundant effects carried identically by more drivers, and synergistic effects carried jointly by some drivers but not by any of them individually. Computation is based on multivariate state-space models expanded in the frequency domain to assess PDGC both in specific bands of physiological interest and in the time domain after whole-band integration. The spectral PDGC was tested in physiological networks probed by measuring the variability series of arterial pressure, heart period, respiration and cerebral blood velocity in patients prone to neurally-mediated syncope compared to healthy controls. This application revealed unprecedented modes of physiological interaction, related to the sympathetic control of low-frequency cardiovascular and cerebrovascular oscillations, characterizing distinctive patterns of autonomic dysfunction. The extraction of high-order causality patterns from the spectral GC favors dissecting the mechanisms of causal influence underlying multivariate interactions among oscillatory processes in many data-driven applications of network science.


Turning Time Series into Algebraic Equations: Symbolic Machine Learning for Interpretable Modeling of Chaotic Time Series

Madhurima Panja
Grace Younes
Tanujit Chakraborty

Chaotic time series are notoriously difficult to forecast. Small uncertainties in initial conditions amplify rapidly, while strong nonlinearities and regime dependent variability constrain predictability. Although modern deep learning often delivers strong short horizon accuracy, its black box nature limits scientific insight and practical trust in settings where understanding the underlying dynamics matters. To address this gap, we propose two complementary symbolic forecasters that learn explicit, interpretable algebraic equations from chaotic time series data. Symbolic Neural Forecaster (SyNF) adapts a neural network based equation learning architecture to the forecasting setting, enabling fully differentiable discovery of compact and interpretable algebraic relations. The Symbolic Tree Forecaster (SyTF) builds on evolutionary symbolic regression to search directly over equation structures under a principled accuracy complexity trade off. We evaluate both approaches in a rolling window nowcasting setting with one step ahead forecasting using several accuracy metrics and compare against a broad suite of baselines spanning classical statistical models, tree ensembles, and modern deep learning architectures. Numerical experiments cover a benchmark of 132 low dimensional chaotic attractors and two real world chaotic time series, namely weekly dengue incidence in San Juan and the Nino 3.4 sea surface temperature index. Across datasets, symbolic forecasters achieve competitive one step ahead accuracy while providing transparent equations that reveal salient aspects of the underlying dynamics.


Pseudo-Coherence and Stochastic Synchronization: A Non-Normal Route to Collective Dynamics without Oscillators

Collective temporal organization in complex systems is commonly attributed to synchronization, resonance, or proximity to dynamical instabilities. Here we identify a distinct mechanism by which coherent, synchronization-like behavior can emerge in stochastic systems that are linearly stable and contain no intrinsic oscillators. The mechanism arises from non-normal pseudospectral amplification and leads to what we term pseudo-coherence: an intermittent form of collective organization characterized by transient phase alignment, broken time-reversal symmetry, positive entropy production, and drifting spectral peaks. Using a minimal overdamped stochastic model, we show that increasing non-normality drives a sharp pseudo-critical transition. Beyond a well-defined threshold, fluctuations concentrate along a dominant reaction mode, generating intermittent growth of Kuramoto-like order parameters and irreversible probability currents without eigenvalue crossings or Hopf bifurcations. Analytically, we demonstrate that pseudo-critical non-normal dynamics reshapes the imaginary pseudospectrum, amplifying slow fluctuations and producing coherent frequency bands under finite-time observation. These results identify pseudo-coherence as a new route to collective temporal organization in non-equilibrium systems, suggesting that apparent rhythms and synchronization in natural systems may arise from non-normal stochastic amplification rather than intrinsic oscillators.


Universal electronic manifolds for extrapolative alloy discovery

Pranoy Ray
Sayan Bhowmik
Phanish Suryanarayana
Surya R. Kalidindi
Andrew J. Medford

This study presents a computationally efficient framework for accelerated alloy discovery that uses the non-interacting electron density to capture intrinsic structure-property relationships in refractory high-entropy alloys (HEAs). Unlike state-of-the-art approaches relying on expensive, self-consistent density functional theory calculations, our method employs the non-interacting electron density as the primary structural descriptor. By extracting physical features through directionally resolved two-point spatial correlations and compressing them via Principal Component Analysis, we efficiently map the design space. Coupling these descriptors with Bayesian active learning, we achieve a normalized mean absolute error (NMAE) of <2% for the bulk modulus of Al-Nb-Ti-Zr alloys using only 10 training samples. Furthermore, we demonstrate that the model learns an electronic packing manifold that is transferable across distinct chemical species within refractory HEAs. Validated on a distinct 7-component refractory system (Mo-Nb-Ta-Ti-V-W-Zr) containing four elements entirely absent from the training data, the framework enables rigorous zero-shot extrapolation. Moreover, by augmenting the base model with just 20 samples from the target domain, we achieve high-fidelity predictions (NMAE < 3%) for 7-component alloys, reducing data acquisition costs by orders of magnitude compared to standard workflows. These results establish the non-interacting electron density as a rigorous, extrapolative descriptor for vast compositional landscapes.


Experimentally Resolving Gravity-Capillary Wave Evolution in Vessels of Unknown Boundary Conditions

Sean M. D. Gregory
Vitor S. Barroso
Silvia Schiattarella
Anastasios Avgoustidis
Silke Weinfurtner

The geometries of surface wave modes are determined by the highly nontrivial interplay of capillarity and wetting effects at the boundaries of their domain. Aside from idealised scenarios, this commonly leads to unknown boundary conditions, thereby hindering theoretical formulation and experimental analysis. To address this problem, we introduce Extracted Mode Tracking (EMT), a data-analysis framework to obtain instantaneous amplitude and phase content of axisymmetric surface-wave modes from spatio-temporal measurements. This approach uses unsupervised machine learning techniques to extract a basis of wave modes directly from collected data; the spatial profiles require no prior theoretical modelling, and so the issue of unknown boundary conditions is circumvented. Time-resolved mode amplitudes are reconstructed by geometric fitting at each recorded time-step, and the success is evaluated by a spectral signal-to-noise quantifier. Capabilities and limitations of EMT are systematically benchmarked on synthetic datasets, finding strong resilience against noise, improved accuracy over alternative methodologies, and the ability to operate with restricted domains which poses significant merit for use in experimental systems with limited measurement field-of-view. Finally, we conduct a Faraday-wave experiment in a regime highly sensitive to boundary effects in order to further validate the method, and demonstrate the observational access to nonlinear wave-dynamics enabled by EMT. These results establish EMT as a general tool for analysing wave mode dynamics of axially-symmetric fluid interface systems, and open pathways for quantitative studies of nonlinear mode-interactions, stability, and turbulence.


Learning the Standard Model Manifold: Bayesian Latent Diffusion for Collider Anomaly Detection

We propose a physics-informed anomaly detection framework for collider data based on a Bayesian latent diffusion model. Our method combines a probabilistic encoder with diffusion dynamics in the latent space, allowing for stable and flexible density estimation while explicitly enforcing physics constraints, such as mass decorrelation and regularization of latent correlations. We train and test the model on simulated LHC jet data and evaluate its performance using seed-averaged ROC curves together with discovery-oriented metrics. Through a series of ablation studies, we show that the diffusion process, Bayesian regularization, and physics-motivated loss terms each contribute in a complementary way: they help stabilize training and improve generalization, even when the gains in peak performance are moderate. Overall, our results emphasize the importance of incorporating both uncertainty estimates and physics consistency when building reliable anomaly detection methods for new Physics searches in high-energy physics.


A Tutorial on Bayesian Analysis of Linear Shock Compression Data

Jason Bernstein
Philip C. Myint
Beth A. Lindquist
Justin Lee Brown

Gas gun and other shock compression experiments often produce shock wave velocity measurements that are linearly associated with particle velocity. Traditionally, this empirical relationship is quantified with a single Hugoniot curve that is estimated using least squares regression. However, for downstream modeling and simulation tasks, it is often more useful to have multiple Hugoniot curves in the pressure-volume plane that are consistent with the data. We employ Bayesian uncertainty quantification methods as a framework for propagating measurement uncertainty through to model parameters and predictions. Specifically, this tutorial shows how to sample multiple Hugoniot curves in the pressure-volume plane that are consistent with the shock wave-particle velocity measurements in a two-step Bayesian approach. First, we obtain an analytical expression for the posterior distribution of the linear model parameters using Bayesian linear regression. Second, we propagate samples from the posterior distribution through the Rankine-Hugoniot equations to yield Hugoniot curves in the pressure-volume plane. The procedure is demonstrated with publicly available data on argon, copper, and nickel, and compared against bootstrapping and linear regression. The Bayesian procedure is shown to be interpretable, computationally inexpensive, and less sensitive than an alternative bootstrapping approach to the removal of the point in the copper dataset that has the largest particle velocity. As a tutorial on Bayesian methodology for the shock compression community, we provide several derivations and explanations that make this paper self-contained, and made all code and data available at https://github.com/llnl/BALSCD.


Non-intrusive Monitoring of Sealed Microreactor Cores Using Physics-Informed Muon Scattering Tomography With Momentum Measurements

Next-generation microreactors enable remote deployment and semi-autonomous operation, but compact, sealed, heterogeneous cores limit conventional safeguard approaches that rely on access and bulk accountancy. Limited inspection access and complex internal geometry reduce sensitivity to localized anomalies such as missing fuel. Here we demonstrate missing-fuel detection in microreactor scale geometries using muon scattering tomography under realistic cosmic-ray conditions. We introduce $μ$TRec, a physics-informed framework that reconstructs event-level curved muon trajectories by combining a Gaussian multiple Coulomb scattering model with Bayesian updating, then maps scattering density through voxel wise M-values for core integrity verification. We evaluate a representative hexagonal core containing 61 fuel flakes with embedded control drums and shutdown rods, using both idealized 5 GeV muons and zenith-angle-dependent 0-60 GeV cosmic-ray spectra. A single missing fuel flake is detected with $3\times 10^{6}$ muons at 50 mm voxel resolution. Incorporating per-muon momentum further increases detectability by up to 149.85% for laser-driven sources and 105.11% for cosmic-ray sources relative to momentum-agnostic reconstruction. The approach remains robust under practical detector limits, with only an 8.88% reduction in detectability for 10 mm spatial resolution and 10% energy resolution. Compared with PoCA, $μ$TRec delivers 326.13% to 392.14% higher detectability at equal muon counts, enabling faster defect identification.


Extreme Value Analysis for Finite, Multivariate and Correlated Systems with Finance as an Example

Benjamin Köhler
Anton J. Heckens
Thomas Guhr

Extreme values and the tail behavior of probability distributions are essential for quantifying and mitigating risk in complex systems of all kinds. In multivariate settings, accounting for correlations is crucial. Although extreme value analysis for infinite correlated systems remains an open challenge, we propose a practical framework for handling a large but finite number of correlated time series. We develop our approach for finance as a concrete example but emphasize its generality. We study the extremal behavior of high-frequency stock returns after rotating them into the eigenbasis of the correlation matrix. This separates and extracts various collective effects, including information on the correlated market as a whole and on correlated sectoral behavior from idiosyncratic features, while allowing us to use univariate tools of extreme value analysis. This holds even for high-frequency data where discretization effects normally complicate analysis. We employ a peaks-over-threshold approach and thereby fully avoid the analysis of block maxima. We estimate the tail shape of the rotated returns while explicitly accounting for nonstationarity, a key feature in finance and many other complex systems. Our framework facilitates tail risk estimation relative to larger trends and intraday seasonalities at both market and sectoral levels.


Reducing hyperparameter sensitivity in measurement-feedback based Ising machines

Toon Sevenants
Guy Van der Sande
Guy Verschaffelt

Analog Ising machines have been proposed as heuristic hardware solvers for combinatorial optimization problems, with the potential to outperform conventional approaches, provided that their hyperparameters are carefully tuned. Their temporal evolution is often described using time-continuous dynamics. However, most experimental implementations rely on measurement-feedback architectures that operate in a time-discrete manner. We observe that in such setups, the range of effective hyperparameters is substantially smaller than in the envisioned time-continuous analog Ising machine. In this paper, we analyze this discrepancy and discuss its impact on the practical operation of Ising machines. Next, we propose and experimentally verify a method to reduce the sensitivity to hyperparameter selection of these measurement-feedback architectures.


A Structurally Localized Ensemble Kalman Filtering Approach

State-of-the-art ensemble Kalman filtering (EnKF) algorithms require incorporating localization techniques to cope with the rank deficiency and the inherited spurious correlations in their error covariance matrices. Localization techniques are mostly ad-hoc, based on some distances between the state and observation variables, requiring demanding manual tuning. This work introduces a new ensemble filtering approach, which is inherently localized, avoiding the need for any auxiliary localization technique. Instead of explicitly applying localization on ensembles, the idea is to first localize the continuous analysis probability density function (pdf) before ensemble sampling. The localization of the analysis pdf is performed through an approximation by a product of independent marginal pdfs corresponding to small partitions of the state vector, using the variational Bayesian optimization. These marginals are then sampled following stochastic EnKF and deterministic ensemble transform Kalman filtering (ETKF) procedures, using ensembles larger than the partitions' size. The resulting filters involve the same forecast steps as their standard EnKF and ETKF counterparts but different analysis steps, iteratively adjusting the EnKF and ETKF updates of each partition based on the ensemble means of the other partitions. Numerical experiments are conducted with the Lorenz-96 model under different scenarios to demonstrate the potential of the proposed filters. The new filters' performances are comparable to those of the EnKF and ETKF with already tuned localization, both in terms of computational burden and estimation accuracy.


O-Sensing: Operator Sensing for Interaction Geometry and Symmetries

We ask whether the Hamiltonian, interaction geometry, and symmetries of a quantum many-body system can be inferred from a few low-lying eigenstates without knowing which sites interact with each other. Directly solving the eigenvalue equations imposes constraints that yield a highly degenerate subspace of candidate operators, where the local Hamiltonian is hidden among an extensive family of conserved quantities, obscuring the interaction geometry. Here we introduce O-Sensing, a protocol designed to extract the Hamiltonian and symmetries directly from these states. Specifically, O-Sensing employs parsimony-driven optimization to extract a maximally sparse operator basis from the degenerate subspace. The Hamiltonian is then selected from this basis by maximizing spectral entropy (effectively minimizing degeneracy) within the sampled subspace. We validate O-Sensing on Heisenberg models on connected Erdős--Rényi graphs, where it reconstructs the interaction geometry and uncovers additional long-range conserved operators. We establish a learnability phase diagram across graph densities, featuring a pronounced ``confusion'' regime where parsimony favors a dual description on the complement graph. These results show that sparsity optimization can reconstruct interaction geometry as an emergent output, enabling simultaneous recovery of the Hamiltonian and its symmetries from low-energy eigenstates.


q-Gaussian Crossover in Overlap Spectra towards 3D Edwards-Anderson Criticality

Yaprak Onder
Abbas Ali Saberi
Roderich Moessner

We introduce a spectral approach to characterizing the three-dimensional Edwards-Anderson spin glass. By analyzing the eigenvalue statistics of overlap matrices constructed from two-dimensional cross-sections, we identify a crossover from the Wigner semicircle law at high temperatures towards a Gaussian distribution, which is consistently attained near the spin-glass critical point. Visible for different distributions of the random coupling, the Gaussian distribution can potentially serve as a robust spectral indicator of criticality. Remarkably, the spectral density is well-described by Tsallis statistics, with the entropic index $q$ evolving from $q = -1$ (semicircle, $T=\infty$) to $q = 1$ (Gaussian) at $T_c$, revealing a statistical structure inside the paramagnetic phase. We find $q\le 1$ within numerical precision. While the local level statistics remain consistent with GOE statistics, reflecting standard level repulsion, the temperature dependence appears mainly in the global spectral density. Our results present spectral statistics as a computationally efficient complement to multi-replica correlator methods and provide a new perspective on cooperative and critical phenomena in disordered systems.


Data Unfolding: From Problem Formulation to Result Assessment

Experimental data in particle and nuclear physics, particle astrophysics, and radiation protection dosimetry are collected using experimental facilities that consist of a complex system of sensors, electronics, and software. Measured spectra or cross sections are considered as Probability Density Functions (PDFs) that deviate from true PDFs due to resolution, bias, and efficiency effects. Unfolding is viewed as a procedure for estimating an unknown true PDF. Reliable estimates of the true PDF are necessary for testing theoretical models, comparing results from different experiments, and combining results from various research endeavors. Both external and internal quality assessment methods can be applied for this purpose. In some cases, external criteria exist to evaluate deconvolution quality. A typical example is the deconvolution of a blurred image, where the sharpness of the restored image serves as an indicator of quality. However, defining such external criteria can be challenging, particularly when a measurement has not been performed previously. This paper discusses various internal criteria for assessing the quality of the results independently of external information, as well as factors that influence the quality of the unfolded distribution.


Refined Detection for Gumbel Watermarking

We propose a simple detection mechanism for the Gumbel watermarking scheme proposed by Aaronson (2022). The new mechanism is proven to be near-optimal in a problem-dependent sense among all model-agnostic watermarking schemes under the assumption that the next-token distribution is sampled i.i.d.


Aligning Validation with Deployment: Target-Weighted Cross-Validation for Spatial Prediction

Cross-validation (CV) is commonly used to estimate predictive risk when independent test data are unavailable. Its validity depends on the assumption that validation tasks are sampled from the same distribution as prediction tasks encountered during deployment. In spatial prediction and other settings with structured data, this assumption is frequently violated, leading to biased estimates of deployment risk. We propose Target-Weighted CV (TWCV), an estimator of deployment risk that accounts for discrepancies between validation and deployment task distributions, thus accounting for (1) covariate shift and (2) task-difficulty shift. We characterize prediction tasks by descriptors such as covariates and spatial configuration. TWCV assigns weights to validation losses such that the weighted empirical distribution of validation tasks matches the corresponding distribution over a target domain. The weights are obtained via calibration weighting, yielding an importance-weighted estimator that targets deployment risk. Since TWCV requires adequate coverage of the deployment distribution's support, we combine it with spatially buffered resampling that diversifies the task difficulty distribution. In a simulation study, conventional as well as spatial estimators exhibit substantial bias depending on sampling, whereas buffered TWCV remains approximately unbiased across scenarios. A case study in environmental pollution mapping further confirms that discrepancies between validation and deployment task distributions can affect performance assessment, and that buffered TWCV better reflects the prediction task over the target domain. These results establish task distribution mismatch as a primary source of CV bias in spatial prediction and show that calibration weighting combined with a suitable validation task generator provides a viable approach to estimating predictive risk under dataset shift.


Do covariates explain why these groups differ? The choice of reference group can reverse conclusions in the Oaxaca-Blinder decomposition

Manuel Quintero
Advik Shreekumar
William T. Stephenson
Tamara Broderick

Scientists often want to explain why an outcome is different in two groups. For instance, differences in patient mortality rates across two hospitals could be due to differences in the patients themselves (covariates) or differences in medical care (outcomes given covariates). The Oaxaca--Blinder decomposition (OBD) is a standard tool to tease apart these factors. It is well known that the OBD requires choosing one of the groups as a reference, and the numerical answer can vary with the reference. To the best of our knowledge, there has not been a systematic investigation into whether the choice of OBD reference can yield different substantive conclusions and how common this issue is. In the present paper, we give existence proofs in real and simulated data that the OBD references can yield substantively different conclusions and that these differences are not entirely driven by model misspecification or small data. We prove that substantively different conclusions occur in up to half of the parameter space, but find these discrepancies rare in the real-data analyses we study. We explain this empirical rarity by examining how realistic data-generating processes can be biased towards parameters that do not change conclusions under the OBD.


Penalized GMM Framework for Inference on Functionals of Nonparametric Instrumental Variable Estimators

This paper develops a penalized GMM (PGMM) framework for automatic debiased inference on functionals of nonparametric instrumental variable estimators. We derive convergence rates for the PGMM estimator and provide conditions for root-n consistency and asymptotic normality of debiased functional estimates, covering both linear and nonlinear functionals. Monte Carlo experiments on average derivative show that the PGMM-based debiased estimator performs on par with the analytical debiased estimator that uses the known closed-form Riesz representer, achieving 90-96% coverage while the plug-in estimator falls below 5%. We apply our procedure to estimate mean own-price elasticities in a semiparametric demand model for differentiated products. Simulations confirm near-nominal coverage while the plug-in severely undercovers. Applied to IRI scanner data on carbonated beverages, debiased semiparametric estimates are approximately 20% more elastic compared to the logit benchmark, and debiasing corrections are heterogeneous across products, ranging from negligible to several times the standard error.


mlr3mbo: Bayesian Optimization in R

Marc Becker
Lennart Schneider
Martin Binder
Lars Kotthoff
Bernd Bischl

We present mlr3mbo, a comprehensive and modular toolbox for Bayesian optimization in R. mlr3mbo supports single- and multi-objective optimization, multi-point proposals, batch and asynchronous parallelization, input and output transformations, and robust error handling. While it can be used for many standard Bayesian optimization variants in applied settings, researchers can also construct custom BO algorithms from its flexible building blocks. In addition to an introduction to the software, its design principles, and its building blocks, the paper presents two extensive empirical evaluations of the software on the surrogate-based benchmark suite YAHPO Gym. To identify robust default configurations for both numeric and mixed-hierarchical optimization regimes, and to gain further insights into the respective impacts of individual settings, we run a coordinate descent search over the mlr3mbo configuration space and analyze its results. Furthermore, we demonstrate that mlr3mbo achieves state-of-the-art performance by benchmarking it against a wide range of optimizers, including HEBO, SMAC3, Ax, and Optuna.


Unbounded Density Ratio Estimation and Its Application to Covariate Shift Adaptation

Ren-Rui Liu
Jun Fan
Lei Shi
Zheng-Chu Guo

This paper focuses on the problem of unbounded density ratio estimation -- an understudied yet critical challenge in statistical learning -- and its application to covariate shift adaptation. Much of the existing literature assumes that the density ratio is either uniformly bounded or unbounded but known exactly. These conditions are often violated in practice, creating a gap between theoretical guarantees and real-world applicability. In contrast, this work directly addresses unbounded density ratios and integrates them into importance weighting for effective covariate shift adaptation. We propose a three-step estimation method that leverages unlabeled data from both the source and target distributions: (1) estimating a relative density ratio; (2) applying a truncation operation to control its unboundedness; and (3) transforming the truncated estimate back into the standard density ratio. The estimated density ratio is then employed as importance weights for regression under covariate shift. We establish rigorous, non-asymptotic convergence guarantees for both the proposed density ratio estimator and the resulting regression function estimator, demonstrating optimal or near-optimal convergence rates. Our findings offer new theoretical insights into density ratio estimation and learning under covariate shift, extending classical learning theory to more practical and challenging scenarios.


Nonnegative Matrix Factorization in the Component-Wise L1 Norm for Sparse Data

Giovanni Seraghiti
Kévin Dubrulle
Arnaud Vandaele
Nicolas Gillis

Nonnegative matrix factorization (NMF) approximates a nonnegative matrix, $X$, by the product of two nonnegative factors, $WH$, where $W$ has $r$ columns and $H$ has $r$ rows. In this paper, we consider NMF using the component-wise L1 norm as the error measure (L1-NMF), which is suited for data corrupted by heavy-tailed noise, such as Laplace noise or salt and pepper noise, or in the presence of outliers. Our first contribution is an NP-hardness proof for L1-NMF, even when $r=1$, in contrast to the standard NMF that uses least squares. Our second contribution is to show that L1-NMF strongly enforces sparsity in the factors for sparse input matrices, thereby favoring interpretability. However, if the data is affected by false zeros, too sparse solutions might degrade the model. Our third contribution is a new, more general, L1-NMF model for sparse data, dubbed weighted L1-NMF (wL1-NMF), where the sparsity of the factorization is controlled by adding a penalization parameter to the entries of $WH$ associated with zeros in the data. The fourth contribution is a new coordinate descent (CD) approach for wL1-NMF, denoted as sparse CD (sCD), where each subproblem is solved by a weighted median algorithm. To the best of our knowledge, sCD is the first algorithm for L1-NMF whose complexity scales with the number of nonzero entries in the data, making it efficient in handling large-scale, sparse data. We perform extensive numerical experiments on synthetic and real-world data to show the effectiveness of our new proposed model (wL1-NMF) and algorithm (sCD).


Concept frustration: Aligning human concepts and machine representations

Enrico Parisini
Christopher J. Soelistyo
Ahab Isaac
Alessandro Barp
Christopher R. S. Banerji

Aligning human-interpretable concepts with the internal representations learned by modern machine learning systems remains a central challenge for interpretable AI. We introduce a geometric framework for comparing supervised human concepts with unsupervised intermediate representations extracted from foundation model embeddings. Motivated by the role of conceptual leaps in scientific discovery, we formalise the notion of concept frustration: a contradiction that arises when an unobserved concept induces relationships between known concepts that cannot be made consistent within an existing ontology. We develop task-aligned similarity measures that detect concept frustration between supervised concept-based models and unsupervised representations derived from foundation models, and show that the phenomenon is detectable in task-aligned geometry while conventional Euclidean comparisons fail. Under a linear-Gaussian generative model we derive a closed-form expression for Bayes-optimal concept-based classifier accuracy, decomposing predictive signal into known-known, known-unknown and unknown-unknown contributions and identifying analytically where frustration affects performance. Experiments on synthetic data and real language and vision tasks demonstrate that frustration can be detected in foundation model representations and that incorporating a frustrating concept into an interpretable model reorganises the geometry of learned concept representations, to better align human and machine reasoning. These results suggest a principled framework for diagnosing incomplete concept ontologies and aligning human and machine conceptual reasoning, with implications for the development and validation of safe interpretable AI for high-risk applications.


Transfer Learning in Bayesian Optimization for Aircraft Design

Ali Tfaily
Youssef Diouane
Nathalie Bartoli
Michael Kokkolaras

The use of transfer learning within Bayesian optimization addresses the disadvantages of the so-called \textit{cold start} problem by using source data to aid in the optimization of a target problem. We present a method that leverages an ensemble of surrogate models using transfer learning and integrates it in a constrained Bayesian optimization framework. We identify challenges particular to aircraft design optimization related to heterogeneous design variables and constraints. We propose the use of a partial-least-squares dimension reduction algorithm to address design space heterogeneity, and a \textit{meta} data surrogate selection method to address constraint heterogeneity. Numerical benchmark problems and an aircraft conceptual design optimization problem are used to demonstrate the proposed methods. Results show significant improvement in convergence in early optimization iterations compared to standard Bayesian optimization, with improved prediction accuracy for both objective and constraint surrogate models.


Multi-fidelity approaches for general constrained Bayesian optimization with application to aircraft design

Oihan Cordelier
Youssef Diouane
Nathalie Bartoli
Eric Laurendeau

Aircraft design relies heavily on solving challenging and computationally expensive Multidisciplinary Design Optimization problems. In this context, there has been growing interest in multi-fidelity models for Bayesian optimization to improve the MDO process by balancing computational cost and accuracy through the combination of high- and low-fidelity simulation models, enabling efficient exploration of the design process at a minimal computational effort. In the existing literature, fidelity selection focuses only on the objective function to decide how to integrate multiple fidelity levels, balancing precision and computational cost using variance reduction criteria. In this work, we propose novel multi-fidelity selection strategies. Specifically, we demonstrate how incorporating information from both the objective and the constraints can further reduce computational costs without compromising the optimality of the solution. We validate the proposed multi-fidelity optimization strategy by applying it to four analytical test cases, showcasing its effectiveness. The proposed method is used to efficiently solve a challenging aircraft wing aero-structural design problem. The proposed setting uses a linear vortex lattice method and a finite element method for the aerodynamic and structural analysis respectively. We show that employing our proposed multi-fidelity approach leads to $86\%$ to $200\%$ more constraint compliant solutions given a limited budget compared to the state-of-the-art approach.


Symmetrizing Bregman Divergence on the Cone of Positive Definite Matrices: Which Mean to Use and Why

This work uncovers variational principles behind symmetrizing the Bregman divergences induced by generic mirror maps over the cone of positive definite matrices. We show that computing the canonical means for this symmetrization can be posed as minimizing the desired symmetrized divergences over a set of mean functionals defined axiomatically to satisfy certain properties. For the forward symmetrization, we prove that the arithmetic mean over the primal space is canonical for any mirror map over the positive definite cone. For the reverse symmetrization, we show that the canonical mean is the arithmetic mean over the dual space, pulled back to the primal space. Applying this result to three common mirror maps used in practice, we show that the canonical means for reverse symmetrization, in those cases, turn out to be the arithmetic, log-Euclidean and harmonic means. Our results improve understanding of existing symmetrization practices in the literature, and can be seen as a navigational chart to help decide which mean to use when.


Expectation Error Bounds for Transfer Learning in Linear Regression and Linear Neural Networks

Meitong Liu
Christopher Jung
Rui Li
Xue Feng
Han Zhao

In transfer learning, the learner leverages auxiliary data to improve generalization on a main task. However, the precise theoretical understanding of when and how auxiliary data help remains incomplete. We provide new insights on this issue in two canonical linear settings: ordinary least squares regression and under-parameterized linear neural networks. For linear regression, we derive exact closed-form expressions for the expected generalization error with bias-variance decomposition, yielding necessary and sufficient conditions for auxiliary tasks to improve generalization on the main task. We also derive globally optimal task weights as outputs of solvable optimization programs, with consistency guarantees for empirical estimates. For linear neural networks with shared representations of width $q \leq K$, where $K$ is the number of auxiliary tasks, we derive a non-asymptotic expectation bound on the generalization error, yielding the first non-vacuous sufficient condition for beneficial auxiliary learning in this setting, as well as principled directions for task weight curation. We achieve this by proving a new column-wise low-rank perturbation bound for random matrices, which improves upon existing bounds by preserving fine-grained column structures. Our results are verified on synthetic data simulated with controlled parameters.


Functional Natural Policy Gradients

Aurelien Bibaut
Houssam Zenati
Thibaud Rahier
Nathan Kallus

We propose a cross-fitted debiasing device for policy learning from offline data. A key consequence of the resulting learning principle is $\sqrt N$ regret even for policy classes with complexity greater than Donsker, provided a product-of-errors nuisance remainder is $O(N^{-1/2})$. The regret bound factors into a plug-in policy error factor governed by policy-class complexity and an environment nuisance factor governed by the complexity of the environment dynamics, making explicit how one may be traded against the other.


Information-Theoretic Limits of Safety Verification for Self-Improving Systems

Can a safety gate permit unbounded beneficial self-modification while maintaining bounded cumulative risk? We formalize this question through dual conditions -- requiring sum delta_n < infinity (bounded risk) and sum TPR_n = infinity (unbounded utility) -- and establish a theory of their (in)compatibility.   Classification impossibility (Theorem 1): For power-law risk schedules delta_n = O(n^{-p}) with p > 1, any classifier-based gate under overlapping safe/unsafe distributions satisfies TPR_n <= C_alpha * delta_n^beta via Holder's inequality, forcing sum TPR_n < infinity. This impossibility is exponent-optimal (Theorem 3). A second independent proof via the NP counting method (Theorem 4) yields a 13% tighter bound without Holder's inequality.   Universal finite-horizon ceiling (Theorem 5): For any summable risk schedule, the exact maximum achievable classifier utility is U*(N, B) = N * TPR_NP(B/N), growing as exp(O(sqrt(log N))) -- subpolynomial. At N = 10^6 with budget B = 1.0, a classifier extracts at most U* ~ 87 versus a verifier's ~500,000.   Verification escape (Theorem 2): A Lipschitz ball verifier achieves delta = 0 with TPR > 0, escaping the impossibility. Formal Lipschitz bounds for pre-LayerNorm transformers under LoRA enable LLM-scale verification. The separation is strict. We validate on GPT-2 (d_LoRA = 147,456): conditional delta = 0 with TPR = 0.352. Comprehensive empirical validation is in the companion paper [D2].


Optimistic Actor-Critic with Parametric Policies for Linear Markov Decision Processes

Max Qiushi Lin
Reza Asad
Kevin Tan
Haque Ishfaq
Csaba Szepesvari
Sharan Vaswani

Although actor-critic methods have been successful in practice, their theoretical analyses have several limitations. Specifically, existing theoretical work either sidesteps the exploration problem by making strong assumptions or analyzes impractical methods with complicated algorithmic modifications. Moreover, the actor-critic methods analyzed for linear MDPs often employ natural policy gradient (NPG) and construct "implicit" policies without explicit parameterization. Such policies are computationally expensive to sample from, making the environment interactions inefficient. To that end, we focus on the finite-horizon linear MDPs and propose an optimistic actor-critic framework that uses parametric log-linear policies. In particular, we introduce a tractable \textit{logit-matching} regression objective for the actor. For the critic, we use approximate Thompson sampling via Langevin Monte Carlo to obtain optimistic value estimates. We prove that the resulting algorithm achieves $\widetilde{\mathcal{O}}(ε^{-4})$ and $\widetilde{\mathcal{O}}(ε^{-2})$ sample complexity in the on-policy and off-policy setting, respectively. Our results match prior theoretical works in achieving the state-of-the-art sample complexity, while our algorithm is more aligned with practice.


Post-hoc Self-explanation of CNNs

Although standard Convolutional Neural Networks (CNNs) can be mathematically reinterpreted as Self-Explainable Models (SEMs), their built-in prototypes do not on their own accurately represent the data. Replacing the final linear layer with a $k$-means-based classifier addresses this limitation without compromising performance. This work introduces a common formalization of $k$-means-based post-hoc explanations for the classifier, the encoder's final output (B4), and combinations of intermediate feature activations. The latter approach leverages the spatial consistency of convolutional receptive fields to generate concept-based explanation maps, which are supported by gradient-free feature attribution maps. Empirical evaluation with a ResNet34 shows that using shallower, less compressed feature activations, such as those from the last three blocks (B234), results in a trade-off between semantic fidelity and a slight reduction in predictive performance.


FeDMRA: Federated Incremental Learning with Dynamic Memory Replay Allocation

In federated healthcare systems, Federated Class-Incremental Learning (FCIL) has emerged as a key paradigm, enabling continuous adaptive model learning among distributed clients while safeguarding data privacy. However, in practical applications, data across agent nodes within the distributed framework often exhibits non-independent and identically distributed (non-IID) characteristics, rendering traditional continual learning methods inapplicable. To address these challenges, this paper covers more comprehensive incremental task scenarios and proposes a dynamic memory allocation strategy for exemplar storage based on the data replay mechanism. This strategy fully taps into the inherent potential of data heterogeneity, while taking into account the performance fairness of all participating clients, thereby establishing a balanced and adaptive solution to mitigate catastrophic forgetting. Unlike the fixed allocation of client exemplar memory, the proposed scheme emphasizes the rational allocation of limited storage resources among clients to improve model performance. Furthermore, extensive experiments are conducted on three medical image datasets, and the results demonstrate significant performance improvements compared to existing baseline models.


Profile Graphical Models

Alejandra Avalos-Pacheco
Monia Lupparelli
Francesco C. Stingo

We introduce a novel class of graphical models, termed profile graphical models, that represent, within a single graph, how an external factor influences the dependence structure of a multivariate set of variables. This class is quite general and includes multiple graphs and chain graphs as special cases. Profile graphical models capture the conditional distributions of a multivariate random vector given different levels of a risk factor, and learn how the conditional independence structure among variables may vary across these risk profiles; we formally define this family of models and establish their corresponding Markov properties. We derive key structural and probabilistic properties that underpin a more powerful inferential framework than existing approaches, underscoring that our contribution extends beyond a novel graphical representation.Furthermore, we show that the resulting profile undirected graphical models are independence-compatible with two-block LWF chain graph models.We then develop a Bayesian approach for Gaussian undirected profile graphical models based on continuous spike-and-slab priors to learn shared sparsity structures across different levels of the risk factor. We also design a fast EM algorithm for efficient inference. Inferential properties are explored through simulation studies, including the comparison with competing methods. The practical utility of this class of models is demonstrated through the analysis of protein network data from various subtypes of acute myeloid leukemia. Our results show a more parsimonious network and greater patient heterogeneity than its competitors, highlighting its enhanced ability to capture subject-specific differences.


Mixture-Model Preference Learning for Many-Objective Bayesian Optimization

Manisha Dubey
Sebastiaan De Peuter
Wanrong Wang
Samuel Kaski

Preference-based many-objective optimization faces two obstacles: an expanding space of trade-offs and heterogeneous, context-dependent human value structures. Towards this, we propose a Bayesian framework that learns a small set of latent preference archetypes rather than assuming a single fixed utility function, modelling them as components of a Dirichlet-process mixture with uncertainty over both archetypes and their weights. To query efficiently, we designing hybrid queries that target information about (i) mode identity and (ii) within-mode trade-offs. Under mild assumptions, we provide a simple regret guarantee for the resulting mixture-aware Bayesian optimization procedure. Empirically, our method outperforms standard baselines on synthetic and real-world many-objective benchmarks, and mixture-aware diagnostics reveal structure that regret alone fails to capture.


The Conjugate Domain Dichotomy: Exact Risk of M-Estimators under Infinite-Variance Noise in High Dimensions

This paper studies high-dimensional M-estimation in the proportional asymptotic regime (p/n -> gamma > 0) when the noise distribution has infinite variance. For noise with regularly-varying tails of index alpha in (1,2), we establish that the asymptotic behavior of a regularized M-estimator is governed by a single geometric property of the loss function: the boundedness of the domain of its Fenchel conjugate.   When this conjugate domain is bounded -- as is the case for the Huber, absolute-value, and quantile loss functions -- the dual variable in the min-max formulation of the estimator is confined, the effective noise reduces to the finite first absolute moment of the noise distribution, and the estimator achieves bounded risk without recourse to external information. When the conjugate domain is unbounded -- as for the squared loss -- the dual variable scales with the noise, the effective noise involves the diverging second moment, and bounded risk can be achieved only through transfer regularization toward an external prior.   For the squared-loss class specifically, we derive the exact asymptotic risk via the Convex Gaussian Minimax Theorem under a noise-adapted regularization scaling. The resulting risk converges to a universal floor that is independent of the regularizer, yielding a loss-risk trichotomy: squared-loss estimators without transfer diverge; Huber-loss estimators achieve bounded but non-vanishing risk; transfer-regularized estimators attain the floor.


Machine Learning-Assisted High-Dimensional Matrix Estimation

Wan Tian
Hui Yang
Zhouhui Lian
Lingyue Zhang
Yijie Peng

Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators (e.g., consistency and sparsity), while largely overlooking the computational challenges inherent in high-dimensional settings. Motivated by recent advances in learning-based optimization method-which integrate data-driven structures with classical optimization algorithms-we explore high-dimensional matrix estimation assisted by machine learning. Specifically, for the optimization problem of high-dimensional matrix estimation, we first present a solution procedure based on the Linearized Alternating Direction Method of Multipliers (LADMM). We then introduce learnable parameters and model the proximal operators in the iterative scheme with neural networks, thereby improving estimation accuracy and accelerating convergence. Theoretically, we first prove the convergence of LADMM, and then establish the convergence, convergence rate, and monotonicity of its reparameterized counterpart; importantly, we show that the reparameterized LADMM enjoys a faster convergence rate. Notably, the proposed reparameterization theory and methodology are applicable to the estimation of both high-dimensional covariance and precision matrices. We validate the effectiveness of our method by comparing it with several classical optimization algorithms across different structures and dimensions of high-dimensional matrices.


LDDMM stochastic interpolants: an application to domain uncertainty quantification in hemodynamics

Sarah Katz
Francesco Romor
Jia-Jie Zhu
Alfonso Caiazzo

We introduce a novel conditional stochastic interpolant framework for generative modeling of three-dimensional shapes. The method builds on a recent LDDMM-based registration approach to learn the conditional drift between geometries. By leveraging the resulting pull-back and push-forward operators, we extend this formulation beyond standard Cartesian grids to complex shapes and random variables defined on distinct domains. We present an application in the context of cardiovascular simulations, where aortic shapes are generated from an initial cohort of patients. The conditioning variable is a latent geometric representation defined by a set of centerline points and the radii of the corresponding inscribed spheres. This methodology facilitates both data augmentation for three-dimensional biomedical shapes, and the generation of random perturbations of controlled magnitude for a given shape. These capabilities are essential for quantifying the impact of domain uncertainties arising from medical image segmentation on the estimation of relevant biomarkers.


MuonEq: Balancing Before Orthogonalization with Lightweight Equilibration

Da Chang
Qiankun Shi
Lvgang Zhang
Yu Li
Ruijie Zhang
Yao Lu
Yongxiang Liu
Ganzhao Yuan

Orthogonalized-update optimizers such as Muon improve training of matrix-valued parameters, but existing extensions mostly act either after orthogonalization by rescaling updates or before it with heavier whitening-based preconditioners. We introduce {\method}, a lightweight family of pre-orthogonalization equilibration schemes for Muon in three forms: two-sided row/column normalization (RC), row normalization (R), and column normalization (C). These variants rebalance the momentum matrix before finite-step Newton--Schulz using row/column squared-norm statistics and only $\mathcal{O}(m+n)$ auxiliary state. We show that finite-step orthogonalization is governed by input spectral properties, especially stable rank and condition number, and that row/column normalization is a zeroth-order whitening surrogate that removes marginal scale mismatch. For the hidden matrix weights targeted by {\method}, the row-normalized variant R is the natural default and preserves the $\widetilde{\mathcal{O}}(T^{-1/4})$ stationarity guarantee of Muon-type methods. In LLaMA2 pretraining on C4, the default R variant consistently outperforms Muon on 130M and 350M models, yielding faster convergence and lower validation perplexity.


A Perturbation Approach to Unconstrained Linear Bandits

Andrew Jacobsen
Dorian Baudry
Shinji Ito
Nicolò Cesa-Bianchi

We revisit the standard perturbation-based approach of Abernethy et al. (2008) in the context of unconstrained Bandit Linear Optimization (uBLO). We show the surprising result that in the unconstrained setting, this approach effectively reduces Bandit Linear Optimization (BLO) to a standard Online Linear Optimization (OLO) problem. Our framework improves on prior work in several ways. First, we derive expected-regret guarantees when our perturbation scheme is combined with comparator-adaptive OLO algorithms, leading to new insights about the impact of different adversarial models on the resulting comparator-adaptive rates. We also extend our analysis to dynamic regret, obtaining the optimal $\sqrt{P_T}$ path-length dependencies without prior knowledge of $P_T$. We then develop the first high-probability guarantees for both static and dynamic regret in uBLO. Finally, we discuss lower bounds on the static regret, and prove the folklore $Ω(\sqrt{dT})$ rate for adversarial linear bandits on the unit Euclidean ball, which is of independent interest.


Persistence diagrams of random matrices via Morse theory: universality and a new spectral diagnostic

We prove that the persistence diagram of the sublevel set filtration of the quadratic form f(x) = x^T M x restricted to the unit sphere S^{n-1} is analytically determined by the eigenvalues of the symmetric matrix M. By Morse theory, the diagram has exactly n-1 finite bars, with the k-th bar living in homological dimension k-1 and having length equal to the k-th eigenvalue spacing s_k = λ_{k+1} - λ_k. This identification transfers random matrix theory (RMT) universality to persistence diagram universality: for matrices drawn from the Gaussian Orthogonal Ensemble (GOE), we derive the closed-form persistence entropy PE = log(8n/π) - 1, and verify numerically that the coefficient of variation of persistence statistics decays as n^{-0.6}. Different random matrix ensembles (GOE, GUE, Wishart) produce distinct universal persistence diagrams, providing topological fingerprints of RMT universality classes. As a practical consequence, we show that persistence entropy outperforms the standard level spacing ratio \langle r \rangle for discriminating GOE from GUE matrices (AUC 0.978 vs. 0.952 at n = 100, non-overlapping bootstrap 95% CIs), and detects global spectral perturbations in the Rosenzweig-Porter model to which \langle r \rangle is blind. These results establish persistence entropy as a new spectral diagnostic that captures complementary information to existing RMT tools.


Statistical Guarantees for Distributionally Robust Optimization with Optimal Transport and OT-Regularized Divergences

We study finite-sample statistical performance guarantees for distributionally robust optimization (DRO) with optimal transport (OT) and OT-regularized divergence model neighborhoods. Specifically, we derive concentration inequalities for supervised learning via DRO-based adversarial training, as commonly employed to enhance the adversarial robustness of machine learning models. Our results apply to a wide range of OT cost functions, beyond the $p$-Wasserstein case studied by previous authors. In particular, our results are the first to: 1) cover soft-constraint norm-ball OT cost functions; soft-constraint costs have been shown empirically to enhance robustness when used in adversarial training, 2) apply to the combination of adversarial sample generation and adversarial reweighting that is induced by using OT-regularized $f$-divergence model neighborhoods; the added reweighting mechanism has also been shown empirically to further improve performance. In addition, even in the $p$-Wasserstein case, our bounds exhibit better behavior as a function of the DRO neighborhood size than previous results when applied to the adversarial setting.


Vertical Consensus Inference for High-Dimensional Random Partition

We review recently proposed Bayesian approaches for clustering high-dimensional data. After identifying the main limitations of available approaches, we introduce an alternative framework based on vertical consensus inference (VCI) to mitigate the curse of dimensionality in high-dimensional Bayesian clustering. VCI builds on the idea of consensus Monte Carlo by dividing the data into multiple shards (smaller subsets of variables), performing posterior inference on each shard, and then combining the shard-level posteriors to obtain a consensus posterior. The key distinction is that VCI splits the data vertically, producing vertical shards that retain the same number of observations but have lower dimensionality. We use an entropic regularized Wasserstein barycenter to define a consensus posterior. The shard-specific barycenter weights are constructed to favor shards that provide meaningful partitions, distinct from a trivial single cluster or all singleton clusters, favoring balanced cluster sizes and precise shard-specific posterior random partitions. We show that VCI can be interpreted as a variational approximation to the posterior under a hierarchical model with a generalized Bayes prior. For relatively low-dimensional problems, experiments suggest that VCI closely approximates inference based on clustering the entire multivariate data. For high-dimensional data and in the presence of many noninformative dimensions, VCI introduces a new framework for model-based and principled inference on random partitions. Although our focus here is on random partitions, VCI can be applied to any dimension-independent parameters and serves as a bridge to emerging areas in statistics such as consensus Monte Carlo, optimal transport, variational inference, and generalized Bayes.


RG-TTA: Regime-Guided Meta-Control for Test-Time Adaptation in Streaming Time Series

Indar Kumar
Akanksha Tiwari
Sai Krishna Jasti
Ankit Hemant Lade

Test-time adaptation (TTA) enables neural forecasters to adapt to distribution shifts in streaming time series, but existing methods apply the same adaptation intensity regardless of the nature of the shift. We propose Regime-Guided Test-Time Adaptation (RG-TTA), a meta-controller that continuously modulates adaptation intensity based on distributional similarity to previously-seen regimes. Using an ensemble of Kolmogorov-Smirnov, Wasserstein-1, feature-distance, and variance-ratio metrics, RG-TTA computes a similarity score for each incoming batch and uses it to (i) smoothly scale the learning rate -- more aggressive for novel distributions, conservative for familiar ones -- and (ii) control gradient effort via loss-driven early stopping rather than fixed budgets, allowing the system to allocate exactly the effort each batch requires. As a supplementary mechanism, RG-TTA gates checkpoint reuse from a regime memory, loading stored specialist models only when they demonstrably outperform the current model (loss improvement >= 30%). RG-TTA is model-agnostic and strategy-composable: it wraps any forecaster exposing train/predict/save/load interfaces and enhances any gradient-based TTA method. We demonstrate three compositions -- RG-TTA, RG-EWC, and RG-DynaTTA -- and evaluate 6 update policies (3 baselines + 3 regime-guided variants) across 4 compact architectures (GRU, iTransformer, PatchTST, DLinear), 14 datasets (6 real-world multivariate benchmarks + 8 synthetic regime scenarios), and 4 forecast horizons (96, 192, 336, 720) under a streaming evaluation protocol with 3 random seeds (672 experiments total). Regime-guided policies achieve the lowest MSE in 156 of 224 seed-averaged experiments (69.6%), with RG-EWC winning 30.4% and RG-TTA winning 29.0%. Overall, RG-TTA reduces MSE by 5.7% vs TTA while running 5.5% faster; RG-EWC reduces MSE by 14.1% vs standalone EWC.


What-If Explanations Over Time: Counterfactuals for Time Series Classification

Counterfactual explanations emerge as a powerful approach in explainable AI, providing what-if scenarios that reveal how minimal changes to an input time series can alter the model's prediction. This work presents a survey of recent algorithms for counterfactual explanations for time series classification. We review state-of-the-art methods, spanning instance-based nearest-neighbor techniques, pattern-driven algorithms, gradient-based optimization, and generative models. For each, we discuss the underlying methodology, the models and classifiers they target, and the datasets on which they are evaluated. We highlight unique challenges in generating counterfactuals for temporal data, such as maintaining temporal coherence, plausibility, and actionable interpretability, which distinguish the temporal from tabular or image domains. We analyze the strengths and limitations of existing approaches and compare their effectiveness along key dimensions (validity, proximity, sparsity, plausibility, etc.). In addition, we implemented an open-source implementation library, Counterfactual Explanations for Time Series (CFTS), as a reference framework that includes many algorithms and evaluation metrics. We discuss this library's contributions in standardizing evaluation and enabling practical adoption of explainable time series techniques. Finally, based on the literature and identified gaps, we propose future research directions, including improved user-centered design, integration of domain knowledge, and counterfactuals for time series forecasting.


AutoStan: Autonomous Bayesian Model Improvement via Predictive Feedback

We present AutoStan, a framework in which a command-line interface (CLI) coding agent autonomously builds and iteratively improves Bayesian models written in Stan. The agent operates in a loop, writing a Stan model file, executing MCMC sampling, then deciding whether to keep or revert each change based on two complementary feedback signals: the negative log predictive density (NLPD) on held-out data and the sampler's own diagnostics (divergences, R-hat, effective sample size). We evaluate AutoStan on five datasets with diverse modeling structures. On a synthetic regression dataset with outliers, the agent progresses from naive linear regression to a model with Student-t robustness, nonlinear heteroscedastic structure, and an explicit contamination mixture, matching or outperforming TabPFN, a state-of-the-art black-box method, while remaining fully interpretable. Across four additional experiments, the same mechanism discovers hierarchical partial pooling, varying-slope models with correlated random effects, and a Poisson attack/defense model for soccer. No search algorithm, critic module, or domain-specific instructions are needed. This is, to our knowledge, the first demonstration that a CLI coding agent can autonomously write and iteratively improve Stan code for diverse Bayesian modeling problems.


Energy Score-Guided Neural Gaussian Mixture Model for Predictive Uncertainty Quantification

Quantifying predictive uncertainty is essential for real world machine learning applications, especially in scenarios requiring reliable and interpretable predictions. Many common parametric approaches rely on neural networks to estimate distribution parameters by optimizing the negative log likelihood. However, these methods often encounter challenges like training instability and mode collapse, leading to poor estimates of the mean and variance of the target output distribution. In this work, we propose the Neural Energy Gaussian Mixture Model (NE-GMM), a novel framework that integrates Gaussian Mixture Model (GMM) with Energy Score (ES) to enhance predictive uncertainty quantification. NE-GMM leverages the flexibility of GMM to capture complex multimodal distributions and leverages the robustness of ES to ensure well calibrated predictions in diverse scenarios. We theoretically prove that the hybrid loss function satisfies the properties of a strictly proper scoring rule, ensuring alignment with the true data distribution, and establish generalization error bounds, demonstrating that the model's empirical performance closely aligns with its expected performance on unseen data. Extensive experiments on both synthetic and real world datasets demonstrate the superiority of NE-GMM in terms of both predictive accuracy and uncertainty quantification.


On the Asymptotics of Self-Supervised Pre-training: Two-Stage M-Estimation and Representation Symmetry

Self-supervised pre-training, where large corpora of unlabeled data are used to learn representations for downstream fine-tuning, has become a cornerstone of modern machine learning. While a growing body of theoretical work has begun to analyze this paradigm, existing bounds leave open the question of how sharp the current rates are, and whether they accurately capture the complex interaction between pre-training and fine-tuning. In this paper, we address this gap by developing an asymptotic theory of pre-training via two-stage M-estimation. A key challenge is that the pre-training estimator is often identifiable only up to a group symmetry, a feature common in representation learning that requires careful treatment. We address this issue using tools from Riemannian geometry to study the intrinsic parameters of the pre-training representation, which we link with the downstream predictor through a notion of orbit-invariance, precisely characterizing the limiting distribution of the downstream test risk. We apply our main result to several case studies, including spectral pre-training, factor models, and Gaussian mixture models, and obtain substantial improvements in problem-specific factors over prior art when applicable.


Optimal Demixing of Nonparametric Densities

Jianqing Fan
Zheng Tracy Ke
Zhaoyang Shi

Motivated by applications in statistics and machine learning, we consider a problem of unmixing convex combinations of nonparametric densities. Suppose we observe $n$ groups of samples, where the $i$th group consists of $N_i$ independent samples from a $d$-variate density $f_i(x)=\sum_{k=1}^K π_i(k)g_k(x)$. Here, each $g_k(x)$ is a nonparametric density, and each $π_i$ is a $K$-dimensional mixed membership vector. We aim to estimate $g_1(x), \ldots,g_K(x)$. This problem generalizes topic modeling from discrete to continuous variables and finds its applications in LLMs with word embeddings.   In this paper, we propose an estimator for the above problem, which modifies the classical kernel density estimator by assigning group-specific weights that are computed by topic modeling on histogram vectors and de-biased by U-statistics. For any $β>0$, assuming that each $g_k(x)$ is in the Nikol'ski class with a smooth parameter $β$, we show that the sum of integrated squared errors of the constructed estimators has a convergence rate that depends on $n$, $K$, $d$, and the per-group sample size $N$. We also provide a matching lower bound, which suggests that our estimator is rate-optimal.


Topological Detection of Hopf Bifurcations via Persistent Homology: A Functional Criterion from Time Series

Jhonathan Barrios
Yásser Echávez
Carlos F. Álvarez

We propose a topological framework for the detection of Hopf bifurcations directly from time series, based on persistent homology applied to phase space reconstructions via Takens embedding within the framework of Topological Data Analysis. The central idea is that changes in the dynamical regime are reflected in the emergence or disappearance of a dominant one-dimensional homological features in the reconstructed attractor. To quantify this behavior, we introduce a simple and interpretable scalar topological functional defined as the maximum persistence of homology classes in dimension one. This functional is used to construct a computable criterion for identifying critical parameters in families of dynamical systems without requiring knowledge of the underlying equations. The proposed approach is validated on representative systems of increasing complexity, showing consistent detection of the bifurcation point. The results support the interpretation of dynamical transitions as topological phase transitions and demonstrate the potential of topological data analysis as a model-free tool for the quantitative analysis of nonlinear time series.


Diagnosing Non-Markovian Observations in Reinforcement Learning via Prediction-Based Violation Scoring

Reinforcement learning algorithms assume that observations satisfy the Markov property, yet real-world sensors frequently violate this assumption through correlated noise, latency, or partial observability. Standard performance metrics conflate Markov breakdowns with other sources of suboptimality, leaving practitioners without diagnostic tools for such violations. This paper introduces a prediction-based scoring method that quantifies non-Markovian structure in observation trajectories. A random forest first removes nonlinear Markov-compliant dynamics; ridge regression then tests whether historical observations reduce prediction error on the residuals beyond what the current observation provides. The resulting score is bounded in [0, 1] and requires no causal graph construction. Evaluation spans six environments (CartPole, Pendulum, Acrobot, HalfCheetah, Hopper, Walker2d), three algorithms (PPO, A2C, SAC), controlled AR(1) noise at six intensity levels, and 10 seeds per condition. In post-hoc detection, 7 of 16 environment-algorithm pairs, primarily high-dimensional locomotion tasks, show significant positive monotonicity between noise intensity and the violation score (Spearman rho up to 0.78, confirmed under repeated-measures analysis); under training-time noise, 13 of 16 pairs exhibit statistically significant reward degradation. An inversion phenomenon is documented in low-dimensional environments where the random forest absorbs the noise signal, causing the score to decrease as true violations grow, a failure mode analyzed in detail. A practical utility experiment demonstrates that the proposed score correctly identifies partial observability and guides architecture selection, fully recovering performance lost to non-Markovian observations. Source code to reproduce all results is provided at https://github.com/NAVEENMN/Markovianes.


The Risk Quadrangle in Optimization: An Overview with Recent Results and Extensions

Bogdan Grechuk
Anton Malandii
Terry Rockafellar
Stan Uryasev

This paper revisits and extends the 2013 development by Rockafellar and Uryasev of the Risk Quadrangle (RQ) as a unified scheme for integrating risk management, optimization, and statistical estimation. The RQ features four stochastics-oriented functionals -- risk, deviation, regret, and error, along with an associated statistic, and articulates their revealing and in some ways surprising interrelationships and dualizations. Additions to the RQ framework that have come to light since 2013 are reviewed in a synthesis focused on both theoretical advancements and practical applications. New quadrangles -- superquantile, superquantile norm, expectile, biased mean, quantile symmetric average union, and $\varphi$-divergence-based quadrangles -- offer novel approaches to risk-sensitive decision-making across various fields such as machine learning, statistics, finance, and PDE-constrained optimization. The theoretical contribution comes in axioms for ``subregularity'' relaxing ``regularity'' of the quadrangle functionals, which is too restrictive for some applications. The main RQ theorems and connections are revisited and rigorously extended to this more ample framework. Examples are provided in portfolio optimization, regression, and classification, demonstrating the advantages and the role played by duality, especially in ties to robust optimization and generalized stochastic divergences.


Retrospective Counterfactual Prediction by Conditioning on the Factual Outcome: A Cross-World Approach

Retrospective causal questions ask what would have happened to an observed individual had they received a different treatment. We study the problem of estimating $μ(x,y)=\mathbb{E}[Y(1)\mid X=x,Y(0)=y]$, the expected counterfactual outcome for an individual with covariates $x$ and observed outcome $y$, and constructing valid prediction intervals under the Neyman-Rubin superpopulation model. This quantity is generally not identified without additional assumptions. To link the observed and unobserved potential outcomes, we work with a cross-world correlation $ρ(x)=cor(Y(1),Y(0)\mid X=x)$; plausible bounds on $ρ(x)$ enable a principled approach to this otherwise unidentified problem. We introduce retrospective counterfactual estimators $\hatμ_ρ(x,y)$ and prediction intervals $C_ρ(x,y)$ that asymptotically satisfy $P[Y(1)\in C_ρ(x,y)\mid X=x, Y(0)=y]\ge1-α$ under standard causal assumptions. Many common baselines implicitly correspond to endpoint choices $ρ=0$ or $ρ=1$ (ignoring the factual outcome or treating the counterfactual as a shifted factual outcome). Interpolating between these cases through cross-world dependence yields substantial gains in both theory and practice.


Quantification of Credal Uncertainty: A Distance-Based Approach

Xabier Gonzalez-Garcia
Siu Lun Chau
Julian Rodemann
Michele Caprio
Krikamol Muandet
Humberto Bustince
Sébastien Destercke
Eyke Hüllermeier
Yusuf Sale

Credal sets, i.e., closed convex sets of probability measures, provide a natural framework to represent aleatoric and epistemic uncertainty in machine learning. Yet how to quantify these two types of uncertainty for a given credal set, particularly in multiclass classification, remains underexplored. In this paper, we propose a distance-based approach to quantify total, aleatoric, and epistemic uncertainty for credal sets. Concretely, we introduce a family of such measures within the framework of Integral Probability Metrics (IPMs). The resulting quantities admit clear semantic interpretations, satisfy natural theoretical desiderata, and remain computationally tractable for common choices of IPMs. We instantiate the framework with the total variation distance and obtain simple, efficient uncertainty measures for multiclass classification. In the binary case, this choice recovers established uncertainty measures, for which a principled multiclass generalization has so far been missing. Empirical results confirm practical usefulness, with favorable performance at low computational cost.


Conformal Prediction Assessment: A Framework for Conditional Coverage Evaluation and Selection

Zheng Zhou
Xiangfei Zhang
Chongguang Tao
Yuhong Yang

Conformal prediction provides rigorous distribution-free finite-sample guarantees for marginal coverage under the assumption of exchangeability, but may exhibit systematic undercoverage or overcoverage for specific subpopulations. Assessing conditional validity is challenging, as standard stratification methods suffer from the curse of dimensionality. We propose Conformal Prediction Assessment (CPA), a framework that reframes the evaluation of conditional coverage as a supervised learning task by training a reliability estimator that predicts instance-level coverage probabilities. Building on this estimator, we introduce the Conditional Validity Index (CVI), which decomposes reliability into safety (undercoverage risk) and efficiency (overcoverage cost). We establish convergence rates for the reliability estimator and prove the consistency of CVI-based model selection. Extensive experiments on synthetic and real-world datasets demonstrate that CPA effectively diagnoses local failure modes and that CC-Select, our CVI-based model selection algorithm, consistently identifies predictors with superior conditional coverage performance.


Bayes-MICE: A Bayesian Approach to Multiple Imputation for Time Series Data

Amuche Ibenegbu
Pierre Lafaye de Micheaux
Rohitash Chandra

Time-series analysis is often affected by missing data, a common problem across several fields, including healthcare and environmental monitoring.   Multiple Imputation by Chained Equations (MICE) has been prominent for imputing missing values through "fully conditional specification". We extend MICE using the Bayesian framework (Bayes-MICE), utilising Bayesian inference to impute missing values via Markov Chain Monte Carlo (MCMC) sampling to account for uncertainty in MICE model parameters and imputed values. We also include temporally informed initialisation and time-lagged features in the model to respect the sequential nature of time-series data. We evaluate the Bayes-MICE method using two real-world datasets (AirQuality and PhysioNet), and using both the Random Walk Metropolis (RWM) and the Metropolis-Adjusted Langevin Algorithm (MALA) samplers. Our results demonstrate that Bayes-MICE reduces imputation errors relative to the baseline methods over all variables and accounts for uncertainty in the imputation process, thereby providing a more accurate measure of imputation error. We also found that MALA converges faster than RWM, achieving comparable accuracy while providing more consistent posterior exploration. Overall, these findings suggest that the Bayes-MICE framework represents a practical and efficient approach to time-series imputation, balancing increased accuracy with meaningful quantification of uncertainty in various environmental and clinical settings.


A Mean Field Games Perspective on Evolutionary Clustering

Alessio Basti
Fabio Camilli
Adriano Festa

We propose a control-theoretic framework for evolutionary clustering based on Mean Field Games (MFG). Moving beyond static or heuristic approaches, we formulate the problem as a population dynamics game governed by a coupled Hamilton-Jacobi-Bellman and Fokker-Planck system. Driven by a variational cost functional rather than predefined statistical shapes, this continuous-time formulation provides a flexible basis for non-parametric cluster evolution. To validate the framework, we analyze the setting of time-dependent Gaussian mixtures, showing that the MFG dynamics recover the trajectories of the classical Expectation-Maximization (EM) algorithm while ensuring mass conservation. Furthermore, we introduce time-averaged log-likelihood functionals to regularize temporal fluctuations. Numerical experiments illustrate the stability of our approach and suggest a path toward more general non-parametric clustering applications where traditional EM methods may face limitations.


Spectral-Aware Text-to-Time Series Generation with Billion-Scale Multimodal Meteorological Data

Text-to-time-series generation is particularly important in meteorology, where natural language offers intuitive control over complex, multi-scale atmospheric dynamics. Existing approaches are constrained by the lack of large-scale, physically grounded multimodal datasets and by architectures that overlook the spectral-temporal structure of weather signals. We address these challenges with a unified framework for text-guided meteorological time-series generation. First, we introduce MeteoCap-3B, a billion-scale weather dataset paired with expert-level captions constructed via a Multi-agent Collaborative Captioning (MACC) pipeline, yielding information-dense and physically consistent annotations. Building on this dataset, we propose MTransformer, a diffusion-based model that enables precise semantic control by mapping textual descriptions into multi-band spectral priors through a Spectral Prompt Generator, which guides generation via frequency-aware attention. Extensive experiments on real-world benchmarks demonstrate state-of-the-art generation quality, accurate cross-modal alignment, strong semantic controllability, and substantial gains in downstream forecasting under data-sparse and zero-shot settings. Additional results on general time-series benchmarks indicate that the proposed framework generalizes beyond meteorology.