Covariance Estimation

Multivariate time series contain complex patterns that span across both space and time. While covariance-based statistical tools like spatiotemporal Principal Component Analysis (ST-PCA) help identify these patterns, they are limited to linear operations and prone to estimation errors with limited data. Recent covariance-based spatiotemporal neural networks offer more stable, non-linear alternatives, but they ignore correlations across different time steps. To solve this, we introduce the Kronecker coVariance Neural Network (KVNN), a temporal graph neural network that represents the spatiotemporal covariance matrix via a sum of Kronecker products where spatial and temporal dependencies are decoupled. By implementing filtering operations on spatial and temporal components, KVNNs achieve expressive processing capabilities, admit a rigorous spectral analysis, and are provably stable to finite-sample estimation errors, ultimately addressing all of ST-PCA's limitations. We show on five real-world datasets that KVNNs achieve strong forecasting performance, often requiring significantly fewer trainable parameters than competitive methods, and are consistent under estimation noise.

Autonomous Underwater Vehicles (AUVs) navigating without GPS typically fuse inertial measurements with acoustic Doppler Velocity Log (DVL) velocities and pressure-derived depth. Posing the navigation state on a Lie group improves accuracy and consistency. However, state-of-the-art filters based on the Invariant Extended Kalman Filter (IEKF) append the Inertial Measurement Unit (IMU) biases as a Euclidean extension, which breaks the group-affine structure required for exact log-linear error dynamics, causing the reported covariance to degrade alongside the estimate. We apply the Tangent-Group (TG) symmetry, which carries the biases within the geometry of the state space, to derive an Equivariant Filter (EqF) for this system, leaving zero linearization error in the navigation states and second-order error only in the biases. We develop an equivariant output model for the DVL, whose update incurs only third-order linearization error, together with a direct pressure output. Monte Carlo simulations benchmark the TG-EqF against a Two-Frame-Group IEKF and a Multiplicative EKF. The TG-EqF reduces error by 18--25% against both alternatives in each of attitude, velocity, and position. The main benefit is in the covariance it estimates: its Average Normalized Estimation Error Squared (ANEES) stays closer to its nominal value of one than that of the others. Offline analysis on AUV field data corroborates the findings of the simulations, demonstrating reduced position drift.

The choice of Riemannian metric can strongly influence the convergence of gradient-based optimization over covariance matrices. Euclidean, Bures-Wasserstein and affine-invariant metrics are common choices, but their relative effectiveness depends on the objective. We introduce a two-parameter family defined by $X^{p}LX^{q}+X^{q}LX^{p}=U$, solved for $L$ at each tangent vector $U$, that contains all three as exact members, at $(0,0)$, $(1,0)$ and $(1,1)$, and extends past them. We treat the choice of member as a particular way of preconditioning for a given problem. To this end, we analyze the conditioning of the Riemannian Hessian at the solution. We show that it obeys a lower bound that depends on $(p,q)$ only through the exponent $r=p+q$. When the Euclidean Hessian is a pure power that mixes no eigendirections, the member $p=q=r/2$ attains that bound, and a closed-form criterion identifies the other members that do. We discuss ways to tune $r$ for a given problem. Experiments on real covariance data confirm the predicted conditioning and the benefit of tuning $r$. A task covariance example shows a further gain from tuning the shape.

Predict-then-optimize methods such as Smart "Predict, then Optimize" (SPO+) of Elmachtoub and Grigas (2022) learn a mapping from contextual features to unknown edge costs and then solve the induced combinatorial problem on the predicted costs. This approach is powerful but relies on the predictive model being well specified: when the true cost-generating process is nonlinear in the features and the predictor is linear, SPO+'s performance degrades as the misspecification grows. We propose and evaluate a structurally different remedy for a specific but common setting: when the decision-maker observes many noisy realizations of the same underlying cost process, the realized cost vectors themselves can be treated as a noisy signal and denoised directly, via eigenvalue decomposition (equivalently, Principal Component Analysis) of their covariance matrix, before ever invoking a predictive model. We instantiate this idea on the $5\times5$ grid shortest-path benchmark introduced by Elmachtoub and Grigas (2022), retaining only the top-$k$ eigenvectors of the training cost covariance matrix and projecting new noisy cost observations onto that subspace prior to solving with Dijkstra's (1959) algorithm. We find that the choice of $k$ is decisive: keeping only $k{=}2$ eigenvectors discards real signal and underperforms even the naive noisy-cost baseline, while setting $k{=}5$ to match the true latent feature dimension makes eigenvalue-denoised Dijkstra the best-performing method at every misspecification level tested, outperforming SPO+ by a wide margin under high misspecification.

We study an online sketched Newton method that approximates the Newton direction at each step via a state-of-the-art sketching solver, called the generalized accelerated sketch-and-project solver (GAS), thereby mitigating the computational bottleneck of classical second-order methods. The GAS solver improves upon vanilla, unaccelerated sketch-and-project solvers by achieving accelerated convergence through Nesterov momentum updates, and accommodates a flexible projection metric whose proper choice further reduces computational cost. Building on this design, we establish asymptotic normality of the averaged sketched Newton iterates and characterize their limiting covariance matrix. The resulting covariance recovers that of the unaccelerated sketched Newton method under a specific choice of acceleration parameters, converges more rapidly (in the number of sketching steps) to the minimax-optimal covariance in general, and is smaller than that of the last iterate produced by the accelerated method. Finally, we strengthen these results by establishing a functional central limit theorem for the Newton iterates, which allows us to bypass explicit covariance estimation and develop an online inference procedure based on random scaling. Specifically, we construct a pivotal test statistic by appropriately rescaling the averaged iterates, so that its limiting distribution is free of any unknown parameters, enabling asymptotically valid online inference. Numerical experiments demonstrate superior performance of the proposed inference procedure.

We formulate and analyze the linear exponential quadratic Gaussian (LEQG) covariance steering problem in continuous time over a given deadline (finite time horizon). The solution for this problem can be seen as a risk-sensitive Schr"{o}dinger bridge between Gaussian endpoints in the linear quadratic setting. Unlike the risk-neutral case, the LEQG covariance steering controller--still a linear state feedback--can no longer be written in closed form. We show that the optimal controller is parameterized by a symmetric matrix solving an algebraic equation that encodes the implicit dependence on the risk-sensitivity parameter. We explain how the structure of this optimal controller significantly generalizes the existing results for the risk-neutral case. Building on these results, for the matched noise and input channel case, we prove the existence-uniqueness of solution for the LEQG covariance steering problem in the neighborhood of the known risk-neutral optimal solution. We give an illustrative numerical example.

Causal claims about large language model (LLM) internals rest on measurements. Those might include a projection, a cosine, an ablation delta, or an interchange patch among others. These measurements fail in specific, diagnosable ways that return a plausible number instead of an error, so a broken instrument can easily read as a finding. A covariance-matched null can saturate until every direction looks typical, a per-head attribution can overshoot the true residual write threefold on reordered-normalization architectures, an interchange patch can go sign-chaotic because its outcome is pinned at a ceiling, or a read-from verdict can be an artifact of measuring past the layer where the model already decided. This note documents six such failures from a causal interpretability program on refusal and moral representation, spanning several papers and a four-model open-weight panel; each mode is established on one or two of the four. For each we give the tell that catches it and a protocol keyed to a detectable trigger (reordered normalization, massive activations, a low-dimensional decision channel), so we and readers can check whether a given setup is exposed. The discipline reduces to four moves: calibrate against a positive-control ladder, certify with an orthogonal cell, compute power before spending compute, and state every read-from verdict at a depth referenced to the model's commitment. The evidence is four architectures across three families within a single program; external replication across programs is future work.

This feature article provides an overview of the theoretical foundations for coVariance neural networks (VNNs), i.e., graph neural networks (GNNs) operating on covariance matrices as graphs. Covariance matrices are ubiquitous across domains, and hence, the deployment of GNNs often leverages graphs of pairwise statistical dependencies. Existing theoretical contributions on GNNs consider abstract graph representations and cannot accommodate the data-driven nuances associated with covariance matrices. This tutorial brings into focus various novel theoretical insights via mathematical analyses of VNNs that have broad signal processing implications, including: (i) a conceptual equivalence between VNNs and principal component analysis (PCA)-based information processing; (ii) refined stability bounds on predictive outcomes in the presence of finite sample-induced covariance matrix perturbations; and (iii) refined characterization of transferability of VNNs across multiscale datasets. The theoretical insights discussed herein provide the underlying principles and justification towards adopting VNNs over workhorse PCA-based learning pipelines, in applications where covariance matrices are useful descriptors of data structure. We also convey how impact of these foundational advances permeates to \textit{principled} designs and applications of learning methods across broad domains where covariance matrices emerge. Notably, we elucidate the conceptual insights facilitated by VNNs to the specific task of characterizing brain age gap for neurodegenerative conditions using neuroimaging datasets, a timely problem in computational neuroscience. Broader impacts to other application domains are discussed as well.

Algorithmic stability refers to the property of an algorithm being insensitive to perturbations of the input data, where the type of perturbation may vary depending on the setting. In this work, we develop a general framework to quantify the extent to which any ensembling strategy defined via averaging can yield stability guarantees for any type of data perturbation. Our main theoretical result is a guarantee on the stability of this ensembled algorithm, given in terms of the norm of a certain covariance operator that describes the ensembling process. We show how our general framework yields interpretable and intuitive insights in several examples of perturbations of practical interest, and provides much sharper guarantees than those obtained from privacy considerations.

When an external reference set (an anchor) is used to decompose an LLM-judge panel's error into a quality signal and a shared common-mode error, standard practice assumes the anchor is uncontaminated: its error uncorrelated with the judges' shared error. We study when that assumption can be dropped and replaced by an estimate. Under a single-common-factor model, >=2 judges and >=2 anchors point-identify the quality variance, the common-mode variance, and each anchor's contamination correlation rho_k in closed form, with an exact per-anchor-pair failure boundary; a designated clean-anchor estimator, by contrast, reports a contaminated companion anchor as fully clean once its trusted anchor is itself contaminated. Because the single-common-factor assumption is itself untestable, the estimator ships gated behind a calibrated diagnostic battery (judge-covariance dispersion; over-identification; a family-block test from judge metadata, with a family-blocked estimator that removes family-level shared-residual bias exactly), bootstrap confidence intervals with measured coverage, and a weak-identification screen. A proposition maps which violations bias rho_k, in which direction, and which evade detection. For ordinal scores we show an identification hierarchy: with all variables ordinal, rho_k is not identified at any number of anchors; with ordinal judges and >=3 continuous anchors it is, and we give an estimator for that case. On real data the validation is asymmetric, and we say so plainly: the diagnostics are validated in the rejecting direction (both real panels we test are correctly rejected by the model-adequacy pre-test), while the estimator is validated in simulation and stress-tested semi-synthetically under oracle calibration; no real panel has yet passed the pre-test, and the pre-test exists precisely to say so. All results replay offline from shipped, checksummed artifacts.

Parameter-efficient fine-tuning is usually framed as a question of how many parameters to update. Under a severe trainable-state budget, however, where those coefficients act is equally consequential. We study this choice through frozen-core adaptation: a calibration pass fixes left and right bases for each weight matrix, and fine-tuning optimizes only an $r\times r$ core. This removes the ability of trainable factors to repair a poor initial span and makes subspace quality directly observable. We introduce FCCA, which estimates the signed input--error cross-covariance, whitens it with diagonal Fisher moments, truncates it in the resulting local metric, maps the selected directions back, and applies thin QR to obtain stable core coordinates. Under a matched $r^2$ budget, we compare eight basis constructors on 11 tasks, four model settings, and three seeds. On Qwen2.5-3B, FCCA reaches an 83.0 macro-average, 2.3 points above the next-best matched-budget constructor, and exceeds its unwhitened RawGrad control on all 11 tasks. It ranks first at all three Qwen scales and finishes within 0.13 points of the best method on Llama-3.2-1B. Controlled ablations show gains of 2.7--17.2 points from whitening and identify QR as necessary for stable core optimization in the tested regime. Finally, FCCA comes within 0.32 and 0.23 average points of LoRA and DoRA while optimizing 36.9K rather than roughly 7.4M parameters. These results show that a carefully selected fixed span can recover most of the benefit of movable low-rank factors at a much smaller trainable and optimizer-state cost.

Small-cap-inclusive equity universes contain recently listed and intermittently traded securities, so enforcing a common look-back discards a substantial fraction of the available information. Pairwise-complete estimation preserves the longest overlap for each asset pair, but the resulting correlation matrix can be indefinite because its entries are computed on different samples. This prevents direct use in Markowitz optimization and falls outside the assumptions of standard random-matrix shrinkage. We adapt a rotation-invariant neural covariance estimator to this setting. The model computes mask-aware marginal moments and a pairwise correlation matrix proxy, processes its signed spectrum, and uses a bidirectional gated recurrent unit conditioned on factor-aligned effective sample lengths derived from the overlap matrix and eigenvector loadings. It maps all eigenvalues, including negative ones, to a positive inverse spectrum. The reconstructed covariance is positive definite and is trained end-to-end to minimize five-day realized global-minimum-variance risk. We evaluate 26 expanding-window models from 2000 to 2025 on up to 1,500 U.S. equities in a closing-auction simulator with point-in-time selection, commissions, financing, corporate actions, and market impact. Across the 26-year out-of-sample period, the neural estimator reduces annualized five-day volatility by approximately 20% and increases the Sharpe ratio by approximately 40% relative to the next-best covariance estimator. These improvements are consistent across realized risk, risk-adjusted performance, and drawdown control, remain after the modeled execution frictions, and are supported by a 99.9% Model Confidence Set that retains only the neural estimator.

Global sharpness of a sampling bound does not determine whether the bound is attainable on a particular fixed design. We study ordinary fixed-size volume sampling followed by selected unweighted least squares, with the feature pool and response fixed; subset selection is the only randomness. We first prove a globally sharp all-budget Loewner envelope for centered, full-Gram-whitened coefficient covariance. We then characterize the fixed-design question left open by global sharpness. On the positive-loss, no-coloop strict-interior domain, a feature-only geometric margin is positive if and only if every compatible residual has strict covariance slack at every strict-interior budget, whereas zero margin holds if and only if one compatible residual reaches the Loewner ceiling in at least one coefficient direction at every strict-interior budget. For real whitened designs without coloops, the phase sign is equivalently determined by a pairwise Naimark-complement minor test, which also yields an explicit lower slack certificate. Residual augmentation exposes the response-aware contraction, and a critical equal-leverage specialization identifies an explicit geometric boundary. Any verified positive lower bound on the margin therefore yields a conservative certificate for strictness and for the subset-refit variance term in fixed-query squared loss. Together, these results give a design-specific phase characterization for this finite-pool randomized linear-readout primitive.

Clinical data sources such as electronic health records and wearable sensors record patient status repeatedly over follow-up, often at irregular times and on different schedules for different measurements. These data create opportunities for continuously updated, individualized risk prediction. Existing approaches, however, often simplify the temporal structure for model fitting. We introduce Random Hazard Forests (RHF), a survival tree ensemble that estimates how a patient's hazard changes in continuous time as new measurements become available. The method formulates the estimation problem directly through a nonparametric hazard likelihood for predictable covariate processes. An efficient working model guides tree construction, after which flexible time-varying hazards are estimated for each terminal node. Given any predictable covariate path, each tree follows the path through its terminal nodes over time and assembles the corresponding node-level hazards into a trajectory. Averaging these trajectories across trees yields the pathwise hazard estimate. Because routing at each time uses only the covariate state available immediately beforehand, the construction accommodates internal longitudinal covariates without lookahead. Simulations and an intensive care application show that the forest accurately estimates changing risk under irregular and asynchronous covariate updates.

Rotation-based post-training quantisation commonly applies an orthogonal transform across an entire attention head to reduce outlier-induced error. RoPE instead partitions each head into two-dimensional frequency pairs, raising the question of whether a transform respecting this decomposition can improve on full-head mixing. Prior work has established the per-pair rotations that commute with RoPE. We state the converse result that, for distinct frequencies, no other single-head orthogonal map commutes with RoPE. For the head-shared parameterisation used in our experiments, we then derive the rotation angle that minimises the larger channel variance under a pooled-covariance, position-averaged surrogate and verify that the implementation attains its analytic minimum. The evaluated head-shared pairwise configuration does not improve accuracy in the tested dynamic W4A4KV4 setting. Across four checkpoints, replacing the full-head Hadamard with this configuration increases perplexity at both short and long context lengths. Composing the pairwise rotation with the Hadamard satisfies the selected $\pm0.05$-PPL interval criterion under the default estimator. Estimating the shared angle from K alone improves pairwise-only on every checkpoint but does not close its gap to full-head mixing. The analytic objective controls a position-averaged second moment of a pooled calibration covariance, whereas the dynamic quantiser sets its step from a tokenwise group range. The pairwise transform also has only two-channel mixing support. Along a controlled interpolation from two-channel to full-head mixing, K range, relative quantisation error, and perplexity degradation decrease as support increases. These results show that optimality for a structured surrogate need not reduce quantisation error when the surrogate and mixing support are misaligned with the quantiser's scale-setting statistic.

Deep representation learning has primarily focused on how features evolve across network layers, while largely overlooking the structured geometry embedded in network parameters. We introduce a dual-manifold perspective in which each convolutional layer contains two coupled geometric spaces: a Kernel Manifold induced by convolutional filters and a Data Manifold characterized by intermediate feature representations. Because these manifolds share the same channel space, parameter geometry can provide complementary structural information to guide feature evolution. Based on this insight, we propose Kernel-Guided Feature Transform (KGFT), a lightweight module that derives a geometric guidance matrix from the kernel Gram matrix and uses it to transform the covariance structure of feature representations. Unlike conventional attention mechanisms that reweight feature responses, KGFT explicitly reshapes feature relationships by transferring geometric information from the kernel manifold to the data manifold. To accommodate network hierarchy, we further introduce Exploit and Explore modes with a depth-aware scheduling strategy and a learnable guidance strength that adaptively controls the contribution of geometric transformation. This design promotes geometric alignment in shallow layers while encouraging feature diversity in deeper layers, without imposing excessive constraints on representation learning. Theoretical analysis establishes the validity of the proposed transformation and characterizes its effect on feature covariance. Extensive experiments across CNN- and Transformer-based architectures, including ResNet, ViT, and LLaMA-7B, demonstrate consistent improvements on image classification and arithmetic reasoning tasks, validating the generality and effectiveness of kernel-guided dual-manifold representation learning. Code will be publicly available.

The robust treatment of environmental and operational variability (EOV) is an open challenge in population-based structural health monitoring (PBSHM). The difficulty is compounded in the case that the EOV signals are unmeasured. A common approach in conventional SHM is to apply \emph{projection-based} methods that discard subspaces of healthy feature data, reasoning that the EOV signal dominates the variance of the measured features. However, a common pitfall of projection-based approaches is that when damage acts close to the same variance-dominant direction, damage sensitivity is removed along with the EOV. An alternative identifying assumption for the removal of particular unmeasured EOVs is slowness; the latent EOV process is characterised by its long temporal correlation. In this paper, the latent EOV is cast as a state-space Gaussian process, enabling tractable $\mathcal{O}(T)$ inference via a Kalman filter. A robust hierarchical Bayesian identification framework is developed that enables population-level identification of latent EOVs and EOV-free residual features, using a Laplace approximation. The approach is first validated on a single laboratory-scale benchmark structure from the literature, subject to thermal EOVs, demonstrating robust damage detection and EOV recovery. The method is then applied to a simulated nine-turbine offshore wind farm with staggered deployment and damage, where it delivers a substantial true-positive uplift over projection and cointegration-based baselines at matched false-positive rates.

Supervised fine-tuning (SFT) is a standard approach for adapting LLMs to a target distribution, but in settings such as personalization, where each author requires separate weight access, optimization, storage, and retraining, its costs become prohibitive. We propose Weightless Fine-Tuning (WFT), a training-free decoding-time method that approximates the distributional effect of SFT without weight updates. WFT computes supervised residuals on an author's training sequence and transports them to the current prompt through a cross-prefix transport operator estimated from dropout-induced cross-covariance. The operator captures how a perturbation at one context propagates to predictions at another, replacing gradient-based parameter updates with logit-space corrections. On three LaMP personalization benchmarks, WFT achieves the best average performance across datasets, matches or exceeds SFT on individual tasks, and outperforms other lightweight baselines on average. In a budget-controlled comparison, WFT approaches SFT performance using less than 7% of the effective computation. Logit-level analysis shows a cosine similarity of 0.875 between the logit shifts induced by WFT and SFT over 95% of the next-token probability mass, suggesting that WFT captures the distributional effect of supervised adaptation without modifying model weights.

Per-point uncertainty models are important in structured-light 3D reconstruction for probabilistic registration, fusion, and quality assessment. In practice, however, point-cloud covariances are often modeled as isotropic constants or inferred from local surface geometry and therefore do not explicitly reflect the measurement process. This is a limitation in fringe projection profilometry (FPP), where phase noise propagates through calibrated reconstruction and produces strongly anisotropic 3D uncertainty. This paper presents a sensor-informed first-order method for constructing a per-point 3 x 3 covariance field from experimentally measured phase precision and calibrated phase-to-depth and phase-to-3D mappings. The formulation separates a rank-1 phase-induced covariance from an effective full-rank completion obtained by incorporating fitted lateral image-space perturbation scales. Repeated-plane experiments under fixed imaging conditions show close alignment of the dominant covariance direction with the viewing ray, and consistency between the dominant phase-induced uncertainty scale and scalar depth uncertainty. In G-ICP registration, the proposed covariance substantially improves over a constant isotropic model while providing a sensor-derived uncertainty representation complementary to conventional geometry-based covariances.

Whether an additional general dimension is necessary beyond correlated first-order factors is a property of the population covariance matrix, not of any estimator or design. This research establishes when that property can be decided. Where the general and group loadings are proportional within every cluster the bifactor structure is covariance-equivalent to correlated factors, so no sample size separates them (Proposition 1); where that proportionality fails in every cluster, three items per cluster and some mild regularities leave no $K$-factor model with diagonal uniquenesses able to reproduce the covariance matrix (Theorem 1); and between them lies a mixed boundary, located numerically here and turning on cluster resistance. Distinguishability is therefore graded, measured by the population distance to the $K$-factor class. Because that question is conditional on a first-order structure which is itself uncertain, a two-step procedure is developed within partially exploratory factor analysis, delivering a structure only when it reproduces across adjacent counts and treating non-delivery as legitimate. Simulation shows that a unanimous count can accompany a structure that fails to reproduce, and that absorbed local dependence can imitate a general factor, the error growing with sample size while stability indicators stay clean. Four empirical datasets illustrate the possible outcomes.

How many directions does a neural representation use to encode a concept? A common answer repeatedly erases probe directions and reports the stopping count or cumulative removed rank. We show that both quantities can change under an information-preserving invertible reparameterization, so neither is intrinsically a concept dimension. We distinguish model-defined population quantities (generating dimension, sufficient linear dimension, and minimum guarding rank) from procedure-defined quantities such as stopping count and cumulative edit rank. In a population Gaussian construction, an invertible shear preserves the prediction problem and all three quantities, yet changes the cumulative Euclidean erasure count from one to two. The separation holds for Moore--Penrose ordinary least squares and every finite nonnegative ridge weight. For a two-output full-QR procedure matching our motivating video analysis, cumulative edit rank similarly changes from two to the ambient dimension four. Conversely, the complete cumulative metric-QR trajectory is affine-equivariant when its positive-definite metric, probe, regularizer, and tie-breaking are transported consistently; exact covariance is one corollary, not a canonical semantic metric. In a known-rank finite-sample Adam/QR calibration, identity mixing stops after one accepted update in all 20 large-sample runs, whereas each tested shear $a\in\{.5,.75,1,1.25,2\}$ accepts at least two updates in all 20 runs. Controlled reparameterizations of frozen V-JEPA2 features preserve rank-zero predictions yet alter later Euclidean trajectories under practical optimization. These visual contact experiments are stress tests, not estimates of contact dimension. Iterative erasure therefore returns a procedure-relative estimand jointly determined by representation geometry and the full measurement procedure, not a semantic dimension by itself.

Forward uncertainty propagation in complex physical systems can induce structured covariance across field-valued outputs. For a probabilistic surrogate, the total predictive covariance comprises the covariance of conditional means across input realizations and the average conditional predictive covariance. Probabilistic DeepONet (Prob-DeepONet) provides lightweight uncertainty quantification by predicting pointwise Gaussian means and variances in a single forward pass, but its conditional predictive covariance is restricted to a diagonal form. To represent cross-location conditional dependence without explicitly parameterizing a full high-dimensional covariance matrix, we develop a two-step mean-variance DeepONet (two-step MV-DeepONet) through two principal modifications. First, two-step training is used to decouple output-basis learning from the input-to-coefficient mapping, together with basis orthogonalization and subspace rotation. Second, Gaussian probabilistic modeling is transferred from the high-dimensional physical output space to the low-dimensional rotated coefficient space. Mapping these probabilistic coefficients through the shared basis induces a generally non-diagonal conditional predictive covariance in the physical output space while retaining single-pass inference. A Frobenius-norm error decomposition and corresponding upper bound identify low-rank covariance compressibility, trunk-subspace approximation, finite-sample statistical error, and coefficient-space covariance estimation as the principal factors governing covariance recovery. Numerical experiments on three representative problems governed by partial differential equations (PDEs) and a hypersonic blunt-body aerothermal problem show improved generalization, more structured uncertainty bands, and accurate recovery of off-diagonal correlation patterns compared with Prob-DeepONet.

Language-model judges and reward models enable scalable supervision, but finite optimization can exploit evaluator errors rather than improve response quality. We characterize this failure through the covariance geometry of evaluator ensembles. For calibrated judges, the ensemble mean retains common-mode error along the all-ones direction, whereas cross-judge disagreement captures only orthogonal error. Consequently, disagreement can be high despite robust aggregation, or low while shared response-dependent errors persist. We prove that common-mode error is not identifiable from internal judge scores alone. Under a joint sub-Gaussian model, we bound best-of-K selection overstatement and target-quality regret, extending the guarantees to predictably adaptive search under conditional calibration. The resulting search terms scale as the square root of log K and are asymptotically tight for Gaussian projected errors. We further show that noisy quality proxies introduce artificial rank-one covariance without changing disagreement, and propose a bounded two-anchor Bernstein certificate for finite-search error and regret. Fixed-seed Gaussian stress tests over 120 (J, rho, K) configurations and real-model audits validate the theory while revealing the limits of disagreement-based diagnostics under increasing search pressure.

Wasserstein policy gradient (WPG) updates state-conditional action laws by transport in the action space. We study entropy-regularized discounted linear-quadratic (LQ) control. A Bellman verification argument shows that the unrestricted problem has a linear-Gaussian optimal policy, and the discounted-occupancy-weighted statewise Wasserstein gradient is tangent to this policy class. WPG therefore reduces exactly to a finite-dimensional ODE for the feedback gain and action covariance. We prove that this ODE is globally well posed and converges exponentially from every admissible initialization. For each fixed LQ problem, the exponent has a positive limit as the entropy temperature tends to zero and contains no perturbative factor of the form $\exp(-c/τ)$, while retaining the usual dependence on the conditioning of the control problem.

This paper investigates the asymptotic behavior of the out-of-sample prediction risk of the high-dimensional ridgeless least-squares estimator when the feature dimension $p$ and the sample size $n$ grow proportionally. We consider a generalized spiked population covariance model with multiple latent factors, where the number of spiked eigenvalues may remain finite or increase with $n$, and the spiked eigenvalues may be bounded or diverge at arbitrary rates. Beyond characterizing the impact of covariance spectra, we reveal a new mechanism underlying benign overfitting: the prediction behavior of ridgeless interpolation is fundamentally governed by the alignment between the regression coefficient $\boldsymbolβ$ and the spiked eigenspaces of the population covariance matrix. In particular, we show that the signal energy distributed along latent spike directions determines whether interpolation leads to benign, tempered, or catastrophic overfitting. Our theoretical framework establishes sharp prediction risk limits under minimal moment conditions, requiring only finite fourth moments rather than Gaussianity. We characterize how the number, strength, and geometric structure of the spikes jointly influence the double-descent phenomenon. These results provide a unified understanding of when latent covariance structures facilitate or hinder generalization in overparameterized regression.

Speckle fundamentally limits coherent imaging by introducing multiplicative, spatially correlated noise that obscures scene structure. Removing speckle noise from dynamic scenes--that do not benefit from conventional speckle averaging--is particularly challenging. We introduce a training-free framework that combines a spatiotemporal implicit neural representation with an aperture-aware maximum-likelihood formulation to recover dynamic, speckle-free imagery directly from noisy observations. The coherent likelihood explicitly models the aperture-dependent spatial covariance of speckle, enabling adaptation to arbitrary pupil geometries without retraining. A matrix-free implementation based on FFT-accelerated operators, stochastic approximations, and conjugate gradients makes optimization practical for realistic image sizes. Meanwhile, a blind holdout criterion provides automatic early stopping without clean reference data. Simulated and laboratory results demonstrate improved spatial fidelity, temporal consistency, and robustness to varying speckle statistics relative to classical, unsupervised, and supervised baselines.

Nonlinear state estimation requires sequentially fusing model-based predictions with noisy measurements. Under imperfect dynamics and unknown, time-varying noise statistics, this fusion can degrade in both accuracy and statistical consistency. Existing learning-aided filters largely treat accuracy and uncertainty estimation separately, limiting their ability to correct model-mismatch-induced bias while retaining an explicit, calibrated posterior covariance. This paper introduces Unscented KalmanNet (UKN), a model-based deep learning architecture that extends the Unscented Kalman Filter (UKF) with learned mechanisms for these two sources of filtering error while preserving explicit posterior covariance propagation. NoiseNet learns time-varying process and measurement covariances as bounded multiplicative corrections to baseline covariances, guaranteeing positive definiteness, while GainNet learns a bounded residual correction to the analytical UKF gain to compensate for model-mismatch-induced bias. A calibration-aware training objective couples state error with posterior covariance and innovation consistency terms through adaptive weighting, jointly optimizing accuracy and calibration. UKN is benchmarked against UKF, KalmanNet, and Bayesian KalmanNet on three synthetic systems and real-flight UZH-FPV data. It achieves the lowest state-estimation error in all four examples and reduces RMSE by 26.4-49.7% compared with UKF in the synthetic cases. Leave-one-sequence-out cross-validation over 11 flights shows 22.4% and 34.3% reductions in mean position and velocity RMSE, respectively. UKN also yields the lowest fold-to-fold variability, with dimension-normalized NEES and empirical coverage closest to nominal values among covariance-reporting filters. These results show that structured learned adaptation improves estimation accuracy while retaining calibrated uncertainty.

Existing low rank KV cache methods preserve either model weights or key variance, neither of which directly reflects the attention scores used during inference. We derive the expected attention score distortion caused by rank r key compression and show that it yields a covariance weighted low rank objective. Under a margin condition, controlling this distortion also improves top k recall. The optimal rank r solution has a closed form asymmetric factorization obtained from the SVD of the covariance weighted query key operator. This motivates SAKI, a training free KV cache index that directly preserves attention scores rather than key reconstruction quality. Across LLaMA 3.1 8B, Qwen 2.5 7B, Mistral 7B v0.1, and Llama 3.2 3B, SAKI outperforms key PCA at every tested rank. At rank 32, it removes 13 to 30 percent of PCA's remaining top 64 recall error, including improvements from 0.748 to 0.799 on LLaMA 3.1 8B and from 0.786 to 0.850 on Qwen 2.5 7B. It improves 68 to 89 percent of attention heads per model, with the largest gains in deeper layers. Predicted score MSE reductions closely match empirical measurements, with a Pearson correlation of 0.997, while ablation studies confirm that the gains arise from optimizing the attention score objective rather than covariance weighting alone. Analysis of the scoring operator further explains why weight only, invariant subspace, and key reconstruction methods can be suboptimal. SAKI uses random-matrix theory to separate genuine covariance signal from autocorrelated sampling noise, matching PCA with only 512 calibration tokens and adding value exactly where PCA sees no reliable signal.

State estimation is a key component in model-based control of walking robots and, more broadly, applicable wherever hidden variables must be inferred. The Kalman filter is widely used to estimate floating-base position and velocity by fusing multiple sensing modalities. However, tuning noise parameters is challenging and typically requires expert knowledge. Moreover, fixed noise parameters are unsuitable for varying gaits and environments. We propose an online adaptation strategy for the process noise covariance matrix Q and the measurement noise covariance matrix R. Specifically, we introduce a filter residual and innovation-based covariance adaptation method for legged robot state estimation and evaluate it against a baseline approach relying on IMU and foot force measurements. The proposed adaptation is implemented within an Invariant Extended Kalman Filter (InEKF) fusing IMU and leg kinematics. Experiments on indoor and outdoor datasets with a Unitree Go2 quadruped show that adapting R is sufficient and improves accuracy by 25% for the trotting gait compared to the fixed-tuned InEKF. Finally, the proposed residual-based adaptation achieves comparable performance to the foot force approach, without requiring foot force measurements or additional parameter tuning.

With the widespread adoption of Vision Transformers in modern AI, the need to analyze their inherent representational behavior has become increasingly important. While most existing studies emphasize token geometries and training dynamics, the evolution of representational covariance structures and class-level geometric organization remains comparatively underexplored. In this work, we investigate semantic geometry and class separability as representations evolve across the layers of ViT-Small/16 through TGO-III: Semantic Geometry Observatory. It is a framework designed to analyze the emergence of semantic organization, feature evolution, and class-wise representation geometry throughout training. The framework employs multiple complementary observatories, including Linear Probe Accuracy, Fisher Ratio, Class Centroid Distances, Local Intrinsic Dimension, and Local PCA Rank, to quantify the progressive evolution of discriminative representations. Our analysis reveals that class representations become progressively more linearly separable, Fisher discriminability increases, class centroids move farther apart, and local representation manifolds exhibit structured class-dependent geometric complexity. These observations provide empirical evidence supporting the Semantic Expansion Hypothesis, suggesting that the manifold expansion observed in previous observatories is accompanied by the progressive organization of representations into increasingly discriminative semantic structures. Collectively, TGO-III extends the Transformer Geometry Observatory framework by establishing a direct connection between manifold geometry, covariance evolution, and semantic organization during Transformer training.

Submodular Information Measures (SIMs) have recently emerged as a powerful framework for representation learning and multimodal learning. In particular, the SCORE framework~\cite{majee2024score} demonstrated that SIMs can serve as effective objectives for supervised contrastive learning. Despite their empirical success, however, the geometric and statistical properties induced by different submodular information measures remain poorly understood. In this work, we develop a unified theoretical framework connecting SIMs to classical concepts in representation learning and statistical pattern recognition. We show that Total Information (TI) objectives characterize intra-class structure: Graph Cut TI recovers within-class variance, LogDet TI recovers generalized variance and covariance volume, and Facility Location TI induces imbalance-aware separation that emphasizes rare and confusable classes. We further show that Mutual Information (MI) objectives capture complementary notions of inter-class structure: Graph Cut MI is closely related to centroid separation and Fisher-style discrimination, LogDet MI captures covariance-aware separation through Mahalanobis distance, and Facility Location MI measures nearest-mode representational overlap. We validate these theoretical characterizations using controlled synthetic experiments that independently vary variance, covariance, class imbalance, class separation, and multimodal overlap. Across all settings, the empirical behavior closely matches the proposed theory. Our results provide the first unified geometric and statistical understanding of submodular information measures and offer principled guidance for selecting and designing SIM-based objectives for representation learning.

Deep generative models (DGMs) are widely used for complex high-dimensional data and increasingly applied to spatial and spatio-temporal modeling. Their generated samples implicitly represent the learned data distribution and associated uncertainty. However, for real-world data, assessing whether DGMs have learned the underlying process is difficult because the ground truth is unknown and evaluation often relies on observations alone. We evaluate representative DGMs, flow matching (FM), DDPM, score-SDE, and VAE, on a known non-stationary Gaussian random field. This paper provides comprehensive metrics to assess recovery of the ground-truth mean and covariance structures, with oracle samples and a stationary control as references. All four models recover the mean surface, while their covariance recovery differs across model families: DDPM and score-SDE recover the covariance structure reasonably well, FM exhibits mildly attenuated non-stationarity and slight variance under-dispersion, and VAE has difficulty recovering the covariance structure. An experiment on ERA5 temperature anomalies further demonstrates how the framework can support the validation and development of DGMs for complex real-world spatio-temporal data.

Over the past 20 years, kernel discrepancies have been leveraged as a highly powerful tool for quantifying the disagreement of distributions, with numerous successful applications in two-sample, goodness-of-fit, and independence testing, among others. Their fastest estimators are known to converge at a parametric rate---$n^{-1/2}$---under mild conditions. While this rate is known to be minimax optimal on $\mathbb R^d$ under strict assumptions with bounded kernels, little is known about its optimality beyond the finite-dimensional Euclidean setting with unbounded kernels. In this work, we prove that the minimax lower bound of estimation of the most popular kernel discrepancies (maximum mean discrepancy, Hilbert-Schmidt independence criterion and kernel Stein discrepancy; MMD, HSIC, KSD) is $n^{-1/2}$ on general topological spaces, and under mild assumptions on the kernel; the same rates are shown (as corollaries) to hold for the estimation of the mean embedding and the centered cross-covariance operator. Our results settle the question of optimal estimation of these kernel discrepancies.

Over-parameterized linear regression has been widely studied over the last decade. However, most existing works assume that the covariates are independent and that their covariance matrices are non-degenerate. In this paper, we relax both assumptions and derive deterministic equivalents for the prediction risk in a vanishing-ridge regime. We show that degeneracy of the covariance matrices and dependence can lead to multiple descent, and characterize where the corresponding peaks can occur. Our proofs use a novel graph representation of the variance profile. We show that maximum matchings and the Dulmage--Mendelsohn decomposition of the associated bipartite graph identify the configurations at which the variance becomes singular.

A Last-Layer Ensemble (LLE), $K$ linear units on one shared frozen feature map, is an efficient single-pass approach to the disagreement-based epistemic uncertainty for out-of-distribution (OOD) detection. Its weakness is that members share the backbone gradient and can converge toward the same function, collapsing the inter-member diversity the signal depends on. Whether last-layer diversity can be restored, and what mitigates the collapse, is an open question. The weight-orthonormality defining Orthonormal Certificates (OC), the weight-orthonormal special case of the LLE, is only an indirect correction; it decorrelates the weights of the members, not their predictions. Here, we instead target the collapse directly in function space, with a Covariance Last-Layer Ensemble (cov-LLE) that places a direct covariance penalty on member activations. Cov-LLE restores the function-space diversity that weight-orthonormality cannot, and at matched $K$ recovers much of the diversity and calibration of a deep ensemble at $1\times$ backbone cost (in-distribution prediction variance $0.05\!\to\!9.3$ vs. $22.1$ ($\times10^{-3}$), and ECE $0.135\!\to\!0.090$ vs. $0.035$, for a $K\times$-cost deep ensemble), at no cost to accuracy. Viewing OC as a last-layer ensemble also organizes detectors into a two-axis taxonomy (by how their units are trained and how their outputs are scored) and exposes the OC score as a magnitude, motivating a scale-invariant, label-free direction score that repairs its near-OOD failure, adding $+0.16$ to $+0.18$ ROC AUC on every backbone.

Elastic object manipulation (EOM) involves highdimensional, nonlinear, and elastic deformations. The diverse deformation properties of elastic objects substantially expand the relevant state space, requiring extensive exploration to learn accurate manipulation policies for tasks such as slingshot manipulation. While simulation enables large-scale and safe exploration compared to costly and potentially destructive real-world trials (e.g., repeated projectile launches), accurately calibrating elastic behavior between the real world and simulation remains challenging since elastic properties are largely indistinguishable from visual observations alone. To address these challenges, we propose Sling2Sim2Real, a one-shot Real2Sim2Real framework that identifies elastic parameters from a single non-destructive interaction and enables policy learning in simulation. The framework consists of two stages: 1) a multi-start Real2Sim system identification method that exploits parameter covariance to estimate elastic properties, and 2) simulation-based policy learning followed by zero-shot Sim2Real transfer using the calibrated simulator. We evaluate Sling2Sim2Real on a slingshot manipulation task using a Franka Emika Panda arm and elastic bands with diverse physical properties across varying target distances. Experimental results demonstrate that Sling2Sim2Real achieves accurate policy learning and robust generalization while significantly reducing the amount of required real-world interaction.

We present Variance-Preserving Orthogonal Selection (VPOS), an unsupervised feature-selection method that performs sequential orthogonal deflation in the variance-weighted principal component analysis (PCA) loading space $\mathbf{V}_d\mathbfΛ_d^{1/2}$. After each feature is selected, its loading direction is projected out of all remaining candidates, so subsequent selections cover complementary directions of the rank-$d$ covariance approximation while returning original variables. We establish rank-reduction guarantees and a determinant-growth interpretation, and distinguish VPOS from greedy selection on raw data, unweighted eigenvector pivoting, Principal Feature Analysis (PFA), and Principal Variable Selection (PVS). Experiments enforce $k\leq d$, tune method-specific parameters on validation observations, and evaluate on unseen outer folds. Across seven labelled benchmarks, VPOS improves held-out normalised reconstruction error over matched PCA without deflation on every dataset, with reductions of 1--78%. It obtains the lowest mean reconstruction error on Wine, Breast Cancer, and MNIST and is within 1.7% of the lowest error on CIFAR-10 and HighDim. On CIFAR-10, VPOS is approximately 24$\times$ faster than the closely related PVS baseline while incurring a 1.7% reconstruction gap. These results establish VPOS as an efficient covariance-coverage method, particularly when correlated high-dimensional data must be represented by a small set of identifiable original variables.

Estimating contemporaneous bidirectional interactions from observational data is difficult because each outcome is endogenous to the other, while flexible regressions may capture only reduced-form dependence. This paper proposes SEM-DNN, a heteroscedastic neural simultaneous-equation estimator that learns reciprocal structural interactions without external instruments. Identification exploits conditional covariance diagonalization: when structural shocks have zero conditional means, are conditionally uncorrelated given predetermined covariates, and exhibit nonproportional conditional variances, only the true interaction coefficients diagonalize the conditional residual covariance across the feature space. The method jointly approximates nonlinear structural mean functions and feature-dependent variances using a diagonal Gaussian quasi-likelihood that incorporates the simultaneous-system Jacobian. We establish unique identification and positive-definite local curvature of the profiled population criterion and show that, under neural-profile compatibility conditions, the implemented neural criterion inherits this curvature despite nonunique network parameterizations. The coefficients admit a causal interpretation when the structural equations represent autonomous mechanisms that remain invariant under the relevant interventions. Monte Carlo experiments with nonlinear, high-dimensional nuisance functions and non-Gaussian shocks show that SEM-DNN recovers structural effects more reliably than parametric, kernel-based, and separate-equation neural alternatives as information increases, although at greater computational cost. An application to ready-to-eat cereal scanner data illustrates how the method can study contemporaneous price-sales feedback and assess identification strength, residual diagonalization, variance calibration, and optimization sensitivity.

Domain Generalization (DG) aims to learn representations robust to distribution shifts. Recent geometric alignment methods, such as CPCANet, extract domain-invariant structures through batch-wise Common Principal Component Analysis (CPCA). However, CPCANet suffers from rank-deficient covariance estimation due to the small-sample-size issue in mini-batch training. To address this limitation, we propose Projection Pursuit CPCANet (PP-CPCANet), a covariance-free framework that learns a global orthogonal basis on the Stiefel manifold and jointly optimizes it with network parameters via the Cayley transform. We further introduce a symmetry-breaking detached-median PP dispersion objective to extract common principal components (CPCs) with dense and robust optimization signals. Experiments on four DG benchmarks show that PP-CPCANet achieves SOTA performance while maintaining stable training.

We propose the effective rank (ERank) of the channel covariance of an image's deep feature map as a per-sample, label-free measure of visual richness, computed from a single forward pass through a frozen pretrained encoder. ERank counts how many decorrelated channel directions an image activates, and we characterize its properties, including its behavior under noise. Empirically, ERank orders images from plain to visually rich, correlates with codec bitrate, sharpness, and edge density, and correlates with human complexity annotations on IC9600 with $r = 0.72$. As a data-selection criterion, removing low-ERank samples improves super-resolution and removing high-ERank samples improves OCR, in both pretraining and finetuning, while selection does not help classification, segmentation, or denoising. ERank is thus a cheap richness signal, useful exactly when task difficulty is governed by input richness.

We study low-precision computation of C=AB with both factors quantized. We derive an exact finite-dimensional identity for the expected squared product error under independent, zero-mean entrywise errors with known variance fields; it holds exactly for non-overloading subtractive dither and for independent stochastic rounding, and we empirically assess deterministic round-to-nearest (RTN). Using the product-preserving equivalence AB=(AT)(T^{-1}B), we formulate contraction-gauge preconditioning: jointly choosing a factor representation and its sharing pattern before quantization. Preconditioning can reduce product error but may require extra transformed, quantized copies of the opposite operand: a shared transform needs one copy, a block-specific transform up to one per block. Within the bounded family of positive diagonal gauges (folds), a geometric program computes a globally optimal shared fold and a linear program decides whether the identity fold is already optimal. For other families we derive computable selection statistics -- tail index for scaling, profile spread for partitioning, coherence and weighted-Gram energy for rotations, slice-energy covariance for hierarchy depth -- with upper bounds for ranking heuristic candidates. Across twelve linear products from a trained three-block image classifier, median within-product rank correlations between dither-model predictions and deterministic-RTN errors are 0.937 at 8 bits and 0.918 at 4 bits. The GP fold cuts held-out product error over the identity fold by 18.0% (8-bit) and 20.5% (4-bit) in geometric mean, beats a SmoothQuant-style grid baseline at both precisions and on ten of twelve products, and lowers composed logit MSE by 15.4% and 26.4%. We thus provide exact stochastic product-error accounting, certified selection within the diagonal family, and a common objective for evaluating reusable transform candidates under RTN.

Motivated by confidence-guided parallel unmasking in masked discrete diffusion, we study a single selection step in a stylized Gaussian random-field model. A locally dependent nonnegative score field represents position wise uncertainty, and the scheduler selects the K positions with the smallest scores. Dependence among the selected positions is measured through a distance-dependent Gaussian correlation model. This separation provides a tractable framework for quantifying how the geometry of low-score locations affects the dependence cost of factorized parallel decoding. We establish two complementary results. In a conservative sub-square-root regime, the conditional Gaussian total correlation of the selected block vanishes in probability. At the square-root scale, it remains non-negligible with positive asymptotic probability and admits a strictly positive expectation lower bound. Synthetic experiments support the predicted finite-size behavior. These results provide a rigorous stochastic-geometry baseline for understanding how budget size, score dependence, and spatial correlation jointly shape one-step confidence-based selection in masked discrete diffusion.

Covariance steering provides an efficient framework for designing linear stochastic feedback policies, but its extension to nonlinear systems relies on a Gaussian surrogate obtained through local linearization. Because this surrogate may differ substantially from the true nonlinear state distribution, risk-sensitive quantities such as collision probability and mean-squared error may be inaccurately estimated. This work develops a distributionally robust covariance-steering framework based on the relative entropy, also known as the Kullback-Leibler divergence (KLD), to account for ambiguity in the propagated probability density function. Using a variational representation of exponential integrals, we derive computable upper bounds on risk-sensitive quantities over a KLD ambiguity set. We then formulate an upper bound on the time rate of change of the KLD between the true nonlinear distribution and a Gaussian reference surrogate. Under some assumptions, this bound is controlled by decision variables within a covariance-steering formulation. The resulting constraints are incorporated into a sequential convex programming algorithm to design stochastic guidance policies that keep the true distribution close to its Gaussian surrogate while enforcing bounds on risk-sensitive performance measures. The proposed approach is demonstrated on a challenging nonlinear spacecraft transfer between two near-rectilinear halo orbits.

Sensor-based human activity recognition (HAR) has achieved significant progressed in fully supervised learning settings. However, these supervised learning models rely on large amount of labeled data, which require labor-intensive collection and meticulous annotation. To address these challenges, this paper proposes a Joint Embedding Predictive Architecture framework tailored for sensor-based HAR, designed to learn robust and generalizable representations from unlabeled datasets. The proposed framework features an encoder designed to explicitly model both the fine-grained local temporal representations within individual window and the long-term temporal sequence of adjacent windows. Furthermore, we introduce an improved Variance-Invariance-Covariance Regularization (VICReg) objective function that incorporates computationally lightweight norm term to stabilize the JEPA pre-training phase. This term balances variance, invariance and covariance constraints to prevent representation collapse. The proposed HAR-JEPA framework is evaluated using two benchmark continuously performed activity datasets. The results show that high-quality representations are successfully learned by the proposed framework. Furthermore, the representations learned by HAR-JEPA demonstrates superior generalization on minority, high variance transitional activities such as sit-to-stand and sit-to-lie where supervised learning tend to overfit due to limited support.

Real-world optimization problems often involve black-box functions and uncertainties in their evaluation, widely referred to as noisy optimization problems (NOPs). Evolutionary algorithms (EA), including Evolutionary Strategies (ES) and genetic algorithms (GA) have been commonly adopted to solve these problems in the contemporary literature. An ongoing challenge is the computational expense involved, given the number of evaluations required for good fitness estimation and ranking. Two fundamental methods commonly used for fitness estimation for NOPs are implicit averaging and explicit averaging. Explicit averaging uses resampling of solutions to improve the estimates, while implicit averaging typically uses a large population size with low resampling. Implicit averaging has been shown to have theoretical advantages for certain cases, which has motivated some recent approaches to use them. However, a recent study demonstrated that its performance is highly dependent on certain assumptions about the function, such as steepness and constant noise level, which may not apply for majority of the real world problems. Moreover, most existing algorithms have only considered homoscedastic noise, where the amplitude of variation is uniform across the entire search space, as opposed to more generic case of heteroscedastic noise. To address these issues, we introduce a set of heteroscedastic test problems and propose a novel confidence ranking method that employs a computationally efficient explicit averaging strategy with sampling budget adaptation. It is implemented within the Covariance Matrix Adaptation ES (CMA-ES) and GA frameworks to demonstrate its effectiveness and versatility. The resulting algorithm is evaluated on a range of problems with both homoscedastic and heteroscedastic noise, and it demonstrates superior performance compared to state-of-the-art approaches.

Long-tailed label distributions reduce the reliability of deep learning for electrocardiogram (ECG) arrhythmia diagnosis, particularly for clinically important but rare abnormalities. Existing rebalancing and logit adjustment methods mainly address class frequency while overlooking direction-dependent morphological variability across ECG classes. This study proposes Angular Gaussian Supervised Contrastive Learning (AG-SCL) for long-tailed multi-label ECG diagnosis. AG-SCL integrates three components into a unified framework: an Angular Gaussian contrastive branch that models full-covariance class uncertainty on unit-normalized embeddings, Adaptive Logit Adjustment that learns bounded label-state-specific prior corrections instead of fixed frequency-based margins, and tail-aware augmentation that generates morphology-preserving views while protecting the 7-25 Hz QRS-dominant band. The method was evaluated on the public PTB-XL benchmark and a nocturnal ECG dataset comprising 1317 hours of recordings from 141 subjects. AG-SCL achieved the best macro-level performance on both datasets. On PTB-XL, it obtained a balanced accuracy of 0.838, sensitivity of 0.709, specificity of 0.968, mean average precision of 0.495, and TPR at 5% FPR of 0.778. On Noc-ECG, the corresponding values were 0.918, 0.889, 0.947, 0.488, and 0.900. The largest gains occurred in rare or morphologically unstable rhythm classes, while ablation studies confirmed the contributions of full-covariance modelling, Adaptive Logit Adjustment, and tail-aware augmentation. AG-SCL improves long-tailed ECG diagnosis by combining prior calibration with anisotropic representation learning, enhancing sensitivity to rare arrhythmias while maintaining clinically relevant specificity. Our code is available at: https://github.com/Open-EXG/AG-SCL-for-Long-Tailed-ECG.

Multimodal optimization aims to locate multiple globally optimal or near-optimal solutions in a single run. This paper presents \emph{S-CARD-CMSA}, a score-aware candidate-archive and density-filtered reporting framework built on the covariance matrix self-adaptation evolution strategy with repelling subpopulations (RS-CMSA-ESII). The method is developed for the IEEE CEC 2026 Competition on Benchmarking Niching Methods for Multimodal Optimization. Rather than modifying the core search dynamics of RS-CMSA-ESII, S-CARD-CMSA preserves its sampling, covariance adaptation, taboo-region update, restart, and termination mechanisms. Two conservative extensions are introduced. First, a passive secondary candidate archive records the restart-level best candidates without influencing the search trajectory. Second, a score-aware density-filtered reporting rule constructs the final solution set by balancing robust peak ratio and precision-driven F1-score. Development experiments show that the density-filtered rule preserves the peak coverage obtained by a medium score-aware rule while reducing redundant reports. On a broader validation subset, it maintains the same mean RPR while improving mean precision, F1-score, and the official-score-oriented average. The method does not use true global-minimum locations during optimization; such information is used only for offline development analysis and post-run scoring. The source code of S-CARD-CMSA is available at https://github.com/ChauhanDikshit.

Underwater dead reckoning estimates vehicle position when vision is unavailable and external positioning cannot be assumed. A single set of filter parameters can work well in many situations, but fixed tuning may be poorly matched during turns, motion transitions, or periods when sensor measurements are less reliable. This paper presents the Situation-Triggered Calibrated Adaptive Robust Extended Kalman Filter for a BlueROV2. An onboard probabilistic trigger identifies the current motion situation while one error-state filter runs continuously. When the trigger is confident, the filter changes only to the corresponding pre-calibrated process- and measurement-noise matrices; the state estimate, covariance history, dynamics, and measurement models are not reset or replaced. The trigger, noise profiles, and a one-time Doppler velocity log yaw-alignment correction are calibrated offline using sparse AprilTag-supervised pool runs. A separate validation set selects the scheduling policy, which is then fixed before held-out testing. Across four held-out pool runs, the method reduces label-weighted mean per-run translation root-mean-square error from 0.488 m to 0.471 m relative to the same filter backbone with one global noise profile, and every held-out run favors the scheduled method. A paired bootstrap over 10-second segments gives a candidate-minus-baseline difference of -0.017 m with a 95% confidence interval of [-0.024, -0.008] m, while orientation error remains essentially unchanged. These results indicate that situation-aware covariance scheduling provides a modest but consistent vision-free dead-reckoning improvement without switching estimators or resetting the filter.

We study Model Predictive Path Integral (MPPI) control for nonlinear systems with additive process disturbances whose covariance is unknown, spatially varying, and slowly time-varying. A mismatched disturbance covariance produces a persistent penalty in closed-loop stability certificates, while online estimation can reduce this penalty as data are collected. We propose a cell-wise recursive covariance estimator with spatial diffusion and prove a finite-horizon error bound that separates stochastic-approximation error, spatial-smoothing bias, and temporal-drift effects. The diffusion kernel is chosen to be reversible with respect to the stationary visitation measure, making the diffusion operator dissipative in the weighted Lyapunov analysis. We then substitute the resulting covariance estimate into the MPPI sampling distribution and derive an adaptive stability certificate with an explicit learning penalty. The main result is a payoff theorem: after a computable crossover time, the adaptive controller achieves a strictly tighter certified stability bound than any fixed covariance choice whose mismatch exceeds the residual smoothing and drift allowance. Numerical experiments illustrate the estimator convergence and the resulting stability-tightening effect.

This paper studies distributed sketching for ordinary least squares (OLS) regression, an approach that distributes small sketches of a large data set over multiple machines to separately construct OLS estimators and average them. Unlike prior studies that consider sketching on the whole data set, we consider sketching on partitioned subsets to further reduce computational cost. Under the fixed design setting, we characterize the exact excess loss of the averaged OLS estimator. Results show that this loss is comparable to the established loss for sketching on the whole data set when the divergence among subset covariances is small.

We study the recovery of sparse functions from finite, noisy, and indirect observations in the framework of statistical inverse learning. The unknown is modeled as an element of $\ell^1$, and observations are generated through a possibly nonlinear forward operator $A:\ell^1\to H$, where $H$ is a vector-valued reproducing kernel Hilbert space. We propose an $\ell^1$-regularized empirical risk minimizer and develop a theoretical analysis of its statistical properties. Under mild assumptions, we establish almost-sure consistency and derive non-asymptotic high-probability convergence rates in both the prediction and $\ell^1$ reconstruction norms. The rates depend on the source smoothness parameter $r$, characterized by a variational source condition, and the effective dimension exponent $b$, describing the polynomial spectral decay of the covariance operator. We further prove matching minimax lower bounds, showing that the obtained convergence rates are optimal. To relate the theory to practical sparsity models, we consider finitely smoothing operators of the form $A=G\circ S$, where $S$ is a synthesis operator, and show that approximation-space assumptions imply the required variational source conditions. In particular, we prove that membership in the approximation space $k_t$ is equivalent to polynomial decay of the best $n$-term approximation error. Finally, we verify the assumptions for two representative inverse problems: reaction coefficient identification in elliptic PDEs and sparse computed tomography. For filtered Radon transforms, we derive explicit effective-dimension asymptotics, yielding concrete convergence rates for standard image models and sparsifying systems.

We present a real-time LiDAR-based framework for Gaussian Splatting SLAM that tightly couples fast G-ICP registration with spherical rasterization-based dense mapping for large-scale sequences. Leveraging LiDAR geometry rather than appearance, we reuse tracking-estimated local covariances to initialize Gaussians with range-aware scales and to derive surface normals for geometry-aware map optimization. We further introduce a covariance-derived geometry score that measures local complexity and drives pruning in planar regions and selective densification in structurally rich areas, while optimized Gaussians and LiDAR-specific confidence cues are fed back to improve tracking robustness. On the Newer College dataset, our method achieves an F-score of 86.78% using purely online trajectories at real-time speed ($>$20 FPS), and additional experiments on other datasets confirm its stability and scalability.

Mutual information (MI)-inspired feature learning techniques are capable of generating low-dimensional embeddings that retain nonlinear dependence structures, but direct estimations of MI suffer from noisy probability distribution estimates in the low-data regime. The H-Score objective, computed from second-order statistics, provides a practical proxy metric for training feature extraction networks. We prove that H-Score is invariant to invertible transformations in the unrestricted functional setting, but becomes sensitive to input basis rotations under constrained approximation classes. Consequently, we study unitary preconditioning for H-Score networks and show that selecting an appropriate basis rotation reduces finite-width truncation error by concentrating predictive dependence into fewer dominant modes. We identify the fast Fourier transform (FFT) as an effective data-independent, low-cost preconditioner for approximately stationary processes, where spectral structure induces concentration of the cross-covariance singular value spectrum. We introduce training-free metrics based on spectral entropy and cumulative dependence energy to quantify basis suitability and predict downstream inference gains prior to network training. Experiments across eight multivariate datasets demonstrate that FFT preconditioning is particularly useful in resource-constrained regimes, achieving up to 50% normalized mean squared error (NMSE) reduction, while the proposed metrics correlate with observed performance gains and correctly identify cases where spectral preconditioning is detrimental.

We study ridge-regularized log-density-ratio estimation in the Gaussian location model with a common covariance matrix. By affine invariance, the model is written as q $\sim$ N(0, I), p $\sim$ N($Δ$, I), with linear features, where $Δ$ is a mean vector. The variational estimator is the empirical Kullback-Leibler (KL) log-normalized fit with a squared L2-penalty on its nonconstant coefficient, and the spectral estimator recently introduced in [1] replaces a single variational problem by a continuum of ridge-regularized least-squares problems. We derive high-dimensional deterministic asymptotic equivalents when the numbers of observations and dimension tend to infinity with fixed ratios. The regularized variational limit is characterized by a scalar entropy minimization problem derived from the convex-Gaussian-min-max theorem (CGMT), while the regularized spectral limit follows from deterministic equivalents for resolvents of weighted sums of two independent Gaussian sample covariance matrices. We use these formulas to compare population risks, with experiments focused on fixed-signal aspect-ratio sweeps and optimized regularization. Our conclusion is that with many observations, under the criteria and asymptotic regimes analyzed here, the well-specified variational estimator has the smaller risk, while with fewer observations, the spectral estimator is favored because its covariance-based construction has lower variance. We also study how a nuclear penalty can be used and partially analyzed to perform feature learning.

Recurrent representations are trajectories, but representation geometry is often measured from static snapshots. We develop finite-lag operator geometry for recurrent hidden states from observed source-successor pairs $(X_t,X_{t+Δ})$. The primitive is the conditional transport law $Q_Δ(dy\mid x)$, estimated by a dense Gaussian source-smoothing operator. From this directed finite-lag law we derive a source-centered transport tensor $G_Δ$, which decomposes exactly into conditional spread and coherent displacement, and an antisymmetric coordinate circulation $W_Δ^ρ$, which summarizes directed lagged flow. We prove affine covariance with explicit metric dependence of scalar summaries, dense estimator stability on bounded trajectory clouds, and a finite-lag separation result showing that source-centered transport detects deterministic recurrent motion not recorded by infinitesimal carre-du-champ geometry. A linear-Gaussian closed form calibrates the quantities in terms of the update $A_Δ$, source covariance, and innovation covariance. Controlled experiments validate the decomposition, circulation, covariance, and stability predictions. In performance matched repeat-copy networks, the framework reveals architecture dependent differences in total transport scale and coherent displacement trace, while coherent displacement fraction is metric and resolution dependent.

Acoustic imaging visualization is a core methodology in acoustics, enabling spatial analysis of sound sources and acoustic scenes. However, limited sensor availability in practical systems motivate approaches that enhance spatial resolution without increasing the hardware complexity. In this paper, we focus on upsampling virtually a tetrahedral 4-microphone array to a spherical 32-microphone array by estimating the covariance matrices of the channels employing deep learning techniques. Five neural network architectures are investigated for covariance upsampling for acoustic imaging using the real-world STARSS23 dataset. These models are developed to estimate a 32-microphone, time-frequency covariance matrix from a 4-microphone input covariance representation. The proposed architectures are based on 2D convolutional layers to capture the underlying spatial-spectral structure of covariance matrices, and are further enhanced with frequency dynamic convolution to model their frequency-dependent properties. The proposed architectures are evaluated in terms of root mean square error (RMSE) and using delay-and-sum beamforming acoustic imaging. Quantitative results show that all models outperform a random-guess baseline, which yields an RMSE of 0.548, with the best-performing architecture achieving an RMSE of 0.432. We analyze qualitatively the performance of the proposed models through beamforming heatmap visualizations derived from the 4-channel input covariance, the 32-channel ground truth, and the predicted 32-channel covariance matrices. These results demonstrate that covariance upsampling significantly enhances the effective performance of the 4-channel microphone array, producing sound maps that closely resemble those obtained with the 32-channel array.

Cross-subject EEG stress detection remains challenging because discriminative stress-related patterns are both subject-dependent and frequency-specific. Conventional Riemannian methods model spatial covariance mainly in the time domain, overlooking neural oscillations that are critical for high-level cognitive state decoding, while standard temporal tokenization often fragments inter-slice temporal coherence. To address these limitations, we propose \method{}, an Intra-Inter Riemannian Manifold Attention Network for EEG-based stress detection. \method{} constructs spatial covariance matrices independently at each frequency point and maps them to the SPD tangent space, preserving channel-wise geometry together with frequency-specific discriminative cues. It further introduces frequency cluster aggregation to select informative spectral components and reduce redundancy by forming compact, data-driven frequency clusters aligned with EEG rhythms. Finally, an intra-inter slice attention module adaptively integrates local slice-level spectral dynamics and global temporal context across EEG sequences. Experiments on three datasets show that \method{} consistently outperforms five state-of-the-art baselines, achieving up to 82.78% balanced accuracy while remaining efficient with only 1.60M parameters and 31.95M FLOPs.

Full fine-tuning adapts large language models to new tasks but can erode capabilities they already possess. Existing remedies protect through proxies such as parameter distances, importance penalties, output matching, or dominant singular directions of the weights, but none directly asks which activation directions the preserved capability relies on. We argue that a capability is characterized more faithfully by the activation subspace it induces than by the singular geometry of the weight matrix, and develop function-space protection, instantiated as FORA (Function-space Orthogonal Residual Adaptation). From label-free calibration inputs, FORA estimates, per layer, the principal directions $Q$ of the input-activation covariance and forms a right projector $P_Q = I - QQ^T$. Paired with a left projector $P_U$ from the weight SVD, the update is $ΔW = P_U M P_Q + U_2 D_δ V_2^T$: a high-capacity branch structurally barred from reading capability-relevant function directions, plus a narrow spectral channel for controlled plasticity. The construction extends to parameter-efficient adaptation via $M \to (α/r) BA$. Across three settings on Qwen3-1.7B, including COGS and GSM8K learned while preserving translation and translation learned while preserving math, FORA consistently improves preservation over weight-space projection and standard regularization, with only a small new-task trade-off in the math-preservation setting. A controlled ablation isolating the projection source shows that the advantage comes not from projection itself, but from projecting onto capability-derived rather than weight-derived directions. Code is available at https://github.com/zrui239/FORA.

Covariance matrices serve as compact descriptors of feature distributions in many machine-learning pipelines, including domain adaptation and Gaussian embeddings. Under a centered Gaussian approximation, the unregularized Wasserstein-2 optimal-transport (OT) discrepancy admits a closed form on covariances given by the Bures-Wasserstein (BW) objective on the symmetric positive definite (SPD) cone. We propose ITSPACE (Iterative Transport for Stable Proximal Alignment of Covariance Embeddings), a proximal majorization-minimization method that directly optimizes this exact BW objective through closed-form updates in a square-root factorization. In exact arithmetic, each iteration satisfies a sufficient-decrease inequality for the BW objective; under inexact polar computations, we provide an explicit certificate-gap bound controlling deviations from exact descent. The resulting iterations preserve PSD structure by construction and naturally support rank-restricted factors, making ITSPACE well-suited as a lightweight inner-loop primitive in settings where adaptation must be performed from unlabeled target batches under strict step and compute budgets. Across real-world covariance-alignment benchmarks, ITSPACE reaches low-BW-gap solutions substantially faster than BW-gradient descent, methods based on other covariance geometries, and entropically regularized sample-OT baselines.

Locating a vehicle and determining its orientation in an uncertain environment is a critical challenge in autonomous vehicle navigation and path planning. To address these challenges, a vehicle estimates its pose while depending on sensor data that offer noisy measurements. These uncertainties in pose quantities are expressed mathematically as a covariance matrix. The real-time computation of the covariance matrix is critical because of the non-linearity involved in the kinematic model. The challenge is thus to evaluate the evolution of the covariance matrix of a vehicle's discretized stochastic kinematics. The purpose of this study is to obtain a near-accurate evolution of the covariance matrix of the rear-wheel bicycle kinematic model under uncertainties in wheel displacement and steering angle. We used Taylor's series to linearize the nonlinear trigonometric functions and provided closed-form expectations of random variables with the required accuracy. Our analytical findings are in good agreement with those obtained from Monte-Carlo simulations. Our contribution is probably the first detailed closed-form presentation of the covariance matrix constituents of the vehicle under evaluation, which were previously reported either incorrectly or incompletely. These findings aid in identifying the potential and constraints of the discretized kinematic model as well as its stochastic analysis. The techniques presented here are useful for the simultaneous localization and odometry self-calibration of certain mobile robots and autonomous vehicles.