Estimators

Humanoids deployed in human-centered environments must handle force-interactive tasks, where external contacts introduce unexpected disturbances that disrupt locomotion accuracy and stability. Existing learning-based approaches rely on broad domain randomization, task-specific force objectives, or learning-based force estimators from motion history, each of which compromises accuracy, task transferability, or out-of-distribution (OOD) robustness. We present Analytical Disturbance-Aware Policy Training (ADAPT), a framework that equips humanoid policies with a physically grounded disturbance observer. The core of ADAPT is an analytical whole-body disturbance observer that estimates residual force/torque online with the accessible robot dynamics, without requiring force/torque sensors. Fed directly into the policy, the estimated disturbances give the humanoid an explicit, physics-derived sense of external force/torque that can generalize across diverse unseen scenes. Experiments on a Unitree G1 humanoid show that ADAPT achieves accurate disturbance prediction and stronger robustness than a proprioception-only baseline under torso perturbations, standing pushes, and asymmetric hand payloads, with improved velocity tracking even on OOD disturbances. Moreover, ADAPT enables penalizing inferred disturbances at lower-body joints to encourage lighter locomotion.

A filtered approximate-nearest-neighbor (ANN) query returns the k nearest vectors among those satisfying an attribute predicate P of selectivity s. The best execution strategy -- pre-filter, post-filter, or in-filter -- changes with s, so a system must estimate s and choose. We model this as an argmax over a landscape with phases (regions where each strategy wins) separated by boundaries, and show that selectivity-estimation error produces plan regret -- recall lost versus the oracle strategy -- only in the critical regions around those boundaries. The regret is a wedge of log-width equal to the multiplicative estimation error epsilon and height equal to the local cliff |V'(s*)| epsilon; the flip-margin 1/|V'(s*)| is the condition number of a sibling cardinality-estimation study reappearing as the local boundary theory. The two phase boundaries follow from independent mathematics: order statistics place the post-filter cliff at s ~ k/K, and site percolation places the in-filter cliff at s_c ~ 0.83/M for graph degree M (corpus-size independent). Criticality exists only under a constrained budget B < sqrt(k n). Under pre-registered decision rules we confirm, on synthetic sweeps and real SIFT1M, that regret concentrates ~290x at the boundary and that the regret curves obey a finite-size scaling collapse onto one universal wedge across two decades of corpus size. A real approximate index does not mis-locate the boundary, but a biased cost model opens a persistent miscalibration band that estimation-error robustness cannot fix. The contribution is a characterization, not a new index. Code and the full pre-registration are public.

Tsitsiklis proved convergence of Monte Carlo optimistic policy iteration under a uniform update structure and identified nonuniform update frequencies as a delicate obstruction. We give a certified negative answer for the natural scalar-stepsize, unnormalized asynchronous state-value recursion with fixed nonuniform state-selection probabilities. In a three-state, two-action discounted MDP, the nonuniform update frequencies induce a diagonally scaled greedy-policy mean field with a certified nonconstant attracting hybrid periodic orbit. With a bounded unbiased geometric-horizon estimator and Robbins--Monro stepsizes, the original stochastic recursion remains trapped near the cycle with positive probability and therefore fails to converge. The example pinpoints a geometric obstruction: uniform sampling gives radial residual contraction, whereas scalar nonuniform sampling anisotropically distorts the residual dynamics and can generate switched attracting cycles.

A significant gap exists between theory and practice in deep learning. Generalization and approximation error bounds are often derived for simplified models or are too loose to be informative. Many rely on the manifold hypothesis and on geometric regularity such as intrinsic dimension, curvature, and reach. Progress requires insight into data-manifold geometry and suitable benchmarks, yet existing options are polarized: analytic manifolds with known geometry but limited applicability, or real-world datasets where geometry is only coarsely estimable. We introduce a benchmarking framework for studying data geometry. We repurpose and extend dSprites and COIL-20 with additional transformation dimensions and dense, axis-aligned sampling, and pair them with finite-difference estimators that recover curvature, reach, and volume at near-ground-truth accuracy in a regime where general-purpose estimators are unreliable or difficult to deploy. The framework is intended as a controlled testbed, useful as a calibration environment for geometric estimators and a sandbox for probing theoretical assumptions. To illustrate its use, we present two application studies, namely assessing the scaling behavior of the bounds of Genovese et al. and Fefferman et al., and tracking the layer-wise geometry of a $β$-VAE, highlighting the behavior of current bounds and the value of controlled benchmarks for guiding and validating future theory. A reference implementation is available at https://github.com/koulakis/manifold-microscope.

Cardinality-estimation (CE) research ranks estimators by q-error, yet it is well known that q-error is an imperfect proxy for query-plan quality. We give a measurement-driven account of when it is a good proxy and when it is not, and why. Modeling plan selection as an argmin over a piecewise-linear cost landscape, we find that plan regret (the cost of the chosen plan relative to the optimal, under true cardinalities) is governed by plan-cost geometry in a regime-dependent way. (i) For small errors, a true-point condition number kappa predicts regret and out-predicts q-error; its predictive power decays to zero as error grows, as a local linearization must. (ii) For large errors -- where deployed learned estimators operate -- an estimator-independent average-case sub-optimality measure ACS-infinity predicts which queries are regret-prone (Spearman rho ~ 0.54 on STATS-CEB), while q-error is nearly uninformative at the query level (rho ~ 0.05). (iii) The worst case is Haritsa's maximum sub-optimality (MSO). The three are one cost-ratio spectrum under three weightings. We prove a limit law ACS-infinity = sum_k r_k pi_k with cardinality-independent combinatorial weights, and validate every claim on STATS-CEB and JOB-light with four released estimators under pre-registered decision rules, and confirm on real PostgreSQL runtime that ACS-infinity predicts regret where q-error does not. The contribution is conceptual and empirical -- an average-case companion to worst-case robust query optimization, and a characterization of when an accuracy metric tracks plan quality -- rather than a new estimator. Code and the full pre-registration are public.

Complex neural quantum states are difficult to optimize when their wavefunction phase carries gauge, chiral, fermionic, or topological structure. We show that the major failure mode is not only ansatz expressivity, but the Monte Carlo estimator used to learn this phase. For separated amplitude-phase states, differentiating the local energy at fixed samples gives a different unbiased estimator of the same variational Monte Carlo phase force, without changing the objective. We further extend the construction to coupled two-head networks by keeping the amplitude-gradient contribution and applying the direct derivative only to the phase path. An adaptive minimum-variance mixture interpolates between standard and direct estimators during training. Across flux ladders, chiral chains, two-dimensional flux cylinders, an interacting fermion ladder, shared-network controls, and a fractional quantum Hall benchmark, the resulting estimators reduce phase-gradient variance, suppress seed failures, and often move multi-percent standard-gradient plateaus to sub-percent accuracy.

Machine learning models often degrade when they are deployed on a target distribution that differs from the source distributions they were trained on. Recent work in causality-based domain generalization has shown how shared causal structure between domains can induce invariant predictors, e.g., models on a subset of features which have stable risk across structured domain shifts. However, the extent to which such population-level causal invariances can lead to gains in finite-sample settings remains underexplored. In particular, in practice we often have access to a few labeled target samples, a setting called supervised domain adaptation (sDA). In this paper, we explore when (full or partial) causal knowledge can provably improve supervised domain adaptation. As a first step, we study linear regression, where full or partial causal knowledge specifies a collection of invariant or possibly invariant feature subsets, each yielding a source-trained candidate predictor. We derive matching upper and lower bounds showing that finite-sample gains are governed by the target-risk margins separating the candidates, together with the finite-source estimation error. When these margins are sufficiently large relative to $n_Q$, an adaptive aggregation procedure can match the best candidate predictor while avoiding negative transfer relative to target-only learning. On the other hand, when the margins are too small, no algorithm can reliably exploit the candidate collection to obtain faster finite-sample rates. We further connect these margins to structural shift magnitude in linear SCMs and validate the theory on real-world causal benchmarks.

We develop a new, differentially private mean estimator called the balloon mean. The main features of the balloon mean are that it is computationally tractable and enjoys robustness to outlying observations. It is based on an iterative clipping procedure over expanding Mahalanobis balls, or ``balloons.'' The method satisfies zero-concentrated differential privacy and depends on a small number of interpretable tuning parameters. We provide theoretical guarantees under heavy-tailed and contaminated elliptical models, characterizing its statistical performance and robustness to outliers. Extensive simulations demonstrate that the balloon mean is robust to heavy-tailed and contaminated data, and outperforms existing differentially private mean estimators in contaminated settings.

We study online estimation for high-dimensional generalized linear models with streaming data. First, for the non-distributed setting, we propose a gradient-enhanced surrogate loss that approximates the cumulative loss using only historical summaries, which modifies and improves upon the existing renewable estimation approach for the same model in the high-dimensional setting, and removes the batch-number constraint in previous studies. We then extend the method to distributed streaming data under the master-client architecture, where batches are partitioned across sites and only summaries (gradient vectors) are exchanged. Instead of directing applying the popular method of Jordan et al. (2019) to the surrogate quadratic loss, our adjusted approach does not require the clients to compute the full surrogate loss. We derive non-asymptotic error bounds under the high-dimensional scaling, without the stringent constraint on the number of batches in the previous studies. Simulation results under linear and logistic models, together with a real-data application, show improved accuracy over existing renewable estimators.

We study the task of density estimation, where we hope to accurately estimate a probability density from $n$ samples. A textbook method for density estimation in total variation distance is the minimum-distance estimator approach, where we conclude both the algorithm and the analysis merely from bounding the VC dimension of a particular concept class (the so-called Yatracos class). While this technique has originally yielded sharp guarantees primarily for total variation distance, in this work we extend the minimum-distance estimator approach for learning within Hellinger distance. Our main observation is that we may produce an analogous recipe for Hellinger (where we only require bounding the VC dimension of a related concept class) by drawing connections to recent results yielding reverse data processing inequalities. This recipe is flexible enough to accommodate fast algorithms originally designed for total variation distance; by modifying the approach of Acharya et al. (2017) we conclude the first near-linear time algorithm for learning classes including univariate mixtures of log-concave densities and mixtures of Gaussians (with arbitrary variances), with near-optimal sample complexity.

Although some very common test beds exist for assessing the performance of clustering methods, large scale benchmarking is typically limited to relatively simplistic simulation set-ups. Here we describe the production and curation of close to 3000 synthetic data sets, derived from more than 200 publicly available data sets; the majority of which arose from real-world applications. By fitting a flexible non-parametric distribution to each base data set we are able to retain much of the nuance in real-world data which is difficult to reproduce in standard simulations, while also producing data sets whose sizes are sometimes substantially greater than the data sets from which they are derived. The synthetic data sets, plus an accompanying R package, are available for download from https://github.com/DavidHofmeyr/ClusBench.

This paper presents a nonlinear parameter estimator for Wiener-type state-space models obtained as a fixed-point architecture that couples two affine minimum mean-squared error (MMSE) estimators: one for the unknown parameters and one for latent variables. The architecture retains the functional structure of the optimal affine MMSE parameter estimator while incorporating Dynamic Basis Statistics (DBS) estimates that summarize nonlinear basis-function evaluations. Two DBS construction strategies are developed, leading to two nonlinear estimator frameworks. The dual basis-parameter estimator combines an affine basis estimator with the affine parameter estimator, whereas the dual state-parameter estimator first computes affine state estimates and their covariances, then maps these state-estimate statistics through a Gaussian DBS operator to obtain DBS estimates. Both dual estimators admit fixed-point characterizations that alternate between estimating each component using the updated prior of the other, obtained from that component's plug-in estimate statistics from the previous iteration. The efficacy of the proposed methods is examined via extensive Monte Carlo experiments, showing that the dual basis-parameter estimator attains parameter mean-squared errors comparable to those of the purely affine parameter estimator, while the dual state-parameter estimator achieves the lowest parameter mean-squared error, outperforming both the dual basis-parameter and purely affine parameter estimators, as well as sequential Monte Carlo variants of classical Particle Gibbs and Expectation-Maximization schemes.

Neural networks build representations through affine maps and nonlinear activations. Injective affine maps preserve linear separability, raising the problem of how they prepare data for nonlinear improvement and how much gain can be guaranteed before complete separation. We introduce the directional linear separability measure (D-LSM), which quantifies unavoidable competing-sample intrusion over affine halfspaces retaining every target sample, characterize its supporting geometry, and prove invariance under injective affine embeddings. For gated activations including ReLU, GELU, and SiLU, pre-activation projection bounds yield sufficient conditions for preserving all previous exclusions and recovering additional samples, with a gain bound determined by the certified recovery count. Under an aggregate-tube condition, an explicit affine construction realizes recovery with sufficient width, scaling conditions, and simultaneous multiclass guarantees through a shared layer. Exact controlled experiments compare certified and realized gains, assess certificate coverage, and exhibit bound attainment before complete separation and in affine-tube constructions. In learned Vision Transformer (ViT) representations, a feasible lower-bound estimator yields earlier post-GELU saturation certificates of exact separability, while boundary transport numerically supports affine invariance.

Human image animation aims to generate a video from a static reference image, guided by pose information extracted from a driving video. Existing approaches often rely on pose estimators to extract intermediate representations, but such signals are prone to errors under occlusion or complex poses. Building on these observations, we present DirectAnimator, a framework that bypasses pose extraction and directly learns from raw driving videos. We introduce a Driving Cue Triplet consisting of pose, face, and location cues that captures motion, expression, and alignment in a semantically rich yet stable form, and we fuse them through a CueFusion DiT block for reliable control during denoising. To make learning dependable when the driving and reference identities differ, we devise a Same2X training strategy that aligns cross-ID features with those learned from same-ID data, regularizing optimization and accelerating convergence. Extensive experiments demonstrate that DirectAnimator attains state-of-the-art visual quality and identity preservation while remaining robust to occlusions and complex articulation, and it does so with fewer computational resources. Our project page is at https://directanimator.github.io/.

We study finite-sample change detection for one-dimensional noisy dynamical systems using partition-based empirical approximations of stationary behaviour. Given observations from an interval-valued process, we partition the state space, estimate a finite transition matrix from observed transitions between partition elements, and apply a small Doeblin-type regularisation to ensure a unique stationary distribution. From an initial reference segment, we compute a baseline empirical stationary distribution $\widehatπ_{0,ρ}$. For each later sliding window, we compute $\widehatπ_{t,ρ}$ and define the score $$S_t=\|\widehatπ_{t,ρ}-\widehatπ_{0,ρ}\|_1.$$ Large values of $S_t$ indicate a change in stationary behaviour relative to the baseline. The statistic detects changes in invariant density or stationary law, but not all possible changes in transition dynamics. Under explicit assumptions on empirical transition concentration, finite-state stationary distribution stability, partition approximation, regularisation bias, and noise stability, we derive a finite-sample bound for the empirical stationary density. The bound separates sampling error, regularisation bias, partition approximation error, and noise bias. We then obtain a single-window false-alarm guarantee and a sufficient detection condition when the invariant density changes by more than the estimation error. We illustrate the method on synthetic noisy beta-map change-point experiments.

Robust Subspace Recovery (RSR) aims to identify an underlying d-dimensional subspace from a dataset heavily corrupted by outliers. Complexity-theoretic results establish a threshold for the problem's computational hardness based on the dimension-scaled signal-to-noise ratio (DS-SNR): the problem is SSE-hard when the DS-SNR is strictly less than 1, and solvable via practical algorithms when it is greater than 1 under general position assumptions. However, the exact behavior of practical algorithms at the critical boundary DS-SNR = 1 has remained unknown. This work resolves the behavior of Tyler's M-estimator (TME) at this critical boundary, consequently establishing a sharp phase transition. Specifically, we prove that TME converges exactly to the true subspace for DS-SNR \geq 1 under a new stability condition, which is less restrictive than the general position assumptions used in prior literature. Our analysis utilizes a decomposition of the TME iterates within a majorization-minimization framework.

Identifying most influential sets (MIS) - size-$k$ subsets whose removal maximally changes a target estimand - is typically infeasible because it requires searching over $\binom{n}{k}$ subsets. For estimands with linear-fractional leave-set-out effects, we show that MIS selection reduces to a one-parameter sequence of top-$k$ problems. Dinkelbach's method yields an algorithm with $\mathcal{O}(n)$ cost per iteration and finite termination. For fixed residualized inputs, the algorithm returns a globally optimal set for the univariate ratio objective, including the oracle-residualized partial linear model. With estimated nuisance functions, uniform denominator and generated-score stability imply approximation to the first-order oracle orthogonal-score objective; exact set recovery follows under a separation condition. Simulations and applications show that the method recovers exact MIS that were previously computationally inaccessible.

This paper presents a method of multivariate scattered data interpolation and approximation that produces optimal Lipschitz-continuous approximation, subject to the desired monotonicity constraints. This method relies on tight upper and lower approximations to the data, and is similar in its spirit to the nearest-neighbour approximation but does not suffer from discontinuities. Local Lipschitz interpolation and Lipschitz smoothing are also presented. This approach falls under the umbrella of instance-based approximation with no training phase, and it is suitable for GPU-based parallelisation. A Python GPU-friendly package LipFit which implements the methods discussed is discussed.

Tabular foundation models (TFMs) have made rapid progress in standard classification and regression, but time-to-event survival prediction tasks have remained largely untouched. Unlike in standard regression tasks, survival prediction models must account for censored data. Standard TFMs cannot handle natively censored data, leading to biased and inaccurate predictions, making them unsuitable for real-world applications. To overcome this fundamental limitation, we propose \texttt{SurvPFN}, a prior-data fitted network (PFN), for survival prediction tasks. We pretrain \texttt{SurvPFN} on millions of synthetic survival prediction tasks to learn survival via distributional regression that accounts for censored data. \texttt{SurvPFN} works by (1) generating data with Weibull event times and a non-informative censoring mechanism; (2) integrating a censored event indicator; and (3) minimizing a censored negative log-likelihood. On SurvSet, a collection of real-world survival tasks, \texttt{SurvPFN} is highly competitive with classical and deep survival baselines without per-dataset fitting, a survival-specific architecture, or feature engineering. We show that survival can be treated as a continuous-time distributional regression problem with censored loss, unlocking the power of PFNs for time-to-event predictions.

Survival Analysis (SA) is a statistical framework that models the time span until some event of interest occurs. Widely used in several domains, including healthcare and churn prediction, a central challenge in its applicability stems from the time of the event being partially observed or \emph{right-censoring}. Tabular Foundation Models (TFM) have attracted significant interest in recent years due to their ability to perform prediction tasks in a single forward pass, requiring no dataset-specific parameter fitting. Despite their success, their application to prediction tasks on time-to-event data remains difficult due to right censoring. In this work, we present a training-free method to survival regression by leveraging TFMs to both predict the time of the event and iteratively impute right-censored data. Our method uses a TFM to construct an Accelerated Failure Time (AFT) model requiring no training beyond fitting a single scalar parameter. Subsequently, by building on the Buckley-James estimator, we introduce a non-parametric in-context estimator for right-censored data. Our experiments on standard survival analysis benchmarks show that our method is competitive with several parametric and semi-parametric survival regression models that require training, including Cox regression and parametric AFT models.

Reward guidance algorithms steer a learned generative process toward the reward-tilted measure at inference time. While empirically powerful, these methods are prone to reward hacking: the guided model over-optimizes the reward at the cost of fidelity to the learned distribution. Prior work has attributed this to the complexity of neural reward functions or implicit biases in diffusion training, but its fundamental origins remain poorly understood. We show that reward hacking arises from an approximation made in most practical implementations of reward-guided diffusion -- finite-particle plug-in estimation of the Doob h-function -- even in the simplest non-trivial settings of Gaussian and Gaussian mixture targets with quadratic rewards. In closed form, we isolate two distinct failure modes of the plug-in estimator: it leads to reward hacking within each mode and it cannot select high-reward modes. We propose a closed-form reward damping schedule that corrects the within-mode bias with no additional compute, and clarify the role of best-of-n sampling in compensating for the mode selection failure. Experiments on Gaussian mixture targets, a 2D checkerboard, and FLUX.1 text-to-image generation confirm that our theoretical insights carry over to practical settings.

Parameter estimation in stochastic differential equations is a classical statistical problem of much importance in many scientific fields. Recent work of Tapia Costa et al. (2026) introduced a novel technique for estimating the drift when the diffusion parameter is known, using discrete samples from multiple trajectories. Their method treats drift estimation as a denoising problem, and leverages tools from (conditional) score-matching diffusion models. Although their experiments showed promising results across different drift classes, the question of theoretical guarantees for their estimator was left unanswered. In this note, we address this gap by exploiting techniques from diffusion model theory. More concretely, we derive an explicit risk bound for the time-averaged mean-squared error of said drift estimator. Our bound decomposes the risk into the (i) Euler-Maruyama discretization, (ii) score/denoiser approximation, (iii) noise initialization, and (iv) sampling variance, revealing the trade-offs between the different hyperparameters and sources of error in the estimator.

Agentic language model systems alternate between two structurally distinct step types: structured tool calls (short, deterministic, low perplexity) and open-ended planning/reasoning steps (long, complex, high perplexity). Despite this heterogeneity, current inference systems apply identical compute to every step. We introduce LayerRoute, a lightweight adapter that learns to selectively skip transformer blocks on a per-input basis. LayerRoute augments each of the 24 transformer blocks in Qwen2.5-0.5B-Instruct with: (1) a per-layer router (~897 parameters, Linear(896,1)) that outputs a hard binary gate via the straight-through estimator, and (2) LoRA adapters (rank 8, ~1.08M parameters) on the Q/K/V/O attention projections. The backbone weights remain frozen. A single end-to-end training pass on agentic data (Hermes, Glaive, GSM8K, Turing) with a gate regularisation term forces the system to discover which blocks are skippable per input type. After 3,000 steps (6.4 minutes on an A100 40GB), LayerRoute achieves a 12.91% skip differential: tool calls skip 15.25% of FLOPs while planning steps skip only 2.34%, using only 1.10M trainable parameters (0.22% of the 494M backbone). Quality improves over the base model due to LoRA adaptation, with perplexity delta of -1.29 on tool calls and -1.30 on planning.

We study finite-sample generalization for a client-sampled distributed optimization scheme with matrix-valued parameters and orthogonalized momentum updates. The central quantity is the gap between the population and empirical objectives at the returned model when only a subset of clients participates in each round. Under independent heterogeneous client data, unequal local sample counts, and fixed aggregation weights, we derive a finite-round upper-tail guarantee from a coupled-neighbor stability recursion and a weighted concentration step. The bound keeps the client-selection counts through the amplification factor $Y_i(\mathcal C)$; in the uniform full-participation full-batch regime, it yields $\widetilde{\mathcal O}(n^{-1}+n^{-1/2})$ scaling whenever the horizon-dependent amplification terms are controlled. The matrix-orthogonalization rule is required to be Lipschitz along paired trajectories, a condition satisfied by regularized polar-type maps and normalized finite-step Newton--Schulz orthogonalizers. For the unregularized matrix sign, the same argument requires coupled spectral separation, whereas Gaussian smoothing gives a finite-round smoothed variant. A one-dimensional counterexample shows why a gap, smoothing, or regularity condition is necessary.

We study fitting problems, sometimes called ``training problems'', where we have a finite sample consisting of inputs and outputs, and we want to know whether there is a function in a certain class that could produce these outputs, exactly or approximately, on the given inputs. We focus on the computational and descriptive complexity of fitting for logically-defined classes in common decidable structures, like the real ordered field and Presburger arithmetic, and also for broader classes defined via combinatorial or model-theoretic properties. We isolate the complexity of these fitting problems, with particular attention to cases where we can use queries in a natural query language over the sample to determine whether a sample is fittable.

Median-of-means (MoM) is a powerful technique that theoretically enables near sub-Gaussian finite-sample rate for parameter estimation when the underlying data distribution is heavy-tailed (e.g., assumed to have only two first finite moments). A recent work has extrapolated this technique to median-of-\textit{randomized}-U-Statistics (MoRU) and median-of-\textit{incomplete}-U-Statistics (MoIU) for estimating expectations of heavy-tailed pairwise kernels. In \citet{pmlr-v97-clemencon19a}, a concentration rate that scales like $O(n^{-1/2})$ with sample size has been proven for MoRU. However, despite the computational advantage of the latter, the analysis of finite-sample bound for MoIU remains a significant theoretical challenge. As noted by the authors, a straightforward application of McDiarmid's inequality yields a loose bound of order $O(n^{-1/4})$. In this work, we prove a finite-sample concentration bound for the MoIU estimator that scales as $O(n^{-1/2})$ with respect to the sample size using a delicate convex decomposition approach. Furthermore, we show that our proof can be seamlessly extended to geometric median in multivariate settings. Using a Serfling-type argument, we extrapolate our results into a regime where data pairs are selected without replacement across blocks, breaking the usual block-wise independence condition. Then, using a Bernstein-type treatment for U-Statistics, we tighten the dependency of our bounds on the margin $τ$ from $O(τ^{-3/2})$ achieved in the previous work to $O(τ^{-1})$. Finally, we proved an anti-concentration inequality that is applicable for all median estimators presented in this work to demonstrate that $M\le O(n)$ is an intrinsic restriction on block sizes.

We present a regression-adjustment framework designed for the estimation of longitudinal treatment effects in randomized experiments under static regimes. While regression-adjustment methods are useful for variance reduction in randomized experiments by using pre-treatment covariates, they usually focus only on average effects, from which we cannot obtain valuable insights into when the effects appear and how long they continue. To address this issue, we consider intermediate outcomes and evolving post-treatment covariates over time, and we represent such dynamic trajectories using transition kernels. Furthermore, we establish the asymptotic normality and the semiparametric efficiency bound for our estimator, enabling more powerful statistical inference. Simulation studies and empirical analysis using A/B test data from a streaming platform in Japan show the practical advantages of our method.

Free energy estimation is a fundamental yet challenging problem, from physics to statistics. Classical approaches rely on thermodynamic transformations, ranging from direct estimation, quasistatic integration, to finite-time averaging. Recent work [He and Du et al., 2025] learns neural transports to significantly accelerate the efficiency in the finite-time regime. In this paper, we generalize this framework to arbitrary state spaces. Building on this view, we develop a generalized neural transport learning approach for efficient estimation. Experiments validate the effectiveness and efficiency of the proposed method beyond continuous settings, extending to discrete and multimodal spaces as well as autoregressive settings. Beyond free energy estimation, we establish algebraic identities and reveal a group-theoretic structure linking infinitesimal time reversal and generalized Doob's $h$-transforms, showing that their compositions form a generalized dihedral group.

Robust and efficient state estimation is crucial for perception, navigation, and control in robotics. State estimation problems are conveniently modeled using the factor-graph framework as enabled by modern software packages such as GTSAM or g2o. However, the standard solvers included in such frameworks are local and may converge to poor local minima, posing significant safety concerns. Conversely, techniques based on convex relaxations have been shown to provide a means of globally solving or certifying many state estimation problems. However, these relaxations 1) often require substantial effort to formulate, and 2) may incur significantly higher cost compared to efficient local solvers, as they require solving a large semidefinite program (SDP). In this work, we address both shortcomings by 1) creating a new procedure within the GTSAM framework for automatically constructing convex SDP relaxations for any factor graphs with common factor and variable types, and by 2) exploiting the Bayes tree constructions native to GTSAM to decompose the SDP problem, leading to significant speedup in solver time for chordally sparse problems. We demonstrate the favorable scaling of this structure-exploiting global estimator compared to standard local solvers for two case studies: A 3D pose-graph SLAM problem with a ring factor graph and a 2D localization problem with a chain factor graph. The software framework is available at https://github.com/borglab/gtsam.

We study true self-avoiding walk (TSAW) as a mechanism for improving empirical integral estimation via Markov chain Monte Carlo (MCMC). We consider finite-state adaptive sampling dynamics associated with an irreducible Markov kernel $P$ on a finite set, with stationary distribution $π$, in which the transition probabilities are penalized according to empirical overuse. Our main result is that the empirical occupation counts $L_t(i)$ and transition counts $N_t(i,j)$ of the resulting TSAW-based walk satisfy $$L_t(i)-tπ_i = O(\sqrt{\log t}) \quad\text{and}\quad N_t(i,j)-tπ_iP_{ij}=O(\sqrt{\log t}) \qquad\text{almost surely}$$ for every state $i$ and every edge $(i,j)$ with $P_{ij}>0$. Consequently, for every bounded function $f:V\to\mathbb R$, the error of our integral estimator converges as $$\left|\frac1t\sum_{s=0}^{t-1} f(X_s)-\sum_{i\in V}π_i f(i)\right| = O\left(\frac{\sqrt{\log t}}{t}\right) \qquad\text{almost surely}.$$ These results show that, in contrast with the usual $t^{-1/2}$ error scaling for empirical averages under standard random-walk-based methods, TSAW-based estimator yields empirical integral errors of order $O(\sqrt{\log t}/t)$ almost surely, thereby achieving a substantially sharper dependence on the sample size $t$.

A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we observe $n$ units across $m$ times under unknown, non-uniform treatment assignments. The data in this setting is naturally represented as a matrix of all unit--time treatment effects. Estimating heterogeneous treatment effects can then be expressed as obtaining a good estimation of each row's average in this matrix. This allows us to formulate the problem as matrix completion, which can be solved under natural low-rankness assumptions. However, existing matrix-completion guarantees are not powerful enough to get meaningful bounds for the per-row guarantee required for estimating the heterogeneous treatment effect; roughly speaking, they are only useful for estimating average treatment effect bounds, as also illustrated in a recent line of work. We give a simple, computationally efficient estimator that, without knowledge of the propensities and under standard low-rankness and regularity assumptions, achieves a row-wise $\ell_2$ error of $\tilde{O}(\sqrt{\frac{1}{n} + \frac{n}{m^2}})$. Technically, our analysis establishes the first sharp row-wise $\ell_2$-perturbation bound for low-rank approximation, complementing existing spectral-, Frobenius-, and entrywise perturbation theory.

Continuous-time models are a natural choice for irregular and asynchronous data. A central design choice is how to embed discrete observations into continuous time. Interpolation- and imputation-based embeddings reconstruct a continuous observation path, making the model sensitive to the choice of reconstruction. We show that this reconstruction step is unnecessary; under mild conditions, compact-set universality on the model input space transfers to the data space whenever the embedding from data to input is continuous and injective. Guided by this result, and building on the rectilinear control path for Neural Controlled Differential Equations (NCDEs), we introduce a continuous and injective embedding for Log-NCDEs, a universal class of continuous-time models. Our approach records observations as increments and composes them over arbitrary query intervals to directly form log-signatures. This provides interval-level summaries without first interpolating the observed variables, while supporting online computation. Experiments on synthetic controlled dynamics and real-world time-series datasets show that the representation is accurate, efficient, and robust to irregular, asynchronous, and sparse observations.

Graph foundation models (GFMs) aim to reuse a single backbone across diverse graph domains, yet their transfer is often uneven and can exhibit negative transfer. While most prior work improves transfer through architectural or adaptation choices, we ask a data-centric question: which properties of two graph domains determine how much a fixed representation model changes its outputs? Using a graphon-based continuous limit for dense graphs, we show that for both set-based and message-passing tokenizations, any Lipschitz backbone admits an explicit decomposition of cross-domain output shift into (i) graph-specific finite-sample approximation terms and (ii) an intrinsic, relabeling-invariant domain discrepancy capturing structural mismatch. A key ingredient is positional-encoding (PE) stability: we establish stability guarantees for spectral PEs and highlight contrasting behaviors of eigenvector- versus subspace-based PEs. Experiments on synthetic and real graphs validate the theory and translate the decomposition into guidance for data curation in GFM transfer.

Large Language Models (LLMs) often generate factually incorrect outputs, commonly termed hallucinations, that undermine trust and limit deployment in high-stakes settings. Existing hallucination detection methods typically require multiple forward passes, or access to model internals. In this work, we provide theoretical background and empirical evidence that the distribution of token-level entropies, beyond the mean captured by perplexity or length-normalised entropy, serves as a fingerprint of hallucination, with distributional shape and tail behaviour carrying independent signal. We formalize hallucination detection as a statistical hypothesis test and propose the Calibrated Entropy Score (CES), a lightweight algorithm requiring only a single forward pass and black-box access to token logits. CES combines the mean signal with the maximum signal of the generated entropy through a calibrated reference CDF, producing scores that are directly comparable across models and tasks. We establish finite-sample calibration guarantees via a novel random-length Dvoretzky--Kiefer--Wolfowitz inequality, and also prove that CES detects hallucinations with probability converging to one exponentially fast in the generation length. Across eight QA benchmarks and ten generator models spanning open-source and API access models, CES achieves the highest detection performance among all single-pass black-box methods while providing formal error guarantees that existing heuristics lack. Remarkably, CES is statistically indistinguishable from multi-sample methods that require far greater computational cost, closing the gap between lightweight and expensive detection and making it suitable for real-time, large-scale deployment.

We study the problem of learning to bid when the bidder's value is dynamic, i.e., when the current value depends on past outcomes. Specifically, we consider a bidder participating in repeated second-price auctions whose value depends on the time elapsed since their last successful bid, with auctions arriving in continuous time and only aggregated feedback revealed at the end of the horizon. Such a bidder must (1) balance the immediate benefit of winning the current auction against its impact on future values and (2) learn unknown environmental parameters. We derive regret bounds for a class of learning methods that combine plug-in estimators with a differential-equation characterization of the optimal policy, and show that a specific confidence bound algorithm learns the optimal policy with a near optimal regret of $\widetilde{O}(\log N)$ for piecewise linear primitives, and $\widetilde{O}(N^{1/3})$ for general, smooth primitives, achieving these regrets without explicit randomization. These theoretical results are supported by numerical experiments.

Quantifying impact phenomena in badminton smashes is important for evaluating both athletic performance and equipment; however, conventional measurement systems involve trade-offs between temporal resolution, data efficiency, and preparation effort. This study proposes a measurement method using two synchronized event cameras to automatically estimate impact time, impact location on the racket face, and post-impact shuttlecock speed in an integrated manner within the same trial. The swing interval was detected from event rate statistics, impact time was estimated from the shuttlecock trajectory inflection in the lateral-view event data, impact location was determined by ellipse fitting to the racket face in the rear-view event image, and shuttlecock speed was calculated in the sagittal plane. To validate the proposed method, Bland-Altman analysis was performed against a high-speed camera-based reference method using 125 smash trials from five players. Impact time and shuttlecock speed were estimated in all 124 analyzable trials, and impact location was estimated in 93.5% (116/124). The bias (95% CI) for impact time, medio-lateral impact location, longitudinal impact location, and shuttlecock speed were 1.84 ms (1.45 to 2.23), 3.45 mm (2.18 to 4.72), -1.92 mm (-2.97 to -0.88), and -1.00 m/s (-2.46 to 0.46), respectively. No proportional bias was observed for any metric. These results suggest that the proposed method can serve as a useful tool for integrated assessment of badminton smash performance and equipment in practical settings.

Moment-based estimation is a theoretically attractive approach to parametric inference, especially when likelihood-based estimation is unavailable, misspecified, or computationally inconvenient. However, the moment equations involve sample averages, which makes moment-based estimation sensitive to outliers. We propose the SGR-GMM algorithm, a robust generalized method of moments (GMM) procedure that uses a spectral gradient reweighting (SGR) primitive to soft-reweight the per-observation gradients during the moment-matching optimization. Our analysis has three layers. First, for a fixed center, the SGR primitive is formulated as an entropy-regularized spectral game between a sample-weight player and a density-matrix player, which is analyzed using classical multiplicative-weights and matrix-multiplicative-weights regret bounds. Second, we establish explicit convergence radius and finite termination bound for the fixed-center updates in the SGR primitive. Third, we prove a local finite-sample parameter estimation error bound with explicit dependence on the contamination fraction, inlier gradient stability, local GMM identification strength, and optimization accuracy. We further specialize the SGR-GMM algorithm to obtain a robust diagonally-weighted GMM (DGMM) estimator for estimating heteroscedastic low-rank Gaussian mixtures observed under additive Gaussian noise and strong contamination. In the numerical experiments, the SGR primitive produces nearly-oracle gradient estimation and the robust DGMM specialization substantially improves over non-robust moment baselines. The code and data are available at https://github.com/liu-lzhang/sgr-gmm.

Predicting the effect of interventions with many possible variations, e.g., therapeutic content that affects mental health outcomes or an earnings call transcript that drives movement in share price, is useful across several domains. However, classical causal estimators tend to assume that all possible interventions are observed, which is infeasible when interventions vary widely, for instance, in the space of all text strings. We adapt a well-known approach of recasting causal inference as a learning problem, to address high-dimensional treatment spaces. Specifically, under standard assumptions like no unobserved confounding, we show that causal error decomposes into a series of moment-balancing errors of increasing order, and design objectives that directly improve causal estimation. We also show how to project the effect of a high-dimensional treatment onto lower-dimensional treatment attributes, which allows a single model to answer several causal questions without additional attribute-specific training. We empirically evaluate our estimators in settings with high-dimensional continuous, discrete, and text treatments, the last of which used a semi-synthetic dataset of Amazon Reviews. Our experiments demonstrate the benefit of higher-order balance error optimization and competitive performance of projected causal estimates with attribute-specific estimators.

Estimating how an outcome responds to a continuous treatment (the Average Dose-Response Function, or ADRF) is a core causal-inference primitive. However, when outcomes possess heavy tails, standard robust double machine learning (DML) deliberately suppresses these extremes to stabilize the bulk average. In high-stakes settings, such as financial returns or climate losses, this omitted 1-in-1000 extreme event is the actual target quantity. Furthermore, current methods that read the tail from a model's residuals suffer from circular dependence, causing tail shape inferences to shift drastically based solely on whether the core estimator is switched between Huber and Welsch. The research proposes an ADRF estimator that emits a structured tail-shape output alongside the standard point estimate. Its tail diagnostic (PDHTE+JK) evaluates the per-treatment tail shape from the outcome centered by a pilot median, successfully breaking the circular dependence and rendering the diagnostic invariant to the choice of core method. The output encompasses four treatment-conditional quantities: tail shape $\hatξ(t)$, deep-tail return levels $\hat{Q}_α(t)$, conditional shortfalls $\hat{S}_α(t)$, the recovered mean ADRF, and an explicit refusal mechanism that declines extrapolation when extreme-value modeling is unsupported by the data. Compared to kernel-weighted quantile regression (QR), the proposed estimator reduces deep-tail ($α=0.001$) return-level MAE by 11% and conditional-shortfall MAE by 25.5% across a heavy-tailed panel. It also achieves a 20-29% MAE reduction in sample-scarce regimes ($n\le2000$). On freMTPL2 motor-insurance claims, it successfully triggered an explicit extrapolation refusal on the log-claim scale, which neither QR nor loss-only DML can produce.

When treatment effects are naturally expressed as ratios -- as in medicine, pricing, and marketing -- the ratio-based CATE $τ(x) = E[Y|W=1,X=x] / E[Y|W=0,X=x]$ is the appropriate estimand. Yet existing estimators either impose a log-linear parametric structure or apply generic regression without robustness guarantees for this functional. We introduce the Q-Learner, which decomposes $τ(x)$ into a product of two odds ratios, reducing ratio-CATE estimation for binary outcomes to two propensity classification tasks. We further derive doubly robust augmentations for both S/T- and Q-style ratio learners and characterize their distinct robustness properties. In benchmarks on seven RCT datasets, the Q-Learner is the most consistently competitive method in low-conversion regimes, where its propensity-only construction sidesteps the imbalanced regression that hurts outcome-based estimators. On four observational datasets, where propensity must be estimated and confounding cannot be ruled out, the DR learners introduced here decisively come out on top, making them practitioners' natural default for confounded observational data.

Importance weighting (IW) is a golden solver for joint distribution shift, where the joint distributions differ between the training and test data. To solve this problem, IW estimates test-to-training density ratios as importance weights and reweights the training losses accordingly. Recent advances in dynamic IW (DIW) integrate weight estimation into model training, enabling scalable IW for deep models and achieving strong performance on large modern datasets. Despite its promise, DIW remains limited in two aspects. First, it incurs substantial computational overhead by solving a kernel mean matching (KMM)-induced optimization problem to convergence in every mini-batch. Second, it relies solely on KMM for weight estimation, whereas the IW literature contains diverse estimation methods based on different divergence measures. In this paper, we propose accelerated DIW (ADIW), a unified and efficient IW framework for deep learning under joint distribution shift. ADIW performs a few lightweight projected gradient descent updates that warm-start from previously updated weights, substantially improving efficiency. Moreover, ADIW generalizes DIW into a unified divergence-minimization framework that supports diverse weight-estimation methods in a plug-and-play manner, including those based on the Kullback-Leibler divergence, squared distance, and Wasserstein-1 distance. We establish convergence guarantees for ADIW under mild conditions, and empirical results demonstrate that ADIW achieves state-of-the-art IW performance while being substantially more efficient.

We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $M$-component mixture distributions, we propose a family of estimators derived from the stochastic mirror descent (SMD) algorithm. This optimization-based approach provides a principled and flexible framework that generalizes traditional estimators and proposes a variety of novel estimators through the choice of Bregman divergences. A key advantage of our method is that it scales efficiently with the number of candidate components $f_i$; that is, one can employ a large set of basis distributions in the mixture model without incurring significant computational overhead. This enables richer approximations and improved estimation accuracy. Moreover, in the case of categorical distribution (discrete outcomes) our estimators do not require a strict lower bound, in other words our framework does not require the precise knowledge of the support of the distribution. We demonstrate that, under mild conditions, the proposed $\varphi$-SMD estimators achieve near-optimal convergence rates in both Kullback-Leibler (KL) divergence and $\ell_2$-norm and offer practical benefits when computation is expensive. Our numerical analysis highlights improved performance guaranties over classical estimators, particularly in terms of sample efficiency and scalability.

Evaluating large language models increasingly relies on LLM-as-a-judge protocols, but such evaluations remain costly: different judges have different prices and reliabilities, and the difficulty of each prompt-response pair can vary substantially. This raises a basic allocation question: under a fixed budget, how should one distribute evaluation queries across heterogeneous judges and instances to obtain the most accurate score estimates? We formalize this question as budgeted heteroskedastic multi-judge estimation. Given $K$ prompt-response pairs, $J$ judges with known costs, and unknown query-judge variances, the goal is to estimate a bounded score vector while minimizing an $\ell_p$-error. Our first contribution is to analyze the inverse-variance weighted estimator (IVWE) and to derive the oracle allocation that minimizes its error rate. Since this allocation depends on the unknown variances, we then address the practical unknown-variance setting by proposing EST-IVWE, an adaptive algorithm that constructs and leverages optimistically biased variance estimates to stabilize the empirical allocation. We prove that EST-IVWE matches the oracle IVWE rate up to lower-order terms in the budget. Our second and central theoretical contribution is a matching local minimax lower bound, which establishes the instance-optimality of the proposed algorithms. A key technical insight is that Fano-type high-probability arguments are too coarse for this problem: their packing construction loses the local variance structure that governs the optimal allocation. We instead use an Assouad-type in-expectation argument, based on local perturbations, which preserves this structure and yields the sharp allocation-dependent lower bound. Finally, we numerically validate the superiority of our approach over naïve uniform allocation on synthetic and HelpSteer2 datasets.

Decision trees assign identical confidence to instances near and far from each split threshold. We introduce ternary decision trees, which augment each split node with an uncertainty zone of half-width delta. A decision-theoretic framework characterises the optimal zone width delta* as the solution to a node-local cost-minimisation problem; four formal properties are established: accuracy decomposition, a sufficiency condition for decided accuracy improvement, an exact efficiency characterisation (eta = Dec-Acc minus Acc_u, the accuracy gap between decided and boundary-uncertain predictions), and asymptotic consistency of the margin method. Instances within the zone receive predictions by weighted blending of both child subtrees and are flagged as boundary-uncertain. We propose and evaluate five delta-estimation methods: quality-plateau (plateau width of the split criterion curve), class-overlap (empirical class-distribution overlap), gain-ratio (split quality relative to split entropy), node-bootstrap (threshold variance under node-level resampling), and margin (SVM-inspired distance to the nearest cross-class training example). All methods reuse statistics already computed during standard CART split finding, requiring no external noise specification. Evaluated across 71 of the 72 OpenML-CC18 datasets with 5-fold cross-validation, all five methods with probabilistic routing significantly outperform standard CART on decided accuracy (Wilcoxon signed-rank, p < 0.001). The margin method achieves the best efficiency (0.104 accuracy gain per unit flagging rate), wins on 42 of 72 datasets, and requires zero hyperparameters. Analysis on Breiman synthetic benchmarks confirms margin is self-calibrating on clean data. On mammography, node-bootstrap achieves +0.71% decided accuracy by flagging 10.8% of cases as boundary-uncertain.

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

Recommender systems trained on user interaction data are susceptible to behavioral intensity imbalance--a systematic distortion arising from heterogeneous engagement patterns across users. This imbalance skews feedback signals such that observed interactions no longer faithfully reflect true preferences, causing models to disproportionately amplify signals from highly active users while underrepresenting others, which ultimately degrades recommendation quality and robustness at scale. To address this issue, we propose a nonparametric contrastive percentile approximation framework, PEARL, that models relative preference signals instead of absolute engagement magnitudes. Building upon relative advantage debiasing, PEARL leverages real contrastive interaction samples to approximate percentile relationships directly, without relying on auxiliary distribution estimation models. We provide theoretical justification demonstrating that such pairwise comparisons yield unbiased estimates of percentile-based preference signals. For broader applicability, we introduce a prediction-based bootstrapping mechanism for percentile smoothing to handle sparse and discrete feedback, alongside a generalized value-weighted formulation and a co-training strategy to enhance both modeling flexibility and representation learning. Extensive offline experiments demonstrate that PEARL effectively mitigates behavioral bias and consistently improves recommendation performance across multiple ranking targets. Deployed in a production livestream platform with a combined user base of billions, online A/B testing confirms substantial real-world gains: +2.10% Watch Duration, +0.80% Consumption Amount, +1.49% Interaction Rate, and -6.91% Report Rate.

We study the problem of selecting covariates for unbiased estimation of the total causal effect.Existing approaches typically rely on global causal structure learning over all variables, or on strong assumptions such as causal sufficiency - where observed variables share no latent confounders - or the pretreatment assumption, which limits covariates to those unaffected by the treatment or outcome. These requirements are often unrealistic in practice, and global learning becomes computationally prohibitive in high-dimensional settings.To address these challenges, we propose a novel local learning method for covariate selection in nonparametric causal effect estimation that avoids both the pretreatment and causal sufficiency assumptions. We first characterize a local boundary that contains at least one valid adjustment set whenever one exists for identifying the causal effect, and then develop local identification procedures to efficiently search within this boundary.We prove that the proposed method is sound and complete. Experiments on multiple synthetic datasets and two real-world datasets show that our approach achieves accurate causal effect estimation while substantially improving computational efficiency.

Uniform sampling on implicitly defined manifolds is a core primitive in motion planning, constrained simulation, and probabilistic machine learning. MASEM addresses this problem by entropy-maximizing resampling, but its resampling weights depend on a local k-nearest-neighbour density estimate whose errors can be amplified by aggressive resampling temperatures. We ask whether a polynomial-maximization moment estimator can replace the plug-in density rule without changing the surrounding MASEM architecture. The proposed PMM-MASEM module computes shell spacings from nested k-nearest-neighbour radii, estimates their standardized cumulants, and uses a gated PMM2/PMM3 estimator only when the spacing distribution departs from the flat Exp(1) regime; otherwise it falls back to the plug-in/MLE rule. This fallback is essential: on a flat homogeneous manifold the plug-in estimator is already the MLE, so PMM should not outperform it. A local Known-DGP Monte Carlo experiment confirms this gate: the selector returns MLE on flat Exp(1) spacings and reduces density MSE by 22--36% on asymmetric gamma and boundary-spacing regimes. The evidence is not uniformly positive: PMM3 worsens a platykurtic uniform spacing law, and a lightweight resampling-proxy experiment improves seven-lobes coverage but degrades the sine and swiss-roll proxies. The current evidence therefore supports an applicability-boundary result rather than a general MASEM improvement claim.

Spacecraft pose estimation networks require tens of thousands of CAD-rendered images to be trained. This reliance on synthetic CAD data (i) limits applicability to targets with reliable geometry prior, excluding uncooperative or poorly documented spacecraft, and (ii) causes poor generalization to real on-orbit conditions due to unrealistic illumination and material appearance. This paper introduces a NeRF-based image augmentation method that enables the learning of spacecraft pose estimators from only a few tens to a few hundreds of images. The method learns a Neural Radiance Field of the target and generates a large, diverse dataset through geometrically-consistent viewpoint and appearance augmentation. This augmented dataset enables the training of accurate target-specific pose estimators without requiring a CAD model or large synthetic datasets. Experiments show that our approach supports the training of accurate pose estimators from only 25 to 400 realistic images, even under severe illumination variations. When applied on large CAD-based synthetic datasets, the NeRF-based augmentation also enhances out-of-domain generalization, yielding improved robustness to real on-orbit conditions.

We investigate the asymptotic properties of the Lévy Adaptive B-spline (LABS) regression model, a Bayesian nonparametric method that incorporates B-spline kernels into the Lévy Adaptive Regression Kernel (LARK) model. LABS applies splines of varying degrees with independently defined knots, yielding a flexible model class capable of adapting to irregular and locally structured features of the true function. Within the nonparametric regression framework with univariate random design and Gaussian errors, we establish that the LABS posterior contracts around the true function in Besov classes at nearly minimax-optimal rates, up to a logarithmic factor, while adapting automatically to unknown smoothness. This study contributes to filling a gap in the literature, where theoretical results on posterior contraction of the LARK model in Besov spaces remain scarce. Simulation experiments on standard test functions in Besov spaces, including Blocks, Bumps, HeaviSine, and Doppler, complement the theoretical results and demonstrate the practical utility of LABS.

We develop a rigorous statistical theory of multi-head attention (MHA) as an ensemble of Nadaraya-Watson (NW) kernel regression estimators. Building on the algebraic identity between single-head softmax attention and the NW estimator, we prove that MHA is a structured ensemble of H NW estimators, each operating in a distinct learned projection subspace of the key space. We derive an explicit Bias-Variance-Covariance decomposition of the MHA mean squared error, showing that variance reduction depends not merely on the number of heads H but fundamentally on the decorrelation of head outputs. Decorrelation is governed by the principal angles between learned projection subspaces: orthogonal projections yield maximum variance reduction; aligned projections yield none. We introduce the Head Diversity Index (HDI), a computable spectral measure of inter-head decorrelation, and prove that MHA mean squared error is monotonically decreasing in HDI. This provides the first rigorous theoretical explanation for the empirically observed specialization of attention heads. Under a fixed total-dimension budget D = H * d_k, we solve the optimal head-dimension allocation problem, deriving the MSE-minimizing pair (H*, d_k*) from data distribution and regression smoothness. The solution yields a new architectural scaling law: the optimal per-head dimension grows logarithmically with training set size, while the optimal number of heads grows nearly linearly with the total budget D. Our framework unifies three strands of prior work: the NW theory of single-head attention, the general weighting theory for ensemble learning, and the decorrelation-variance-reduction isomorphism between biological and computational ensembles. Multi-head attention is the Transformer's instantiation of a universal principle: identical agents plus diversity-enforcing mechanisms yields emergent optimality.

Physical computing systems provide a promising route toward hardware-native machine learning, but their computational capabilities remain difficult to characterize in a principled, task-independent, and data-efficient way. We extend the Information Processing Capacity (IPC) framework to stationary physical computing systems and establish several fundamental results: individual capacities are bounded between zero and one, their sum over a complete basis is bounded by the number of readouts, and noise strictly reduces this bound. We address the finite-sample estimation of IPC and derive the asymptotic form of the systematic positive bias affecting naive estimators. Building on these results, we introduce data-efficient estimation methods based on Richardson extrapolation and Sobol quasi-random sampling. We validate the framework experimentally using a photonic computing system based on picosecond laser pulses propagating through a nonlinear optical fibre. By varying the laser power and fibre length, we observe systematic shifts of the IPC distribution toward higher-order nonlinear capacities induced by the Kerr effect. Finally, we demonstrate that the total IPC strongly correlates with performance on benchmark machine-learning tasks and provides a reliable estimate of the effective dimensionality of the system. These results establish IPC as a practical bridge between the intrinsic dynamics of physical computing systems and their machine-learning performance.

Tensor-valued data arise naturally in neuroimaging, genomics, climate science, and spatiotemporal networks, where multilinear dependencies across modes carry information that is destroyed under vectorization. Existing approaches either impose a single low-rank structure, which can miss localized signal, or treat the tensor as a long vector, which discards its multiway geometry. We propose a Dual-Channel Tensor Neural Network (DC-TNN) that decomposes each tensor input into a low-rank core and a sparse refinement, and processes the two components through coupled neural channels. The framework is structure-agnostic and accommodates CP, Tucker, and tensor-train cores within a single architecture. For estimation, we establish non-asymptotic risk bounds for the DC-TNN estimator that decompose into network approximation, core estimation, and refinement-selection terms, and show that the effective dimension is determined jointly by the core rank and refinement sparsity rather than by the ambient tensor size. For inference, we develop a structure-aware conformal ROC procedure that calibrates within the core-refinement latent space and produces ROC and AUC confidence bands with finite-sample, distribution-free coverage. Building on this, we propose a conformal structure selector that, to our knowledge, is the first distribution-free procedure for choosing among candidate tensor decompositions with finite-sample validity. Simulations and an analysis of a protein dataset demonstrate competitive predictive accuracy, reliable uncertainty quantification, and consistent recovery of the tensor structure.

Self-distillation has emerged as a promising technique for improving model performance in modern machine learning systems. We develop the statistical foundations of self-distillation in spiked covariance models, by introducing and analyzing a broad class of estimators, namely spectral shrinkage estimators. We establish that for spiked covariance matrices with $s$ spikes, $s$-step self-distillation achieves optimal performance among spectral shrinkage estimators, outperforming well-known estimators in statistics and machine learning. Moreover, we show that $s$ steps are necessary for optimality: any $(s-k)$-step distilled estimator is strictly suboptimal for $1 \leq k \leq s$. For the special subclass of isotropic covariances, we show that optimally tuned Ridge regression performs best among spectral shrinkage estimators. We also study a federated approach where multiple data centers share spectral shrinkage estimators and a common server seeks to aggregate them to achieve optimal performance. In this case, we find that the best local rule again takes the form of self-distillation, though it differs from the optimal rule when data are hosted centrally on a single server. Together, our results elucidate why self-distillation improves predictive performance and provide a broader statistical framework connecting it with classical shrinkage-based methods.

We study the multi-task linear regression problem in the presence of contaminated tasks. We address the setting where the unknown parameters of a majority of tasks are close in the $\ell_2$-norm, while a fraction of tasks are arbitrary outliers. Existing theoretical frameworks for this problem rely heavily on the assumption that the empirical second moment of each task has a minimum eigenvalue bounded away from zero (order $Ω(1)$). Crucially, this assumption fails in many high-dimensional scenarios, rendering prior guarantees vacuous. To overcome this limitation, we propose an estimator based on matrix-weighted norm regularization. We also introduce a relative balancedness condition, quantified by a balancedness constant, that compares each task's second moment with the average inlier geometry and relaxes the need for taskwise second-moment lower bounds. In favorable regimes with moderate balancedness, our prediction MSE bounds match the rate of Duan and Wang (2023) under substantially weaker spectral assumptions; the resulting task-overall MSE is minimax optimal up to logarithmic factors. Furthermore, we demonstrate that our estimator enjoys a safety guarantee: when the relevant balancedness constant is large or infinite, or when tasks are unrelated, the method performs no worse than independent task learning.

Individualized treatment selection with continuous actions requires accurate causal response estimation in decision-relevant regions, rather than uniformly over the entire action space. Estimating a global causal response surface and then choosing the treatment that maximizes it can therefore be suboptimal, since standard estimation objectives allocate modeling effort according to the observed treatment distribution rather than the regions that determine the optimal decision. While decision-aware approaches have been studied in unconfounded settings, this problem remains underexplored in proximal causal inference, where proxy variables and bridge functions enable identification under suitable assumptions even in the presence of hidden confounding. Despite recent progress, proximal methods have primarily focused on treatment-effect and potential-outcome estimation rather than treatment selection and optimal decision-making. To bridge this gap, we introduce a policy-targeted weighted bridge loss that emphasizes decision-relevant treatment regions while retaining global stabilization. We prove a regret bound showing that the proposed weighted bridge loss controls treatment-selection regret through a weighted ill-posedness constant. We instantiate the framework in decision-aware variants of several proximal bridge solvers, yielding practical algorithms that alternate between weighted bridge estimation, response-surface projection, policy update, and weight refinement. Empirically, we find that decision-aware weighting reduces regret across several bridge solvers, suggesting improved treatment selection in proximal settings.

Machine learning systems increasingly face requirements to forget not only individual data points, but entire domains of information, such as toxic language, copyrighted corpora, or demographic biases. This raises a fundamental dilemma of statistical-computational tradeoffs: removing all samples from an unwanted domain may be computationally prohibitive, while randomly removing a subset may not provide distribution-level statistical guarantees. We propose a statistical framework for distributional unlearning, in which domains are modeled as probability distributions, and the goal is to remove a carefully chosen subset of samples that reduces the effect of an unwanted distribution while preserving performance on a desired one. We formalize this using a hypothesis test of the edited data with the desired and unwanted domains, leading to an interpretable and robust criterion for selecting samples to remove. Within this statistical framework, we characterize the fundamental region of the allowable edited data distributions and the removal-preservation Pareto frontier for a broad class of distribution families. This includes parametric families such as shifted Gaussians of arbitrary dimension, a one-dimensional location family with log-concave noise, and the one-dimensional Poisson family. It also includes nonparametric families such as the Gaussian white noise model, a canonical model for nonparametric regression. We prove composition rules that describe how distributional unlearning behaves across multimodal unwanted domains, and introduce a central-limit behavior for the removal-preservation baselines when composing a large number of such families. Finally, we provide finite sample guarantees by providing Pareto frontiers for some selection algorithms, and observe an information-computation gap.

Differential privacy changes the effective sample size governing CVaR learning. For tail mass $τ$, the privacy-relevant sample size is not $n$, but $nτ$; equivalently, the effective private tail sample size is $εnτ$. Private CVaR excess risk decomposes into ordinary tail-risk statistical error and a privacy price. This decomposition is complete for scalar estimation and finite classes: scalar estimation has rate $Θ(B \min\{1,(nτ)^{-1/2}+(εnτ)^{-1}\})$, and finite classes of size $M$ have rate $Θ(B \min\{1,\sqrt{\log(2M)/(nτ)}+\log(2M)/(εnτ)\})$. These complete rates hold under pure DP, and their lower bounds extend to approximate DP in the stated small-$δ$ regimes. For convex Lipschitz learning, modular upper and lower reductions show that the CVaR-specific privacy term necessarily scales as $1/(εnτ)$, with dimension dependence inherited from private stochastic convex optimization. Together, these results identify ordinary private learning on $Θ(nτ)$ informative tail records as the canonical hard subproblem inside private CVaR learning.

Autoregressive next-token training offers a unified formulation for image generation and text understanding, but it also creates strong modality competition that destabilizes optimization and limits large-batch scaling. We show that first-order optimizers such as AdamW are vulnerable to cross-modality gradient heterogeneity, while second-order preconditioning, particularly SOAP, provides a more stable basis for multimodal alignment. Building on this insight, we propose \emph{ML-FOP-SOAP}, a second-order optimization framework with Multi-Level Variance Correction. Our Fisher-Orthogonal Projection suppresses variance-induced modality conflicts, reducing the trade-off between visual generation and textual understanding. To make this practical under large gradient accumulation, we introduce a hierarchical folding strategy that captures fine-grained variance with low micro-step overhead. Experiments on Janus and Emu3 show consistent gains across both modalities and stable training at batch size 8192. Compared with AdamW, our method improves sample efficiency by up to $1.4\times$ and accelerates wall-clock training by up to $1.5\times$, offering a robust optimizer for scaling multimodal foundation models.

We introduce an empowered transposed Fully Connected Weighted (t-FCW) graph representation to embed point clouds into a metric space. While original t-FCW has shown promising results for point cloud classification, the reasons behind its effectiveness and its broader applicability remained unclear. In this work, we analyze the properties that make the empowered and original t-FCW effective and design a network that uses the empowered t-FCW exclusively as feature extractors. From an interpretability perspective, we build memory banks for classification, part segmentation, and semantic segmentation using the empowered t-FCW. Our analysis reveals that the empowered t-FCW inherits robustness from surface descriptors, provides interpretability through dimension-wise relations. These properties enable a highly efficient and interpretable network, which processes the ModelNet40 classification problem in approximately 7 seconds on an NVIDIA RTX A5000 GPU. Importantly, empowered t-FCW can function both as a lightweight standalone baseline and as a complementary plug-in to existing deep models.