Gaussian Mixture Models

We study federated soft clustering over federated learning (FL) networks of devices that each hold a private local dataset and fit a personalized Gaussian mixture model (GMM). Generalized total variation minimization (GTVMin) couples the local maximum likelihood problems through a graph regularizer that penalizes a discrepancy between the models of connected nodes. The choice of discrepancy measure is a key design decision: we compare a squared Euclidean distance between model parameters, which requires component matching, with two measures that compare the local model distributions directly and hence need no matching: a Monte-Carlo approximated Kullback-Leibler (KL) divergence and a closed-form maximum mean discrepancy (MMD). All three resulting GTVMin instances are optimized by synchronous projected gradient updates; for the smooth MMD instance we provide a convergence guarantee to stationary points. We characterize their computational cost and evaluate their robustness to data heterogeneity.

Probabilistic certification of Bayesian neural networks lower-bounds the posterior probability that a model satisfies a verifier-defined safety property. In one-shot federated Bayesian learning, however, the deployed model is obtained by aggregating parameters drawn from client-specific posterior distributions, so local certificates do not directly guarantee safety of the aggregated model. This paper develops a deployment-consistent certification framework by propagating local posterior events through the deployment aggregation rule, with an exact geometric characterization for Federated Averaging (FedAvg). Each client constructs disjoint hyper-rectangular regions in parameter space and computes their probability masses. The server forms Cartesian products of these regions, maps them through the deployment rule, and retains a product event only when its aggregation image is verified to satisfy the safety property. Under independent client posteriors, each product-event probability factorizes into local masses, and summing verified disjoint events yields a lower bound on safety probability of the deployed model. For FedAvg with nonnegative aggregation coefficients, the image of a Cartesian product of axis-aligned hyper-rectangles is exactly a weighted hyper-rectangle, introducing no set over-approximation. We distinguish the proposed transported-event certificate from direct certification under posterior distributions induced by FedAvg and Product-of-Gaussians aggregation. Experiments on MNIST and Fashion-MNIST under label-Dirichlet heterogeneity show that the transported FedAvg certificate ranges from 22.51% to 46.89%, while direct global certificates range from 72.05% to 91.39%. Results show that predictive accuracy and certifiable safety do not necessarily follow the same trend, and that global posterior constructions can exhibit distinct certification behavior across architectures.

We study the training dynamics of multiclass logistic regression on high-dimensional Gaussian mixture models with a large number of classes and establish precise scaling laws governing the cross-entropy risk under gradient-based optimization. We show that learning proceeds sequentially across classes, from most to least frequent. When the class priors follow a power law distribution, the risk dynamics decompose into three phases: an initial plateau until the first class is learned, a power-law decay regime during which sequential learning occurs, and a final convergence regime. We then analyze how model capacity interacts with optimization under a fixed compute budget. When the effective dimension is restricted via projection onto leading principal components, the risk decomposes into a capacity term (a power law in the retained dimension) and an optimization term (a power law in training time). Optimizing this tradeoff yields a compute-optimal scaling law for logistic regression, with explicit prescriptions for model size and training time as functions of compute. These results extend theoretical scaling laws from linear regression to multiclass classification, while connecting to empirical scaling laws observed in large-scale neural networks.

Most single-channel separators estimate a source by applying a real gain to the mixture in each time-frequency bin. The optimum of that format, which the oracle masks used as bounds do not attain, is the orthogonal projection of the source onto the line spanned by the mixture, its residual set by the angle between them. Locating an estimator reduces to the block structure of a real-linear operator on stacked spectra, giving a chain of four nested classes whose three larger terms match three assumptions on the prior: zero means, circularity and absence of inter-frequency coupling. Held fixed the chain is a cascade of four orthogonal projections; refitted per frame it collapses onto its first term, attributing the whole residual to one missing real parameter per bin, the phase. When the phase posterior is symmetric about the mixture direction, the minimum mean-square estimate falls back onto the line, with gain the posterior mean of the oracle gain and excess error its variance. On MUSDB18 a posterior mean under a non-circular Gaussian-mixture prior leaves the class yet stays 11.44 dB under the per-frame ceiling, which four times as many components and 7.5x the data do not close; a closed-form gate attributes some 70% of it, in decibels, to the predicted variance. The widest fixed class stays 6.70 dB under the same ceiling. Leaving the class and minimising squared error are conflicting requests: the barrier lies in the criterion rather than in the prior.

We present the mathematical foundations of linear independent component analysis (ICA) models based on standard literature in a self-contained note. It is aimed at readers with a background in measure-theoretic probability theory. We first develop the theory of the characteristic functions of probability measures on $\mathbb{R}^d$, including their analyticity and the way in which they determine and characterise the distributions. We then focus on several identifiability results of ICA models with successively strengthened assumptions on the sources: from merely non-constant, to non-Gaussian, to Gaussian-free independent sources. Under the strictest assumptions, we show that the independent sources are identifiable up to translation, permutation, scales and signs, and this even in the presence of additive Gaussian noise. Furthermore, we present the online equivariant gradient descent ICA algorithm for recovering the independent sources from data, in the standard complete noiseless non-Gaussian ICA setting.

Clustering is a fundamental class of data analysis techniques with the most important representatives being centroid-based methods like $k$-means. Such methods are strongly connected to quantization problems, which aim to approximate general probability measures with discrete ones. For example, $k$-means corresponds to quantization with respect to the Wasserstein distance. While Wasserstein quantization clusters points within a fixed space, this paper studies Gromov-Wasserstein (GW) quantization, which additionally aims at clustering the ambient geometry of the space. We show existence of solutions to the GW quantization problem and give a characterization that justifies an analogue to the $k$-means algorithm (Lloyd's algorithm) to approximate them numerically. We further calculate the quantization rate for usual Euclidean geometries that are used in the GW context, and relate it to standard Wasserstein quantization rates. Finally, numerical experiments show that GW quantization opens up many modeling possibilities beyond normal clustering methods (e.g., for geodesic distances of 3D shapes or structured pruning of neural networks) and that the introduced algorithm leads to useful numerical solutions with approximation quality often in line with theoretically optimal rates.

Uncertainty Quantification (UQ) aims to measure the reliability of model predictions, serving as a critical safeguard for deploying Vision-Language Models (VLMs) in safety-critical scenarios. Post-hoc approaches are widely adopted due to their lightweight nature, mapping the outputs of VLMs to uncertainty measures through learnable modules or inductive summarization. However, Post-hoc approaches remain inherently confined to fitting the failure patterns of the source domain, ignoring the dynamic nature of test distributions. To address this challenge, we propose a Dynamic Distribution-Aware Uncertainty Quantification framework (DDA-UQ) that shifts the paradigm from static mapping to a dynamic distribution-aware process. During training, we leverage a Gaussian Mixture Model to model the VVLMs'embedding space and extract distributional evidence, thereby dynamically deriving uncertainty estimates. During inference, the design dynamically responds to changes in the data distribution. Extensive experiments demonstrate that our approach significantly outperforms state-of-the-art methods.

This paper introduces Mixtures of Geodesic Factor Analyzers (MGFA) on Riemannian homogeneous spaces. MGFA uses a geodesic factor model within each mixture component, providing greater expressiveness than mixtures of Riemannian radial distributions and enabling clustering of manifold-valued data with anisotropic subpopulations. We establish root-$n$ consistency for the MGFA maximum likelihood estimator (MLE), thereby filling a theoretical gap for mixtures of Riemannian radial distributions as a special case. We also propose an iterative estimation algorithm and implement it on spheres, shape spaces, and hyperbolic spaces. Numerical experiments show that MGFA substantially outperforms competing methods in well-specified regimes while remaining robust under model misspecification. Finally, case studies on corpus callosum and left hippocampus shape datasets demonstrate MGFA's effectiveness for both 2D contour and 3D shape analysis.

In overparameterised classification, training data can be linearly separable even when the underlying distribution is not. In this setting, gradient descent (GD) on the logistic loss diverges in norm while converging in direction to a max-margin interpolating classifier, whose implicit bias can be statistically suboptimal. In this work, we show that early stopping can overcome this suboptimality: in a Gaussian mixture model with label-flipping noise, GD stopped at an appropriate oracle time achieves minimax-optimal excess zero-one risk for covariance spectra with fast and continuous decay, including polynomial and exponential spectral decays. Our analysis combines a sharp upper bound for the early-stopped iterate with a matching statistical lower bound over arbitrary classifiers, yielding optimal rates that are validated by experiments. A central technical contribution is a new calibration result that converts excess logistic risk into excess zero-one risk; it handles the model misspecification induced by the label-flipping noise, and removes the square-root rate in standard bounds. We also establish a lower bound for linear interpolators, showing that interpolation can require exponentially more samples than early stopping to achieve the same excess risk.

We introduce a variational approach to a finite-temperature continuous-spin perceptron trained on a Gaussian mixture. The model allows for a broad class of concave utilities and log-concave separable prior measures on the spins. By combining the interpolation method with log-concavity and concentration estimates, we derive lower and upper minimax variational bounds for the limiting quenched pressure. Remarkably, the two bounds differ only in the order of optimization of two variational parameters, while all remaining extrema are controlled by the concave--convex structure of the variational potential. Whenever the two optimizations commute, the two bounds match and identify the solution of the model. The same potential yields the fixed-point equations as stationarity conditions and provides a unified route to the computation of the ground-state energy, training loss, and generalization error.

Lloyd's $K$-means algorithm, also known as naïve $K$-means, is a widely used ad hoc optimization heuristic, designed to minimize the sum of squared errors (SSE) across all $K$-partitions of a dataset via iterative cluster refinement. In this work, we establish a novel connection between Lloyd's algorithm and the Frank-Wolfe (FW) algorithm, a prominent first-order method for projection-free optimization. We demonstrate that Lloyd's algorithm is a special case of FW. Leveraging recent advances in FW methods for concave objectives, we derive a non-asymptotic $\mathcal{O}(1/t)$ convergence rate to a local minimum of the SSE objective. To account for empty clusters, an outcome possible under Lloyd's greedy assignment, we develop an FW variant for semismooth objectives while retaining the same convergence rate that is solely controlled by the initial SSE value. We illustrate our findings with a simulation study for spherical Gaussian mixtures and a real-world image segmentation dataset.

Camera-only 3D semantic occupancy prediction aims to infer voxel-wise scene semantics from multi-view images, yet remains fundamentally challenging due to depth ambiguity and occlusion. Along a single camera ray, multiple spatially separated surfaces may coexist, making occupancy inherently a multi-label existence problem rather than a single-depth estimation task. However, most existing approaches favor a single dominant depth hypothesis per ray, limiting their ability to model volumetric scenes under complex occlusion. To address this limitation, we introduce RayOcc, an occlusion-aware ray occupancy framework that reformulates ray modeling as multi-label existence prediction. Instead of predicting a categorical depth distribution, RayOcc estimates a non-normalized Gaussian mixture intensity along each ray and converts it into interval-wise occupancy probabilities via a Poisson event formulation, allowing multiple occupied hypotheses to coexist without enforcing mutual competition across depth. The predicted mixture components are interpreted as occupancy hypotheses to initialize sparse 3D Gaussian primitives, which are refined and rasterized for semantic occupancy prediction. Experiments on the nuScenes benchmark show that RayOcc achieves state-of-the-art overall IoU and mIoU among the compared Gaussian-based occupancy methods.

We study distributionally robust linear chance-constrained problems in which uncertainty is modeled by a Gaussian mixture model (GMM). Finite-support distributionally robust (FDR) formulations, widely used in data-driven robust optimization, robustify over empirical mixture support points and therefore primarily stress-test the fitted nominal mixture. This can be insufficient when service reliability depends on structural misspecification of the nominal mixture-support parameters. To address this limitation, we describe the ambiguity set of distributions by developing a novel formulation of a Wasserstein-2 metric that uses the Bures-Wasserstein (BW) metric over probability measures with finite second moments. Unlike FDR, which generally sets finitely many empirical support points a priori, the proposed ambiguity set allows the worst-case distribution to endogenously determine both how many mixture components receive mass and where their means and covariances lie within a continuous support. For the resulting ambiguity set, under mild regularity conditions, we prove strong duality for the inner worst-case chance-constraint problem and derive its semi-infinite reformulation. We then develop an adaptive cutting-surface algorithm, which endogenously determines the locations of mixture components receiving mass, and the mean and covariances of the Gaussian distributions at these locations. The algorithm attains any prescribed optimality gap in finitely many iterations, while a block-alternating local search identifies new components. A case study using the electric-vehicle charging-station energy-allocation problem demonstrates the framework's practical value in achieving any reliability targets. CDR also induces structural changes in energy allocations, unlike FDR, whose allocations remain close to the nominal solution.

Drift detectors that work tend not to explain themselves, and drift detectors that explain themselves tend to fail in high dimension. We close that gap for Gaussian mixture models (GMMs): each fitted component is a named "regime," and the fraction of a stream window matching no regime -- its unexplained mass -- is a drift signal that is simultaneously its own explanation. We identify why this statistic collapses in high dimension and repair it. Under a correct component a normal point in d dimensions lies about sqrt(d) sigma from the mean, so once d exceeds 9 essentially every point exceeds a fixed 3-sigma radius: window-level ROC-AUC is exactly 0.50 on Satellite (d=36) and Optdigits (d=64). Calibrating the radius to sqrt(chi-squared_d(0.99)) removes the collapse -- AUC 1.00 and 0.89 -- while leaving low dimensions unchanged. Across seven public benchmarks, five seeds, and eight model-free detectors spanning the kernel, classifier, projection, density-difference, transport, likelihood and partition families, the repaired statistic is best or tied-best on five of seven datasets at 10% window contamination (its two losses are Pendigits, where the whole field beats it, and Optdigits), and as contamination becomes sparse the sample-level detectors fade toward chance while it degrades most gracefully: at 2% its mean AUC across the benchmarks is 0.86 against at most 0.73 for any model-free detector (1.00 vs. MMD's 0.72 on KDD-http) -- while alone among them reporting which regime the data left and how far outside it the window lies. We delimit its scope honestly: unexplained mass detects and explains novel-regime drift but is blind by construction to in-support re-weighting of known regimes, where distribution-level tests are required and explain nothing; and the underlying density model's EVT-calibrated false-alarm rates degrade above d of about 36. All code and experiments are released.

We study sparse random geometric graphs generated by connecting pairs of high-dimensional vectors whose inner product exceeds a threshold. The latent vectors are sampled either uniformly from the sphere or from a standard Gaussian distribution. Although every edge appears with probability $p$, the edges are dependent through their shared latent vectors. For the spherical model, at the connectivity scale $np=Ω(\log n)$, we prove $\|A-\mathbb E A\|=O\left(\sqrt{np\log n}+npτ\right)$, with high probability, where $τ$ is the cap threshold. This sharpens the spectral norm bound of Liu, Mohanty, Schramm, and Yang (2023) under weaker assumptions. An analogous result holds for the Gaussian model after removing the fluctuations of the vector norms, yielding improved global synchronization guarantees for the homogeneous Kuramoto model. We then recover the latent geometry from the leading eigenspace. When $np\gg\log n$, both the latent vector and relative Gram matrix errors vanish provided $d\ll np\log(1/p)/\log n$. The required lower dimension is only $d\gg\log(1/p)$ for the spherical model and $d\gg\log^2(1/p)\log n$ for the Gaussian model, improving the recovery guarantees of Li and Schramm (2023). Finally, we prove the first exact recovery result for the Gaussian mixture block model of Li and Schramm (2023). At the optimal connectivity scale $np=Ω(\log n)$, a polynomial-time semidefinite program exactly recovers all labels in a moderate-separation regime, whereas larger separation makes exact recovery impossible because isolated vertices appear with high probability. Our proofs combine orthogonal polynomial expansions, decoupling, and matrix concentration, avoiding the trace-moment arguments used in previous work.

Heavy-tailed data arise in many domains where rare events carry disproportionate importance, such as imbalanced image datasets, financial returns, and weather extremes. Standard diffusion and flow-matching models typically begin from Gaussian noise or Gaussian source distributions, which yield tractable training targets but provide a poor inductive match for heavy-tailed data. We propose Heavy-Tailed Flow Matching via Random Clocks (HTFM), a framework that portrays heavy-tailed sources as mixtures of clock-conditioned Gaussian sources. Conditioning on a given clock path, the source distribution and flow are Gaussian; marginalizing over the clock gives a Gaussian scale mixture covering Gaussian, $α$-stable, and Student-t families. To make the clock-conditioned vector field practical, we encode the path-valued clock using truncated logsignature features, allowing the velocity field to adapt to the realized conditional space with negligible overhead. Empirically, on 2D imbalanced $α$-stable mixtures, CIFAR10-LT, and HRRR weather fields, HTFM improves mode coverage, sample quality, and tail-statistic recovery over Gaussian flow matching and competitive heavy-tailed baselines, while retaining the low-NFE sampling advantage of flow matching. Moreover, the random-clock formulation further provides a practical tail-control interface: by varying only the clock law or tail parameter, the same architecture can calibrate the ``heaviness'' of generated tails across different distribution families.

Anomalous Sound Detection (ASD) aims to determine whether faults have occurred by monitoring sounds. Existing methods detect a limited range of anomalies, exhibit poor generalization, or train a separate model for each machine. Diffusion models possess strong generalization and can generate specific data with condition guidance. We propose a unified diffusion model only with a small module. The audio is first transformed into log-Mel spectrograms. The lightweight module embeds machine IDs into condition embeddings, guiding the model to reconstruct data for specific machines. Then diffusion model reconstructs data with condition, using Gaussian Mixture Models to fit the distributions of reconstruction errors. Our unified model could monitor multiple machine types and learn more fundamental feature spaces with cross-domain learning. Experiments on DCASE2022 Challenge Task 2 show that our model achieves 3.44% AUC and 2.52% pAUC improvements over baseline, validating its effectiveness.

Large Vision-Language Models (LVLMs) face significant challenges in long video understanding due to the excessive computational cost and information loss associated with uniform sampling. Existing keyframe selection methods often treat video frames as atomic entities and allocate visual budgets equally, thereby overlooking high-level semantic structures and introducing substantial redundancy. To address these limitations, we propose GMM-EVA (Gaussian Mixture Modeling for Event-Aware Visual Allocation), which leverages Gaussian Mixture Models to model event-level structure from discrete frame-wise observations. A differentiated allocation strategy is then applied to preserve one primary high-resolution keyframe per event for high-fidelity detail, while utilizing lower-resolution secondary keyframes to maintain temporal context and optimize token budgets. GMM-EVA is a training-free, plug-and-play framework that generalizes robustly across various relevance measures and downstream LVLMs. Extensive experiments on multiple long video benchmarks demonstrate that our method significantly outperforms uniform sampling. Notably, GMM-EVA achieves comparable performance to baseline selection methods while utilizing only approximately half of the visual token budget, highlighting its superior efficiency and effectiveness.

Suppose we observe two sets of $n$ Gaussian vectors in $\mathbb{R}^d$, with the promise that, after applying a permutation of $[n]$ and a rotation of $\mathbb{R}^d$, the two sets are $ρ$-correlated. The Procrustes matching problem asks us to recover the unknown permutation of $[n]$ that aligns the two sets. The problem is well-studied in the low-dimensional regime $d=O(\log n)$, but the high-dimensional regime $d\gg \log n$ has remained largely uncharted: prior matching guarantees require nearly perfect correlation $ρ=1-o(1)$, even for information-theoretic recovery. Our main result is a polynomial-time algorithm for exact recovery at constant correlation. The algorithm works by computing and comparing weighted counts of a specially chosen family of ``wide'' trees. So long as $d\ge \mathrm{polylog}(n)$, the algorithm succeeds with high probability for any $ρ^2>\sqrtα$, where $α\approx 0.338$ is Otter's tree-counting constant. We complement this algorithmic result with an improved information-theoretic guarantee, showing that exact recovery is possible when $ρ^2 \gtrsim \max\{\log n/d,\sqrt{\log n/n}\}$. We also carry out a low-degree advantage calculation, which suggests that the condition $ρ^2 > \sqrtα$ is necessary for any tree-counting algorithm.

Brownian Bridge Diffusion Models (BBDM) offer an appealing framework for image restoration and inverse problems by constructing a stochastic bridge from the clean signal directly to the degraded observation, rather than to pure noise. Despite their promise, the choice of bridge schedule is typically inherited from heuristics, and a principled analytical framework for schedule design has been lacking. In this work, we develop such a framework by offering a novel analysis of BBDM reverse dynamics under a Mixture-of-Gaussians (MoG) prior. This setting yields a closed-form ideal posterior and a corresponding MMSE denoiser, while the BBDM-induced reconstruction law is captured analytically through a tractable surrogate. Building on these expressions, we formulate two complementary schedule-design objectives: a Wasserstein criterion targeting perceptual quality and an MSE criterion targeting reconstruction fidelity. Our work exposes an inherent tradeoff between the two and proves the existence of universal schedules for both that are independent of the degradation and prior. Extensive experiments on controlled MoG settings confirm full alignment between theory and practice, and experiments on the FFHQ dataset across inpainting, deblurring, and super-resolution tasks validate the practical value of our schedule-design criteria.

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.

Variational Autoencoders (VAEs) commonly assume a standard isotropic Gaussian prior over the latent space, an assumption that often fails to capture the true distribution of latent representations for complex datasets. This mismatch can limit reconstruction accuracy, reduce sample quality, and constrain the expressive power of the learned latent space. We propose the eXact-Prior Variational Autoencoder (X-VAE), a framework that replaces the conventional standard normal prior with a Gaussian prior derived from the latent representations of a pretrained autoencoder (AE). Specifically, the empirical mean and standard deviation of the AE latent codes are used to parameterize a data-adaptive prior that more closely reflects the underlying structure of the training data. During generation, X-VAE introduces a latent scaling factor that enables explicit control over the variance of the sampled latent vectors, providing a simple mechanism for balancing sample diversity and fidelity. This flexibility makes the proposed approach particularly well suited for applications such as industrial and engineering design, where generated solutions must satisfy strict structural or functional constraints while still permitting meaningful design exploration. We present the mathematical formulation of well-suited X-VAE, derive the corresponding KL divergence objective for the proposed prior, and evaluate the method on standard benchmark datasets. Experimental results demonstrate that X-VAE preserves reconstruction quality while producing latent representations that better align with the empirical data distribution, leading to improved controllability and more realistic generated samples.

Continuum robots offer key advantages in navigating unstructured environments, but their safe operation requires accurate estimation of the external contact forces acting anywhere along the robot body. Estimating these forces at unknown locations is an ill-conditioned problem, particularly for multiple contacts. We propose a unified shape and force estimation framework formulated on a factor graph. By incorporating a Gaussian mixture force parameterization into a discretized probabilistic Cosserat rod model, we reduce the dimensionality of the unknown external forces and mitigate the ill-conditioning of node-wise force estimation. The framework fuses strain, tendon tension, and pose measurements to simultaneously estimate the robot's shape and external forces while accounting for modeling and sensor uncertainties. Numerical simulations demonstrate that the proposed method outperforms existing methods in terms of force location and magnitude estimation for both single and multi-contact scenarios. We further present a progressive variant that introduces basis functions on demand to estimate contact forces sequentially during a simulated confined-navigation task.

We study the fundamental problem of learning a high-dimensional Gaussian truncated to an unknown halfspace. Lee, Mehrotra and Zampetakis (FOCS'24) recently obtained the first polynomial time algorithm for this problem, but their resulting sample and time complexity bounds are not optimal. Under non-trivial truncation, for any target accuracy $\varepsilon > 0$ and dimension $d$ we give an efficient algorithm that uses $n = \tilde{O}(d^2/\varepsilon^2)$ samples and learns the underlying Gaussian to error $\varepsilon$ in total variation distance. Our algorithm is also fast: its runtime is dominated by the cost of computing the empirical covariance matrix. Both our sample and time complexity are optimal in terms of $d$ and $\varepsilon$ even without truncation: in this regard, we can learn a Gaussian under halfspace truncation for free. The key ingredient behind our result is a novel reinterpretation of the low-degree moments of the truncated Gaussian in terms of a relative truncation parameter. This relative truncation parameter uniquely determines the parameters of the untruncated Gaussian and enables direct parameter recovery. This reinterpretation allows us to circumvent the time intensive projected stochastic gradient descent procedure that is widely used in learning under truncation.

Trajectory forecasting for autonomous driving has advanced rapidly, yet representative models often produce uninformative posteriors over forecast modes, causing problems for mode pruning. We trace this to a modeling-training mismatch: forecasters are typically modeled as conditional Gaussian mixture models (GMMs) but trained with a winner-take-all (WTA) loss that assigns each sample to its nearest mode. We argue that this K-means-like hard assignment (one-hot), while preventing mode collapse, is the source of uninformative mode probabilities: it over-segments the trajectory space, ignores relatedness among nearby modes, and yields assignment instability under small perturbations. Guided by this lens, we introduce two post-hoc treatments: (1) test-time posterior-weighted merging that aggregates nearby candidate trajectories; and (2) a one-step expectation-maximization (EM) update that replaces hard labels with soft responsibilities, sharing probability mass across neighboring modes. Across several WTA-trained architectures, these lightweight steps produce more informative, faithfully ranked mode posteriors and strengthen final forecasts on popular displacement metrics -- without retraining. Our analysis unifies recent design choices through a GMM-vs-K-means perspective and offers principled, practical corrections that better align training objectives with inference.

Preterm birth (PTB) prediction can enable targeted surveillance and timely intervention, yet most ultrasound-based models use a single selected transvaginal ultrasound (TVUS) frame per patient despite routine exams acquiring multiple cervical images. We formulate PTB prediction as a multiple instance learning (MIL) problem, representing each patient as a variable-sized bag of TVUS images with a single outcome label. To move beyond standard MIL aggregators that collapse a bag into a point estimate, we propose a Gaussian Mixture Model (GMM) pooling, which summarizes all images in a bag into a fixed-length representation by modeling their feature distribution. This design captures intra-patient variability. We evaluate the method on a private clinical cohort and on a public lymph node metastasis benchmark. For PTB prediction, GMM pooling improves over the instance-based model PR-AUC from 0.44 to 0.56. On the lymph node benchmark, it achieves state-of-the-art performance with 0.91 F1-score and 0.89 ROC-AUC for classification and 0.18 MAE for regression. The code is publicly available at https://github.com/HussainAlasmawi/GMM_Pooling.

The score matching problem is a central training objective in modern generative modeling, diffusion models, fitting unnormalized statistical models, and inverse problems. A standard approach is to minimize the forward Fisher divergence, where the expectation is taken with respect to the teacher distribution. However, recent results show that even in simple Gaussian mixture model settings, this objective can lead to undesirable and initialization-dependent convergence behavior. In this paper, we study an alternative objective: the reverse Fisher divergence, where the expectation is taken with respect to the student distribution. We analyze gradient descent (GD) for fitting Gaussian mixture models and show that this change in the objective leads to significantly better optimization properties. First, when the teacher distribution is a single Gaussian and the student is a Gaussian mixture model with fixed weights and identity covariances, we prove the global convergence of GD from arbitrary initializations. Second, we extend the analysis to the case where the teacher is also a Gaussian mixture model and prove global convergence guarantees under a global random initialization scheme and a $\widetildeΩ(1)$-separation assumption on the target means. In particular, with high probability, each student component converges near its closest teacher component, and we provide conditions under which the student distribution converges in total variation distance. Our proofs rely on a new Lyapunov-based analysis of the gradient descent dynamics, showing that the reverse Fisher divergence has a much more favorable optimization landscape than the forward Fisher divergence.

Self-supervised speech encoders are predominantly trained by predicting discrete hard cluster IDs at masked positions, a recipe that collapses acoustic ambiguity at category boundaries and requires interrupting training to re-cluster the entire corpus between iterations. We introduce S-JEPA, a JEPA-style encoder-predictor pair trained to match the soft posteriors of a Gaussian Mixture Model at masked positions via KL divergence. Training runs as one continuous optimization trajectory in two phases: a fixed GMM over MFCC features, then an online GMM over encoder features, with the input layer selected adaptively from a label-free signal, removing both the offline re-cluster step and the hand-tuned choice of which transformer layer to cluster on. Under the SUPERB protocol, S-JEPA achieves the lowest WER among evaluated SSL methods below 90M parameters and matches HuBERT-Base on emotion recognition at roughly half its parameter count, establishing a new Pareto frontier without offline re-clustering or teacher distillation. An analysis of the predictor's per-frame entropy on held-out speech reveals a bimodal distribution with a substantial minority of frames near the entropy of a perfect two-cluster tie, providing direct empirical evidence that the soft-target objective preserves the acoustic ambiguity that hard targets would collapse. Code is available at https://github.com/gioannides/s-jepa.

Contrastive language-audio pretraining (CLAP) enables zero-shot audio classification, but standard inference classifies each clip in isolation and ignores the structure of the unlabeled test set. We present the first systematic study of TransCLIP-style transductive inference for CLAP: a text-anchored spherical Gaussian-mixture EM that refines zero-shot posteriors using the audio-embedding statistics of the test batch, with no labels, no gradients, and negligible compute (about 15 ms on one CPU core for 2,000 clips). Across ESC-50, UrbanSound8K, and VocalSound, this consistently improves top-1 accuracy by +4.6 to +9.2 points over the zero-shot baseline (e.g., 89.1 -> 94.8% on ESC-50, 73.8 -> 81.8% on UrbanSound8K). We further show that the gain (i) is governed by a simple operating boundary -- roughly 2.5 test samples per class per batch are required, with diminishing returns beyond ~5; (ii) is complementary to entropy-guided prompt weighting, with the combination reaching 96.2% on ESC-50; and (iii) attenuates but remains positive under long-tailed batches (+4.9 -> +3.1 points at a 20:1 imbalance), which we report as an explicit limitation. We also document a negative result: on TUT Urban Acoustic Scenes 2018, where zero-shot CLAP is near chance, transduction has no signal to amplify.

We present \textbf{Flash-GMM}, a fused Triton kernel for efficient computation of Gaussian Mixture Models (GMMs) over large-scale data in a single GPU pass. By eliminating the need to materialize the full responsibility matrix in GPU memory, Flash-GMM achieves a \textbf{20$\times$} speedup over existing implementations and enables training on datasets more than \textbf{100$\times$} larger than previously feasible on one device. To demonstrate its impact, we integrate Flash-GMM into the IVF coarse quantizer for approximate nearest-neighbor (ANN) search. We show that soft GMM clustering is now a viable drop-in replacement for $k$-means, and that GMM responsibilities can be leveraged to assign border vectors to multiple clusters. Our approach reaches fixed recall targets with up to $1.7\times$ fewer distance computations, or equivalently, yields $+2$--$12$ recall@10 at matched computational cost. We release the kernel as an open-source project.

We introduce SSL-GMMVC, an interpretable voice conversion method in self-supervised speech space. The method models paired source-target features with a Gaussian mixture model and performs conversion as a posterior-weighted sum of affine transforms. This yields locally linear transformations that adapt to heterogeneous feature-space structure while remaining analytically tractable. Through objective and subjective evaluations, we show that SSL-GMMVC improves speaker similarity with comparable intelligibility and naturalness, and that even a constrained covariance variant surpasses a deep learning baseline as the number of mixture components increases. Further analyses link component selection to phonetic structure and reveal interpretable scaling and rotation in the learned transforms. These findings highlight SSL-GMMVC as an effective, analyzable framework for voice conversion.

Image captioning is a challenging and significant task that aims to generate coherent and semantically meaningful textual descriptions for given images. To accomplish this task, it requires a deep understanding of visual content along with the ability to express that understanding in natural language. Despite remarkable progress with transformer-based architectures, existing approaches often suffer from limitations, such as a lack of rich local feature representations and the high computational cost of quadratic self-attention. The proposed model focuses on improving computational efficiency by restructuring the vision transformer architecture. In designing this approach, the standard self-attention mechanism in Vision Transformers is replaced with a probabilistic transformer approach based on a Gaussian Mixture Model (GMM), a soft-clustering technique. Instead of computing pairwise attention among all image patches, the model groups similar patches into a fixed number of clusters using an Expectation-Maximization (EM) algorithm. This clustering-based mechanism reduces the computational complexity from quadratic O(n^2) to linear O(nK), where K << n. The autoregressive GPT-based decoder is used for caption generation. The model is evaluated on the Flickr 30K dataset, demonstrating competitive and significant improvement over existing works.

Let $S$ be the set of unit norm linear classifiers $θ\in \mathbb{R}^d$ which correctly classify every point of a labeled dataset $(X_i,y_i)_{i=1}^n$, $X_i \in \mathbb{R}^d$, $y_i \in \{-1,+1\}$, with a possibly negative margin $κ$ fixed in advance. Under two natural data-generating distributions of the $(X,y)$ pairs -- a Gaussian mixture model and a logistic model with Gaussian features -- and in the proportional regime $n/d \to α$ with small enough $α$, we establish a large deviation principle on the event that a point $θ$ chosen uniformly at random from $S$ achieves a given generalization error, with high probability over the choice of the data. The associated large deviation rate function is deterministic and describes the proportion, at the exponential scale in $d$, of interpolating classifiers having a given desired performance. As a consequence, we establish the following concentration phenomenon: all but an exponentially small fraction of interpolating classifiers have approximately the same generalization performance given by the unique maximizer of this rate function. We numerically compare this maximizer to the performance of empirical risk minimization by gradient descent and to the performance of a natural linear program, both finding a point in $S$, and deduce that in the overparametrized regime of small $α$, these efficient procedures outperform the vast majority of interpolators, pointing to their nontrivial benign overfitting in this setting.

Probabilistic data association (PDA) improves semantic SLAM in perceptually aliased scenes, but existing methods often assume a fixed landmark set, recompute association weights as the map grows, or rely on hand-tuned null-hypothesis weights. To address these limitations, we propose \textbf{BPDA-GMM}, an online Bayesian PDA framework for semantic SLAM with a growing object-level map. BPDA-GMM uses a Dirichlet-process prior to induce a Chinese Restaurant Process (CRP) association model, where accumulated evidence favors existing landmarks, and the concentration parameter assigns probability mass to new landmarks. For each semantic detection, plausible candidates are selected by a joint semantic-geometric gate, CRP-weighted association probabilities are computed, and object landmarks are updated as semantic Gaussians in closed form. The resulting landmark set forms a Gaussian mixture model, and its dominant component is passed to the back-end as a max-mixture semantic factor. When association weights are inconclusive, an ambiguity-triggered $α$-divergence tempering step improves discrimination. Finally, a decoupled back-end zeroes the pose Jacobian of semantic factors, allowing noisy detections to refine landmarks without directly perturbing the trajectory. Experiments in simulation and on a real indoor dataset demonstrate improved trajectory accuracy, semantic mapping quality, and robustness to perceptual aliasing and classifier errors over state-of-the-art baselines. Code and video are publicly available at https://github.com/thanhnguyencanh/BPDA-SLAM.

We develop a quantitative approximation framework for diffusion distillation, viewing few-step sampling as error propagation under compositions of learned flow maps. Focusing on trajectory distillation for the probability-flow ODE, we show that local approximation errors can be strongly amplified in low-noise multimodal regimes, where the underlying dynamics become stiff. In an analytically tractable Gaussian-mixture Ornstein--Uhlenbeck setting, we separate two core difficulties: approximating the time-dependent score field and controlling the dynamical amplification governed by the time-integrated Jacobian bound of the probability-flow ODE. On the approximation side, we prove constructive L^p(p_t) guarantees showing that ReLU--ReQU networks approximate the Gaussian-mixture score uniformly over time, with depth and width scaling polylogarithmically in the target accuracy and explicitly with the mixture geometry. On the stability side, we derive an explicit bound L(t) for the spatial Lipschitz constant of the probability-flow velocity and convert it into a flow map stability estimate governed by \int_s^t L(u),du, making late-time amplification in stiff regimes computable. Building on these estimates, we prove that deep residual compositions efficiently approximate the long-horizon transport, with global error controlled by the stability amplification factor, and identify a Lipschitz-mismatch regime in which one-step distillation is structurally unfavorable. The resulting theory yields a stability-balanced non-uniform time grid obtained by uniform partitioning in the cumulative stability coordinate. Experiments support the prediction and reduce end-to-end relative MSE by up to 51.9% with 8 segments compared with uniform grids.

We study the problem of learning Gaussian mixture models under overparameterization. Prior work has shown that while overparameterization is essential for avoiding spurious local optima and enables global recovery of the ground-truth model using the gradient-EM (expectation-maximization) algorithm, it can dramatically slow down the local rate of convergence. Under certain assumptions on the mixture weights, we show that a standard divergence measure minimized by statistical learning procedures possesses a manifold of slow growth on which the well-known Polyak stepsize reduces the loss geometrically, and design a gradient-based method that converges to minimizers at a locally linear rate. Additionally, we show that our method converges to nearly optimal solutions -- up to a natural misspecification threshold -- for mixtures with arbitrary weights. At a high level, the method alternates between several "short" gradient descent steps that approach the manifold and "long" Polyak steps that contract the distance to minimizers. Our results suggest that slow convergence is not an intrinsic challenge of overparameterization, but can be overcome by exploiting the favorable structure of the loss landscape.

We study the problem of robustly learning Gaussian Single Index Models (SIMs) in the presence of heavy-tailed noise and a constant fraction of adversarially corrupted covariates and responses. Prior work on robust recovery has considered settings such as linear regression (Pensia et al., JASA 2024), strictly monotonic link functions (Awasthi et al., NeurIPS 2022), and phase retrieval (Buna and Rebeschini, AISTATS 2025). However, these techniques do not extend to generic asymmetric non-monotonic link functions such as \textsc{GeLU} and \textsc{Swish}, which arise naturally as scalar primitives in modern gated neural architectures. We close this gap by giving the first robust recovery algorithm with near-linear sample and time complexity for generic non-monotonic link functions, thereby establishing the first robust recovery guarantees for a broad family of nonlinear SIMs for which \textit{no guarantees were previously known}. Our central contribution is a new structural understanding of the Gaussian squared-loss landscape under adversarial contamination. Crucially, we prove that for a broad class of nonlinear non-monotonic SIMs, a dimension-independent, constant-radius convex basin exists around the ground truth and is efficiently reachable via robust spectral initialization even under adversarial contamination. Prior works fail to establish both guarantees simultaneously, thereby either breaking down under adversarial contamination or failing to handle generic non-monotonic link functions. Together, these structural insights yield a principled warm start for robust gradient descent that provably converges to a final estimation error of $O(σ\sqrtε)$ in $\tilde{O}(nd)$ time with $\tilde{O}(d)$ samples, where $ε$ is the contamination fraction.

We design a class of additive noise mechanisms that satisfy $(\varepsilon, δ)$-differential privacy (DP) for scalar, real-valued query functions with known sensitivities, with a particular focus on moderate and low-privacy regimes. These mechanisms, which we call \textit{mixture mechanisms}, are constructed by mixing multiple Gaussian distributions that share the same variance but differ in their means and mixture weights. The resulting distributions can be interpreted as convex combinations of a zero-mean Gaussian (as used in the analytic Gaussian mechanism) and additional Gaussians whose means depend on the sensitivity of the query function. We derive tight conditions on the variances required for $(\varepsilon, δ)$-DP and provide efficient algorithms to compute them. Compared to the analytic Gaussian mechanism, our mechanisms yield substantially lower expected noise amplitudes ($l_1$-loss) and variances ($l_2$-loss for zero-mean distributions). In the low-privacy regime that motivates our design, our mechanisms approach optimality, mitigating nearly all of the optimality gap of the analytic Gaussian mechanism.

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.

Deep learning models are vulnerable to adversarial perturbations, raising important concerns for safety-critical deployment. Empirical defenses can achieve strong robustness in practice, but lack formal guarantees, motivating the need for certifiably robust classifiers. While certified methods provide formal guarantees, they often yield overly conservative bounds due to their inability to exploit structure in complex data distributions. In this work, we propose a framework for designing certifiably robust classifiers that leverages latent structure in data representations. We first analyze the Gaussian mixture setting, deriving necessary and sufficient conditions for the existence of robust classifiers and constructing a classifier with a closed-form robustness certificate and generalization guarantees. Our main contribution is to show that exact structure is not required: we prove that if a pretrained encoder maps inputs to a latent distribution that is $\varepsilon$-close (in KL divergence) to a Gaussian mixture, then certified accuracy degrades gracefully, with an explicit bound relating robustness under the true and approximate distributions. This result enables the direct use of pretrained models without requiring exact distributional assumptions. Empirically, our method achieves state-of-the-art or competitive certified accuracy on CIFAR-10 and ImageNet, while maintaining strong clean performance and low computational overhead. Overall, our work establishes approximate latent structure as a practical and principled route to certifiable robustness.

The Gini Multidimensional Scaling (Gini MDS) framework extends the Euclidean multidimensional scaling. We introduce a Gini pseudo-distance based on values and their ranks that depends on a fine-tunable hyperparameter. This pseudo-distance allows flexible exploration of latent configurations, enabling embeddings that best match observed dissimilarities. The Gini MDS is shown to be robust to noise and outliers, making it well-suited for real-world applications. We provide experiments on 16 UCI datasets with outliers and on MNIST images with noise to show that the Gini MDS outperforms the Euclidean MDS on noisy data. Finally, a tensor-based implementation in \texttt{PyTorch} provides GPU acceleration and efficient computation compared to the standard MDS of the \texttt{sklearn} library.

We study stochastic density control between Gaussian-mixture endpoint distributions under Brownian prior dynamics. Since the direct Schrödinger bridge between Gaussian mixtures is generally not available in closed form, we introduce a lifted path-space construction in which each trajectory is augmented with a source--target component label. Consequently, the problem decomposes into Gaussian component-to-component Schrödinger bridges with explicit marginal, drift, and cost formulas, while the mixture-level assignment reduces to a finite-dimensional entropic coupling problem with a Sinkhorn scaling form. We then analyze the projection obtained by discarding or forgetting the label. By construction, the projected law satisfies the original Gaussian-mixture endpoint constraints, but its relative entropy generally differs from the lifted relative entropy by a nonnegative conditional label-information gap. This gap reveals a path-space obstruction: the lifted optimizer cannot, in general, be identified with the direct unlabeled Schrödinger bridge after projection. We also derive the posterior-averaged Markov drift associated with the projected marginal flow, prove a kinetic-energy upper bound, and identify a common path-potential condition under which the projection gap vanishes. Several numerical illustrations showing density and shape control are recorded for a self-contained exposition.

Planning through crowded environments under uncertain obstacle motions remains difficult, as stochastic interactions often induce overly conservative behavior or reduced efficiency. To address this challenge, we propose an end-to-end risk adaptation framework for crowd navigation under obstacle-motion uncertainty modeled by a Gaussian mixture model. The framework combines reinforcement learning~(RL) with a differentiable quadratic-program safety layer based on Conditional Value-at-Risk~(CVaR) barrier functions, jointly learning nominal control input, risk level, and safety margin and enforcing explicit probabilistic safety constraints. This design enables context-aware adaptation, promoting efficient behavior while invoking caution only when necessary. We conduct extensive evaluations in dynamic, uncertain, and crowded environments across varying obstacle densities and robot models, and further assess generalization under three out-of-distribution cases. Comparisons across optimization-based, RL-based, and integrated RL and optimization methods are provided, and the proposed method is shown to deliver the strongest overall performance in safety, efficiency, and generalization under uncertainty.

Learning from implicit feedback in recommender systems is fundamentally challenged by pervasive label noise. While conventional denoising approaches often discard noisy instances to ensure robustness, this strategy inevitably suffers from low data utilization. Alternative methods that employ a Bayes-label transition matrix (BLTM) can leverage all available data, but their estimates tend to be biased in practical recommendation scenarios. To address these limitations, this paper proposes a Robust GMM-weighted Bayes-label Transition Matrix framework (RGBT). Our solution utilizes a Gaussian Mixture Model (GMM) to derive instance-specific reliability scores, which systematically calibrate the BLTM estimation to mitigate bias. Theoretical analysis confirms that our approach, by leveraging the BLTM framework with GMM calibration, simultaneously ensures full sample utilization, delivers consistent estimation, and critically, achieves a significant reduction in estimation variance. Extensive experiments on multiple real-world and synthetically flipped datasets demonstrate that RGBT not only utilizes noisy samples more effectively than mainstream reliable sample-based denoising methods, but also achieves significantly superior calibration capability of the transition matrix compared to state-of-the-art transition matrix-based denoising approaches.

This paper proposes a new birth model including semantic information derived from deep learning to create an occlusion-aware Gaussian Mixture Probability Hypothesis Density (GM-PHD) filter. Unlike prior approaches that rely on simplistic or uniform assumptions, the proposed Semantic-Occlusion Aware (S-OA) birth model defines initialization terms by explicitly considering regions of occlusion and by leveraging semantic information about the environment. This enables the filter to accurately represent where new objects are more likely to appear, thereby improving tracking performance in complex and high-density driving scenarios. The method is evaluated through Monte Carlo simulations and experiments on the KITTI dataset. Performance is assessed by measuring the latency between first detection and track initiation, along with the mean absolute cardinality error and the Optimal Subpattern Assignment (OSPA) metric. Results demonstrate that the S-OA birth model reduces initialization delay in occlusion-heavy settings, matching or outperforming the strongest baseline in approximately 70% of cases. A sensitivity analysis of birth model weights is also provided. Overall, the findings underscore the benefits of integrating occlusion reasoning and semantic priors into Bayesian tracking frameworks for autonomous driving.

Physics-informed neural networks (PINNs) offer a mesh-free framework for solving partial differential equations (PDEs), yet training often suffers from gradient pathologies, spectral bias, and poor convergence, especially for problems with strong nonlinearity, sharp gradients, or multiscale features. We propose the Curriculum-Guided Gaussian Mixture Physics-Informed Neural Network (CGMPINN), which integrates Gaussian mixture modeling with dynamic curriculum learning. Specifically, a GMM is periodically fitted to the PDE residual distribution to quantify spatially varying learning difficulty. A smooth curriculum schedule progressively shifts training focus from easy to harder regions, while precision-based variance modulation suppresses unreliable clusters during early optimization. This dual curriculum is governed by a shared curriculum parameter and can be combined with self-adaptive loss balancing. We further establish theoretical guarantees, including sublinear convergence of the gradient norm for the induced time-varying loss, uniform equivalence between the curriculum-weighted and standard PDE losses, and a generalization bound with an explicit weighting-induced bias characterization. Experiments on six benchmark PDEs spanning elliptic, parabolic, hyperbolic, advection-dominated, and nonlinear reaction-diffusion types show that CGMPINN consistently achieves the lowest relative $L_2$ and maximum absolute errors among all compared methods, reducing relative $L_2$ error by up to 97.8% over the standard PINN at comparable cost. Our code is publicly available at https://github.com/Mathematics-Yang/CGMPINN.

Standard PII filters often miss contextual data leakage in RAG systems, such as non-regulated attribute clusters that collectively identify individuals. We introduce a Privacy Policy Enforcement (PPE) framework using dual one-class density estimators with fused text embeddings and a calibrated abstain region for out-of-distribution inputs. Using an axis-stratified, multi-LLM synthetic data pipeline across medicine, finance, and law, we found that traditional Gaussian Mixture baselines fail on borderline-safe stress tests by focusing on linguistic register rather than content. Our proposed T3+OCSVM detector, trained on safe and borderline-safe data, achieves a borderline AUROC of 0.93+ while reducing false positives by 44-55 percentage points and maintaining millisecond latency. Compared to supervised MLP classifiers or 14B-parameter LLM judges, our framework offers superior operational suitability, as the former suffers from high abstention rates and the latter from latency and calibration issues. This methodology provides a robust stress-testing standard for any synthetic-data-trained classifier.

Obtaining stable diffusion-based samplers in high- and infinite-dimensional settings is challenging because errors can accumulate across high-frequency coordinates and make the dynamics unstable under refinement of the finite-dimensional approximation of the underlying function-space problem. Discretization is a typical source of such errors, and preconditioning with a suitable spectral decay is one way to control their accumulation. In this paper, we study this problem for preconditioned annealed Langevin dynamics (ALD) applied to Gaussian mixtures. We first show that Euler-Maruyama (EM) discretization, by treating the stiff linear part of the annealed score with a forward Euler step, imposes a stability constraint coupling the preconditioner with the annealed covariance scale. Together with the conditions ensuring dimension-uniform control of the annealed dynamics, this constraint forces the initial smoothed law to remain uniformly close to the target across dimensions. We then consider an exponential-integrator scheme that integrates the stiff linear part of the annealed score exactly. Under explicit spectral summability conditions coupling the smoothing covariance, the component covariance spectra, and the preconditioner, we prove a dimension-uniform Kullback-Leibler (KL) bound for this scheme. This bound can be made arbitrarily small, uniformly in dimension, by allowing enough time for annealing and then refining the time mesh accordingly. Importantly, these conditions allow regimes in which the KL divergence between the target and the initial smoothed law diverges with dimension, showing that the restrictions imposed by EM are scheme-dependent rather than intrinsic to ALD.

For a Gaussian source under mean-squared error (MSE), classical transform coding is rate--distortion (RD) optimal: the Karhunen--Loeve transform (KLT) diagonalizes the covariance, reverse waterfilling allocates the bits, and scalar quantization closes the loop. This elegant story breaks down for multimodal sources, where no single covariance can capture heterogeneous local geometries, and the RD function loses its closed form. We revisit this problem through Gaussian-mixture sources and develop a constructive RD theory for them. Our key finding is that the mixture structure incurs only a component label cost. Conditioned on the active mixture component, each branch is Gaussian; the challenge is allocating bits across heterogeneous branches. We prove that the genie-aided conditional RD function is governed by a single global reverse-waterfilling level shared across all components and eigenmodes. Building on this result, we introduce PrismQuant, which transmits the component label losslessly and encodes the residual using the component-matched KLT, followed by scalar quantization, achieving a rate of H(C)/n bits per source dimension of the converse, with a vanishing asymptotic gap. We further develop a practical implementation based on EM-driven Gaussian-mixture learning, component-adaptive KLTs, and entropy-constrained scalar quantization (ECSQ). Experiments on synthetic Gaussian mixtures show that PrismQuant closely approaches the theoretical RD bound, while experiments on real-world channel-state-information (CSI) data demonstrate competitive or superior performance compared with transformer-based learned codecs at more than one order of magnitude smaller model size.

This paper addresses the problem of image denoising for grayscale images. We propose a probabilistic image generative model that combines a quadtree region-partitioning model with a mixture autoregressive model, and propose a framework that reduces MAP (maximum a posteriori)-estimation-based denoising to the maximization of a variational lower bound. To maximize this lower bound, we develop an algorithm that alternately applies variational Bayes and gradient methods. We particularly demonstrate that the gradient-based update rule can be computed analytically without numerical computation or approximation. We carried out some experiments to verify that the proposed algorithm actually removes image noise and to identify directions for future improvement.

The Gromov-Wasserstein (GW) problem provides a framework for aligning heterogeneous datasets by matching their intrinsic geometry, but its statistical and computational scaling remains an issue for high-dimensional problems. Slicing techniques offer an appealing route to scalability, but, unlike Wasserstein distances, GW problems do not generally admit closed-form solutions in one-dimension. We resolve this problem for the GW problem with inner product cost (IGW), propose a sliced IGW distance that enjoys a natural rotational invariance property, and comprehensively study its structural and computational properties. Numerical experiments validating our theory are presented, followed by applications to heterogeneous clustering of text data and language model representation comparison.

Diffusion models perform remarkably well on high-dimensional data such as images, often using only a modest number of reverse-time steps. Despite this practical success, existing convergence theory does not fully explain why such samplers remain efficient in high dimensions. Many prior KL guarantees bound the discretization error in terms of the ambient dimension, while other improved results replace this dependence using intrinsic-dimensional or geometric structure assumptions. In this work, we develop an alternative information-theoretic perspective on diffusion sampler convergence. We prove that, for Gaussian mixture targets, the discretization error is controlled by the Shannon entropy of the latent mixture component rather than by the ambient dimension. Consequently, the leading step complexity scales linearly with latent entropy and depends only logarithmically on the second moment of the data. Our analysis also extends to discrete target distributions, where the relevant complexity is the entropy of the target rather than the dimension of the embedding space. These results suggest that diffusion sampling can remain efficient in high-dimensional spaces when the data distribution admits a compact latent representation, as is widely believed to be the case for natural images.

Probabilistic conditioning is concerned with the identification of a distribution of a random variable $X$ given a random variable $Y$. It is a cornerstone of scientific and engineering applications where modeling uncertainty is key. This problem has traditionally been addressed in machine learning by directly learning the conditional distribution of a fixed joint distribution. This paper introduces a novel perspective: we propose to solve the conditioning problem by identifying a single operator that maps any joint density to its conditional, thus amortizing over joint-conditional pairs. We establish that the conditioning operator can be approximated to arbitrary accuracy by neural operators. Our proof relies on new results establishing continuity of the conditioning operator over suitable classes of densities. Finally, we learn the conditioning map for a class of Gaussian mixtures using neural operators, illustrating the promise of our framework. This work provides the theoretical underpinnings for general-purpose, amortized methods for probabilistic conditioning, such as foundation models for Bayesian inference.

In multiclass softmax cross-entropy, the full generalized Gauss-Newton (GGN) curvature couples all output logits through the softmax covariance, making curvature-vector products harder to scale as the number of classes grows. We show that the standard multiclass GGN can be decomposed exactly into a true-vs-rest term and a positive semidefinite within-competitor covariance term. Fast Gauss-Newton (FGN) retains the first term and drops the second, yielding a positive semidefinite under-approximation of the multiclass GGN that is exact for binary classification. The derivation uses an exact true-vs-rest scalar-margin representation of softmax cross-entropy: the loss and gradient are unchanged, and the approximation enters only at the curvature level. Exploiting the FGN curvature structure, the damped update can be written as an equivalent whitened row-space system with one row per mini-batch example. We solve this system matrix-free by conjugate gradient using Jacobian-vector and vector-Jacobian products of the scalar margin map. Targeted mechanism experiments and an evaluation on a fixed-feature multiclass head support the predictions from the decomposition: FGN stays closest to the full softmax GGN when competitor mass is concentrated or damping is large, and deviates as the dropped within-competitor covariance grows.

Modern datasets across many disciplines increasingly consist of time-evolving, potentially infinite-dimensional random objects, such as dynamic functional data, which are naturally modeled in Hilbert spaces. In these settings, characterizing probability measures, for example, through densities, can be ill-defined or technically challenging. Motivated by clustering applications, we propose a Gaussian mixture framework for Hilbert-space-valued data based on kernel mean embeddings and develop efficient optimization algorithms for estimation. We establish theoretical guarantees showing that the proposed algorithm is well defined and that the model yields a dense class of approximations in infinite-dimensional spaces. We evaluate the framework through extensive experiments on diverse structures and data geometries, including $L^2$-functional data and random graphs in Laplacian spaces arising in modern medical applications.

We study expected generalization bounds for the Hierarchical Federated Learning (HFL) setup using Wasserstein distance. We introduce a generalized framework in which data is sampled hierarchically, and we model it with a multi-layered tree structure that induces dependencies among the clients' datasets. We derive generalization bounds in terms of Wasserstein distance under the Lipschitz assumption on the loss function, by applying a supersample construction that allows us to measure the sensitivity of the algorithm to the change of a single node in the sampling tree. By leveraging the FL structure, we recover and strictly imply existing state-of-the-art conditional mutual information (CMI) bounds in the case of bounded losses. We also show that our bound can be applied together with Differential Privacy assumptions, to recover generalization bounds based on algorithmic privacy. To assess the tightness of our bounds, we study the Gaussian Location Model (GLM) and show that we recover the actual asymptotic rate of the generalization error.

Open-set supervised anomaly detection (OSAD) aims to identify unseen anomalies using limited anomalous supervision. However, existing prototype-based methods typically model normal data via a unimodal Gaussian prior, failing to capture inherent multi-modality and resulting in blurred decision boundaries. To address this, we propose Mixture Prototype Flow Matching (MPFM), a framework that learns a continuous transformation from normal feature distributions to a structured Gaussian mixture prototype space. Departing from traditional flow-based approaches that rely on a single velocity vector, MPFM explicitly models the velocity field as a Gaussian mixture prior where each component corresponds to a distinct normal class. This design facilitates mode-aware and semantically coherent distribution transport. Furthermore, we introduce a Mutual Information Maximization Regularizer (MIMR) to prevent prototype collapse and maximize normal-anomaly separability. Extensive experiments demonstrate that MPFM achieves state-of-the-art performance across diverse benchmarks under both single- and multi-anomaly settings.

Most modern bridge-diffusion methods achieve finite-time transport by specifying an interpolation, Schrödinger-bridge, or stochastic-control objective and then learning the associated score or drift field with a neural network. In contrast, we identify a restricted but sufficiently broad and analytically solvable class in which the score, intermediate marginals, and protocol gradients are available in closed form without inner stochastic simulation loops and without neural networks in the optimization loop. We recast the classical linear--quadratic--Gaussian (LQG) stochastic-control structure as a transport problem of the Path Integral Diffusion (PID) type. In classical LQG control, linear dynamics, Gaussian noise, and quadratic costs lead to Riccati equations and closed-form optimal feedback. In LQ-GM-PID, we retain the linear--quadratic stochastic-control backbone, but replace terminal state regulation by a prescribed terminal probability density and allow both the initial and terminal laws to be Gaussian Mixtures (GM). Moreover, LQ-GM-PID turns bridge diffusion from a tool for terminal target matching alone into a tool for path shaping. We demonstrate this on a 2D corridor task, a 2D multi-entrance transport task, and a high-dimensional scaling study with $d=32$ and $M=16$ Gaussian-mixture terminal modes, all with sub-50,ms analytic precompute on a laptop. We position LQ-GM-PID as an analytically solvable reference model for the state-of-the-art neural bridge-diffusion and generative-transport methods: a controlled setting in which neural approximations, score estimates, path-shaping objectives, and protocol-learning procedures can be tested against exact quantities.

Visual data compression is shifting from human-centered reconstruction to machine-oriented representation coding. In this setting, an image is often mapped to a compact semantic embedding, which is then compressed and transmitted for downstream inference. We propose an adaptive transform-coding method for semantic-feature compression motivated by the conditional rate-distortion function of a Gaussian mixture model. The scheme uses mode-dependent transforms and quantizers selected according to the inferred source component, enabling more efficient coding of heterogeneous feature distributions. Evaluations on features from widely used vision backbones and foundation models show that the proposed method outperforms or is competitive with state-of-the-art neural compression methods while preserving flexibility and interpretability.

Transformers have demonstrated a strong ability for in-context learning (ICL), enabling models to solve previously unseen tasks using only example input output pairs provided at inference time. While prior theoretical work has established conditions under which transformers can perform linear classification in-context, the empirical scaling behavior governing when this mechanism succeeds remains insufficiently characterized. In this paper, we conduct a systematic empirical study of in-context learning for Gaussian-mixture binary classification tasks. Building on the theoretical framework of Frei and Vardi (2024), we analyze how in-context test accuracy depends on three fundamental factors: the input dimension, the number of in-context examples, and the number of pre-training tasks. Using a controlled synthetic setup and a linear in-context classifier formulation, we isolate the geometric conditions under which models successfully infer task structure from context alone. We additionally investigate the emergence of benign overfitting, where models memorize noisy in-context labels while still achieving strong generalization performance on clean test data. Through extensive sweeps across dimensionality, sequence length, task diversity, and signal-to-noise regimes, we identify the parameter regions in which this phenomenon arises and characterize how it depends on data geometry and training exposure. Our results provide a comprehensive empirical map of scaling behavior in in-context classification, highlighting the critical role of dimensionality, signal strength, and contextual information in determining when in-context learning succeeds and when it fails.