Monte Carlo

In reinforcement learning for large language models, Proximal Policy Optimization (PPO) commonly uses a critic to estimate state values and reduce the variance of policy updates. However, we uncover a systematic failure mode in PPO critics, which we call Value Flattening: state values, estimated from multiple Monte Carlo continuations, change sharply across intermediate states while critic predictions remain comparatively flat. We further observe this phenomenon in a controlled FrozenLake environment and find that it becomes more pronounced as the state space grows. Our theoretical and empirical analyses relate Value Flattening to an implicit variance penalty in the critic loss and redundant updates from temporally correlated states with similar gradients. Motivated by these findings, we introduce SParse Proximal Policy Optimization (SP$^3$O), which applies the value loss to only a few well-separated states in each response to mitigate both effects. Experiments on Qwen3-Base show that SP$^3$O with only three states supervised per response can mitigate Value Flattening and consistently improve the learned policy across model sizes and evaluation suites. Together, our results identify Value Flattening as an important yet overlooked failure mode of critic learning in standard PPO and show that a simple sparse supervision strategy can mitigate it.

Many proteins function through transitions between conformational states, yet rare states are rarely sampled by diffusion models trained on an equilibrium ensemble, demanding better sampling methods. We introduce METALICA, which implements Metadynamics on a pretrained diffusion model via Replica Exchange. It accumulates a bias potential along a Collective Variable, repels new samples from previous ones through biased sampling, and reweights samples onto the unbiased distribution. METALICA holds one replica per diffusion level, forming a Markov Chain that evolves through inter-replica communication and is refined in place as the bias grows. METALICA is the dual of sequential control, in which Sequential Monte Carlo parallelizes the sampler over a batch of particles. Parallelism over the levels of the diffusion-time schedule instead allows METALICA to generate samples from long chains, essential for the discovery of rare events, with accuracy set by run length rather than by the memory available. We validate on a bimodal target with known free energies, then apply METALICA to the unfolding of a protein. At a budget for which sequential control yields no unfolded structure, METALICA populates the basin and resolves a second free energy minimum.

Inference-time power sampling via Sequential Monte Carlo (SMC) can substantially improve large language model (LLM) reasoning without requiring post-training. However, many existing SMC approaches rely on equal-weight resampling, which can aggressively prune low-weight trajectories, discarding potentially correct reasoning paths and degrading the genealogical diversity of the search space. To address this, we introduce Chopthin-Consensus Power Sampling (CCPS). Our method applies the Chopthin resampler to LLM decoding: rather than equalizing weights and forcing unnecessary particle duplication, it enforces an upper bound on the ratio between the largest and smallest weights and carries the unequal weights forward. This targeted intervention preserves a richer set of distinct reasoning paths, keeps the weighted SMC approximation unchanged in conditional expectation, and guarantees a lower bound on the post-resampling effective sample size (ESS). To fully exploit this enriched population, we employ a semantic-majority selection mechanism that merges token-identical final trajectories, clusters semantically equivalent answers, and returns the answer supported by the largest number of distinct trajectories. Evaluating across three open-weight models and five reasoning benchmarks, we show that Chopthin increases oracle coverage in 13 of 15 settings. Combined with semantic-majority selection, CCPS matches or exceeds the final-answer accuracy of the Power-SMC baseline in 14 of 15 settings, delivering absolute gains of up to 10.6 percentage points. These findings demonstrate that diversity-preserving resampling and diversity-aware selection are complementary mechanisms for training-free LLM reasoning. Code is available at github.com/MinooAhmadii/chopthin-consensus-power-sampling.

Large language models generate fluent text that can contain unfaithful claims -- a phenomenon known as hallucination. We present a multi-signal detection pipeline combining fine-tuned DeBERTa-v3 classification, Monte Carlo (MC) Dropout uncertainty quantification, and temperature-scaled calibration for response-level hallucination detection. Evaluated on the HaluEval benchmark, our pipeline achieves F1=0.915 and AUROC=0.977 on general-domain tasks, with per-task F1 scores of 0.97 (QA), 0.96 (Summarization), and 0.82 (Dialogue). MC Dropout inference further improves accuracy to 93.2%. A context ablation study confirms the model performs genuine entailment reasoning rather than exploiting surface patterns, with summarization F1 dropping 24% when knowledge context is removed. Learning curve analysis reveals that 25% of training data captures 77% of full-data performance. Beyond detection, we apply Direct Preference Optimization (DPO) to a Qwen2.5-0.5B generator, reducing its hallucination rate from 85.5% to 37.7% (55.9% relative reduction) as measured by our detector. Cross-domain evaluation on the SciFact biomedical benchmark shows that general-domain training transfers poorly (F1=0.52), motivating domain-specific fine-tuning. PubMedBERT fine-tuned on SciFact achieves F1=0.63 and AUROC=0.81, demonstrating that domain-matched pre-training is the strongest adaptation strategy. Code and models are available at https://github.com/varunteja99/hallucination-detection-nlp

In this paper we provide Monte Carlo and deep neural network approximations for stochastic representations of solutions to linear elliptic partial differential equations with constant diffusion, drift and killing. Building on the modified Walk-on-Spheres algorithm of Beznea et al. (arXiv:2209.01432), we introduce Monte Carlo estimators that explicitly incorporate sampled random times arising in the analyzed stochastic representations. We establish uniform error bounds for these estimators and show that, under suitable assumptions, a prescribed approximation accuracy is achieved with sample complexities growing at most polynomially in both the inverse accuracy and the problem dimension. Furthermore, we prove a deep neural network approximation result for the stochastic representations. Assuming suitable neural network representations of the boundary data and the distance function to the boundary, we use the constructed Monte Carlo to design deep neural networks that approximate the representation uniformly with a number of parameters growing at most polynomially in the inverse accuracy and the problem dimension. These results extend previous complexity analyses to a broader class of elliptic equations involving drift and killing.

Grokking is a striking phenomenon in neural network training, where a model can undergo a prolonged period of pure memorization before abrupt generalization. While previous works have attempted to interpret it through classical machine learning mechanisms like weight norm, recent research draws an analogy from statistical physics, framing grokking as a form of computational glass relaxation. This theory defines the initial memorization as a result of fast cooling' where the training loss is reduced so quickly that a glass state is formed, followed by a slow relaxation' towards final generalization. Although providing a unifying framework for representative grokking theories, this perspective has remained largely at the theoretical on macroscopic level without direct empirical validation on training dynamics. Here we introduce a three-component framework to directly characterize the training dynamics via parameter mobility (PM), and two representative measurements from glassy dynamics: replica correlation (RC) and fractal dimension (FD). We demonstrate that standard optimization presents clear signatures of glass dynamics and inherently traps the grokking network in a kinetic arrested memorization state with a collapsed mobility, strong history dependence, and channel-like motions. This quantitative agreement motivates us to introduce State-Aware Monte Carlo Parameter Swapping (SAM-Swap), an optimization plug-in that can accelerate generalization, inspired by swap Monte Carlo algorithm widely used in glass dynamics. Comparing SAM-Swap, weight decay, and Gaussian gradient noise, we find that accelerated generalization is consistently associated with random exploration in the parameter space, similar to diffusion in physics.

Constrained Markov Decision Processes (CMDPs) provide a natural framework for reinforcement learning in safety-critical applications, where agents maximize long-term reward while satisfying long-term constraints. Although primal-dual actor-critic methods with linear critics are well understood, extending order-optimal convergence guarantees to neural critics in average-reward CMDPs has remained open. The main challenge is a fundamental bias-cost trade-off in neural critic estimation: under Neural Tangent Kernel (NTK) analysis, reducing critic bias substantially increases critic optimization cost, preventing order-optimal convergence in the primal-dual framework. We resolve this bottleneck by introducing a hierarchical Multilevel Monte Carlo (MLMC) neural critic that performs debiasing simultaneously across trajectory sampling and critic optimization. The resulting estimator attains the bias of a long critic optimization run with only logarithmic expected sample cost. Building on this estimator, we develop a primal-dual Natural Actor-Critic algorithm that achieves both an optimality gap and a constraint violation of order $\tilde{O}(T^{-1/2})$. This establishes the first order-optimal convergence guarantees for infinite-horizon average-reward CMDPs with general policy parameterization and neural critics, while eliminating the need to know the underlying mixing time. Our results are novel even in the unconstrained setting.

We study stochastic composite nonconvex optimization over a compact convex set when gradient samples arrive along a single trajectory of a fixed ergodic Markov chain. Existing single-trajectory variance-reduction theory covers smooth unconstrained objectives; we address the projection-free composite setting using the generalized Frank-Wolfe gap. We propose MC-ALFCG, which combines a momentum conditional-gradient method with coupled capped multilevel Monte Carlo estimation and per-iteration clipping. The deepest nested average uses consecutive states from the same trajectory, yielding conditional bias $O(τ_{\mathrm{mix}}/T)$ uniformly over the starting state, while coupling controls the gradient-difference second moment through the iterate displacement. Clipping enforces the pathwise bounds needed by the adaptive analysis. We reduce the Markovian recursion to its independent-sampling counterpart under $σ^2\mapsto 2ΛG_σ^2$ and $L^2\mapsto 2ΛL^2$, where $Λ=O(τ_{\mathrm{mix}}\log T)$. For positive centered noise, the tuned method achieves expected sample complexity $\widetilde{O}((τ_{\mathrm{mix}}^2G_σ+τ_{\mathrm{mix}}^{5/2}G_σ^2)\varepsilon^{-3}+τ_{\mathrm{mix}}^5\varepsilon^{-2})$. The exactly noiseless specialization achieves $\widetilde{O}(\varepsilon^{-2})$ with mixing-time-free constants, while a mixing-time-oblivious variant achieves $\widetilde{O}(τ_{\mathrm{mix}}^6\varepsilon^{-3}+τ_{\mathrm{mix}}^3\varepsilon^{-2})$. All guarantees are in expectation under a fixed transition kernel. Controlled numerical studies examine dependence sensitivity, a nonconvex composite instance, and clipping behavior.

Remaining useful life (RUL) prediction and failure-mode classification are central tasks in predictive maintenance. Many data-driven pipelines use fixed-window supervised learning with complete terminal labels; such routes do not naturally encode the temporal recursion linking successive degradation-state predictions when observations are partial or unit identities are unavailable. We formulate prognostics as vector General Value Function (GVF) prediction on an absorbing degradation process, treating RUL and failure-mode probabilities as temporally consistent targets rather than independent window-level labels, and estimate them with a multi-step temporal-difference estimator, TD($n,λ$). Supporting theory identifies the Bellman fixed point of the vector GVFs, characterizes the linear projected-TD limit and its relation to complete-return Monte Carlo regression under realizability, and explains when bootstrapped TD targets are less variable than Monte Carlo returns. On an event-triggered multimode simulation and NASA C-MAPSS label-scarce stitch data, TD improves RUL and failure-mode prediction relative to a supervised same-backbone Monte Carlo control, especially under scarce complete labels. Practically, fragmented, identity-free degradation records can contribute local Bellman transitions instead of being discarded until complete run-to-failure labels are available.

This paper explores the efficacy of quasi-Monte Carlo (QMC) weight initialization for meta-reinforcement learning within modern benchmark environments. Various sampling methods are used to bound a population-based search and aggregate an optimal prior from a baseline set of tasks. The QMC meta-priors show improvements in training convergence compared to modern orthogonal (SB3) defaults when extrapolated to similar unseen continuous control environments. In dissimilar tasks, the orthogonal orientation was globally superior for an unbiased search.

A Bayes-filtered transformer (BFT) is a transformer trained on sequences that are generated in two steps: first a latent task is drawn from a prior, then observations are drawn conditional on that task. Trained under autoregressive log loss, the BFT's next-token prediction, in the idealized limit, is the Bayesian posterior predictive distribution (PPD) induced by that prior and that conditional law. In practice the trained BFT is only an approximation of this ideal PPD, raising an interpretive question: what prior and posterior over the latent task has the trained BFT actually internalized? Existing work answers this question by comparing the trained BFT's predictions against the predictions of various "reference" posteriors, each standing in for a different candidate algorithm or computation the BFT might be implementing. This prediction-space comparison is fragile: different posteriors can share the same posterior-mean predictions. We use predictive Monte Carlo (PMC) as a general interpretability tool for any BFT: using only next-token generation, PMC returns an approximation to the implicit prior and posterior over the latent task, answering the interpretive question directly in latent space. We apply PMC to three stylized task families spanning 0-Markov and 1-Markov exchangeability. The phenomena previously reported in these settings remain visible in latent space. Code is available at https://github.com/afiq-aswadi/bft-pmc

The choice of Modulation and Coding (MCS) type for a particular channel condition is made through link adaptation (LA) algorithms that operate at the MAC layer. These algorithms rely on the ACK/NACK statistics and the channel quality index (CQI) feedback. Several existing works model LA as a multi-armed bandit (MAB) problem across cellular and Wi-Fi links. In the MAB formulation, each available MCS is a Bernoulli arm parameterized by its transmission success probability, and the goal is to design a selection strategy that accrues maximum reward. Several popular MAB algorithms, such as upper confidence bound (UCB) and Thompson Sampling (TS), have been proposed in the literature. Using the fact that MCS success probabilities are ordered, we propose the Joint-Thompson Sampling (Joint-TS) algorithm. Unlike classical TS, which assumes independent Beta distributions for each arm, Joint-TS utilizes a multivariate ordered Beta distribution as the prior to preserve the inherent monotonicity of success probabilities. Our simulation results show that while existing MAB algorithms fail in specific scenarios, Joint-TS delivers competitive throughput with robust, consistent performance in all scenarios.

Backpropagation (BP) dominates deep learning training, but its reliance on gradients brings inherent troubles -- vanishing and exploding gradients. The pursuit of gradient-free methods has long been a goal in the field of artificial intelligence. This paper shows that indeed the simplest Monte Carlo algorithm implemented on a single GPU -- randomly mutate a parameter, keep it if the loss decreases, otherwise retry -- can practically train deep networks. This gradient-free method does not even need common techniques such as batch normalization or residual connections to directly train sufficiently deep networks. More remarkably, its flexibility extends to several nontrivial scenarios: it enables pure pruning training, supports discrete weights, accommodates unconventional transfer functions such as Gaussian, and reveals the substantial redundancy of deep networks. We have demonstrated its feasibility on deep networks with more than 20 layers, single-hidden-layer wide networks with up to 16,384 hidden neurons, and even a simple Transformer architecture trained on both image classification (MNIST) and character-level language modeling (Tiny Shakespeare). This simple gradient-free method may offer a complementary perspective for understanding the self-organization and learning mechanisms of neural networks, and also provides an alternative route for building physically inspired deep learning systems.

Live sports commentary is grounded generation under a deadline: statements concern real, named athletes, the grounding state changes every few seconds, and no reference text exists at generation time. We present Pitwall, a production system that generates natural-language Formula 1 strategy briefings in English, Spanish, and Portuguese, treating faithfulness as an architectural property rather than an aspiration: every published sentence is decomposed into typed factual claims (positions, gaps, tyres, pace, overtakes, race control) and each claim is verified against the probabilistic race state that prompted it. The same verifier gates the fine-tuning data: of 3,045 model-written targets, only the 81.9% whose every claim is state-supported are retained, the rest falling back to a provably faithful template, so the generator never sees an ungrounded target. Verification is meaningful because of the grounding substrate: a vectorized Monte Carlo engine (N=2,000 per-lap race continuations) calibrated on 126 races (2018-2024) and validated on fully held-out 2025-2026 seasons (winner-in-top-3 90.3% over 155 backtests; held-out Brier 0.0745). A recurring finding spans both halves of the system: virtues trade off and must be gated separately. In simulation, calibration-optimal is not decision-optimal; in generation, fine-tuning on richer targets buys vividness that collapses into hallucination when the grounding state is sparse -- a failure a four-base replication traces to base-model instruction adherence, not scale, and that sparse-context auditing removes from the production model. End-to-end operation -- live timing to verified trilingual briefings -- was confirmed at two consecutive live Grands Prix (Austria and Britain, 2026); at Silverstone a timestamped probability trace, committed to disk before the outcome was known, locked onto the eventual winner ten laps before the flag.

The Minkowski functionals of a field's excursion sets -- area, boundary measure, and Euler characteristic -- describe its level-set morphology; the Euler characteristic is the cheapest handle on topology. We derive smooth Monte-Carlo estimators for all three of a continuous neural field, evaluated at scattered points via the co-area formula and Gauss-Bonnet, using only autodiff: no grid, no complex, no persistence. The estimator is accurate to 1-3% against exact topology in 2D and 3D, and costs about 3 ms per iteration where a persistent-homology (PH) loss on a cubical grid costs 650-1000 ms -- a 250x gap. We establish four design rules without which these losses silently fail: a dense level ladder (invariants are flat in the parameters away from transitions), a $C^2$ backbone (ReLU nets hide curvature in kinks), the full Minkowski vector (Euler characteristic alone is an alternating sum, gamed by debris-hole cancellation; pricing perimeter closes the channel), and sampling-scale coverage. In 2D the vector-valued cap is the only method in a controlled comparison that both repairs topology (3/3 seeds) and preserves fidelity -- uniform smoothing repairs at 11-17x the fidelity cost, and the Euler term alone repairs nothing. In 3D neural-SDF fitting, however, a failure mode we believe general to any sampled soft topology objective appears: gradient descent adversarially hides topological noise below the sampling density, where the estimator is blind -- spurious-feature counts are invariant to 4x more samples, and closing the window needs cubically many points, erasing the cost advantage. A grid-based PH baseline, whose complex is the evaluation resolution, solves the same benchmark ($4/9$ exact; median $b_1$ error 1 vs. ours above $10^4$). The 250x cost of persistence is, at present, the price of having no null space. We release estimators, receipts, and benchmarks.

As CMOS technology scales into the deep nanometer regime, digital circuit reliability is increasingly threatened by the combined stochastic effects of Bias Temperature Instability (BTI) and Process Variation (PV). Traditional reliability analysis methods, which rely on computationally intensive simulations or extensive lookup tables, fail to scale efficiently for large designs, creating a critical bottleneck in design space exploration. To address this, we propose SMART, a novel framework that integrates Machine Learning (ML) with Monte Carlo simulation to enable rapid, high-fidelity reliability analysis. SMART employs Random Forest regression to predict gate delay distributions directly, bypassing time-consuming atomic model parameter extractions. Crucially, the model utilizes Bayesian Optimization for automated hyperparameter tuning, ensuring maximum predictive robustness across diverse libraries. Experimental validation on ISCAS85 benchmark circuits demonstrates that SMART achieves a 94.54% reduction in analysis time compared to state-of-the-art methods, while maintaining a remarkable average accuracy error of just 1.63%. By shifting computational complexity to an offline training phase, the proposed framework offers a scalable, accurate solution for designing resilient, reliability-aware digital systems.

Sequential Monte Carlo (SMC) methods are a natural tool for post-hoc conditioning of pretrained generative models, but in many applications the mutation kernels used by the particle system are biased approximations of an ideal Feynman--Kac flow. This paper develops a non-asymptotic error analysis for such SMC samplers. Under forward-smoothing forgetting conditions, we decompose the total error into a kernel bias, measuring the effect of replacing the ideal transition kernels by approximate ones, and a finite-particle Monte Carlo error. Our approach relies on extending local Doeblin-type conditions and Lyapunov drift arguments for Markov kernels to conditional distributions, thereby enabling a principled control of the bias. We then instantiate this general framework for conditional sampling with score-based diffusion models, and derive the first non-asymptotic error bound that jointly controls initialization error, time discretization, and score approximation in the reverse diffusion dynamics as well as finite-particle Monte Carlo error.

Persona-Trained Monte Carlo (PTMC) estimates distributions of market-outcome functionals by repeatedly simulating limit-order-book interaction among $K$ neural policy bots whose behavioral personas are drawn from a learned heterogeneity distribution $\mathcal{P}$. This paper develops the statistical theory that makes the word "reliable" precise for such estimators. We decompose estimator variance into a persona-draw component $σ_P^2$ and a within-run component $σ_w^2$, give unbiased ANOVA estimators of both, and derive the variance-optimal allocation of a fixed compute budget between outer persona draws and inner replications. A coupling-based stability bound quantifies how misestimation of $\mathcal{P}$ and error in the trained policy propagate into the estimand, yielding a three-term total-error budget whose terms are separately estimable; a uniform-in-horizon version holds under a Doeblin condition on the market chain. The main contribution is an identification theory for heterogeneous news reaction: under a fixed response nonlinearity, the aggregate impact curve $A(z)=\mathbb{E}_Q[g(ηz)]$ detects heterogeneous news sensitivity through a strict Jensen gap and identifies the distribution $Q$ locally via odd moments and Hausdorff determinacy, with sharp failure when the response family is unknown. We provide $\sqrt{n}$-consistent estimators and a boundary-corrected test of homogeneous news reaction. Two separation theorems delimit when PTMC is provably preferable to homogeneous-population simulators and reduced-form forecasters, formalizing an irreducible Jensen bias floor and the Lucas critique as a minimax limit on intervention extrapolation. All proofs are given in full; guarantees are classified as unconditional (Monte Carlo convergence), conditional worst-case (the error budget), or open (the large-$K$ mean-field limit).

The high-angle-of-attack flip maneuver of reusable launch vehicles presents significant challenges for robust trajectory optimization due to the combined effects of highly nonlinear dynamics, aerodynamic uncertainties, and actuator saturation. This paper presents a differentiable physics framework for saturation-aware robust trajectory optimization. At its core, a Differentiable Particle Tube Control (DPTC) scheme is developed to optimize uncertainty evolution through an ensemble-based distribution shaping strategy. State uncertainty is represented by a Lagrangian particle ensemble, while hard actuator projection operators are embedded directly into the computational graph, enabling the joint optimization of the nominal feedforward trajectory and a time-varying feedback policy via end-to-end backpropagation. The proposed framework is evaluated against an automatic differentiation-based Successive Convexification (AD-SCvx) baseline combined with a conventional covariance steering feedback strategy. Six-degree-of-freedom Monte Carlo simulations demonstrate that, although the baseline achieves nominal fuel-optimal solutions, its unconstrained feedback formulation becomes susceptible to actuator saturation under aerodynamic disturbances, leading to degraded closed-loop robustness. In contrast, the proposed DPTC framework proactively performs a constraint-aware performance trade-off by relaxing spatial tracking to preserve critical control authority. These results demonstrate that integrating differentiable physics with ensemble-based optimization provides an effective and practical framework for robust guidance in highly constrained aerospace flight systems.

Scaling inference compute, by generating many parallel attempts per problem, is a costly but reliable lever for improving language model capabilities. By default these attempts are generated independently, wasting inference compute on redundant solutions. This waste seems unavoidable. After all, independence is what makes parallel sampling trivial to scale. However, this tradeoff is not fundamental: there is a rich design space of samplers that generate correlated but exact samples entirely in parallel. We explore this design space as an avenue for improving sample efficiency in scaling inference compute and reinforcement learning (RL). Concretely, we introduce QuasiMoTTo, which uses correlated samples as a drop-in replacement for i.i.d. samples. To generate these samples, QuasiMoTTo uses a reparameterization of autoregressive sampling as inverse-CDF sampling and draws the underlying uniforms with quasi-Monte Carlo (QMC); because QMC spreads the uniforms out more evenly than i.i.d., the resulting samples cover the output space with far less redundancy. Even though the batch is correlated, each sample is marginally distributed according to the language model, so we can use the batch for policy-gradient training. Our empirical analysis focuses on understanding how efficiently QuasiMoTTo can turn compute into performance. To evaluate correlated samplers, whose dependence breaks standard pass@k estimators, we first develop an unbiased bootstrap estimator. Across four reasoning benchmarks, QuasiMoTTo matches i.i.d. pass@k accuracy with 25-47% fewer samples. Strikingly, QuasiMoTTo often saturates an upper bound on pass@k that holds for any marginal-preserving sampler. We also apply QuasiMoTTo to policy-gradient RL (GRPO) where it matches i.i.d. performance with 50% fewer training steps. These gains come from higher coverage, which yields a stronger learning signal per batch.

Recent advances in 3D Gaussian Splatting have demonstrated unprecedented success in novel view synthesis. However, the substantial inference and storage overhead driven by high-order Spherical Harmonics (SH) are primary bottlenecks for mobile platforms. In this paper, we present Flux-GS, a real-time Gaussian Splatting method designed to achieve high-fidelity rendering with significantly reduced overhead for resource-constrained mobile platforms. We first propose a Monte Carlo Specular Energy Aggregator, sampling third-order radiance residuals and aggregating specular energy into a compact latent space. In this way, our method effectively preserves visually salient lighting features in lower-order bands without expensive distillation or pre-training. To mitigate the high-frequency details lost during compression, we introduce an Attribute-Conditioned SH Enhancement module. This module predicts Gaussian-aware offsets based on intrinsic Gaussian attributes, which enhance the first-order SH representation prior to inference, without extra inference costs. Furthermore, the original single-view gradient-based densification is prone to producing excessive Gaussians and overfitting to a certain view. We address these limitations by proposing a Multi-view Alpha-based Densification and Pruning strategy. By leveraging multi-view guidance, we ensure multi-view structure consistency and the precise removal of redundant primitives. Extensive experiments demonstrate that Flux-GS achieves substantial parameter reduction while maintaining competitive visual quality, offering a robust and scalable solution for real-time mobile rendering. Code: \textcolor{magenta}{\href{https://xiaobiaodu.github.io/flux-gs-project/}{https://xiaobiaodu.github.io/flux-gs-project/}}.

Rare events govern the safety profile of modern AI systems, yet their probabilities are extremely difficult to estimate: direct Monte Carlo requires prohibitive sample budgets. Subset Simulation (SS) addresses this by decomposing a rare-event probability into moderate conditional probabilities over nested intermediate events. However, classical SS requires a handcrafted scalar performance function whose sublevel sets define those events, demanding detailed knowledge of the failure geometry and limiting transfer to new domains. We propose SCARCE (Scalable Cascade Analysis for Rare-event Characterisation via Embeddings), which replaces the performance function with learned latent representations and geometric rulers that score proximity to failure regions. Adaptive thresholding constructs nested intermediate events directly from data. We formalise SCARCE through a non-negative supermartingale, yielding a high-probability upper envelope that remains valid under early stopping. On MNIST misclassification, where dense Monte Carlo provides ground truth, SCARCE achieves approximately 400--500 times lower mean absolute error than grid-searched traditional SS while eliminating systematic over-counting. We then study PAIR-style LLM jailbreaks under a fleet-level threat model with adversarial fraction $η$. On Llama-Guard-3-8B hidden states, a PCA-based ruler attains 2.6% mean relative error for $η\geq 10^{-3}$ against finite-sample references whose average bootstrap relative half-width is 27.9%, and transfers to a GCG-style corpus with 2.93% relative error after recalibration. A directional criterion $\mathrm{KL}(p_{\mathrm{good}}\,\|\,p_{\mathrm{bad}})$ ranks rulers consistently with estimation error (Spearman $ρ=0.83$).

We propose Persona-Trained Monte Carlo (PTMC), a method for estimating distributions of market-outcome statistics by repeatedly simulating limit-order-book interaction among swarms of persona-conditioned neural-policy trading bots. Each run instantiates many bots sharing one trained policy network but conditioned on heterogeneous, individually sampled persona parameters drawn from a learned trader-heterogeneity distribution; the bots interact in a continuous double auction, and the resulting price path is one Monte Carlo sample. Repeating this over independent persona-population draws yields an ensemble from which a target market statistic is estimated. Randomness enters through persona draws, within-run action sampling, and optional exogenous shocks, not solely through price as in classical Monte Carlo. We distinguish PTMC from adjacent paradigms, including classical Monte Carlo, hand-coded agent-based models, single-agent reinforcement learning, and large-language-model-based generative agents. To justify the design, we survey cross-disciplinary foundations -- agent-based computational economics, market microstructure, behavioral finance, deep reinforcement learning, generative/LLM-based agents, news-driven trading, systemic risk, econophysics, and game theory -- connecting each literature to a specific design choice in the policy network, training data, or validation protocol. We formalize the PTMC estimator and its convergence properties, specify a candidate bot architecture and training objective, and propose a four-level validation methodology: stylized-fact matching, microstructure- and agent-level checks, and historical stress-test comparison against a zero-intelligence baseline. The framework is proposed but not implemented: we contribute a formal estimator, a cross-disciplinary design justification, and a validation roadmap, and conclude with open research questions.

Variational Monte Carlo (VMC) is a central algorithm in electronic structure theory and has gained renewed importance through modern neural-network ansätze such as FermiNet. At its core, VMC seeks ground states by minimizing the Rayleigh quotient by stochastic optimization. In this work, we show that the resulting stochastic optimization problem is intrinsically governed by the nodal geometry of the underlying wave function. More precisely, we establish that properties of the nodal set determine the integrability of the local energy and gradient estimators that drive VMC. For broad and practically relevant ansatz classes, including Slater-Jastrow wave functions with variable-exponent Slater-type orbitals, we prove that these estimators are generically heavy-tailed and fail to admit higher moments. At the same time, for general analytic ansätze, we prove weak moment bounds for the relevant estimators and identify precise low-moment regimes, showing how generic and degenerate nodal structures lead to different integrability thresholds. Building on this analysis, we introduce a new robust variant of VMC $\unicode{x2013}$ coined PS-Clip-VMC $\unicode{x2013}$ which is based on clipping both the local energy and the gradient random variable. We prove that PS-Clip-VMC converges both in expectation and with high probability in the weak moment regime of VMC. Preliminary experiments for training FermiNet on Atoms with up to 18 electrons suggest that PS-Clip-VMC is significantly more robust than standard methods.

Estimating token-level advantages in reinforcement learning (RL) for language models remains challenging because scaling up episodic experience collection is expensive. The difficulty intensifies for baseline advantage estimation methods, where repeated sampling causes trajectories to diverge into substantially different reasoning prefixes. In this context, RL algorithms such as GRPO prove limited: an outcome reward is too sparse to be attributed to specific actions like intermediate steps, and comparisons across sampled traces are non-trivial because they are heterogeneous. To mitigate both the computational cost of repeated sampling and the difficulty of credit assignment, we study single-rollout proximal policy optimization (SR-PPO) featuring token-level credit assignment in RL for language models. Instead of estimating advantages by normalizing episodic returns within the candidate group, we train a calibrated token-level credit critic using Monte Carlo outcomes from one rollout per prompt. Specifically, we use the critic to predict the Pass@k success probability at the prompt prefix, which is derived from a Pass@1 attempt. This choice yields a more selective learning signal than Pass@1: it discounts easily solved prefixes while prioritizing hard ones whose success probability remains marginal. We show that as $k$ increases, Pass@k converges to a reachability indicator, reflecting whether a prefix can lead to at least one successful continuation. In an explicit state graph, the limit ($k \rightarrow \infty$) can be computed in $O(|V|+|E|)$ time, offering a promising surrogate for direct credit assignment without the need to sample contrastive traces. As an initial validation, SR-PPO exhibits stable learning dynamics, along with consistent gains in Pass@128 success rates on mathematical reasoning benchmarks such as HMMT26 and AIME24.

This note describes an integration of the sim-to-real performance estimate with betting (from Chen et al.) and the safe anytime-valid inference (from Ramdas et al.). Using the scaled simulators. The method produces efficient, reliable certificates for the mean estimate, an approach that is especially valuable in robot performance testing. This note gives a primary, self-contained account of the construction; preliminaries of the respective methods are kept at a minimum, and one shall refer to the original works for full detail. Some synthetic examples demonstrating the proposed algorithm can be found at https://github.com/ISUSAIL/Bet4Sim2Real-EProcess.

A single forward pass of a capable model is a fast, fluent, and unreliable problem-solver: it is right often enough to be useful and wrong often enough to be dangerous; in language models, such confident errors are known as hallucinations. We present Maestro Order, a model-agnostic orchestration harness that turns unreliable solvers into reliable problem-solving systems by composing them according to four structural primitives (decompose, ensemble, verify, and recurse) and a budget-aware controller that decides where to spend compute. The harness treats any model as a black-box base solver behind a uniform interface, layers a verifier ensemble whose discrimination is measured online, and allocates verification and voting to the stages with the highest marginal reliability per unit cost. We give the architecture, the message and state schema, the controller algorithm, and the engineering that makes it deterministic, observable, and fault-tolerant. We then specify an evaluation methodology (reliability at fixed cost, coverage, calibration, and ablations) and report results from a faithful Monte Carlo simulation of the harness over a parameterized solver/verifier model. The simulation reproduces the predicted laws quantitatively: verification amplifies reliability geometrically (e.g. $0.55\to0.98$ with two gates, $\to0.999$ with four), voting helps only above chance and is limited by shared errors, and a budget-aware controller reaches a target reliability at a small fraction of the cost of voting alone by selecting the cheapest mechanism for each regime. We close with failure modes (verifier gaming, correlated errors, and decomposition error compounding) and concrete guidance: build robust checkers, diversify solvers, and let the controller put compute where the information is.

Evaluating LLMs across many model variants -- quantized, fine-tuned, or deployment-specific -- requires running large benchmarks repeatedly, a process that can take tens of hours per model on edge hardware such as NPUs. Existing subset selection methods reduce this cost but depend on large calibration pools or learned prediction layers. We introduce MINCE (Monte Carlo Informed N-sizing for Compact Evaluation), which uses Monte Carlo simulation over per-item logs from a small set of calibration models to find the minimum subset size that bounds accuracy drift and then fixes a randomly sampled subset at that size, with no prediction layer needed. MINCE reduces IFEVAL by 54%, MMLU by 89%, and GSM8K by 70% with maximum drift $\leq$2.62,pp on BF16 models and mean drift of 0.77--3.59,pp on held-out NPU models, while delivering median GPU evaluation speedups of 2.7--8.1$\times$ and NPU evaluation speedups of 1.7--2.0$\times$. The method is robust to calibration pool size and achieves lower drift than tinyBenchmarks (12$\times$ lower on MMLU, 3.3$\times$ on GSM8K) while using 57$\times$ fewer calibration models.

We analyze the variance of temporal difference (TD) learning using the phased setting with tabular representation, and show that one of the mechanisms behind its ability to reduce variance is by effectively aggregating over a larger number of independent trajectories. Based on this insight, we demonstrate that (1) the variance of TD is asymptotically bounded from above by Monte Carlo (MC) estimators, and (2) shorter horizon updates incurs less variance for a fixed number of samples. Beyond TD, we show that Direct Advantage Estimation (DAE), a method for estimating the advantage function, can be seen as a type of regression-adjusted control variate, which achieves a tighter bound on the variance compared to TD in the large-sample limit. Finally, we numerically illustrate the behaviors of these estimators with carefully designed environments.

Motivated by the privacy, sensitivity and sharing limitations of health data, we present a comprehensive pipeline for inference of Bayesian mixture models within a federated learning setting, i.e. when data cannot be fully shared or pooled across compute nodes. We adopt a Consensus Monte Carlo (CMC) approach, in which an MCMC algorithm is run independently within each data silo to estimate local posterior distributions, which are then aggregated to approximate the posterior over the full data. The variational CMC approach of Rabinovich, Angelino and Jordan (2015) [1] frames the aggregation step as a variational inference problem, but their application to mixtures assumes the number of clusters and key mixture parameters to be known. Our main methodological contributions are: (i) an extension of variational CMC to over-fitted Bayesian mixture models that infer the number of clusters and all model parameters, without requiring conjugacy; (ii) novel cluster-matching algorithms suitable for cross-silo settings in which not every cluster appears in each local dataset; (iii) a number of inference strategies for the aggregation step, matched to different federated learning constraints; and (iv) guidelines for choosing among these in practice. A comprehensive simulation study validates the framework and allows us to compare to state-of-the-art federated learning alternatives. Notably, we show that when the composition of local datasets reflects the underlying clustering structure in the data, our approach can recover small clusters with greater accuracy than standard MCMC applied to the pooled data. We illustrate the framework on large-scale electronic health record data, identifying multi-morbidity patterns in a British geriatric population.

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.

The asymptotic behaviour of Monte Carlo Exploring Starts (MCES) is a long-standing open question in reinforcement learning, even in the tabular setting. We investigated the convergence properties of tabular MCES by constructing examples in which the algorithm converges to suboptimal solutions. This paper presents new counterexamples for both initial-visit and first-visit MCES and gives a convergence-restoring modification for the initial-visit case. We show that stable suboptimal solutions may exist for initial-visit MCES with sample-average updates even when greedy actions are updated more often than non-greedy actions on average. However, by scaling learning rates inversely to update frequencies on a state-by-state basis, convergence to optimality is guaranteed. Unlike previous uniformisation methods, this modification is applicable to large-scale problems that require approximating the estimated value function. We then extend the example to show that sample-average first-visit MCES may also converge to suboptimal solutions. This largely settles a fundamental open problem and shows that exploring starts alone do not guarantee convergence to optimality. More broadly, these results highlight that convergence depends critically on the relative size and frequency of updates applied to different actions, making the choice of learning rates and the balance between exploration and exploitation central to the analysis of MCES and the implementation of scalable Monte Carlo control methods.

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.

Data assimilation (DA) in subsurface flow entails calibrating model parameters to match observed data, typically at wells, while preserving geological realism. Latent diffusion models (LDMs) provide efficient mappings from high-dimensional geological model space to a low-dimensional latent variable, reducing the dimensionality of the inverse problem while maintaining plausibility in posterior geomodels. However, the high nonlinearity in the LDM mapping may degrade the performance of Kalman-gain-based ensemble updates. We present a systematic comparison of DA algorithms applied to large-scale 3D channelized geomodels with hierarchical geological uncertainty. We compare model-space and latent-space DA using the ensemble smoother with multiple data assimilation (ESMDA), and demonstrate a key trade-off: model-space updates achieve significant uncertainty reduction but produce geologically unrealistic posterior models, while latent-space updates preserve realism but exhibit limited uncertainty reduction. Motivated by this, we explore rigorous Markov chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) algorithms in the 3D-LDM latent space. To accommodate their high computational demands, we develop a fast surrogate flow model that approximates well-rate responses. MCMC and SMC are evaluated against ESMDA across three synthetic test cases, with DA performed in the LDM latent space. All models maintain geological realism due to the LDM parameterization. MCMC and SMC are consistent with one another and achieve lower data mismatch and more uncertainty reduction than latent-space ESMDA. Our overall results demonstrate that ensemble Kalman methods may provide overestimated posterior uncertainty with highly nonlinear parameterizations, while rigorous Monte Carlo sampling, enabled by fast surrogate models, can provide a more reliable alternative.

Neural population activity models can recover rich temporal structure from binned spikes, but their read-in and readout layers often remain tied to a fixed set of recorded neurons. This coupling limits reuse in long-term brain-computer interfaces, where recorded neuron identities, counts, and response statistics can change across days. We introduce GRAFT, a Transformer-based neural population activity model that separates reusable temporal dynamics from a recalibratable neuron interface. The neuron interface controls how recorded neurons enter and leave the shared backbone, and auxiliary gain and positional mechanisms support neural activity modeling inside the Transformer. On MC Maze under the standard NLB'21 protocol, GRAFT reaches 0.3866 co-bps as an ensemble, setting a new state of the art on the primary co-bps metric among public and reported NLB'21 results. In a cross-day protocol constructed from the NLB'21 MC Maze dataset series, GRAFT recalibrates from MC Maze to the scaled MC Maze datasets (Large/Medium/Small) by updating only 9.21% of parameters, reaching 0.3749, 0.3112, and 0.3152 co-bps with restricted target-day support sets. These results show that the same interface-backbone separation supports both strong Transformer-based neural population activity modeling and data-efficient cross-day recalibration.

The asymptotic behaviour of Monte Carlo optimistic policy iteration (MC-O-PI) is a long-standing open question. When the model of the environment is unknown, as is common in practice, the only known condition that guarantees convergence to optimality is impractical. In its canonical form, this condition requires that the episodes used for policy evaluation be initialised uniformly over the entire state-action space. This paper strictly relaxes that requirement. Specifically, we prove that initial-visit MC-O-PI converges to optimality even when updates are uniform only over the actions within each state. This allows episodes to start in different states at arbitrary frequencies; a realistic implementation when the state space is large or unknown but the action space in each state is manageable. The proof departs from the classical analysis of Tsitsiklis whose central commutativity argument no longer applies when states are updated at different frequencies. Instead, we first show that the mean-field dynamics of MC-O-PI generate monotonically improving policies when updates are uniform over the actions in each state, and then prove that noise cannot consistently prevent this improvement by extending the lock-in argument of the combined stability-ODE method. This approach suggests a new way to study optimistic policy-iteration algorithms in general.

Intrinsic methods fill the default toolbox for geometry processing on meshes. Intrinsic operators, in particular the Laplacian, underlie methods that require invariance to isometry and have hence been employed in many algorithms for shape analysis, learning, and editing. However, intrinsic methods are predicated on assumptions that quickly become brittle when working with in-the-wild geometry, where (i) mesh quality is not guaranteed, and (ii) many meshes are modeled with multiple connected components. In such settings, volumetric constructions are better-defined, since restrictions on surface topology can be relaxed. This paper presents a Monte Carlo method for estimating the Dirichlet-to-Neumann (DtN) operator -- a boundary-to-boundary volumetric operator -- and its associated Steklov eigenmodes. We build on recent developments in Monte Carlo geometry processing by casting this boundary operator itself as the subject of estimation. The DtN operator, defined through a volumetric stochastic process, is then generalized to the exterior domain, where it couples disconnected components through the surrounding ambient space. We show that our method is orders of magnitude faster than existing boundary-element approaches for computing Steklov spectra while remaining robust to poor triangulations, high-resolution meshes, and multi-component geometry. To demonstrate this scalability, we compute interior and exterior Steklov eigenspectra for approximately 450,000 shapes from the uncurated Objaverse dataset. We incorporate these operators into Steklov-CLIP, a mesh-based neural network that uses volumetric spectral operators for large-scale contrastive 3D representation learning. The resulting network learns semantically meaningful global and dense shape representations, illustrating that geometrically-principled volumetric operators can be made practical at the scale of modern 3D datasets.

LLM agents operate in two distinct regimes: open-weight agents amenable to reinforcement learning (RL) and black-box agents whose behaviour must be controlled purely at test time. Although black-box agents are often backed by state-of-the-art proprietary LLMs, API-only access precludes parameter-level optimization, rendering most RL methods inapplicable. To address this limitation, we turn to a known equivalence between RL and Bayesian inference. We propose Agentic Monte Carlo (AMC) to directly sample from the optimal policy of a black-box agent rather than training it through RL. The optimal policy is a posterior over trajectories whose prior we define as the fixed black-box LLM agent. We employ Sequential Monte Carlo to sample from this posterior by learning a value function to steer the agent while leaving the underlying black-box model unchanged. We validate AMC on three diverse environments from the AgentGym benchmark, demonstrating significant improvements over prompting baselines and even outperforming Group Relative Policy Optimization (GRPO) as we scale the test-time compute of our method. AMC demonstrates the feasibility of performing principled RL-style optimization of black-box LLM agents. Code is available at https://github.com/layer6ai-labs/Agentic-Monte-Carlo

Object detection is a safety-critical component of autonomous driving. It is essential to quantify the uncertainty in bounding-box predictions for safety assurance. Post hoc uncertainty quantification without retraining aligns with real-world deployment requirements; therefore, we employ the Laplace approximation. Because instance-level uncertainty is needed, linearized inference methods that require multiple backpropagations are not time-efficient, and sampling-based methods are not fully post hoc. We propose Monte-Carlo generalized linearized model (MC-GLM), which provides instance-level and approximately post hoc uncertainty quantification. The number of samples required in the Monte Carlo step is constant and independent of the number of output instances, so it can be parallelized. Experiments on the nuScenes dataset with the CenterPoint detector validate the effectiveness of our method, and the resulting uncertainties exhibit good quality.

Reliable evaluation of agentic systems requires unbiased estimates with valid uncertainty, but standard practice navigates between costly human annotation and biased LLM-as-judge proxies. Prediction-powered inference (PPI) combines both into debiased estimates with valid confidence intervals, yet its various methods remain scattered across papers under partial implementations. We introduce GLIDE, an open-source Python library that unifies state-of-the-art PPI estimators (PPI++, Stratified PPI, Predict-Then-Debias and its stratified variants, Active Statistical Inference) and samplers (uniform, stratified, active, cost-optimal) under a scipy-style API specialized to mean estimation. GLIDE ships with a reproducible Monte Carlo validation suite, an empirically grounded decision tree for method selection, and an agentic evaluation case study showing substantial annotation savings at equivalent precision. The GLIDE package is available at this URL: https://github.com/EmertonData/glide

Inference-time reward alignment steers pretrained diffusion and flow-based generative models to satisfy user-specified rewards without retraining. Recently, Sequential Monte Carlo (SMC) has emerged as a powerful framework for this task by iteratively filtering and propagating multiple particles. However, we show that standard SMC-based methods often suffer from poor performance because they initialize particles from a standard prior, whereas high-reward regions in complex reward landscapes are extremely rare. Further, we show that even recent reward-aware initial sampling approaches remain vulnerable to getting trapped in local modes, as complex reward landscapes are often multi-modal. To overcome these limitations, we propose PATHS (PArallel Tempering for High-complexity reward Sampling), a novel initialization method that couples multiple sampling chains through parallel tempering. PATHS maintains a ladder of reward-tempered chains and periodically performs Metropolis swaps, enabling efficient exploration across flattened reward landscapes, thereby mitigating the mode-trapping issues. Our analysis reveals that this mechanism substantially enhances the finite-budget exploration of rare, high-reward regions that are typically challenging to sample. Experiments on layout-to-image and quantity-aware generation show that PATHS achieves consistent gains in alignment quality, particularly on complex prompts.

Recent advances in online reinforcement learning (RL) for large language models (LLMs) have demonstrated promising performance in complex reasoning tasks. However, they often exhibit an imbalanced exploration-exploitation trade-off, resulting in unstable optimization and sub-optimal performance. We introduce IB-Score, a novel metric grounded in Information Bottleneck theory that evaluates policy's exploration-exploitation balance by quantifying the trade-off between step-level reasoning diversity and mutual information shared with the correct answer. Analysis based on IB-Score shows that popular online RL approaches (e.g., GRPO) with common regularizers fail to consistently maintain balance during training with suboptimal results. To address this, we propose Information Bottleneck-driven Tree-based Policy Optimization (IB-TPO), a principled framework that formulates IB-Score as a fine-grained optimization objective and utilizes a novel IB-guided tree sampling strategy that not only improves the efficiency of online sampling with 50% more trajectories under the same token budget, but also reuses the tree structure for effective IB-Score Monte Carlo estimation. Extensive experiments across standard benchmarks show that our method significantly outperforms GRPO baseline by 2.9% to 3.6% and also outperforms other state-of-the-art online RL approaches. Our code is available at https://github.com/alibaba/EfficientRL.

We study inference-time alignment for diffusion-based generative models, aiming to steer a base model toward high-reward outputs without updating its weights. Recent Sequential Monte Carlo (SMC)-based steering methods approximate reward-tilted target distributions in a principled way, but their proposals remain largely tied to the base sampler. Since reward information is mainly used after propagation through particle reweighting and resampling, these methods can require large particle budgets and suffer from weight degeneracy and high-variance estimates. One way to reduce variance and improve particle efficiency is to iteratively learn twisting functions that provide look-ahead guidance, as in twisted SMC. However, existing learnable twisting methods are developed mainly for classical sequential inference and can be unstable when applied to diffusion-based alignment with high-dimensional state spaces and terminal, noisy, or black-box rewards. We propose Trust-Region Iterative Twisted Sequential Monte Carlo (TRI-TSMC), a trust-region framework for learning twisting functions in SMC-based inference-time alignment. Each iteration computes an exact KL-constrained update in path space, which admits a closed-form solution by tempered importance reweighting, and projects this target back to the parameterized twisted family by weighted maximum likelihood. Theoretically, we formalize the value-function interpretation of the optimal twisting function and show that it yields a zero-variance sampler. We prove that the trust-region update follows an escort path toward the target distribution, that the weighted maximum-likelihood update is a forward-KL projection, and that the path reduces residual importance-weight variance. Empirically, TRI-TSMC improves primary alignment objectives on discrete diffusion text generation and text-to-image generation under matched inference-time budgets.

Discrete diffusion models have emerged as powerful frameworks for generating structured categorical data. However, efficiently sampling from reward-tilted distributions remains a fundamental challenge. While Twisted Sequential Monte Carlo (SMC) offers asymptotic exactness for this task, estimating the optimal twist function in discrete state spaces necessitates costly Monte Carlo approximations, resulting a severe computational bottleneck at inference. To overcome this limitation, we introduce Contrastive Distribution Matching (CDM), a novel framework that amortizes the cost of SMC inference by learning a parameterized twist function via positive and negative samples. For efficient training, we reformulate the gradient estimator to leverage the closed-form forward kernels of discrete diffusion models. In practice, evaluating our learned twist function incurs less than 5% additional computational overhead compared to a single forward pass of the base model. Through extensive empirical evaluations, we demonstrate that CDM consistently outperforms existing baselines under matched wall-clock time. We validate the effectiveness and versatility of our approach across a diverse range of applications, including toxic text generation, regulatory DNA sequence design, protein designability, and diffusion large language model alignment.

Imperfect-information multiplayer games test whether agents can act under hidden information, sparse rewards, and non-stationary opponents. We study these challenges in Big 2, a four-player imperfect-information card game. We develop a self-play RL framework for Big 2 that enables controlled comparisons between policy-gradient and value-approximating agents. Under a common environment, input representation, training budget, and evaluation protocol, PPO outperforms Monte Carlo Q approximation, SARSA, and Q-learning against random, greedy, and heuristic Big 2 opponents. We further find that moderate entropy regularization improves PPO by preventing the policy from becoming overly deterministic, and that current-policy self-play provides a stronger finite-budget curriculum than checkpoint self-play or fixed-opponent training. Together, these results show that Big 2 is a useful controlled setting for studying deep RL under imperfect information, multiplayer interaction, delayed rewards, and variable action sets.

Pretrained diffusion models serve as frozen teachers feeding downstream pipelines such as text-to-3D, single-step distillation, and data attribution. The teacher gradients these pipelines consume are Monte Carlo (MC) expectations over noise levels and Gaussian noise samples; their estimator variance dominates compute cost because each draw requires expensive upstream work (rendering, simulation, encoding). We introduce CARV, a compute-aware variance-accounting framework that motivates a hierarchical MC estimator: amortize the expensive upstream computation over cheap diffusion-noise resamples, sharpened by timestep importance sampling and a stratified-inverse-CDF construction. In our text-to-3D distillation and attribution experiments, CARV delivers 2-3x effective compute multipliers (most from amortized reuse; ~25% additional from IS+stratification) without changing the objective; in single-step distillation, the same techniques cut gradient variance by an order of magnitude but do not improve downstream FID, marking the regime where MC variance is no longer the bottleneck.

iffusion-based generative models increasingly rely on inference-time guidance, adding a drift term or reweighting mixture of experts, to improve sample quality on task-specific objectives. However, most existing techniques require repeated score or gradient evaluations, introducing bias, high computational overhead, or both. We introduce \texttt{URGE}, Unbiased Resampling via Girsanov Estimation, a derivative-free inference-time scaling algorithm that performs path-wise importance reweighting via a Girsanov change of measure. Instead of computing gradient-based particle weights in previous work, \texttt{URGE} attaches a simple multiplicative weight to each simulated trajectory and periodically resamples. No score, no Hessian, and no PDE evaluation is required. We establish an equivalence between path-wise and particle-wise SMC: the Girsanov path weight admits a backward conditional expectation that recovers the previous particle-level weights, guaranteeing that both schemes produce the same unbiased terminal law. Empirically, \texttt{URGE} outperforms existing inference-time guidance baselines on synthetic tests and diffusion-model benchmarks, achieving better generation quality, while being significantly simpler to implement and fully gradient-free.

This paper investigates whether shallow neural network agents can master the card game Schnapsen and challenge a strong search-based baseline, RdeepBot, which uses Monte Carlo sampling and lookahead search. Guided by a progressively more complex experimental design, we first evaluate a supervised learning agent (MLPBot) trained on replay data and then a reinforcement learning agent (RLBot) with the same shallow architecture trained through asynchronous Monte Carlo updates and experience replay. The results show that supervised imitation does not generalize well enough to defeat strong RdeepBot opponents, whereas reinforcement learning produces substantially stronger agents. In the setting that focuses on the depth parameter of RdeepBot, the best performance is achieved when the learned value function is combined with deeper lookahead during gameplay, allowing RLBot to achieve statistically significant higher winning rates against the strongest evaluated RdeepBot baseline. In the sample-based setting, the gains are more conditional: the strongest performance appears at a relatively lower training num_samples parameter rather than increasing uniformly with stronger sampling.

LLM-driven program evolution has emerged as a powerful tool for automated scientific discovery, yet existing frameworks offer no principled guide for designing their individual components and provide no guarantee that the search converges. We introduce SMCEvolve, which recasts program search as sampling from a reward-tilted target distribution and approximates it with a Sequential Monte Carlo (SMC) sampler. From this view, three core mechanisms emerge as principled components: adaptive parent resampling, mixture of mutation with acceptance, and automatic convergence control. We further provide a finite-sample complexity analysis that bounds the LLM-call budget required to reach a target approximation error. Across math, algorithm efficiency, symbolic regression, and end-to-end ML research benchmarks, SMCEvolve surpasses state-of-the-art evolving systems while using fewer LLM calls under self-determined termination. The code is available at https://github.com/kongwanbianjinyu/SMCEvolve.

How should an agent's performance in a multiagent environment be evaluated when there is a limited sample size or a high cost of running a trial? The AIVAT family of variance reduction techniques was proposed to address this challenge by introducing unbiased low-variance estimators of agents' expected payoffs. An important component of AIVAT is a heuristic value function that discriminates between potentially low- and high-value counterfactual histories. A notable gap in the literature is that there is little to no constraint or guideline on how the heuristic value function should be chosen or how uncertainty in its output should be handled. In our first contribution, we parameterize the heuristic value function to highlight AIVAT's potential vulnerabilities: a) the sample variance can be set pathologically low by directly applying gradient descent on the sample variance, and b) one can p-hack to draw a desired statistical conclusion via gradient descent/ascent on the test statistic. The main takeaway is that the heuristic value function should be fixed prior to observing the evaluation data! In our second contribution, we show how the heuristic uncertainty can be propagated to quantify the uncertainty of AIVAT estimates. It is then possible to further reduce the variance using inverse-variance weighted averaging, but AIVAT's unbiasedness guarantee may have to be sacrificed. In our experiments, we use a dataset of 10,000 poker hands to demonstrate our heuristic pathology and uncertainty results, with the latter yielding a 43.0% reduction in the number of samples (poker hands) needed to draw statistical conclusions.

Over the past two decades, the task of musical beat tracking has transitioned from heuristic onset detection algorithms to highly capable deep neural networks (DNN). Although DNN-based beat tracking models achieve near-perfect performance on mainstream, percussive datasets, the SMC dataset has stubbornly yielded low F-measure scores. By testing how well state-of-the-art models detect beats on individual tracks in the SMC dataset, we identify three distinct failure modes: octave errors, continuity errors, and complete tracking failure where all metrics fall below 0.3. We reveal that state-of-the-art models tend to generate "confident-but-wrong" activations. Furthermore, we show that the standard DBN's default minimum tempo of 55 BPM prevents it from inferring the correct tempo for 21% of SMC tracks, forcing double-tempo predictions on slow music. By exposing such fundamental oversights, we provide concrete directions for improving beat and downbeat detection, specifically emphasizing training data diversification and multi-hypothesis tempo estimation.

In light of the recent advancements in machine learning, we propose a novel approach to neutron source distribution estimation through the utilisation of probabilistic generative models. The estimation is based on a Monte Carlo particle list, which is only required during the training stage of the machine learning model. Once the source distribution has been learned, the model is independent of the original particle list, allowing for further sampling in an efficient, rapid, and memory-costless manner. The performance of various generative models is evaluated, including a variational autoencoder, a normalizing flow, a generative adversarial network, and a denoising diffusion model. These approaches are then compared to existing source distribution estimations, and the advantages and disadvantages of each approach are discussed. The results demonstrate that source distributions can be modeled through the use of probabilistic generative models, which paves the way for further advancements in this field.

While existing benchmarks demonstrate the near-perfect performance of large language models (LLMs) on various tasks, this apparent saturation often obscures the need for rigorous evaluation of their reliability. In real-world deployment, however, achieving extremely high reliability (e.g., "five-nines" (99.999%) vs. "three-nines" (99.9%)) is fundamentally critical, as this gap results in an order-of-magnitude increase in failures, which is catastrophic in reliability-critical applications. Still, estimating such a rare failure probability with tight confidence bounds requires prohibitively large LLM inference sizes, making standard Monte Carlo evaluation infeasible under limited compute budgets. In this paper, we observe that LLM failures exhibit strong systematic patterns: across broad parameterized input spaces, a small subset of inputs disproportionately accounts for the majority of failures. Leveraging this observation, we propose to learn a sampling distribution concentrated on failure-prone inputs via the cross-entropy method (CEM). We evaluate our framework on three LLMs, Qwen2.5-Math-7B-Instruct, gpt-oss-20b-low, and Gemini 2.5 Flash Lite, across parameterized GSM8K templates and achieve up to 156.22x reduction in required inferences compared to naive uniform sampling. Our estimates reveal that models with indistinguishable accuracy on standard benchmarks can differ substantially in estimated failure rates, underscoring that reliability is a distinct and measurable axis of model quality. Our simple yet practical framework enables the evaluation of extreme reliability in LLMs, a distinct and underexplored dimension of evaluation beyond existing benchmarks, for their growing use in reliability-sensitive applications.

Modelling extreme events and heavy-tailed phenomena is central to building reliable predictive systems in domains such as finance, climate science, and safety-critical AI. While Lévy processes provide a natural mathematical framework for capturing jumps and heavy tails, Bayesian inference for Lévy-driven stochastic differential equations (SDEs) remains intractable with existing methods: Monte Carlo approaches are rigorous but lack scalability, whereas neural variational inference methods are efficient but rely on Gaussian assumptions that fail to capture discontinuities. We address this tension by introducing a neural exponential tilting framework for variational inference in Lévy-driven SDEs. Our approach constructs a flexible variational family by exponentially reweighting the Lévy measure using neural networks. This parametrization preserves the jump structure of the underlying process while remaining computationally tractable. To enable efficient inference, we develop a quadratic neural parametrization that yields closed-form normalization of the tilted measure, a conditional Gaussian representation for stable processes that facilitates simulation, and symmetry-aware Monte Carlo estimators for scalable optimization. Empirically, we demonstrate that the method accurately captures jump dynamics and yields reliable posterior inference in regimes where Gaussian-based variational approaches fail, on both synthetic and real-world datasets.

Agent-based models (ABMs) are increasingly used in macroeconomics, but their analysis still often relies on ad hoc Monte Carlo campaigns with heterogeneous statistical effort across parameter settings. We show how statistical model checking (SMC), implemented through MultiVeStA, can provide a principled analysis layer for a realistic macroeconomic ABM without rewriting the simulator in a dedicated formalism. Our case study is the heuristic-switching Keynes+Schumpeter(K+S) model, analysed hrough a transient sensitivity campaign over one-parameter sweeps, two macro observables (unemployment and GDP growth), and one auxiliary micro-level probe (market share) on the post-warmup phase of a 600-step horizon. The analysis is driven by reusable temporal queries, observable-specific precision targets, and confidence-based stopping rules that automatically determine the simulation effort required by each configuration. Results show a clear contrast across parameter families: macro-financial and structural sweeps produce the strongest transient effects, whereas several heuristic-rule sweeps remain much weaker under the same precision policy. More broadly, the paper shows that SMC can support reproducible and informative quantitative analysis of substantively rich economic ABMs, while making uncertainty estimates and simulation cost explicit parts of the reported results.

Partial differential equation (PDE) solvers underpin scientific computing, but real-world deployment is bounded by compute. Classical Monte Carlo solvers such as Walk-on-Spheres (WoS) are unbiased and geometry-agnostic but are slow. Learned solvers are fast but biased and brittle under distribution shift. We present \textbf{MC$^2$}, a hybrid WoS-Neural Network (WoS-NN) PDE solver that treats a low-budget Monte Carlo solution as a structured estimator of the true field and learns a single-pass neural correction to recover a high-fidelity solution. MC$^2$ matches the accuracy of solutions using over $1000\times$ more Monte Carlo compute, outperforming all evaluated classical, denoising, and neural-operator baselines. To enable reproducible study of finite-compute PDE solving, we additionally release \textbf{PDEZoo}, the largest standardized elliptic PDE benchmark to date: 2M PDEs spanning five elliptic families and unlimited geometric compositions, with analytic ground truth and multi-budget Monte Carlo trajectories. Together \textbf{MC$^2$} and \textbf{PDEZoo} (1) empirically establish that finite-sample Monte Carlo error is structured, learnable, and correctable in a single forward pass, (2) show that we can solve PDEs $\sim$\textbf{1000x} faster than with just WoS, and (3) provide the evaluation infrastructure the field has so far lacked.

Monte Carlo Tree Search (MCTS) is a widely used approach for policy improvement and action selection in Reinforcement Learning. Due to its sequential and deterministic nature, principled runtime-scaling of MCTS with parallel compute remains a major challenge. We introduce Particle MCTS (PMCTS), a principled parallel MCTS algorithm suited for neural network evaluations and designed for GPU-acceleration with batch-parallelization. We establish policy improvement guarentees for modern MCTS algorithms and show that PMCTS maintains them. Empirically, PMCTS scales well with parallel compute and consistently outperforms or compares well to the popular heuristic-based baselines across a range of MCTS and RL evaluation domains, including the board games chess and Go and popular discrete action and continuous control benchmarks.

Accurate Monte Carlo (MC) modelling in high-energy physics is challenging, particularly in complex scenarios where simulations fail to reproduce observed data. In practice, experimental information is often limited to one-dimensional (1D) distributions, while mismodelling arises in a multidimensional feature space. This restricts traditional correction methods, as one-dimensional reweighting ignores correlations and fully multidimensional approaches require large target datasets. We propose a neural network-based method that operates under these constraints by learning a transformation of simulated events that reproduces the available 1D target distributions while remaining close to the original simulation. This minimal-deviation principle preserves the global correlation structure of the baseline model while enabling targeted corrections of mismodelled features. Using controlled studies with simulated pseudo-data, we show that the method improves agreement with target distributions and maintains a consistent multidimensional structure. The approach is designed for complex, high-dimensional analyses where traditional techniques are insufficient, providing a scalable way to enhance MC modelling under limited information.

Bayesian optimization is widely used for hyperparameter optimization when model evaluations are expensive; however, noisy acquisition estimates can lead to unstable decisions. We identify acquisition estimation noise as a failure mode that was previously overlooked: even when the surrogate model and acquisition target are correctly specified, finite-sample Monte Carlo error can perturb acquisition values. This can, in turn, flip candidate rankings and lead to suboptimal BO decisions. As a remedy, we aim at variance reduction and propose an orthogonal acquisition estimator that subtracts an optimally weighted score-function control variate, which yields an acquisition residual orthogonal to posterior score directions and which thus reduces Monte Carlo variance. We further introduce OrthoBO: a Bayesian optimization framework that combines our orthogonal acquisition estimator with ensemble surrogates and an outer log transformation. We show theoretically that our estimator preserves the target, leads to variance reduction, and improves pairwise ranking stability. We further verify the theoretical properties of OrthoBO through numerical experiments where our framework reduces acquisition estimation variance, stabilizes candidate rankings, and achieves strong performance. We also demonstrate the downstream utility of OrthoBO in hyperparameter optimization for neural network training and fine-tuning.

Implicit score matching provides a computationally efficient approach for training diffusion models and generating high-quality samples from complex distributions. In this work, we develop a score-matching framework for SU(N) lattice gauge theories, which can be extended to other Lie groups. We apply the method to SU(3) gauge configurations with the Wilson gauge action in two and four dimensions and assess the quality of the generated samples by comparison with Hybrid Monte Carlo (HMC) simulations. We show that the diffusion models can be successfully trained and applied for sampling the Wilson gauge action. For large values of inverse coupling, accurate reverse-time integration requires predictor-corrector schemes, for which we introduce a corrector based on Hamiltonian molecular dynamics. While the corrector significantly improves sampling quality, it also increases the computational cost. We outline several strategies for improving sampling efficiency.