Stochastic

One hospital runs bloods and imaging at the same time. Another runs them one after the other, in either order, equally often. Knowing which actually happened, and how it is recorded in data, is critical for all operational managers. In process mining, the standard approach is to construct an event log, and attempt to discover concurrent and sequential processes in a data-driven way. We show this standard approach, built on the stochastic language of an event log, reports only the assumptions of its discovery algorithm, because every such log is explained equally well by a model with no concurrency at all. Further, before any data is acquired, we characterise when data can and cannot distinguish concurrent behaviour. Where it cannot, the distinction is recoverable from evidence the stochastic language discards, such as the times at which activities start and end, or object-centric records that fix an order within an execution. The remedy is therefore a choice of what is recorded, rather than a larger sample. This impacts decision making, as planning resource for truly concurrent services is very different from sequential services.

In multi-agent environments, coordinating agents to prevent interference and ensure robust individual performance is a critical challenge. Previous research on social laws for multi-agent systems has primarily focused on deterministic, goal-based settings. This paper extends the concept of social laws to stochastic, reward-based environments, proposing a formalism for defining and verifying their robustness under various conditions. We introduce the notion of $α$-robustness, a measure of the guaranteed utility each agent retains while pursuing its optimal single agent policy, assuming all agents obey the social law. We then present an approach for robustness verification of social laws in stochastic settings, based on a reduction to solving a series of Markov decision processes. Empirical evaluations on toy environments illustrate the potential of our framework.

Diffusion samplers reverse a learned noising process using either stochastic (DDPM) or deterministic (DDIM) updates, which represent endpoints of a single family controlled by a scalar noise-injection variance that is applied identically at every spatial location. This uniform approach neglects the geometry of natural images: high-curvature regions such as edges and textures, where the denoiser is uncertain, benefit from stochastic correction, whereas smooth regions, where the score is precise, are degraded by injected noise. This work investigates whether each pixel requires stochastic correction at a given timestep and introduces Spatially Adaptive Noise Injection (SANI), a novel sampling framework that dynamically adjusts noise application on a per-pixel basis. SANI integrates a probabilistic gating mechanism with a derived spatially adaptive variance, ensuring that noise is injected precisely where needed to refine complex features while preserving well-formed structures. Experimental results and decoupling ablations demonstrate that SANI consistently improves Fréchet Inception Distance (FID) over the vanilla DDPM and DDIM endpoint samplers across diverse sampling timesteps, while remaining competitive with variance-learning baselines, highlighting the importance of spatial adaptivity in diffusion sampling.

Multi-tenant tools commonly accept a tenant identifier and validate it against the caller's entitlement. For a large language model (LLM) agent, that pattern delegates resource selection to a process whose context may contain attacker controlled instructions. We formalize this stochastic deputy problem and present a structural defense: remove tenant identity from the Model Context Protocol (MCP) tool schema, bind scope to a verified credential, and enforce it below the agent. In a 373-trial ablation across eight model configurations and two transports, a correctly validated tenant parameter served every out-of-scope attempt: 26 of 26, or 26 of 41 plausible-pretext trials overall. With the parameter removed, no tool signature could express the read. Twelve of 56 trials instead escaped the interface by forging writable scope, showing that interface invariance requires cryptographically protected context. On a production dataset containing multiple GBs of data, set-valued scope caused a measured $57\times$ latency ratio under function-wrapped membership predicates; a JSON_TABLE lateral join recovered index access where the tenant key was indexed. The evaluation also exposes deployment limits, including an entitlement-size query-planner cliff and incomplete index coverage. The result is a tenant-isolation argument that depends on enforceable interfaces and credentials rather than model compliance.

We study the oracle complexity of computing a point with small fixed-point residual $\|T(x)-x\| \leq ε$, for a general norm $\|\cdot\|$ and a self-map $T$ of a compact convex set. We study this problem in the setting where $T$ is nonexpansive with respect to the same norm $\|\cdot\|$ and accessed via an unbiased stochastic oracle with bounded variance $σ^2$. We provide an algorithm that solves such instances for any norm with a weak Rademacher type $q > 1$, with high probability. The algorithm is based on a recursive anchoring technique. For type-$2$ spaces, such as $\ell_p$-spaces for $p \in [2, \infty]$, our algorithm attains stochastic oracle complexity $\tilde O(σ^2 ε^{-3} + ε^{-1})$. We further prove a near-matching lower bound (i.e., matching up to poly-log factors) for such $\ell_{\infty}$-norm instances in high dimensions. Our lower bound holds against any randomized algorithm that succeeds with constant probability. It further extends to settings with ``sparse'' noise, where variance measured with respect to any $\ell_p$ norm is of the same order, ruling out the possibility of improving oracle complexity as a function of $\varepsilon$ by measuring variance in a non-matching $\ell_p$ norm.

Formulaic alpha discovery is a pool-dependent symbolic search problem in which informative feedback is observed primarily when a complete expression is evaluated. This delayed feedback creates two coupled difficulties: the retained alpha pool does not preserve the full history of realized evaluation feedback, and the value of an intermediate construction action is uncertain because its consequence depends on the formula eventually completed. We introduce AlphaRJM, which addresses these difficulties through Reward-Jump Memory, an event-driven latent state that remains fixed during token construction and updates only at terminal evaluation events using the realized pool reward and evaluation outcome, and an action-conditioned SDE return critic that represents future discounted discovery returns with stochastic particles. The particles guide action selection through their mean and uncertainty and are learned using a distributional Bellman objective combining energy-distance matching, mean calibration, and jump regularization. Empirically, AlphaRJM delivers strong and stable gains across multiple equity universes, forecasting horizons, and random seeds, while ablations confirm the complementary roles of persistent evaluation history, stochastic return modeling, and distributional supervision.

We study the time-uniform convergence of the raw iterate of standard stochastic gradient descent (SGD) for unconstrained smooth convex objectives. We prove that, under standard noise assumptions, the time-uniform convergence rate gets arbitrarily close to $\sqrt{\log n / n}$ but never reaches it. More specifically, we prove that for every positive, eventually nondecreasing sequence $h$ satisfying $h(n) = o(\sqrt{n})$, a bound of order $h(n)/\sqrt{n}$, holding simultaneously for all $n$ with probability at least $1-α$ and uniformly over the problem class, is achievable if and only if $$\sum_{j = 1}^{\infty} \frac{1}{h(2^j)^2} < \infty.$$ The constructive sufficiency result follows from a dyadic horizon-free schedule together with an additive conditional-restart inequality. The necessity counterpart applies to every deterministic nonnegative schedule and holds even for a one-dimensional analytic smooth convex objective with Gaussian noise.

We study the stochastic first-order oracle complexity for constrained or regularized convex-concave min-max optimization and stochastic monotone variational inequalities. We focus on the case when suboptimality is measured in terms of the gradient mapping, also known as, forward-backward or natural residual, an optimality notion that generalizes the gradient norm for unconstrained problems. In this setting, under standard unbiased oracle access with now-standard variance assumptions, the best-known complexity for making the norm of the gradient mapping less than $\varepsilon$ is $\widetilde{O}(\varepsilon^{-4})$, compared to the near-optimal $\widetilde{O}(\varepsilon^{-2})$ that is established in the unconstrained case. We bridge this gap to improve the gradient mapping complexity for constrained convex-concave min-max problems to $\widetilde{O}(\varepsilon^{-2})$. We then extend to prove the same complexity for problems without the bounded variance, by using the Blum-Gladyshev assumption.

Large language models (LLMs) achieve strong reasoning performance, which depends critically on inference-time decisions. Yet these decisions are commonly handled by static, one-size-fits-all policies, limiting adaptation to diverse tasks and reasoning stages. Recent adaptive methods partially address this limitation, but they primarily adapt either decoding stochasticity (how the model explores) or reasoning compute (how long the model reasons) in isolation, leaving their interaction within a single reasoning trajectory unmodeled. To address this challenge, we shift toward a within-trajectory joint control view, and instantiate it in AutoCRAT, a decoder-side controller for frozen backbones. Using only signals available during decoding, AutoCRAT jointly adjusts sampling stochasticity and reasoning budget during generation. AutoCRAT operates over a discrete action space and updates control decisions only at semantic boundaries, improving stability while remaining responsive to the evolving reasoning process. Comprehensive evaluation across 6 benchmarks demonstrates that AutoCRAT (I) uses 13.8-52.7% fewer inference tokens on average than recommended static configurations, (II) surpasses recommended static and adaptive baselines by 1.5-4.5% in relative accuracy, and (III) enjoys strong cross-backbone transferability.

We consider the problem of sequential prediction of an $m$-ary sequence, where at each epoch, (i) the environment selects an outcome from an $m$-ary alphabet, (ii) the learner selects a probability distribution over the same alphabet (unaware of the outcome generated by the environment), and finally, (iii) the learner incurs a cost that depends on the probability assigned to the outcome. The cost function we consider captures the complexity of predicting the outcome generated by the environment, in a scenario where the aforementioned prediction is performed via comparative queries to a lying oracle. We consider both stochastic and adversarial environments, propose algorithms for both settings, and establish logarithmic upper bounds on their regret.

We present a stochastic coupled emulator of E3SM version 3, built on the SamudrACE framework, which couples an atmosphere emulator (ACE2) with a full-depth ocean emulator (Samudra). We replace the deterministic atmosphere emulator with its stochastic counterpart, ACE2S, and fine-tune the coupled system with a probabilistic objective, so that the atmosphere acts as a source of internal variability for the ocean. Trained on 105 years of a pre-industrial control simulation and evaluated on an independent 400 years, the emulator reproduces E3SMv3's mean climate state with biases much smaller than existing model-to-observation differences. Relative to a deterministic baseline, stochastic training maintains internal variability across timescales, most notably in the ENSO power spectrum, eddy-rich SST anomalies, and sea ice variability in the marginal ice zone. The emulator captures daily precipitation accurately up to the 99.99th percentile, but underestimates the rarest tropical extremes. These results show that stochastic coupled emulators can reproduce long-timescale variability with high fidelity, while extrapolation to unseen extremes remains a key challenge.

Accurate models of underwater vehicle motion are needed for autonomous execution of marine tasks like infrastructure inspection and scientific sampling. However, such motion is challenging to characterize using traditional physics-based methods. This paper presents a novel data-driven framework for learning stochastic underwater vehicle dynamics. Using Euler-Poincaré dynamics and the geometry of Lie groups, we develop a stochastic physics-informed neural network architecture that respects the physical and geometric constraints of underwater vehicles. Our approach leverages structure-preserving stochastic integration and builds upon moment matching and finite dimensional matching to ensure geometrically-consistent training. We evaluate our approach in simulation and on an underwater vehicle navigating dock pylons in a harbor environment. The results demonstrate that our method learns accurate and robust dynamics models, enabling safe model-based control in challenging marine environments.

As firms increasingly deploy machine learning for strategic decision-making, understanding algorithmic interactions has become central to operations research and economics. This paper studies learning in infinite-horizon, nonzero-sum linear-quadratic stochastic games under a radically uncoupled information structure, where players are either unaware of opponents or strategically oblivious, observing only a common state and their own action history. Under this minimal information, we analyze an asynchronous decentralized learning process in which each player independently runs a single-agent $ε$-greedy iterated least-squares algorithm. We prove that, despite being unable to identify the system parameters, players' learning dynamics converge almost surely to the complete-information Nash equilibrium and characterize the convergence rate. We then apply the framework to a dynamic Cournot competition with sticky prices. Numerical experiments validate the theoretical results and show that learning under limited information reduces firm profits under both low and high price stickiness, while total surplus declines and market concentration increases when price stickiness is high. Publicly revealing aggregate market output substantially accelerates convergence and mitigates these welfare losses.

Stochastic cortical self-reconstruction (SCSR) enables personalized mapping of gray matter atrophy, a hallmark of neurodegenerative disorders such as Alzheimer's disease (AD), onto high-resolution cortical surfaces. Unlike conventional normative modeling approaches, which typically operate at a coarse regional level and remain inherently constrained by the covariates included during training, SCSR estimates an individualized healthy reference directly from the observed cortical thickness at the vertex level. This allows the detection of subtle, subject-specific deviations from healthy cortical shape. In this work, we investigate the generalization and transferability of SCSR, originally trained on UK Biobank (UKB) data, to an independent Chinese population dataset. Specifically, we evaluate the ability of SCSR-derived Z-scores to discriminate between healthy scans, individuals with mild cognitive impairment (MCI), and patients with AD, while also assessing model robustness across the lifespan. We compare four training strategies: direct application of the UKB-trained model, fine-tuning on Chinese data, training from scratch, and joint training on UKB and Chinese cohorts. As reconstruction backbones, we consider both a multilayer perceptron (MLP) and a Spherical UNet (SUNet). Our results demonstrate that SCSR provides robust detection of cortical atrophy in the Chinese population across all evaluated models. The highest discriminative performance was achieved by the fine-tuned SUNet model (average pairwise AUC = 0.848), followed closely by the UKB-trained SUNet. Moreover, reconstruction errors remained low across the lifespan, even when the training population exhibited a substantially narrower age distribution, indicating strong cross-population transferability.

When a student must learn concepts connected by prerequisite dependencies, when does the order of instruction matter, and what does it cost to find the best one? We study instructional sequencing as a stochastic shortest-path problem in which attempting a concept succeeds with a state-dependent probability and failure leaves the learner state unchanged. We first prove that this stochasticity can be eliminated exactly: the problem collapses to a deterministic shortest-path problem on the lattice of prerequisite order ideals, preserving optimal values and actions. The collapse removes stochastic complexity but not combinatorial complexity: optimal sequencing remains NP-hard -- via reduction from feedback arc set in tournaments -- even with no prerequisite edges, unit costs, uniform binary nonnegative transfer, and success probabilities at least $1/2$. Hardness is not uniform: when realizable transfer preferences remain jointly acyclic with the prerequisites, any topological order of the residual joint graph is optimal, and fixed prerequisite width yields polynomial-time exact dynamic programming. A computable diagnostic, $mΔ$, bounds the value of sequencing before optimization. On 70,893 interactions from an introductory CS course, the diagnostic certifies a doubly easy regime -- little value to optimize and little space to search -- while constructed transfer instances realize the challenging regime, where myopic sequencing suffers large regret yet exact A* with a consistent heuristic expands only linearly many states on that family.

Classical neural networks frequently produce overconfident predictions on ambiguous or out-of-distribution (OOD) data, a liability that grows with each AI system deployed in safety-critical real-world scenarios. Bayesian neural networks (BNNs) provide a principled framework for uncertainty-aware prediction by replacing deterministic parameters with probability distributions, but repeated sampling increases latency, memory traffic, and energy consumption. Photonic probabilistic computing offers a promising alternative by exploiting intrinsic optical stochasticity for fast and parallel sampling. However, photonic BNNs are not ideal samplers: analog constraints on quantization, programming error, dynamic range, and representable mean and variance restrict the variational families that can be implemented in hardware. In this work, we study which hardware-imposed constraints limit scalable photonic BNN inference, how these constraints can be represented, and which ranges can be tolerated by photonic BNNs beyond small proof-of-concept networks. We formulate photonic BNN inference as constrained stochastic variational inference and perform a systematic ablation study over stochasticity location, stochasticity modality, quantization, programming error, and mean/variance bounds. From these results, we derive concrete co-design guidelines that distinguish hardware constraints that can be compensated by training from those requiring hardware or architecture intervention. We validate these guidelines under coupled, hardware-realistic constraints on Dirty-MNIST, CIFAR-10, and CINIC-10, using Fashion-MNIST and SVHN as OOD benchmarks, showing that hardware-aware training recovers predictive performance and uncertainty quality whenever the required variational family remains representable, whereas violations of representational limits require targeted hardware modifications.

We present a set of tools for mapping general stochastic programs to thermodynamic hardware designed for energy-efficient stochastic sampling. Given a target stochastic program expressed as a Directed Factor Graph (DFG) of stochastic channels, or equivalently as a Parametrized Stochastic Circuit (PSC), we first introduce a method to approximately compile each factor in the DFG to an Energy-Based Model (EBM) that is native to the hardware. We then analyze how the error of the compiled DFG accumulates from the per-factor errors, and introduce two training refinements, context matching and trajectory-level REINFORCE post-training, which can reduce the residual error left by training each factor in isolation. The \texttt{thermalizers} framework takes a stochastic program expressed in the \texttt{torx} library and replaces its factors with thermodynamic kernels implemented and sampled using the \texttt{thrml} library. We demonstrate it on several example applications, including a market simulator that learns the joint day-to-day dynamics of a panel of financial time series from recorded market history alone, a probabilistic model from mathematical ecology, Gibbs sampling of an EBM the hardware cannot natively express, and a sequential Bayesian design loop over a Gaussian stochastic circuit.

Safe navigation under uncertain time-dependent blockage requires anticipating observations before committing to motion. We present StochSIPP, an exact contingent planner for temporal roadmaps with uncertain edge and vertex statuses revealed locally during execution. StochSIPP uses SIPP to generate certified-safe macro-actions that terminate at the next observation or the goal, and bounded AND/OR search over a cached action--observation graph to select actions for every reachable observation outcome. Optimistic and robust SIPP relaxations provide admissible lower and upper bounds for bounded AND/OR search. When every interval declared deterministically safe is truly safe, sensing is exact, and execution follows the planned timing, the resulting policy is provably collision-free. With correct independent probabilities and complete action and outcome generation, it minimizes expected arrival time within the roadmap and horizon. Experiments on controlled roadmap instances show that StochSIPP preserves the observed success of safe fixed-path baselines while reducing arrival time, and solves gated scenarios in which conservative fixed-path planners return no plan. A scalability study further reveals rapid growth as the number of simultaneously observed uncertain statuses increases.

Engression (Shen and Meinshausen, 2024) learns a conditional distribution by fitting a generative model $Y = f(X,\varepsilon)$ under the energy score, a strictly proper scoring rule. We provide a theoretical error analysis of engression implemented with deep neural networks. We decompose the excess risk into three components: the approximation error, the stochastic error, and the Monte Carlo error. Based on this decomposition, we establish convergence rates under the assumption that the target conditional generator admits a compositional smoothness structure.

A capability appears in a language model when the last parts of its circuit align in one stochastic attempt, and getting all but one right is worth nothing. We show this no-partial-credit joint alignment is the rate-limiting step of capability formation. Two fingerprints: in a shortcut-free apparatus a five-part circuit missing three waits as long as a three-part circuit missing three (1.19-1.37), so the wait counts missing parts, not size; and on Pythia across seven capabilities and three scales, ablating one part leaves a median 17% of the capability in 32 of 32 discriminating cells, where partial credit predicts 50-83% (p = 2e-10), while a random non-part head leaves 100%. One rare event whose barrier grows with missing parts yields a rate equation -- sites x attempts x drive x exp(-beta*K), minus destruction -- read three ways, each preregistered with frozen constants. Forward: a capability flat at baseline ignites at a step of our choosing once the mix passes a concentration floor (10/10 above, 0/12 below), and while still flat its arrival is datable from its precursor to 5% median error on six held-out models. Backward: the delay to learn a withheld capability grows with waiting until, past a critical step, it never ignites -- yet validation loss falls smoothly throughout, so standard monitors are blind to it. We locate the damage (heads commit to the base data) and isolate the cure: re-initializing only the query-key slices restores learnability (6/6) while the value slices do nothing (0/6). We prove the mechanism in a controlled gated-attention model: occupation forces a deadline whose consequences need no mixing assumption. Completed: SGD's noise fails the fluctuation-dissipation test, so we install one and anneal, melt and pin circuits on schedule. Scope: conjunction circuits in transformers to 1.4B.

Low-rank adaptation (LoRA) optimizes $J(B,A)=\mathcal L(W_\mathrm{base}+sBA)$ over two adapters $B \in \mathbb{R}^{m \times r}$ and $A \in \mathbb{R}^{r \times n}$ that form a low-rank update to a frozen pretrained weight matrix $W_\mathrm{base} \in \mathbb{R}^{m \times n}$. The prior analysis shows LoRA-GD takes $\exp\{\mathcal{O}(ε^{-2})\}$ oracle calls to find an $ε$-stationary point such that $\|\nabla J(B,A)\|\leq ε$ in the deterministic setting. We sharpen the analysis and show that $\mathcal{O}(ε^{-4})$ full-gradient evaluations suffice for the same first-order criterion. We further study stochastic LoRA under unbiased gradient estimates and finite variance. We propose LoRA-NSGDM, which finds an $ε$-stationary point with $\mathcal{O}(ε^{-8})$ stochastic oracle complexity. Under the additional mean-square smoothness condition, we use variance reduction strategy and propose LoRA-STORM, which improves the stochastic oracle complexity to $\mathcal{O}(ε^{-6})$.

This paper addresses multi-objective kinodynamic planning in environments with stochastic hybrid adversaries that probabilistically transition to adversarial modes based on the ego state. The goal is to construct the Pareto-front of paths that trade off execution cost and the probability of safety constraint violation (risk). Existing chance-constrained planners evaluate risk over open-loop trajectories, yielding overly conservative solutions that fail to account for ego-agent reactivity. To address this limitation, we shift the planning space to sequences of closed-loop policies, and integrate sample-based risk evaluation directly into tree construction via Monte-Carlo particle rollouts. We first introduce Stochastic Multi-Objective RRT (SMO-RRT), for which we prove probabilistic completeness, followed by Stochastic Multi-Objective Stable Sparse RRT (SMO-SST), which leverages selective pruning to improve numerical performance at the cost of completeness. For both algorithms, we derive a finite-sample bound on the probability of chance constraint violation for systems with non-Gaussian, state-dependent uncertainty, enabling probabilistically safe planning in a broad class of environments applicable to multi-agent systems, social navigation, and autonomous driving.

Stochastic-process models are, as a rule, far easier to simulate than to condition. Non-linear observations, non-Gaussian likelihoods, black-box information, and global constraints all induce intractable conditional laws, requiring bespoke, model-specific constructions. We introduce LatentFlow, a single framework for conditioning stochastic processes, with no learned neural approximations and no training. Our starting point is to write the stochastic process as the deterministic image of a tractable latent innovation, $f_0 = T_{\vartheta}(ξ_0)$, with $ξ_0$ sampled from a simple reference distribution. This reduces process-level conditioning to latent-space inference: pull the likelihood back through $T_{\vartheta}$, sample the resulting latent law with a tractable guided probability flow, and push the samples forward. This construction is provably exact at the level of the target law; in practice, approximation enters only through finite terminal noising, Monte Carlo guidance, and time discretisation of the continuous-time dynamics, each of which is explicit and systematically reducible. As LatentFlow is training-free, conditioning reduces to solving a single reverse-time SDE. This enables conditional sampling in seconds on a single desktop CPU across model classes that have never shared a scalable method: classical spatial priors, nonlinear stochastic dynamics, mechanistic models from the physical and life sciences, stochastic PDEs, heavy-tails and extremes, point and discrete-state processes, and neural or simulator-defined processes.

Real-time navigation in cluttered and dynamic environments requires collision-free and dynamically feasible motion under limited perception. However, feasible navigation behaviors are inherently multimodal because multiple paths may exist around obstacles. In this paper, we formulate navigation as learning a transferable goal-conditioned stochastic path prior that models a reusable distribution over goal-aligned geometry-consistent local paths conditioned on local observations. This formulation enables structured sampling of navigation candidates, allowing multiple feasible paths to be explored through sampling without relying on robot-specific motion constraints. To this end, we introduce a goal-aligned canonical state representation that removes in-plane rotational ambiguity and normalizes local geometry with respect to the goal, enabling rotation-invariant path distribution learning. We further develop a structured prior learning framework that parameterizes local paths using a geometry-aware polar action manifold and incorporates risk-sensitive utility shaping with multi-goal distributional rollouts for stable and safety-aware planning. Extensive experiments in dense static environments and dynamic pedestrian scenarios demonstrate that the proposed method achieves consistently high success rates with competitive efficiency while enabling cross-platform transfer of a single path prior learned on differential-drive robots to quadruped platforms without retraining.

AI visibility measurement is comparative: practitioners want to know which domains generative search engines cite most often and whether observed differences are large enough to support decisions. Yet the industry lacks a principled way to determine whether enough data has been collected. Collection budgets vary widely across studies and platforms, and conclusions are often drawn from rankings whose stability and precision are unknown. We introduce a sequential convergence framework based on two complementary criteria: rank stability evaluates whether the rank-correlation trajectory has reached a structural plateau, while structural sufficiency evaluates whether the spread of citation shares among established domains -- those whose confidence intervals exclude zero -- exceeds the uncertainty of those estimates. Together, these criteria distinguish rankings that have merely stabilized from those sufficiently resolved to support inference. Both are derived from regularities in the observed citation distribution, including its rank structure, uncertainty profile, and the boundary between observed and established domains. The framework retains a small number of structural constants but requires no externally specified query count, correlation target, or confidence-interval width target; stopping is driven by observed measurement uncertainty and remains robust across a range of sufficiency thresholds. Applied across 30 platform-topic combinations spanning Gemini, SearchGPT, and Perplexity, the framework adapts to platform- and topic-specific citation distributions. Results show that no fixed collection budget can be justified across contexts and that convergence can instead be evaluated from the structure of the observed distribution. The framework provides a practical basis for determining when AI visibility measurements are ready to support comparative analysis.

Data-driven optimization often requires collecting data to estimate uncertain model parameters before solving the underlying decision problem. In practice, however, data acquisition may incur non-negligible costs, making it critical to determine when to stop additional data collection. In this paper, we study an optimal stopping problem for sequential data collection in stochastic optimization under parameter uncertainty. We propose a benefit-driven stopping framework that balances information gain and sampling cost. We model the unknown distribution parameter within a Bayesian learning framework and update beliefs sequentially as new observations are collected. At each iteration, the decision maker evaluates the expected marginal benefit of additional data relative to the unit sampling cost and determines whether to continue sampling or stop and implement the optimization decision. Based on this framework, we develop several stopping policies. The proposed policies are evaluated through a newsvendor problem with exponentially distributed demand. Numerical experiments compare the policies with fixed-budget and hindsight benchmark strategies. The results show that benefit-driven stopping rules can substantially reduce unnecessary data collection while achieving near-optimal decision performance, demonstrating the effectiveness of adaptive stopping in data-driven optimization.

We study stochastic fixed-point equations $\mathbf{T}(\mathbf{x}) = \mathbf{x}$ over normed spaces $(\mathcal{E}, \|\cdot\|)$, where the operator $\mathbf{T}$ is nonexpansive or contractive and is accessed only through unbiased stochastic evaluations with bounded second central moment. Given $ε> 0, δ\in (0, 1)$, the goal is to output $\mathbf{x} \in \mathcal{E}$ such that $\|\mathbf{T}(\mathbf{x}) - \mathbf{x}\| \leq ε$ with probability at least $1-δ$. We introduce VR-GHAL, a variance-reduced gradual Halpern method for quadratically smoothable Banach spaces. The key algorithmic ingredient is a recursive stochastic estimator based on clipped differences of oracle evaluations: instead of clipping $τ(\mathbf{x}; ξ)$ itself, we clip stochastic differences at the Lipschitz scale $γ\|\mathbf{x} - \mathbf{y}\|$. This makes the estimator pathwise Lipschitz along the algorithmic trajectory while permitting martingale concentration under finite second moments in the native norm. Our main theorem gives an anytime high-probability residual bound: on a single event of probability at least $1 - δ$, the residual decreases nearly geometrically across epochs, up to lower-order logarithmic factors. Under only bounded variance, displaying only the dependence on the target error $ε$ and Lipschitz constant $γ\in (0, 1]$ of $\mathbf{T}$, the resulting oracle complexity is $\min\{ε^{-5}, (1-γ)^{-3}ε^{-2}\}$. Under a Lipschitz-in-expectation oracle, the dependence improves to the corresponding $ε^{-3}$ nonexpansive rate (i.e., for $γ= 1$), and under samplewise nonexpansiveness to $ε^{-2}$.

Looped Transformers, which repeatedly apply a shared transformer block, are an architecturally natural fit for variable-length algorithmic tasks. Although they can exhibit strong length generalization beyond the length of training sequences, this behavior is brittle, yielding high out-of-distribution (OOD) variance, even across well-performing in-distribution solutions. We trace this variance to the spurious correlation in simple algorithmic tasks between sequence length and number of loops. Introducing stochasticity into the number of loops during training sharply reduces OOD variance and stabilizes predictions across inference-time loop counts. To improve upon heuristic randomization schemes, we further analyze RL-Halting as a learned stochastic schedule and find that it generally improves the accuracy-stability trade-off. Across binary addition, Dyck-1, Unique Set, and Copy, learned stochastic stopping often improves this trade-off but can also stabilize a suboptimal computation. Our work suggests that "when to stop" should be treated as a training-time design choice, not merely an inference-time computation-allocation rule.

In precipitation forecasting, not only accuracy but also temporal resolution is critical. However, increasing temporal resolution is constrained by observational limitations and the computational cost of dense discrete modeling. To overcome this limitation, we reformulate precipitation forecasting as a continuous-time dynamical system and propose RainODE, a framework that models precipitation evolution in latent space using a Neural ODE. This formulation enables derivative-consistent temporal dynamics and captures the dominant large-scale advective motion of precipitation systems. Nevertheless, a purely deterministic ODE struggles to represent non-advective intensity changes such as localized growth, decay, and sub-grid variability, often leading to over-smoothed predictions. To address this issue, we introduce a stochastic source modeling module based on a Brownian Bridge formulation, which refines residual intensity variations and restores fine-grained structures while preserving advective consistency. By combining deterministic continuous dynamics with stochastic refinement, RainODE enables arbitrary-time inference while maintaining sharp predictions. Experiments on SEVIR and the newly introduced Radar-based Precipitation Integrated Dataset (RAPID) demonstrate consistent improvements across multiple temporal intervals and precipitation regimes. The code is available at https://github.com/SeongYE/RainODE.

Stochastic spiking neurons trade exact arithmetic for controlled randomness, lowering area and tolerating input noise, which suits event-driven edge hardware. We present a compact, configurable stochastic leaky integrate-and-fire neuron in standard-cell CMOS on the SkyWater 130 nm process, released openly. A 16-bit configurable-polynomial linear-feedback shift register drives an eight-entry programmable activation table that sets a Bernoulli firing probability, and a saturating 16-bit leaky integrator with a programmable threshold and a refractory period of zero to seven cycles produces the spike train. All parameters are set through a sixteen-register serial interface, and the neuron runs from parallel inputs or entirely from the register file. From a model checked bit-exact against the register-transfer code, the period is 65535 states for a maximal-length polynomial and 63 for the shipped default, the eight-bit comparison value is uniform over the full period, and the per-entry firing probability equals the table value divided by 256. We also characterise a property a system-level model would not expose: the comparator output is serially correlated at short lags, with a negative lobe near lag eight, because the compared byte shifts by one bit each cycle; subsampling every sixteen cycles restores whiteness. Rate-coding sweeps show monotonic control of the output rate by the input weight and the threshold, and the refractory period caps the rate at one spike per refractory-plus-one cycles. The neuron occupies about 10,600 square micrometres at 70 per cent utilisation on a single Tiny Tapeout tile, meets 50 MHz timing with positive margin, and passes eighteen directed cocotb tests at register-transfer and gate level. All results are pre-silicon, from simulation and the open flow. The neuron is an openly released companion to a four-block neuromorphic suite reported separately.

Recent advancements in Large Language Models (LLMs) have enabled sophisticated reasoning and content generation, yet their inherent stochasticity poses significant challenges for ensuring predictive credibility. While traditional uncertainty taxonomy paradigms, such as the dichotomy of aleatoric and epistemic uncertainties, provide conceptual foundations, they often fail to capture the multi-component and multi-stage nature of LLM generation and struggle to evaluate the effectiveness of various Uncertainty Quantification (UQ) methods. In this paper, we propose a granular uncertainty taxonomy that systematically attributes LLM uncertainty into input-level, parameter-level, token-level, and decoding-process sources. Correspondingly, we categorize existing UQ methods into Bayesian, ensemble, consensus-based, and single-pass approaches. Furthermore, we introduce a comprehensive evaluation framework covering diverse generation settings and metrics. We empirically evaluate 21 typical UQ methods across three prominent LLM families, including Qwen3, Llama 3.2, and DeepSeek-V3, on benchmarks such as TriviaQA, GSM8K, and HumanEval. Our experimental results demonstrate that (i) the effectiveness of UQ methods is sensitive to task types and generation settings; (ii) consensus-based methods, typed Deg and EigV, consistently outperform other UQ approaches; and (iii) larger model scales correlate with lower uncertainty estimates, suggesting an empirical scaling law for LLM uncertainty. This work bridges the gap between theoretical origins and practical deployment, providing a versatile diagnostic tool for systematically quantifying uncertainty in LLM applications.

Stochastic segmentation seeks to represent multiple plausible masks for a single image, which is essential in safety- and quality-critical applications such as medical imaging or building defect inspection. Most existing methods introduce stochasticity by injecting continuous latent variables or by iterative denoising trajectories, whose stochastic sources are difficult to search or audit directly. We propose architecture distributions as a new stochastic source for segmentation: instead of sampling a latent variable or noise, we sample a discrete architecture from a learned distribution over operator choices at multiple searchable positions in a segmentation backbone. Each sampled architecture yields one mask through the selected active path, so inference depends on the executed subnet rather than the complete candidate bank. This approach also supports architectural provenance, since each output corresponds to a specific architecture configuration. To reduce collapse toward averaged masks, we train with set-level supervision by matching a set of architecture-sampled predictions to the annotation set using an IoU-based energy-distance surrogate. We further construct the candidate bank with evolutionary search, making the support of the stochastic source optimizable before distribution learning. The proposed method achieves state-of-the-art distribution matching and hypothesis coverage on LIDC-IDRI, and remains effective on two extension tasks. To the best of our knowledge, this is the first work to formulate stochastic segmentation as learning an architecture distribution and realizing output diversity through architecture sampling.

Multi-view surface reconstruction is a core problem in computer vision. One prominent line of work represents the surface implicitly as a signed distance field (SDF), optimizing it based on the photometric loss between rendered and observed pixel colors. These approaches typically employ SDF-based volume rendering to obtain a differentiable relaxation of discontinuous visibility along rays, thereby reducing reliance on silhouette supervision. In this paper, we reformulate SDF-based volume rendering as probabilistic surface rendering, where each pixel color is modeled as a mixture distribution induced by the random first ray-surface intersection. To this end, we introduce Stochastic Signed Distance Processes (SSDP), which model the SDF along each ray as a stochastic process, inducing a first-passage-time distribution for each ray. We then derive the first-passage probability for each sampling interval based on Bayesian filtering, together with its practical approximation for parallel rendering. We further show that NeuS, an existing SDF-based volume rendering method, arises as a special case of our formulation. Experiments on the DTU and MobileBrick datasets demonstrate that our method outperforms baselines in both surface reconstruction and uncertainty quantification, supporting the effectiveness of our first-passage formulation. Our code is available at https://github.com/skmhrk1209/SSDP.

In recent years, emerging research at the intersection of quantum physics and sound synthesis has opened new conceptual and technical possibilities for instrument design and sonic exploration. This study investigates the potential of formal analogies between quantum systems and classically non-deterministic systems for the generation of tangible acoustic phenomena. Specifically, it explores how quantum mechanical concepts can serve not only as metaphors but as operative frameworks in the design of new musical tools. Building on recent theoretical work on stochastic string excitation, we present the design, fabrication, and spectral characterization of a custom-built noise-driven electroacoustic string instrument. The system implements open-loop stochastic electromagnetic actuation without feedback or pitch stabilization. We show that this excitation strategy produces a dense and uniformly distributed spectral regime that differs from conventional deterministic string excitation. This work contributes to a growing field of quantum music creation by offering a hybrid artistic-scientific platform with potential applications in live performance, experimental composition, and science education.

Generative modelling requires efficient stochastic nonlinear transformations and physical platforms that can naturally realise them. We experimentally demonstrate that nonlinear optical systems operating in the strong light-matter coupling regime can serve as physical transformation layers for conditional generative modelling. Specifically, we develop a workflow in which room-temperature exciton-polariton condensates formed in organic dye microcavities act as a physical stochastic transform within a generative adversarial network and enable conditional digit-to-image translation. By using the nonlinear many-body dynamics and intrinsic stochasticity of polariton condensates, the workflow outperforms baseline approaches based on digitally injected perturbations. We find that polariton-enabled sampling via generative adversarial network (Polariton GAN) yields improved inception score, digit preservation accuracy and structural similarity compared with both digital sampling and laser-based systems. We further show that spatially correlated output variations can naturally regularise adversarial training and enhance output diversity. Our results establish polariton condensation as a new computational resource for generative modelling, opening a pathway towards physics-enhanced machine learning systems.

Transformer-based models have emerged as leading paradigms in time-series forecasting in recent years, employing self-attention mechanisms to capture long-range dependencies. Despite their success, these single-stage forecasting architectures exhibit persistent systematic residual biases arising from structural discrepancies, unmodeled stochastic components, or inadequate multi-scale temporal representations. This limitation persists when residuals are treated as irreducible noise, precluding adaptive correction of structured error patterns. To address this limitation, we introduce a two-stage, model-agnostic framework that explicitly decouples forecasting and residual learning into distinct stages of representation learning. A base transformer first generates the initial predictions. Subsequently, a dedicated meta-corrector dynamically models structured error patterns across multivariate channels, preserves cross-variable dependencies, and iteratively refines the residual bias of the base transformer. By formalizing this pipeline as a hypothesis space expansion, our framework addresses approximation limitations inherent in single-stage architectures, removes reliance on restrictive assumptions, and enables end-to-end learning of complex error dynamics. Evaluated on eight popular benchmark datasets using established protocols, our approach achieves state-of-the-art performance, with significant improvements in standard metrics (MSE, MAE). The results demonstrate the framework's ability to mitigate systematic biases and enhance robustness to complex temporal dynamics, advancing the practical applicability of transformer-based forecasting models.

Learning high-quality latent actions from large-scale unlabeled videos, coupled with limited real-world interaction data for training an action decoder, has emerged as a promising paradigm for scalable latent policy learning. However, existing approaches typically rely on behavior cloning, which tends to collapse inherently multimodal action distributions into unimodal ones, thereby degrading the pretrained latent action structure. While flow matching provides a potential alternative, directly applying it leads to a misalignment between latent actions and physical actions during action decoder training, due to the stochastic nature of the learned policy. To address these, we propose Latent Action Flow Policy (LAFP), which leverages flow matching for latent policy learning and introduces an inference-time interpolation mechanism to mitigate stochasticity-induced misalignment. Experimental results demonstrate that LAFP consistently outperforms prior methods on downstream imitation learning tasks, achieving up to 10-15% improvement in success rate while incurring less than 1x additional inference overhead.

Group Relative Policy Optimization (GRPO) relies on the diversity of $K$ rollouts within each group; otherwise, the group-mean advantage $A^{(k)} = r^{(k)} - μ_r$ collapses to zero. This presents a structural challenge for latent-reasoning models like Coconut, which feed continuous hidden states recurrently in place of discrete chain-of-thought tokens. Because the latent phase is inherently deterministic given the parameters and prompt, multiple rollouts produce identical trajectories, stalling GRPO's progress. Consequently, applying group-relative reinforcement learning to continuous latent reasoning has proven difficult. To address this, we propose sourcing the necessary stochasticity through structured dropout. By applying a single Bernoulli mask held constant across all latent recurrence steps for a given rollout, we generate essential trajectory variance. This shared mask effectively treats each rollout as a posterior sample from a variational distribution over parameters, allowing GRPO to optimize the expected reward of a Bayesian model-average policy. We provide both theoretical justification for this method -- including unbiasedness, variance reduction, and the well-definedness of the latent gradient -- and empirical validation. On GSM8K, dropout-GRPO improves a Coconut baseline from $27.29\%$ to $29.01\%$ pass@1, demonstrating the viability of GRPO learning for latent-reasoning models. Our work positions this as a practical, theoretically grounded approach for post-training latent-reasoning LLMs.

Agentic AI systems can behave differently across runs: the same request may produce a different plan, a different tool call, a different code edit, or a different final answer. Such variability arises from several layers that are often conflated. At the core of many current agents is a foundation model, a large pretrained model adaptable to many downstream tasks, embedded in an orchestration loop that plans, calls tools, observes results, and updates state. One explicit intrinsic source of variability in such systems is token generation: the model computes scores over possible next tokens, the scores are converted into probabilities, and a decoder may sample tokens using a pseudo-random number generator. A small sampled token difference can then cascade downstream into a different tool call, code path, search query, or agent state. Other sources of variability are extrinsic to token sampling, including changing environments, live data, serving infrastructure, batch effects, and numerical details. By separating these layers, this tutorial clarifies what it means to call agentic AI systems stochastic, when such variability can be reproduced under matched conditions, and why deterministic execution need not imply identical behavior in deployed settings.

We recast classical shrinkage of high-dimensional covariance estimators as empirical risk minimization over a parametric stochastic interpolant between a source and a target distribution. This formalism recovers known shrinkage estimators as special cases and reveals three distinct mechanisms for reducing statistical risk: (i) Scheduling: the interpolant schedule determines the class of admissible covariances, and hence the achievable risk. (ii) Flow maps and couplings: whereas naive constructions amount to assuming independence between the distributions, specific coupling structures (e.g., solutions of optimal transport problems) can lower the empirical risk. Moreover, non-linear flow maps realizing such couplings free the interpolant covariance from the eigenbasis of the empirical estimate, enabling eigenvector regularization. (iii) Early stopping: estimators defined by integrating a regressed vector field afford an additional bias-variance trade-off through approximation of the true interpolant distribution. We then propose a neural estimator of the interpolant, together with an upper bound on its quadratic risk in terms of the interpolant approximation error, and validate both on synthetic experiments. Finally, we apply the estimator to real neuroimaging data, demonstrating the additional regularization power this approach offers in practice.

Stochastic constrained decision-making requires optimizing performance objectives while enforcing statistical requirements such as safety or fairness. However, standard primal--dual methods struggle to update multipliers robustly under stochastic mini-batch feedback, as the noise of mini-batch gradients and constraint estimates can be directly accumulated into the multiplier memory. To address this issue, we propose Residual-Controlled Multiplier Learning (RCML), which reformulates multiplier updating as projected-pressure feedback. The central idea is to decompose the projected multiplier into an effective pressure signal for primal descent and a pressure-memory residual for finite-gain multiplier tracking. To handle heterogeneous and noisy observations, we further augment this residual-integral backbone with modular stochastic stabilization components. For the convex-affine backbone, we establish finite-gain convergence, derive a stochastic residual bound under mini-batch feedback, and show that the residual feedback law admits a local KKT-residual interpretation near regular KKT points of nonconvex problems. Experiments across optimization, allocation, and fair-ranking tasks show that RCML improves feasibility control and multiplier stability while maintaining competitive objective performance. Code is released at https://anonymous.4open.science/r/RCML-3114/.

Masked diffusion language models generate text by iteratively unmasking many tokens in parallel, but this speed comes with a correction problem: tokens generated in the same step are predicted from marginal distributions, and early local dependency errors can later contaminate the context. PRISM addresses this by learning token-level quality scores and remasking unreliable tokens, but its inference rule is coupled: the same forward pass both detects low-quality tokens and computes logits for their replacements, so the erroneous tokens still condition regeneration. We propose NAVIRA, an inference-time decoding policy that separates these two operations and samples remasking positions stochastically. A first forward pass scores tokens; selected tokens are masked; a second forward pass regenerates from the cleaned context. Temperature-controlled remasking reduces repeated correction of the same positions and balances fluency against diversity. In controlled experiments with a 170M masked diffusion language model, decoupling improves fluency, while scheduled stochastic remasking preserves entropy and achieves stronger LLM-judge scores under larger forward-pass budgets. These results show that remasking policy, not only the learned quality signal, is central to reliable masked-diffusion text generation.

Effective scheduling in the energy sector is essential to ensure the reliable operation of electrical grids and their connected assets by, for instance, optimizing the dispatch of generation units and storage systems. An effective planning strategy must (a) accommodate advanced and potentially non-linear system models -- exploiting the increasing data availability of modern grids, and (b) explicitly handle uncertainties arising, for instance, from the integration of renewable energy sources. While existing approaches can address either non-linearity (e.g., Monte Carlo Tree Search) or uncertainty (e.g., stochastic mathematical optimization), there is a lack of planning techniques capable of addressing both challenges simultaneously. To bridge this gap, we propose a Stochastic Scenario-Structured Tree Search (S3TS) algorithm that explicitly represents uncertainty through scenario trees while enabling the integration of advanced non-linear models. We evaluate S3TS on a simulated demand response signal publication problem, largely mimicking the imbalance settlement mechanism in Belgium. The results demonstrate near-optimal performance in linear, analytically tractable settings, with costs within 14% of the mathematically optimal solution conditioned to the scenario trees. In highly non-linear scenarios, S3TS significantly outperforms baseline methods, achieving cost reductions of up to 51% and 5.4% compared to a myopic algorithm and deterministic MCTS, respectively.

The localization of moving sound sources using a microphone array is typically based on modifying the signal to compensate for the Doppler effect. In the time domain this compensation is done on a sample-by-sample basis. In the frequency domain short time segments need to be used in which the Doppler effect is assumed to be approximately constant and a discrete Fourier transform is done on each segment. In contrast, the authors developed an inverse 2.5D localization method for uniformly moving single-frequency sources that works in the spectral domain and allows for the use of longer windows. This was achieved by modifying the 2.5D forward model to directly compute the effect of the motion in the static observer position. The method does neither require to modify the measured signal nor does it require quasi-stationary of the measurements within the window used. Unfortunately, this approach is not directly suitable for broad-band stochastic sources, and in the present work we will investigate how the statistical properties of a uniformly moving stochastic source change when observed at a static observer. Using a 2.5D setting, the relation between the power spectral density of the moving source and the Loève spectrum, which is a generalization of the cross-spectral density at the static receivers, was derived. Based on simulated data with speeds up to 100 m,s$^{-1}$, the work presented here provides a proof of concept for a method based on multi-taper estimates for the Loève spectrum to localize moving broad-band stochastic sources . Currently, the method requires a stationary source signal and that the spectral density is flat within a certain range around the frequency of interest. Also, correlations between sources are currently not considered.

Latent state-space models are widely used to study partially observed dynamical systems, yet most formulations assume that process variability is independent of latent-state position. In many biological, behavioral, and physiological systems, however, variability may depend systematically on the underlying dynamical state, producing structured stochasticity that is not captured by constant-variance models. We introduce a state-coupled stochastic volatility framework in which latent process variance depends on displacement from a latent equilibrium. To estimate this relationship under partial observation, we develop a particle expectation-maximization procedure combining bootstrap particle filtering and backward trajectory smoothing. The model includes a coupling parameter, $γ$, that quantifies the strength of association between latent-state position and process variability. A large-scale simulation benchmark evaluated recovery and detection performance across varying coupling strengths, observation noise levels, trajectory lengths, and persistence regimes. The proposed framework consistently reduced recovery bias relative to an observed-state heteroskedastic proxy, with the largest improvements occurring under strong coupling. Recovery performance improved with increasing latent persistence, while detection performance remained competitive across a broad range of conditions and became increasingly advantageous as observation noise increased. Taken together, the results demonstrate that state-coupled volatility can be identified and estimated under partial observation when latent-state structure is explicitly modeled. The framework provides a practical methodological foundation for studying state-dependent variability and evaluating whether structured stochasticity contributes information about system dynamics beyond that contained in mean-state trajectories alone.

We study fixed-confidence best-action identification (BAI) in stochastic minimax trees. This problem is increasingly relevant in modern AI planning, where deep minimax search and Monte Carlo Tree Search (MCTS) with language model long rollouts face a fundamental tradeoff: heuristic evaluations are cheap but biased, while accurate rollouts are reliable but prohibitively expensive. We propose 2FFS, a two-fidelity tree-search algorithm that brings multi-fidelity flat bandit ideas into trees. The algorithm combines minimax-style fast expansion with MCTS-style stochastic sampling, adaptively deciding when to exploit cheap biased evaluations and when to invoke expensive accurate evaluations for local certification. We prove fixed-confidence correctness, establish finite stopping for exact identification, and give a polynomial-depth cost upper bound for general-depth trees. Across numerical stochastic-tree experiments, 2FFS uses substantially fewer samples and computational operations comparing to existing BAI-MCTS baseline.

Flow and diffusion models generate high-quality samples in many modalities; however, many network evaluations are required during inference due to numerical integration of an underlying differential equation. Flow maps alleviate this problem by learning the solution map of the differential equation directly, enabling few-step sampling. Yet, current methods are restricted to approximating the solution map of ODEs. These methods can be used to learn the transition kernel of an SDE, thereby obtaining a solution map that recovers the marginal distributions of the process (weak convergence) rather than the solution path (strong convergence). We propose Strong Stochastic Flow Maps (SSFMs) as a novel framework for learning the strong solution map of additive-noise SDEs, directly generalizing deterministic flow maps to the stochastic setting. Further, a polynomial approximation to Brownian motion is introduced and shown to converge pathwise. These results enable a simulation-free training objective for the solution map of diffusion models. We demonstrate that SSFMs outperform previous stochastic flow map methods on image generation and enable few-step sampling of molecular systems.

Large-scale vision foundation models have driven substantial gains on dense prediction tasks such as semantic segmentation, but their size makes deployment impractical in resource-constrained settings, motivating knowledge distillation as a means of transferring their capabilities to lightweight student networks. However, modern foundation teachers are predominantly transformer-based that encode global context, whereas efficient students are typically convolutional networks with locally biased receptive fields. Existing distillation methods largely assume architectural homogeneity and rely on direct feature mimicry, which fails to bridge this representational gap and neglects the structured spatial dependencies and discriminative organization required for accurate semantic segmentation. In this paper, we propose SWARD, a knowledge distillation framework that addresses this gap through two complementary mechanisms. First, we introduce a Multi-Scale Windowed Attention Distillation (MWAD) module that aligns teacher-student attention-based relations within stochastically shifted window partitions whose offsets are randomly resampled at every training iteration. This removes window boundary bias, and, combined with the multi-scale design, captures both short- and long-range spatial dependencies. Second, we introduce Prototype Discriminative Regularization (PDR), a loss that helps shape the student's feature distribution by enforcing inter-class separation and intra-class compactness, further sharpening the discriminative structure beyond what feature mimicry alone can produce under the student's reduced capacity. Experiments across different vision applications (i.e., urban scene parsing and medical image segmentation) show that SWARD achieves state-of-the-art performance.

Low-precision pretraining (FP8, MXFP4, NVFP4) is now standard for frontier language models, yet the literature is almost entirely achievability -- algorithms and empirical scaling laws -- with no matching characterization of what is information-theoretically possible. We study a B-bit quantized stochastic first-order oracle: an optimizer interacts for T rounds and receives, each round, a B-bit adaptive public-coin description of its stochastic gradient. Our main contribution is an exact reduction from optimizing a strongly convex quadratic family to interactively compressed Gaussian mean estimation -- under the B-bit oracle the query carries no information, so optimization collapses exactly onto a sequential distributed-estimation problem. This yields two unconditional lower bounds, a communication bound TB = Omega(d) and a statistical bound T = Omega(sigma^2 d / eps^2), and the sharp product-form bound T = Omega((sigma^2 d / eps^2) max{1, d/B}). The product form is also unconditional: a B-bit transcript carries at most O(TB / sigma^2) of Fisher trace about the mean, so bits rather than dimension limit the recoverable information, and combined with the multivariate van Trees inequality this gives the bound directly, without bounded-likelihood-ratio truncation. We give a near-matching achievability result with exact per-round bit accounting under a bounded-dynamic-range oracle, tight up to a logarithmic factor; the lower bound is for truly Gaussian (unbounded) gradients, and closing this oracle gap is left open. A sequential rate-distortion perspective extends the reduction to correlated and drifting oracles and corrects an earlier conjecture: positive noise correlation raises the bound by (1+rho)/(1-rho) rather than relaxing it. The bounds give an information-theoretic baseline for any low-bit gradient path, not an optimality claim about deployed FP4 systems.

Many stochastic gradient methods are believed not to converge when the noise in stochastic gradients has only a finite $p$-th moment for $p\in\left(1,2\right)$, a setting known as the heavy-tailed noise assumption. However, some recent studies have found that Stochastic Gradient Descent ($\textsf{SGD}$), without any modification to its update rule, can surprisingly converge in expectation for convex problems with bounded domains, highlighting the potential of classical stochastic gradient methods. Inspired by this recent progress, we provide a comprehensive study of stochastic optimization under heavy-tailed noise and establish new in-expectation convergence results for Stochastic Mirror Descent ($\textsf{SMD}$) and Accelerated Stochastic Mirror Descent ($\textsf{ASMD}$) in convex optimization, and for $\textsf{SGD}$ and Stochastic Gradient Descent with Momentum ($\textsf{SGDM}$) in nonconvex optimization. Notably, our results not only hold without algorithmic changes but also avoid restrictive assumptions, such as bounded domains, imposed in prior work. More importantly, our analysis provides a new, elegant, and powerful framework for studying heavy-tailed stochastic optimization, opening a new route to understanding first-order stochastic gradient methods.

Over the past half-dozen years, stochastic rounding (SR) has regained significant attention as a quantization scheme for low-precision floating-point arithmetic, with applications spanning numerical analysis and modern machine learning systems. Recent work has shown that SR acts as an implicit regularizer by increasing the smallest singular value of extremely tall-and-thin (or, symmetrically, short-and-fat) matrices. In this work, we substantially sharpen and extend this understanding in two directions. First, we show that the regularization effect of SR is not restricted to extreme aspect ratio regimes: it persists for matrices with constant aspect ratio. Second, we demonstrate that SR does not merely regularize the smallest singular value, but instead lifts entire clusters of singular values at the tail of the spectrum. Together, these results provide a more general characterization of stochastic rounding as a spectral regularizer, revealing that its effects extend beyond extremal aspect ratios and act on a broader portion of the singular value spectrum.

Tuning algorithms such as stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD) for approximate sampling and uncertainty quantification remains challenging, particularly in the practically relevant settings when the batch size is large or the model is misspecified. Existing theory that provides tuning guidance relies on continuous-time limits or strong statistical assumptions, which can become quantitatively inaccurate in these regimes. We address these shortcomings by proposing new discrete-time approximations to SG(L)D with and without momentum, which enables accurate predictions of the stationary covariance, iterate average covariance, and integrated autocorrelation time. Moreover, we prove quantitative, non-asymptotic error bounds showing that these estimates are sufficiently accurate for practical tuning and uncertainty quantification. Numerical experiments demonstrate that our theory yields improved tuning guidance across a range of models and data-generating distributions where existing approaches fail, including when using the $β$-divergence rather than log-loss to obtain statistically robust inferences.

Many stochastic physical systems evolve smoothly over time in the sense that the distribution of states changes regularly across time steps. The transition from current state to the next state can often be modeled as the combination of a smooth map and an explicit source of randomness. Stochastic Lifting exploits this structure by attaching an independent, high-dimensional random label to each state transition in the training data and fitting a transition map from the current state and label to the next state using a standard regression loss. The labels act as auxiliary coordinates that let the model represent multiple plausible next states from similar current states, avoiding collapse to a mean prediction in the finite-sample size regime. At inference, fresh labels are sampled at each time step and the learned map is rolled forward autoregressively, generating diverse trajectories with a single network evaluation per time step.

Agentic AI systems combine probabilistic reasoning with delegated action through tools, context, memory, orchestration, and external workflow integration. This note develops a formal and managerially usable model that distinguishes Agentic Technical Debt from Stochastic Tax. Agentic Technical Debt is a stock of accumulated design and governance liability. Stochastic Tax is a recurring flow of operating burden that arises when stochastic agents are used in business workflows. The two constructs are related, but they are not the same: debt can amplify the tax, while the tax can remain positive even when debt is minimized. The note starts from a compact dashboard expression, expands it into a fuller structural model, defines all variables and parameters, shows how each cost category can be estimated from operational data, and illustrates the framework with an accounts-payable simulation and companion spreadsheet.

Discrete diffusion models achieve strong performance in text and image generation, but their inference remains slow and must inherently balance sampling efficiency and sample quality. In this work, we present a systematic study of how the \emph{degree of stochasticity} in Markov transitions governs the sampling tradeoff. We show that highly deterministic transitions converge rapidly but suffer from error accumulation, while more stochastic transitions converge more slowly yet can achieve higher final sample quality. Using an information-theoretic analysis, we identify the underlying mechanism as an error-correcting effect induced by \emph{redundant transitions} that symmetrically exchange mass between states, and show that these transitions can provably contract sampling errors. Motivated by this analysis, we propose \emph{Discrete Churn and Restart Sampling} (DCRS), a novel inference algorithm that injects controlled stochasticity by alternating between forward and reverse diffusion processes. Experiments on synthetic datasets and large-scale benchmarks show that DCRS improves the speed-quality tradeoff in the low number of function evaluations regime. On image datasets, DCRS achieves up to a $10\times$ reduction in sampling steps compared to standard samplers while maintaining competitive sample quality, whereas on language benchmarks, we observe more nuanced behavior depending on the corruption process and sampling procedure.

Discounted reinforcement learning is usually presented through Bellman equations on closed Markov decision processes. This paper develops a compositional view: a one-step decision process is treated as an open stochastic component, and infinite-horizon policy evaluation is obtained by closing a contractive feedback loop. The resulting semantics assigns typed Bellman transformers to open components, interprets series and parallel wiring as composition and tensoring of transformers, and interprets feedback as an admissible guarded Banach trace realized by a unique fixed point. This perspective yields three theoretical consequences. First, approximate component equivalence is a contextual congruence for admitted well-typed guarded one-hole contexts: local operator error remains controlled after plugging the component into a surrounding circuit that uses the hole once and whose feedback nodes have certified uniform guardedness. Second, exact and approximate state abstractions become commuting or near-commuting coalgebraic diagrams, giving value-preservation and explicit sup-norm distortion bounds. Third, under monotone $ω$-continuous contract-transformer semantics, safety, risk, and resource specifications can be represented as quantale-valued contracts, where local inductive bounds lift through wiring and feedback by least-fixed-point reasoning. Its central claim is not that all RL morphisms form a global traced monoidal category, but that discounted Bellman evaluation admits a contractive feedback semantics on the admissible class of guarded circuits.

Reinforcement Learning with Verifiable Rewards (RLVR) has emerged as a central paradigm for scaling LLM reasoning, yet its optimization often suffers from training instability and suboptimal convergence. Through a systematic dissection of clipping-based GRPO-style objectives, we identify the rigid clipping decision induced by hard clipping as a key practical bottleneck in the studied RLVR setups. Specifically, our analysis suggests that informative signals can lie in the near-boundary region just beyond the clipping threshold, and are therefore discarded by the standard hard-clipping rule. Notably, once this bottleneck is precisely identified, even simple stochastic perturbations at the boundary can recover meaningful performance gains. Building on this finding, we propose Near-boundary Stochastic Rescue (NSR), a minimal, plug-and-play modification that stochastically retains these slightly out-of-bound tokens to recover lost signals. While NSR, via stochastic sampling, can be interpreted as inducing an implicit gradient decay in expectation, our ablations reveal that its stochastic, boundary-local rescue mechanism is consistently more effective than deterministic gradient decay. Validated by extensive experiments across model sizes from 7B to 30B and both dense and MoE architectures, as a plug-and-play solution, NSR substantially improves training stability and delivers consistent gains over strong baselines such as DAPO and GSPO.

In learning-augmented online algorithms, predictions are usually valued for what they say: a value estimate, a solution, or an algorithmic recommendation. This paper shows that predictions can also be valuable solely due to their arrival time. We study the fundamental secretary problem augmented with a stochastic precursor: a content-free signal that is guaranteed to arrive no later than the best item, but is otherwise stochastically timed. The signal does not carry any additional information; nevertheless, its timing alone changes the structure of optimal stopping. We characterize optimal policies in the random-order and adversarial-order models. In random order, a single uniformly timed precursor already gives success probability at least $\frac12$, improving on the classic $\frac1e$ benchmark. With increasingly late precursors, the success probability approaches $1$. In adversarial order, for which traditional models do not admit strong guarantees, sufficiently concentrated precursors recover constant success guarantees. Our results show that such novel forms of asynchronous temporal information are a distinct and powerful form of advice in online decision making and may also be effective for other problems.

Adaptive decision-making in biological and artificial intelligence requires balancing the exploitation of known outcomes with the exploration of uncertain alternatives. Although prior work suggests that uncertainty generally promotes exploration, it has typically treated distinct sources of environmental uncertainty as equivalent. We consider environments with latent reward states that drift over time (volatility) and are observed through noisy outcomes (stochasticity). Both increase posterior uncertainty, yet we show they drive optimal exploration in opposite directions: volatility enhances it, stochasticity suppresses it. We establish this asymmetry formally by extending the Gittins index framework to Gaussian state-space bandits with latent dynamics. We further derive Cause-Aware Uncertainty-Sensitive Exploration (CAUSE), a closed-form exploration bonus obtained via control-as-inference that inherits the same monotonicities. CAUSE outperforms standard exploration strategies in environments with heterogeneous noise structure, and also improves on a Gittins-per-arm policy whose rested-bandit optimality does not transfer to restless settings. Learning and exploration are governed by the same noise-inference asymmetry, and the framework predicts that pathological noise inference produces \emph{reversed} rather than merely impaired exploration, with implications for computational accounts of psychiatric conditions.

Constrained machine learning enables fairness-aware training, physics-informed neural networks, and integration of symbolic domain knowledge into statistical models. Despite its practical importance, no general method exists for the non-convex, non-smooth, stochastic setting that arises naturally in deep learning. We propose the Stochastic Penalty-Barrier Method (SPBM), which extends classical penalty and barrier methods to this setting via exponential dual averaging, a stabilized penalty schedule, and the Moreau envelope to handle non-smoothness. Experiments across multiple settings show that SPBM matches or outperforms existing constrained optimization baselines while incurring only linear runtime overhead compared to unconstrained Adam for up to 10,000 constraints.