Verification of model outputs is rapidly emerging as a key primitive for both training and real-world deployment of large language models (LLMs). In practice, this often involves using imperfect LLM judges and reward models since ground truth acquisition can be time-consuming and expensive. We introduce Fully Unsupervised Score Ensembling (FUSE), a method for improving verification quality by ensembling verifiers without access to ground truth correctness labels. The key idea behind FUSE is to control conditional dependencies between verifiers in a manner that improves the unsupervised performance of a class of spectral algorithms from the ensembling literature. Despite requiring zero ground truth labels, FUSE typically matches or improves upon semi-supervised alternatives in test-time scaling experiments with diverse sets of generator models, verifiers, and benchmarks. In particular, we validate our method on both conventional academic benchmarks such as GPQA Diamond and on frontier, unsaturated benchmarks such as Humanity's Last Exam and IMO Shortlist questions.

Deep learning (DL) has become a cornerstone of modern machine learning (ML) praxis. We introduce the R package mlr3torch, which is an extensible DL framework for the mlr3 ecosystem. It is built upon the torch package, and simplifies the definition, training, and evaluation of neural networks for both tabular data and generic tensors (e.g., images) for classification and regression. The package implements predefined architectures, and torch models can easily be converted to mlr3 learners. It also allows users to define neural networks as graphs. This representation is based on the graph language defined in mlr3pipelines and allows users to define the entire modeling workflow, including preprocessing, data augmentation, and network architecture, in a single graph. Through its integration into the mlr3 ecosystem, the package allows for convenient resampling, benchmarking, preprocessing, and more. We explain the package's design and features and show how to customize and extend it to new problems. Furthermore, we demonstrate the package's capabilities using three use cases, namely hyperparameter tuning, fine-tuning, and defining architectures for multimodal data. Finally, we present some runtime benchmarks.

Predictions from machine learning algorithms can vary across random seeds, inducing instability in downstream debiased machine learning estimators. We formalize random seed stability via a concentration condition and prove that subbagging guarantees stability for any bounded-outcome regression algorithm. We introduce a new cross-fitting procedure, adaptive cross-bagging, which simultaneously eliminates seed dependence from both nuisance estimation and sample splitting in debiased machine learning. Numerical experiments confirm that the method achieves the targeted level of stability whereas alternatives do not. Our method incurs a small computational penalty relative to standard practice whereas alternative methods incur large penalties.

This paper investigates the off-policy evaluation (OPE) problem from a distributional perspective. Rather than focusing solely on the expectation of the total return, as in most existing OPE methods, we aim to estimate the entire return distribution. To this end, we introduce a quantile-based approach for OPE using deep quantile process regression, presenting a novel algorithm called Deep Quantile Process regression-based Off-Policy Evaluation (DQPOPE). We provide new theoretical insights into the deep quantile process regression technique, extending existing approaches that estimate discrete quantiles to estimate a continuous quantile function. A key contribution of our work is the rigorous sample complexity analysis for distributional OPE with deep neural networks, bridging theoretical analysis with practical algorithmic implementations. We show that DQPOPE achieves statistical advantages by estimating the full return distribution using the same sample size required to estimate a single policy value using conventional methods. Empirical studies further show that DQPOPE provides significantly more precise and robust policy value estimates than standard methods, thereby enhancing the practical applicability and effectiveness of distributional reinforcement learning approaches.

We study the polynomial coefficients of lightning self-attention as coordinates of an algebraic variety. We identify linear and nonlinear families of algebraic invariants, including Chow-type, low-rank, Veronese-type, and Sylvester resultant-based constraints.

The low-degree polynomial framework has emerged as a powerful tool for providing evidence of statistical-computational gaps in high-dimensional inference. For detection problems, the standard approach bounds the low-degree advantage through an explicit orthonormal basis. However, this method does not extend naturally to estimation tasks, and thus fails to capture the \emph{detection-recovery gap phenomenon} that arises in many high-dimensional problems. Although several important advances have been made to overcome this limitation \cite{SW22, SW25, CGGV25+}, the existing approaches often rely on delicate, model-specific combinatorial arguments. In this work, we develop a general approach for obtaining \emph{conditional computational lower bounds} for recovery problems from mild bounds on low-degree testing advantage. Our method combines the notion of algorithmic contiguity in \cite{Li25} with a cross-validation reduction in \cite{DHSS25} that converts successful recovery into a hypothesis test with lopsided success probabilities. In contrast to prior unconditional lower bounds, our argument is conceptually simple, flexible, and largely model-independent. We apply this framework to several canonical inference problems, including planted submatrix, planted dense subgraph, stochastic block model, multi-frequency angular synchronization, orthogonal group synchronization, and multi-layer stochastic block model. In the first three settings, our method recovers existing low-degree lower bounds for recovery in \cite{SW22, SW25} via a substantially simpler argument. In the latter three, it gives new evidence for conjectured computational thresholds including the persistence of detection-recovery gaps. Together, these results suggest that mild control of low-degree advantage is often sufficient to explain computational barriers for recovery in high-dimensional statistical models.

We introduce Prior-Fitted Functional Flows, a generative foundation model for pharmacokinetics that enables zero-shot population synthesis and individual forecasting without manual parameter tuning. We learn functional vector fields, explicitly conditioned on the sparse, irregular data of an entire study population. This enables the generation of coherent virtual cohorts as well as forecasting of partially observed patient trajectories with calibrated uncertainty. We construct a new open-access literature corpus to inform our priors, and demonstrate state-of-the-art predictive accuracy on extensive real-world datasets.

The present study aims to investigate a cluster cleaning algorithm that is both computationally simple and capable of solving the PU classification when the SCAR condition is unsatisfied. A secondary objective of this study is to determine the robustness of the LassoJoint method to perturbations of the SCAR condition. In the first step of our algorithm, we obtain cleaning labels from 2-means clustering. Subsequently, we perform logistic regression on the cleaned data, assigning positive labels from the cleaning algorithm with additional true positive observations. The remaining observations are assigned the negative label. The proposed algorithm is evaluated by comparing 11 real data sets from machine learning repositories and a synthetic set. The findings obtained from this study demonstrate the efficacy of the clustering algorithm in scenarios where the SCAR condition is violated and further underscore the moderate robustness of the LassoJoint algorithm in this context.

In this paper, we consider the problem of extraction of most informative features from time series that are regarded as observed values of stochastic processes satisfying the It{ô} stochastic differential equations with unknown random drift and diffusion coefficients. We do not attract any additional information and use only the information contained in the time series as it is. Therefore, as additional features, we use the parameters of statistically adjusted mixture-type models of the observed regularities of the behavior of the time series. Several algorithms of construction of these parameters are discussed. These algorithms are based on statistical reconstruction of the coefficients which, in turn, is based on statistical separation of normal mixtures. We obtain two types of parameters by the techniques of the uniform and non-uniform statistical reconstruction of the coefficients of the underlying It{ô} process. The reconstructed coefficients obtained by uniform techniques do not depend on the current value of the process, while the non-uniform techniques reconstruct the coefficients with the account of their dependence on the value of the process. Actually, the non-uniform techniques used in this paper represent a stochastic analog of the Taylor expansion for the time series. The efficiency of the obtained additional features is compared by using them in the autoregressive algorithms of prediction of time series. In order to obtain pure conclusion that is not affected by unwanted factors, say, related to a special choice of the architecture of the neural network prediction methods, we used only simple autoregressive algorithms. We show that the use of additional statistical features improves the prediction.

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in epidemiological or survey settings, individuals with certain outcomes may be more likely to be included, resulting in biased prevalence estimates with potentially substantial downstream impact. Classical corrections, such as inverse-probability weighting or explicit likelihood-based models of the selection process, rely on tractable likelihoods, which limits their applicability in complex stochastic models with latent dynamics or high-dimensional structure. Simulation-based inference enables Bayesian analysis without tractable likelihoods but typically assumes missingness at random and thus fails when selection depends on unobserved outcomes or covariates. Here, we develop a bias-aware simulation-based inference framework that explicitly incorporates selection into neural posterior estimation. By embedding the selection mechanism directly into the generative simulator, the approach enables amortized Bayesian inference without requiring tractable likelihoods. This recasting of selection bias as part of the simulation process allows us to both obtain debiased estimates and explicitly test for the presence of bias. The framework integrates diagnostics to detect discrepancies between simulated and observed data and to assess posterior calibration. The method recovers well-calibrated posterior distributions across three statistical applications with diverse selection mechanisms, including settings in which likelihood-based approaches yield biased estimates. These results recast the correction of selection bias as a simulation problem and establish simulation-based inference as a practical and testable strategy for parameter estimation under selection bias.