Inference-time LLM alignment methods, particularly activation steering, offer an alternative to fine-tuning by directly modifying activations during generation. Existing methods, however, often rely on non-anticipative interventions that ignore how perturbations propagate through transformer layers and lack online error feedback, resulting in suboptimal, open-loop control. To address this, we show empirically that, despite the nonlinear structure of transformer blocks, layer-wise dynamics across multiple LLM architectures and scales are well-approximated by locally-linear models. Exploiting this property, we model LLM inference as a linear time-varying dynamical system and adapt the classical linear quadratic regulator to compute feedback controllers using layer-wise Jacobians, steering activations toward desired semantic setpoints in closed-loop with minimal computational overhead and no offline training. We also derive theoretical bounds on setpoint tracking error, enabling formal guarantees on steering performance. Using a novel adaptive semantic feature setpoint signal, our method yields robust, fine-grained behavior control across models, scales, and tasks, including state-of-the-art modulation of toxicity, truthfulness, refusal, and arbitrary concepts, surpassing baseline steering methods. Our code is available at: https://github.com/trustworthyrobotics/lqr-activation-steering

Time series foundation models (TSFMs) are widely used as generic feature extractors, yet the notion of non-stationarity in their embedding spaces remains poorly understood. Recent work often conflates non-stationarity with distribution shift, blurring distinctions fundamental to classical time-series analysis and long-standing methodologies such as statistical process control (SPC). In SPC, non-stationarity signals a process leaving a stable regime - via shifts in mean, variance, or emerging trends - and detecting such departures is central to quality monitoring and change-point analysis. Motivated by this diagnostic tradition, we study how different forms of distributional non-stationarity - mean shifts, variance changes, and linear trends - become linearly accessible in TSFM embedding spaces under controlled conditions. We further examine temporal non-stationarity arising from persistence, which reflects violations of weak stationarity due to long-memory or near-unit-root behavior rather than explicit distributional shifts. By sweeping shift strength and probing multiple TSFMs, we find that embedding-space detectability of non-stationarity degrades smoothly and that different models exhibit distinct, model-specific failure modes.

Monitoring binomial proportions across multiple independent streams is a critical challenge in Statistical Process Control (SPC), with applications from manufacturing to cybersecurity. While EWMA charts offer sensitivity to small shifts, existing implementations rely on asymptotic variance approximations that fail during early-phase monitoring. We introduce a Cumulative Standardized Binomial EWMA (CSB-EWMA) chart that overcomes this limitation by deriving the exact time-varying variance of the EWMA statistic for binary multiple-stream data, enabling adaptive control limits that ensure statistical rigor from the first sample. Through extensive simulations, we identify optimal smoothing (λ) and limit (L) parameters to achieve target in-control average run length (ARL0) of 370 and 500. The CSB-EWMA chart demonstrates rapid shift detection across both ARL0 targets, with out-of-control average run length (ARL1) dropping to 3-7 samples for moderate shifts (δ=0.2), and exhibits exceptional robustness across different data distributions, with low ARL1 Coefficients of Variation (CV < 0.10 for small shifts) for both ARL0 = 370 and 500. This work provides practitioners with a distribution-free, sensitive, and theoretically sound tool for early change detection in binomial multiple-stream processes.

We decompose the Kullback--Leibler generalization error (GE) -- the expected KL divergence from the data distribution to the trained model -- of unsupervised learning into three non-negative components: model error, data bias, and variance. The decomposition is exact for any e-flat model class and follows from two identities of information geometry: the generalized Pythagorean theorem and a dual e-mixture variance identity. As an analytically tractable demonstration, we apply the framework to $ε$-PCA, a regularized principal component analysis in which the empirical covariance is truncated at rank $N_K$ and discarded directions are pinned at a fixed noise floor $ε$. Although rank-constrained $ε$-PCA is not itself e-flat, it admits a technical reformulation with the same total GE on isotropic Gaussian data, under which each component of the decomposition takes closed form. The optimal rank emerges as the cutoff $λ_{\mathrm{cut}}^{*} = ε$ -- the model retains exactly those empirical eigenvalues exceeding the noise floor -- with the cutoff reflecting a marginal-rate balance between model-error gain and data-bias cost. A boundary comparison further yields a three-regime phase diagram -- retain-all, interior, and collapse -- separated by the lower Marchenko--Pastur edge and an analytically computable collapse threshold $ε_{*}(α)$, where $α$ is the dimension-to-sample-size ratio. All claims are verified numerically.

Artificial intelligence (AI) is moving increasingly beyond prediction to support decisions in complex, uncertain, and dynamic environments. This shift creates a natural intersection with operations research and management sciences (OR/MS), which have long offered conceptual and methodological foundations for sequential decision-making under uncertainty. At the same time, recent advances in deep learning, including feedforward neural networks, LSTMs, transformers, and deep reinforcement learning, have expanded the scope of data-driven modeling and opened new possibilities for large-scale decision systems. This tutorial presents an OR/MS-centered perspective on deep learning for sequential decision-making under uncertainty. Its central premise is that deep learning is valuable not as a replacement for optimization, but as a complement to it. Deep learning brings adaptability and scalable approximation, whereas OR/MS provides the structural rigor needed to represent constraints, recourse, and uncertainty. The tutorial reviews key decision-making foundations, connects them to the major neural architectures in modern AI, and discusses leading approaches to integrating learning and optimization. It also highlights emerging impact in domains such as supply chains, healthcare and epidemic response, agriculture, energy, and autonomous operations. More broadly, it frames these developments as part of a wider transition from predictive AI toward decision-capable AI and highlights the role of OR/MS in shaping the next generation of integrated learning--optimization systems.

The Hierarchical Kernel Transformer (HKT) is a multi-scale attention mechanism that processes sequences at L resolution levels via trainable causal downsampling, combining level-specific score matrices through learned convex weights. The total computational cost is bounded by 4/3 times that of standard attention, reaching 1.3125x for L = 3. Four theoretical results are established. (i) The hierarchical score matrix defines a positive semidefinite kernel under a sufficient condition on the symmetrised bilinear form (Proposition 3.1). (ii) The asymmetric score matrix decomposes uniquely into a symmetric part controlling reciprocal attention and an antisymmetric part controlling directional attention; HKT provides L independent such pairs across scales, one per resolution level (Propositions 3.5-3.6). (iii) The approximation error decomposes into three interpretable components with an explicit non-Gaussian correction and a geometric decay bound in L (Theorem 4.3, Proposition 4.4). (iv) HKT strictly subsumes single-head standard attention and causal convolution (Proposition 3.4). Experiments over 3 random seeds show consistent gains over retrained standard attention baselines: +4.77pp on synthetic ListOps (55.10+-0.29% vs 50.33+-0.12%, T = 512), +1.44pp on sequential CIFAR-10 (35.45+-0.09% vs 34.01+-0.19%, T = 1,024), and +7.47pp on IMDB character-level sentiment (70.19+-0.57% vs 62.72+-0.40%, T = 1,024), all at 1.31x overhead.

We consider the problem of conditional independence (CI) testing and adopt a kernel-based approach. Kernel-based CI tests embed variables in reproducing kernel Hilbert spaces, regress their embeddings on the conditioning variables, and test the resulting residuals for marginal independence. This approach yields tests that are sensitive to a broad range of conditional dependencies. Existing methods, however, rely heavily on kernel ridge regression, which is computationally expensive when properly tuned and yields poorly calibrated tests when left untuned, which limits their practical usefulness. We propose the Generalised Kernel Covariance Measure (GKCM), a regression-model-agnostic kernel-based CI test that accommodates a broad class of regression estimators. Building on the Generalised Hilbertian Covariance Measure framework (Lundborg et al., 2022), we characterise conditions under which GKCM satisfies uniform asymptotic level guarantees. In simulations, GKCM paired with tree-based regression models frequently outperforms state-of-the-art CI tests across a diverse range of data-generating processes, achieving better type I error control and competitive or superior power.

Dynamical systems describe how a physical system evolves over time. Physical processes can evolve faster or slower in different environmental conditions. We use time-warping as rescaling the time in a model of a physical system. This thesis proposes a new method of transfer learning for Recurrent Neural Networks (RNNs) based on time-warping. We prove that for a class of linear, first-order differential equations known as time lag models, an LSTM can approximate these systems with any desired accuracy, and the model can be time-warped while maintaining the approximation accuracy. The Time-Warping method of transfer learning is then evaluated in an applied problem on predicting fuel moisture content (FMC), an important concept in wildfire modeling. An RNN with LSTM recurrent layers is pretrained on fuels with a characteristic time scale of 10 hours, where there are large quantities of data available for training. The RNN is then modified with transfer learning to generate predictions for fuels with characteristic time scales of 1 hour, 100 hours, and 1000 hours. The Time-Warping method is evaluated against several known methods of transfer learning. The Time-Warping method produces predictions with an accuracy level comparable to the established methods, despite modifying only a small fraction of the parameters that the other methods modify.

Among the different possible strategies for evaluating the reliability of individual predictions of classifiers, robustness quantification stands out as a method that evaluates how much uncertainty a classifier could cope with before changing its prediction. However, its applicability is more limited than some of its alternatives, since it requires the use of generative models and restricts the analyses either to specific model architectures or discrete features. In this work, we propose a new robustness metric applicable to any probabilistic discriminative classifier and any type of features. We demonstrate that this new metric is capable of distinguishing between reliable and unreliable predictions, and use this observation to develop new strategies for dynamic classifier selection.

Uncovering causal relationships is a fundamental problem across science and engineering. However, most existing causal discovery methods assume acyclicity and direct access to the system variables -- assumptions that fail to hold in many real-world settings. For instance, in genomics, cyclic regulatory networks are common, and measurements are often corrupted by instrumental noise. To address these challenges, we propose RECLAIM, a causal discovery framework that natively handles both cycles and measurement noise. RECLAIM learns the causal graph structure by maximizing the likelihood of the observed measurements via expectation-maximization (EM), using residual normalizing flows for tractable likelihood computation. We consider two measurement models: (i) Gaussian additive noise, and (ii) a linear measurement system with additive Gaussian noise. We provide theoretical consistency guarantees for both the settings. Experiments on synthetic data and real-world protein signaling datasets demonstrate the efficacy of the proposed method.