Expectation Propagation (EP) is a widely used iterative message-passing algorithm that decomposes a global inference problem into multiple local ones. It approximates marginal distributions as ``beliefs'' using intermediate functions called ``messages''. It has been shown that the stationary points of EP are the same as corresponding constrained Bethe Free Energy (BFE) optimization problem. Therefore, EP is an iterative method of optimizing the constrained BFE. However, the iterative method may fall out of the feasible set of the BFE optimization problem, i.e., the beliefs are not integrable. In most literature, the authors use various methods to keep all the messages integrable. In most Bayesian estimation problems, limiting the messages to be integrable shrinks the actual feasible set. Furthermore, in extreme cases where the factors are not integrable, making the message itself integrable is not enough to have integrable beliefs. In this paper, two EP frameworks are proposed to ensure that EP has integrable beliefs. Both of the methods allows non-integrable messages. We then investigate the signal recovery problem in Generalized Linear Model (GLM) using our proposed methods.

This paper studies the problem of recovering a hidden vertex correspondence between two correlated graphs when both edge weights and node features are observed. While most existing work on graph alignment relies primarily on edge information, many real-world applications provide informative node features in addition to graph topology. To capture this setting, we introduce the featured correlated Gaussian Wigner model, where two graphs are coupled through an unknown vertex permutation, and the node features are correlated under the same permutation. We characterize the optimal information-theoretic thresholds for exact recovery and partial recovery of the latent mapping. On the algorithmic side, we propose QPAlign, an algorithm based on a quadratic programming relaxation, and demonstrate its strong empirical performance on both synthetic and real datasets. Moreover, we also derive theoretical guarantees for the proposed procedure, supporting its reliability and providing convergence guarantees.

We study compressed sensing when the sampling vectors are chosen from the rows of a unitary matrix. In the literature, these sampling vectors are typically chosen randomly; the use of randomness has enabled major empirical and theoretical advances in the field. However, in practice there are often certain crucial sampling vectors, in which case practitioners will depart from the theory and sample such rows deterministically. In this work, we derive an optimized sampling scheme for Bernoulli selectors which naturally combines random and deterministic selection of rows, thus rigorously deciding which rows should be sampled deterministically. This sampling scheme provides measurable improvements in image compressed sensing for both generative and sparse priors when compared to with-replacement and without-replacement sampling schemes, as we show with theoretical results and numerical experiments. Additionally, our theoretical guarantees feature improved sample complexity bounds compared to previous works, and novel denoising guarantees in this setting.

Many data-driven decision problems are formulated using a nominal distribution estimated from historical data, while performance is ultimately determined by a deployment distribution that may be shifted, context-dependent, partially observed, or stress-induced. This tutorial presents modern generative models, particularly flow- and score-based methods, as mathematical tools for constructing decision-relevant distributions. From an operations research perspective, their primary value lies not in unconstrained sample synthesis but in representing and transforming distributions through transport maps, velocity fields, score fields, and guided stochastic dynamics. We present a unified framework based on pushforward maps, continuity, Fokker-Planck equations, Wasserstein geometry, and optimization in probability space. Within this framework, generative models can be used to learn nominal uncertainty, construct stressed or least-favorable distributions for robustness, and produce conditional or posterior distributions under side information and partial observation. We also highlight representative theoretical guarantees, including forward-reverse convergence for iterative flow models, first-order minimax analysis in transport-map space, and error-transfer bounds for posterior sampling with generative priors. The tutorial provides a principled introduction to using generative models for scenario generation, robust decision-making, uncertainty quantification, and related problems under distributional shift.

Machine learning (ML) models have achieved strikingly high accuracies in spectroscopic classification tasks, often without a clear proof that those models used chemically meaningful features. Existing studies have linked these results to data preprocessing choices, noise sensitivity, and model complexity, but no unifying explanation is available so far. In this work, we show that these phenomena arise naturally from the intrinsic high dimensionality of spectral data. Using a theoretical analysis grounded in the Feldman-Hajek theorem and the concentration of measure, we show that even infinitesimal distributional differences, caused by noise, normalisation, or instrumental artefacts, may become perfectly separable in high-dimensional spaces. Through a series of specific experiments on synthetic and real fluorescence spectra, we illustrate how models can achieve near-perfect accuracy even when chemical distinctions are absent, and why feature-importance maps may highlight spectrally irrelevant regions. We provide a rigorous theoretical framework, confirm the effect experimentally, and conclude with practical recommendations for building and interpreting ML models in spectroscopy.

When deploying large language models (LLMs) to safety-critical applications, uncertainty quantification (UQ) is of utmost importance to self-assess the reliability of the LLM-based decisions. However, such decisions typically suffer from overconfidence, particularly after parameter-efficient fine-tuning (PEFT) for downstream domain-specific tasks with limited data. Existing methods to alleviate this issue either rely on Laplace approximation based post-hoc framework, which may yield suboptimal calibration depending on the training trajectory, or variational Bayesian training that requires multiple complete forward passes through the entire LLM backbone at inference time for Monte Carlo estimation, posing scalability challenges for deployment. To address these limitations, we build on the Bayesian last layer (BLL) model, where the LLM-based deterministic feature extractor is followed by random last layer parameters for uncertainty reasoning. Since existing low-rank adapters (LoRA) for PEFT have limited expressiveness due to rank collapse, we address this with Polar-decomposed Low-rank Adapter Representation (PoLAR), an orthogonalized parameterization paired with Riemannian optimization to enable more stable and expressive adaptation. Building on this PoLAR-BLL model, we leverage the variational (V) inference framework to put forth a scalable Bayesian fine-tuning approach which jointly seeks the PoLAR parameters and approximate posterior of the last layer parameters via alternating optimization. The resulting PoLAR-VBLL is a flexible framework that nicely integrates architecture-enhanced optimization with scalable Bayesian inference to endow LLMs with well-calibrated UQ. Our empirical results verify the effectiveness of PoLAR-VBLL in terms of generalization and uncertainty estimation on both in-distribution and out-of-distribution data for various common-sense reasoning tasks.

Multi-view data analysis seeks to integrate multiple representations of the same samples in order to recover a coherent low-dimensional structure. Classical approaches often rely on feature concatenation or explicit alignment assumptions, which become restrictive under heterogeneous geometries or nonlinear distortions. In this work, we propose two geometry-aware multi-view embedding strategies grounded in Gromov-Wasserstein (GW) optimal transport. The first, termed Mean-GWMDS, aggregates view-specific relational information by averaging distance matrices and applying GW-based multidimensional scaling to obtain a representative embedding. The second strategy, referred to as Multi-GWMDS, adopts a selection-based paradigm in which multiple geometry-consistent candidate embeddings are generated via GW-based alignment and a representative embedding is selected. Experiments on synthetic manifolds and real-world datasets show that the proposed methods effectively preserve intrinsic relational structure across views. These results highlight GW-based approaches as a flexible and principled framework for multi-view representation learning.

It is known that the minimum-mean-squared-error (MMSE) denoiser under Gaussian noise can be written as a proximal operator, which suffices for asymptotic convergence of plug-and-play (PnP) methods but does not reveal the structure of the induced regularizer or give convergence rates. We show that the MMSE denoiser corresponds to a regularizer that can be written explicitly as an upper Moreau envelope of the negative log-marginal density, which in turn implies that the regularizer is 1-weakly convex. Using this property, we derive (to the best of our knowledge) the first sublinear convergence guarantee for PnP proximal gradient descent with an MMSE denoiser. We validate the theory with a one-dimensional synthetic study that recovers the implicit regularizer. We also validate the theory with imaging experiments (deblurring and computed tomography), which exhibit the predicted sublinear behavior.

This paper focuses on the state estimation problem in distributed sensor networks, where intermittent packet dropouts, corrupted observations, and unknown noise covariances coexist. To tackle this challenge, we formulate the joint estimation of system states, noise parameters, and network reliability as a Bayesian variational inference problem, and propose a novel variational Bayesian adaptive Kalman filter (VB-AKF) to approximate the joint posterior probability densities of the latent parameters. Unlike existing AKF that separately handle missing data and measurement outliers, the proposed VB-AKF adopts a dual-mask generative model with two independent Bernoulli random variables, explicitly characterizing both observable communication losses and latent data authenticity. Additionally, the VB-AKF integrates multiple concurrent multiple observations into the adaptive filtering framework, which significantly enhances statistical identifiability. Comprehensive numerical experiments verify the effectiveness and asymptotic optimality of the proposed method, showing that both parameter identification and state estimation asymptotically converge to the theoretical optimal lower bound with the increase in the number of sensors.

Personalized decision policies are increasingly central in areas such as healthcare [Bertsimas et al., 2017], education[Mandeletal.,2014], andpublicpolicy[Kubeetal.,2019], wheretailoringactions to individual characteristics can improve outcomes. In many of these settings, however, actively experimenting with new policies to generate "online data" is expensive, risky, or infeasible, which motivates methods that can evaluate and optimize policies using pre-existing "offline data." A variety of work studies semiparametric efficient estimation of the value of a fixed policy from offline data [Chernozhukov et al., 2018, Dud ık et al., 2011, Jiang and Li, 2016, Kallus and Uehara, 2020, 2022, Kallus et al., 2022, Scharfstein et al., 1999]. And, a variety of work considers selecting the policy that optimizes such estimates over policies in a given class [Athey and Wager, 2021, Chernozhukov et al., 2019, Foster and Syrgkanis, 2023, Kallus, 2021, Zhang et al., 2013, Zhou et al., 2023], which generally yields rates the scale with policy class complexity, e.g., OP(N 1/2) for VC classes. Luedtke and Chambaz [2020] get regret acceleration to oP(N 1/2) by leveraging an equicontinuity argument.