Unmeasured confounding can render identification strategies based on adjustment functionals invalid. We study the "Napkin graph", a causal structure that encapsulates patterns of M-bias, instrumental variables, and the classical back-door and front-door models within a single graphical framework, yet requires a nonstandard identification strategy: the average treatment effect is expressed as a ratio of two g-formulas. We develop novel estimators for this functional, including doubly robust one-step and targeted minimum loss-based estimators that remain asymptotically linear when nuisance functions are estimated at slower-than-parametric rates using machine learning. We also show how a generalized independence restriction encoded by the Napkin graph, known as a Verma constraint, can be exploited to improve efficiency, illustrating more generally how such constraints in hidden variable DAGs can inform semiparametric inference. The proposed methods are validated through simulations and applied to the Finnish Life Course study to estimate the effect of educational attainment on income. An accompanying R package, napkincausal, implements all proposed procedures.

In quantum mechanics, observation actively shapes the system, paralleling the statistical notion of Missing Not At Random (MNAR). This study introduces a unified framework for \textbf{robust causal directionality inference} in quantum engineering, determining whether relations are system$\to$observation, observation$\to$system, or bidirectional. The method integrates CVAE-based latent constraints, MNAR-aware selection models, GEE-stabilized regression, penalized empirical likelihood, and Bayesian optimization. It jointly addresses quantum and classical noise while uncovering causal directionality, with theoretical guarantees for double robustness, perturbation stability, and oracle inequalities. Simulation and real-data analyses (TCGA gene expression, proteomics) show that the proposed MNAR-stabilized CVAE+GEE+AIPW+PEL framework achieves lower bias and variance, near-nominal coverage, and superior quantum-specific diagnostics. This establishes robust causal directionality inference as a key methodological advance for reliable quantum engineering.

Empirical Bayes (EB) improves the accuracy of simultaneous inference "by learning from the experience of others" (Efron, 2012). Classical EB theory focuses on latent variables that are iid draws from a fitted prior (Efron, 2019). Modern applications, however, feature complex structure, like arrays, spatial processes, or covariates. How can we apply EB ideas to these settings? We propose a generalized approach to empirical Bayes based on the notion of probabilistic symmetry. Our method pairs a simultaneous inference problem-with an unknown prior-to a symmetry assumption on the joint distribution of the latent variables. Each symmetry implies an ergodic decomposition, which we use to derive a corresponding empirical Bayes method. We call this methodBayesian empirical Bayes (BEB). We show how BEB recovers the classical methods of empirical Bayes, which implicitly assume exchangeability. We then use it to extend EB to other probabilistic symmetries: (i) EB matrix recovery for arrays and graphs; (ii) covariate-assisted EB for conditional data; (iii) EB spatial regression under shift invariance. We develop scalable algorithms based on variational inference and neural networks. In simulations, BEB outperforms existing approaches to denoising arrays and spatial data. On real data, we demonstrate BEB by denoising a cancer gene-expression matrix and analyzing spatial air-quality data from New York City.

Reliable estimation of feature contributions in machine learning models is essential for trust, transparency and regulatory compliance, especially when models are proprietary or otherwise operate as black boxes. While permutation-based methods are a standard tool for this task, classical implementations rely on repeated random permutations, introducing computational overhead and stochastic instability. In this paper, we show that by replacing multiple random permutations with a single, deterministic, and optimal permutation, we achieve a method that retains the core principles of permutation-based importance while being non-random, faster, and more stable. We validate this approach across nearly 200 scenarios, including real-world household finance and credit risk applications, demonstrating improved bias-variance tradeoffs and accuracy in challenging regimes such as small sample sizes, high dimensionality, and low signal-to-noise ratios. Finally, we introduce Systemic Variable Importance, a natural extension designed for model stress-testing that explicitly accounts for feature correlations. This framework provides a transparent way to quantify how shocks or perturbations propagate through correlated inputs, revealing dependencies that standard variable importance measures miss. Two real-world case studies demonstrate how this metric can be used to audit models for hidden reliance on protected attributes (e.g., gender or race), enabling regulators and practitioners to assess fairness and systemic risk in a principled and computationally efficient manner.

Learning predictive models from observations using deep neural networks (DNNs) is a promising new approach to many real-world planning and control problems. However, common DNNs are too unstructured for effective planning, and current control methods typically rely on extensive sampling or local gradient descent. In this paper, we propose a new framework for integrated model learning and predictive control that is amenable to efficient optimization algorithms. Specifically, we start with a ReLU neural model of the system dynamics and, with minimal losses in prediction accuracy, we gradually sparsify it by removing redundant neurons. This discrete sparsification process is approximated as a continuous problem, enabling an end-to-end optimization of both the model architecture and the weight parameters. The sparsified model is subsequently used by a mixed-integer predictive controller, which represents the neuron activations as binary variables and employs efficient branch-and-bound algorithms. Our framework is applicable to a wide variety of DNNs, from simple multilayer perceptrons to complex graph neural dynamics. It can efficiently handle tasks involving complicated contact dynamics, such as object pushing, compositional object sorting, and manipulation of deformable objects. Numerical and hardware experiments show that, despite the aggressive sparsification, our framework can deliver better closed-loop performance than existing state-of-the-art methods.

We study a class of classification problems best exemplified by the \emph{bank loan} problem, where a lender decides whether or not to issue a loan. The lender only observes whether a customer will repay a loan if the loan is issued to begin with, and thus modeled decisions affect what data is available to the lender for future decisions. As a result, it is possible for the lender's algorithm to ``get stuck'' with a self-fulfilling model. This model never corrects its false negatives, since it never sees the true label for rejected data, thus accumulating infinite regret. In the case of linear models, this issue can be addressed by adding optimism directly into the model predictions. However, there are few methods that extend to the function approximation case using Deep Neural Networks.

We introduce Resilient Multiple Choice Learning (rMCL), an extension of the MCL approach for conditional distribution estimation in regression settings where multiple targets may be sampled for each training input.Multiple Choice Learning is a simple framework to tackle multimodal density estimation, using the Winner-Takes-All (WTA) loss for a set of hypotheses. In regression settings, the existing MCL variants focus on merging the hypotheses, thereby eventually sacrificing the diversity of the predictions. In contrast, our method relies on a novel learned scoring scheme underpinned by a mathematical framework based on Voronoi tessellations of the output space, from which we can derive a probabilistic interpretation.After empirically validating rMCL with experiments on synthetic data, we further assess its merits on the sound source localization problem, demonstrating its practical usefulness and the relevance of its interpretation.

With a principled representation of uncertainty and closed form posterior updates, Gaussian processes (GPs) are a natural choice for online decision making. However, Gaussian processes typically require at least $\mathcal{O}(n^2)$ computations for $n$ training points, limiting their general applicability. Stochastic variational Gaussian processes (SVGPs) can provide scalable inference for a dataset of fixed size, but are difficult to efficiently condition on new data. We propose online variational conditioning (OVC), a procedure for efficiently conditioning SVGPs in an online setting that does not require re-training through the evidence lower bound with the addition of new data. OVC enables the pairing of SVGPs with advanced look-ahead acquisition functions for black-box optimization, even with non-Gaussian likelihoods. We show OVC provides compelling performance in a range of applications including active learning of malaria incidence, and reinforcement learning on MuJoCo simulated robotic control tasks.

We introduce a generic \emph{two-loop} scheme for smooth minimax optimization with strongly-convex-concave objectives.

We study a fundamental problem in structure-based drug design --- generating molecules that bind to specific protein binding sites. While we have witnessed the great success of deep generative models in drug design, the existing methods are mostly string-based or graph-based. They are limited by the lack of spatial information and thus unable to be applied to structure-based design tasks. Particularly, such models have no or little knowledge of how molecules interact with their target proteins exactly in 3D space. In this paper, we propose a 3D generative model that generates molecules given a designated 3D protein binding site. Specifically, given a binding site as the 3D context, our model estimates the probability density of atom's occurrences in 3D space --- positions that are more likely to have atoms will be assigned higher probability. To generate 3D molecules, we propose an auto-regressive sampling scheme --- atoms are sampled sequentially from the learned distribution until there is no room for new atoms. Combined with this sampling scheme, our model can generate valid and diverse molecules, which could be applicable to various structure-based molecular design tasks such as molecule sampling and linker design. Experimental results demonstrate that molecules sampled from our model exhibit high binding affinity to specific targets and good drug properties such as drug-likeness even if the model is not explicitly optimized for them.