In this paper, we propose a novel fairness framework grounded in the concept of happiness, a measure of the utility each group gains from decision outcomes. By capturing fairness through this intuitive lens, we not only offer a more human-centered approach, but also one that is mathematically rigorous: In order to compute the optimal, fair post-processing strategy, only a linear program needs to be solved. This makes our method both efficient and scalable with existing optimization tools. Furthermore, it unifies and extends several well-known fairness definitions, and our empirical results highlight its practical strengths across diverse scenarios.

We extend several recent results providing symmetry-based guarantees for variational inference (VI) with location-scale families. VI approximates a target density~$p$ by the best match $q^*$ in a family $Q$ of tractable distributions that in general does not contain $p$. It is known that VI can recover key properties of $p$, such as its mean and correlation matrix, when $p$ and $Q$ exhibit certain symmetries and $q^*$ is found by minimizing the reverse Kullback-Leibler divergence. We extend these guarantees in two important directions. First, we provide symmetry-based guarantees for a broader family of divergences, highlighting the properties of variational objectives under which VI provably recovers the mean and correlation matrix. Second, we obtain further guarantees for VI when the target density $p$ exhibits even and elliptical symmetries in some but not all of its coordinates. These partial symmetries arise naturally in Bayesian hierarchical models, where the prior induces a challenging geometry but still possesses axes of symmetry. We illustrate these theoretical results in a number of experimental settings.

Out-of-distribution (OOD) detection is essential for deploying deep learning models in open-world environments. Existing approaches, such as energy-based scoring and gradient-projection methods, typically rely on high-dimensional representations to separate in-distribution (ID) and OOD samples. We introduce P-OCS (Perturbations in the Orthogonal Complement Subspace), a lightweight and theoretically grounded method that operates in the orthogonal complement of the principal subspace defined by ID features. P-OCS applies a single projected perturbation restricted to this complementary subspace, enhancing subtle ID-OOD distinctions while preserving the geometry of ID representations. We show that a one-step update is sufficient in the small-perturbation regime and provide convergence guarantees for the resulting detection score. Experiments across multiple architectures and datasets demonstrate that P-OCS achieves state-of-the-art OOD detection with negligible computational cost and without requiring model retraining, access to OOD data, or changes to model architecture.

Data-driven discovery of model equations is a powerful approach for understanding the behavior of dynamical systems in many scientific fields. In particular, the ability to learn mathematical models from data would benefit systems biology, where the complex nature of these systems often makes a bottom up approach to modeling unfeasible. In recent years, sparse estimation techniques have gained prominence in system identification, primarily using parametric paradigms to efficiently capture system dynamics with minimal model complexity. In particular, the Sindy algorithm has successfully used sparsity to estimate nonlinear systems by extracting from a library of functions only a few key terms needed to capture the dynamics of these systems. However, parametric models often fall short in accurately representing certain nonlinearities inherent in complex systems. To address this limitation, we introduce a novel framework that integrates sparse parametric estimation with nonparametric techniques. It captures nonlinearities that Sindy cannot describe without requiring a priori information about their functional form. That is, without expanding the library of functions to include the one that is trying to be discovered. We illustrate our approach on several examples related to estimation of complex biological phenomena.

Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through nonparametric estimation, but do not accommodate clustered data structures or provide uncertainty quantification. We introduce Gradient Boosted Mixed Models (GBMixed), a framework and algorithm that extends boosting to jointly estimate mean and variance components via likelihood-based gradients. In addition to nonparametric mean estimation, the method models both random effects and residual variances as potentially covariate-dependent functions using flexible base learners such as regression trees or splines, enabling nonparametric estimation while maintaining interpretability. Simulations and real-world applications demonstrate accurate recovery of variance components, calibrated prediction intervals, and improved predictive accuracy relative to standard linear mixed models and nonparametric methods. GBMixed provides heteroscedastic uncertainty quantification and introduces boosting for heterogeneous random effects. This enables covariate-dependent shrinkage for cluster-specific predictions to adapt between population and cluster-level data. Under standard causal assumptions, the framework enables estimation of heterogeneous treatment effects with reliable uncertainty quantification.

We introduce a novel framework that transforms the resource-intensive (adversarial) prompt optimization problem into an \emph{efficient, amortized inference task}. Our core insight is that pretrained, non-autoregressive generative LLMs, such as Diffusion LLMs, which model the joint distribution over prompt-response pairs, can serve as powerful surrogates for prompt search. This approach enables the direct conditional generation of prompts, effectively replacing costly, per-instance discrete optimization with a small number of parallelizable samples. We provide a probabilistic analysis demonstrating that under mild fidelity assumptions, only a few conditional samples are required to recover high-reward (harmful) prompts. Empirically, we find that the generated prompts are low-perplexity, diverse jailbreaks that exhibit strong transferability to a wide range of black-box target models, including robustly trained and proprietary LLMs. Beyond adversarial prompting, our framework opens new directions for red teaming, automated prompt optimization, and leveraging emerging Flow- and Diffusion-based LLMs.

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not widely tackled. In this paper we study an optimal trading problem, where a trading signal follows an Ornstein-Uhlenbeck process with regime-switching dynamics. We employ a blend of RL and Recurrent Neural Networks (RNN) in order to make the most at extracting underlying information from the trading signal with latent parameters. The latent parameters driving mean reversion, speed, and volatility are filtered from observations of the signal, and trading strategies are derived via RL. To address this problem, we propose three Deep Deterministic Policy Gradient (DDPG)-based algorithms that integrate Gated Recurrent Unit (GRU) networks to capture temporal dependencies in the signal. The first, a one -step approach (hid-DDPG), directly encodes hidden states from the GRU into the RL trader. The second and third are two-step methods: one (prob-DDPG) makes use of posterior regime probability estimates, while the other (reg-DDPG) relies on forecasts of the next signal value. Through extensive simulations with increasingly complex Markovian regime dynamics for the trading signal's parameters, as well as an empirical application to equity pair trading, we find that prob-DDPG achieves superior cumulative rewards and exhibits more interpretable strategies. By contrast, reg-DDPG provides limited benefits, while hid-DDPG offers intermediate performance with less interpretable strategies. Our results show that the quality and structure of the information supplied to the agent are crucial: embedding probabilistic insights into latent regimes substantially improves both profitability and robustness of reinforcement learning-based trading strategies.

This article establishes a rigorous spectral framework for the mathematical analysis of SHAP values. We show that any predictive model defined on a discrete or multi-valued input space admits a generalized Fourier expansion with respect to an orthonormalisation tensor-product basis constructed under a product probability measure. Within this setting, each SHAP attribution can be represented as a linear functional of the model's Fourier coefficients. Two complementary regimes are studied. In the deterministic regime, we derive quantitative stability estimates for SHAP values under Fourier truncation, showing that the attribution map is Lipschitz continuous with respect to the distance between predictors. In the probabilistic regime, we consider neural networks in their infinite-width limit and prove convergence of SHAP values toward those induced by the corresponding Gaussian process prior, with explicit error bounds in expectation and with high probability based on concentration inequalities. We also provide a numerical experiment on a clinical unbalanced dataset to validate the theoretical findings.

We present MMbeddings, a probabilistic embedding approach that reinterprets categorical embeddings through the lens of nonlinear mixed models, effectively bridging classical statistical theory with modern deep learning. By treating embeddings as latent random effects within a variational autoencoder framework, our method substantially decreases the number of parameters -- from the conventional embedding approach of cardinality $\times$ embedding dimension, which quickly becomes infeasible with large cardinalities, to a significantly smaller, cardinality-independent number determined primarily by the encoder architecture. This reduction dramatically mitigates overfitting and computational burden in high-cardinality settings. Extensive experiments on simulated and real datasets, encompassing collaborative filtering and tabular regression tasks using varied architectures, demonstrate that MMbeddings consistently outperforms traditional embeddings, underscoring its potential across diverse machine learning applications.

Hackers use over 3,000 YouTube videos to distribute malware disguised as free software and game hacks, targeting users seeking cracked programs through fake tutorials.