Mafia is a social deduction game where informed mafia compete against uninformed townsfolk. Its asymmetry of information and reliance on theory-of-mind reasoning mirror real-world multi-agent scenarios, making it a useful testbed for evaluating the social intelligence of large language models (LLMs). To support a systematic study, we introduce Mini-Mafia: a simplified four-player variant with one mafioso, one detective, and two villagers. We set the mafioso to kill a villager and the detective to investigate the mafioso during the night, reducing the game to a single day phase of discussion and voting. This setup isolates three interactive capabilities through role-specific win conditions: the mafioso must deceive, the villagers must detect deception, and the detective must effectively disclose information. To measure these skills, we have LLMs play against each other, creating the Mini-Mafia Benchmark: a two-stage framework that first estimates win rates within fixed opponent configurations, then aggregates performance across them using standardized scoring. Built entirely from model interactions without external data, the benchmark evolves as new models are introduced, with each one serving both as a new opponent and as a subject of evaluation. Our experiments reveal counterintuitive results, including cases where smaller models outperform larger ones. Beyond benchmarking, Mini-Mafia enables quantitative study of emergent multi-agent dynamics such as name bias and last-speaker advantage. It also contributes to AI safety by generating training data for deception detectors and by tracking models' deception capabilities against human baselines.

Machine learning (ML) is often viewed as a powerful data analysis tool that is easy to learn because of its black-box nature. Yet this very nature also makes it difficult to quantify confidence in predictions extracted from ML models, and more fundamentally, to understand how such models are mathematical abstractions of training data. The goal of this paper is to unravel these issues and their connections to uncertainty quantification (UQ) by pursuing a line of reasoning motivated by diagnostics. In such settings, prevalence - i.e. the fraction of elements in class - is often of inherent interest. Here we analyze the many interpretations of prevalence to derive a level-set theory of classification, which shows that certain types of self-consistent ML models are equivalent to class-conditional probability distributions. We begin by studying the properties of binary Bayes optimal classifiers, recognizing that their boundary sets can be reinterpreted as level-sets of pairwise density ratios. By parameterizing Bayes classifiers in terms of the prevalence, we then show that they satisfy important monotonicity and class-switching properties that can be used to deduce the density ratios without direct access to the boundary sets. Moreover, this information is sufficient for tasks such as constructing the multiclass Bayes-optimal classifier and estimating inherent uncertainty in the class assignments. In the multiclass case, we use these results to deduce normalization and self-consistency conditions, the latter being equivalent to the law of total probability for classifiers. We also show that these are necessary conditions for arbitrary ML models to have valid probabilistic interpretations. Throughout we demonstrate how this analysis informs the broader task of UQ for ML via an uncertainty propagation framework.

Faithful free-text explanations are important to ensure transparency in high-stakes AI decision-making contexts, but they are challenging to generate by language models and assess by humans. In this paper, we present a measure for Prediction-EXplanation (PEX) consistency, by extending the concept of weight of evidence. This measure quantifies how much a free-text explanation supports or opposes a prediction, serving as an important aspect of explanation faithfulness. Our analysis reveals that more than 62% explanations generated by large language models lack this consistency. We show that applying direct preference optimization improves the consistency of generated explanations across three model families, with improvement ranging from 43.1% to 292.3%. Furthermore, we demonstrate that optimizing this consistency measure can improve explanation faithfulness by up to 9.7%.

Manual modeling in Constraint Programming is a substantial bottleneck, which Constraint Acquisition (CA) aims to automate. However, passive CA methods are prone to over-fitting, often learning models that include spurious global constraints when trained on limited data, while purely active methods can be query-intensive. We introduce a hybrid CA framework specifically designed to address the challenge of over-fitting in CA. Our approach integrates passive learning for initial candidate generation, a query-driven interactive refinement phase that utilizes probabilistic confidence scores (initialized by machine learning priors) to systematically identify over-fitted constraints, and a specialized subset exploration mechanism to recover valid substructures from rejected candidates. A final active learning phase ensures model completeness. Extensive experiments on diverse benchmarks demonstrate that our interactive refinement phase is crucial for achieving high target model coverage and overall model accuracy from limited examples, doing so with manageable query complexity. This framework represents a substantial advancement towards robust and practical constraint acquisition in data-limited scenarios.

Neural Information Processing Systems http://nips.cc/

Non-stationary extremal dependence, whereby the relationship between the extremes of multiple variables evolves over time, is commonly observed in many environmental and financial data sets. However, most multivariate extreme value models are only suited to stationary data. A recent approach to multivariate extreme value modelling uses a geometric framework, whereby extremal dependence features are inferred through the limiting shapes of scaled sample clouds. This framework can capture a wide range of dependence structures, and a variety of inference procedures have been proposed in the stationary setting. In this work, we first extend the geometric framework to the non-stationary setting and outline assumptions to ensure the necessary convergence conditions hold. We then introduce a flexible, semi-parametric modelling framework for obtaining estimates of limit sets in the non-stationary setting. Through rigorous simulation studies, we demonstrate that our proposed framework can capture a wide range of dependence forms and is robust to different model formulations. We illustrate the proposed methods on financial returns data and present several practical uses.

Most uncertainty quantification (UQ) approaches provide a single scalar value as a measure of model reliability. However, different uncertainty measures could provide complementary information on the prediction confidence. Even measures targeting the same type of uncertainty (e.g., ensemble-based and density-based measures of epistemic uncertainty) may capture different failure modes. We take a multidimensional view on UQ by stacking complementary UQ measures into a vector. Such vectors are assigned with Monge-Kantorovich ranks produced by an optimal-transport-based ordering method. The prediction is then deemed more uncertain than the other if it has a higher rank. The resulting VecUQ-OT algorithm uses entropy-regularized optimal transport. The transport map is learned on vectors of scores from in-distribution data and, by design, applies to unseen inputs, including out-of-distribution cases, without retraining. Our framework supports flexible non-additive uncertainty fusion (including aleatoric and epistemic components). It yields a robust ordering for downstream tasks such as selective prediction, misclassification detection, out-of-distribution detection, and selective generation. Across synthetic, image, and text data, VecUQ-OT shows high efficiency even when individual measures fail. The code for the method is available at: https://github.com/stat-ml/multidimensional_uncertainty.

This study considers the estimation of the average treatment effect (ATE). For ATE estimation, we estimate the propensity score through direct bias-correction term estimation. Let $\{(X_i, D_i, Y_i)\}_{i=1}^{n}$ be the observations, where $X_i \in \mathbb{R}^p$ denotes $p$-dimensional covariates, $D_i \in \{0, 1\}$ denotes a binary treatment assignment indicator, and $Y_i \in \mathbb{R}$ is an outcome. In ATE estimation, the bias-correction term $h_0(X_i, D_i) = \frac{1[D_i = 1]}{e_0(X_i)} - \frac{1[D_i = 0]}{1 - e_0(X_i)}$ plays an important role, where $e_0(X_i)$ is the propensity score, the probability of being assigned treatment $1$. In this study, we propose estimating $h_0$ (or equivalently the propensity score $e_0$) by directly minimizing the prediction error of $h_0$. Since the bias-correction term $h_0$ is essential for ATE estimation, this direct approach is expected to improve estimation accuracy for the ATE. For example, existing studies often employ maximum likelihood or covariate balancing to estimate $e_0$, but these approaches may not be optimal for accurately estimating $h_0$ or the ATE. We present a general framework for this direct bias-correction term estimation approach from the perspective of Bregman divergence minimization and conduct simulation studies to evaluate the effectiveness of the proposed method.

Hawkes process models are used in settings where past events increase the likelihood of future events occurring. Many applications record events as counts on a regular grid, yet discrete-time Hawkes models remain comparatively underused and are often constrained by fixed-form baselines and excitation kernels. In particular, there is a lack of flexible, nonparametric treatments of both the baseline and the excitation in discrete time. To this end, we propose the Gaussian Process Discrete Hawkes Process (GP-DHP), a nonparametric framework that places Gaussian process priors on both the baseline and the excitation and performs inference through a collapsed latent representation. This yields smooth, data-adaptive structure without prespecifying trends, periodicities, or decay shapes, and enables maximum a posteriori (MAP) estimation with near-linear-time \(O(T\log T)\) complexity. A closed-form projection recovers interpretable baseline and excitation functions from the optimized latent trajectory. In simulations, GP-DHP recovers diverse excitation shapes and evolving baselines. In case studies on U.S. terrorism incidents and weekly Cryptosporidiosis counts, it improves test predictive log-likelihood over standard parametric discrete Hawkes baselines while capturing bursts, delays, and seasonal background variation. The results indicate that flexible discrete-time self-excitation can be achieved without sacrificing scalability or interpretability.