Variational inference (VI) is a core engine of modern AI, enabling scalable approximate Bayesian learning and uncertainty-aware training of large probabilistic and generative models. In this paper, we propose Structured Nonparametric Variational Inference (SN-VI), a novel framework for modeling complex dependencies among latent variables in posterior approximation, leveraging multivariate spline techniques. Unlike traditional methods that rely on the mean-field assumption, SN-VI preserves intricate latent variable dependencies, providing a flexible and accurate approximation of posteriors with arbitrary shapes. We establish rigorous theoretical guarantees, including the derivation of the lower bound for the variational objective and proof of asymptotic consistency in posterior estimation. To facilitate practical implementation, we develop an algorithm that automatically identifies dependent latent variables and their underlying dependence structure, without requiring manual specification. Simulation studies validate the effectiveness of SN-VI in approximating posterior distributions with bounded support and complex dependencies. The proposed method has been successfully applied to high-dimensional structured data, including computer vision datasets and spatial transcriptomics. In these applications, SN-VI demonstrates improved generative model performance and effectively uncovers coupled biological signals through the learned dependency structure.

Interpreting machine-learning models has attracted increasing attention, particularly in the physical sciences, where one often seeks to understand the underlying mechanisms rather than merely make predictions. Multiple linear regression is often regarded as an interpretable alternative to more complex models, such as deep neural networks, because its predictions are expressed as explicit weighted sums of input features. However, when input features are strongly correlated, namely in the presence of multicollinearity, the learned weights can exhibit large dataset-to-dataset fluctuations and oscillatory behavior across physically similar features, making their interpretation difficult or even impossible. Although the instability of the weights under multicollinearity is well known in statistics, its consequences for physical interpretation, in particular its connection to oscillatory weights across physically similar features, have not been systematically clarified. Here, we theoretically discuss the mechanism behind this loss of interpretability by analyzing the eigenmodes of the feature correlation matrix. We show that small-eigenvalue modes associated with multicollinearity amplify fluctuations in the weights and generate oscillatory patterns that do not necessarily reflect meaningful contributions. We test this theoretical picture numerically on physics datasets and show that Ridge regularization suppresses these unstable modes, although the resulting weights must still be interpreted with caution. We further confirm the generality of our findings beyond physics by analyzing a diverse collection of publicly available datasets. Our results clarify why, in the presence of multicollinearity, physical interpretation can remain difficult even for linear regression models.

This paper reviews how a diverse set of popular data-driven priors commonly used in Bayesian inverse problems can be unified through their respective score functions. By framing these priors under this common perspective, we show that they can benefit from their straightfoward and effective integration into a recently proposed sampling algorithm. The applicability of this common framework is illustrated by considering several data-driven priors, namely regularization-by-denoising, normalizing flow-based priors, score-based generative models, and convex-ridge regularizers. For these four particular priors, the performance of the method is evaluated when conducting image inpainting and single image super-resolution. These results, as well as those obtained when restoring real images acquired in a geological context, demonstrate the efficiency of the method. This unified framework proves versatile enough to handle any posterior distribution defined by a broad class of score function-based priors, beyond the specific cases considered in this paper.

Test-time training (TTT) adapts a pretrained model to each prompt via parameter updates, improving accuracy under pretraining-to-test distribution shifts. Yet, its performance often suffers from instability and sensitivity to hyperparameters such as update steps and subspace. We explain this behavior through a decision-theoretic lens, treating TTT as implicit Bayesian inference in the kernel regime. Under a Gaussian process benchmark, we show that TTT reduces prediction error when updates are spectrally matched to the prompt's signal-to-noise ratio and aligned with query-relevant eigen-directions. This perspective underpins the following results: (1) we show when fixed update steps and subspaces fail under distribution shifts, motivating adaptive strategies; (2) we prove that selecting update steps via prompt evidence admits a PAC-Bayes guarantee against overfitting; and (3) we characterize the Bayes-optimal update subspace under a linear-Gaussian correction model, yielding a scoring rule for selecting Transformer blocks and heads. Our theory helps explain the empirical instability of TTT, taking a step toward principled guidance for when, how far, and which directions to adapt.

Graph Laplacians encode graph structures in matrix form, and thus facilitate the application of linear algebra to graph theory. In statistics, two related families of probabilistic graphical models can be parameterized by graph Laplacians. The first one is the Laplacian-constrained Gaussian graphical model (LCGGM), which imposes that the (pseudo-)inverse covariance matrix of a Gaussian random vector is a Laplacian matrix. Applications include graph signal processing and network topology learning. The second one is the Hüsler-Reiss graphical model, which is considered as an extremal analog of the Gaussian graphical model, and can be used in extremal dependence modeling of floods, heatwaves, and financial losses. For both models, the restriction to positive edge weights in the graph Laplacian gives rise to an approach for graph structure learning that does not require tuning parameters. While these approaches yield a strong model fit in many settings, the resulting graph estimates are typically much denser than the underlying ground truth, limiting interpretability and scalability. In order to improve the accuracy of Laplacian-constrained graph learning, we propose to use spectral graph sparsification as a post-estimation operation. To do so, we replace the original Laplacian estimate by a sparser Laplacian that is spectrally close, and re-fit the model on the resulting graph. We refer to the two resulting methods as Spectral-LCGGM and Spectral-HR. We investigate the properties of the proposed estimators and show several theoretical results on their performance. Furthermore, we demonstrate that the newly proposed methods perform well by running simulations on Erdős-Rényi and stochastic block model graphs, and we also showcase their applications to real data.

We study the graph alignment problem for correlated Gaussian Orthogonal Ensemble (GOE) matrices, where the goal is to recover a hidden vertex permutation given two correlated symmetric Gaussian matrices $(A, B)$ with correlation $1/\sqrt{1+σ^2}$. While the maximum likelihood estimator is information-theoretically optimal, its computation, which reduces to a quadratic assignment problem, is intractable. Motivated by this, we analyze convex relaxations based on minimizing $\|AX - XB\|_F$ over the set of doubly stochastic matrices and the unit hypercube. We show that when the correlation parameter satisfies $σ= o(n^{-1/2}/\log^4 n)$, the solution of either relaxation $(X^\star)$ concentrates around the ground-truth permutation matrix $(Π^\star)$, i.e., $\|X^\star-Π^\star\|_F^2 = o(n)$, implying recovery of all but a vanishing fraction of vertices after simple post-processing. Combined with existing lower bounds, our results precisely characterize that $\|X^\star-Π^\star\|_F^2$ transitions from $o(n)$ for $σ= \tilde{o}(n^{-1/2})$ to $Ω(n)$ for $σ= \tildeΩ(n^{-1/2})$. In doing so, our analysis significantly tightens prior results and extends them beyond doubly stochastic relaxations.

Sampling from complex, unnormalized probability densities is a fundamental challenge in Bayesian inference and probabilistic modeling. While Markov chain Monte Carlo (MCMC) methods provide asymptotic guarantees, they often suffer from slow mixing and high computational costs due to fixed or manually tuned trajectory lengths. In this work, we propose a novel framework that treats trajectory termination as a learnable component of the sampling dynamics. By framing MCMC within the theory of non-acyclic generative flow networks (GFlowNets), we train state-dependent neural classifiers to decide when a trajectory has reached a high-density region and should terminate. We theoretically establish the connection between optimal classifiers and the target density via detailed balance conditions and introduce a multilevel training scheme to facilitate exploration in complex geometries. Experimental results across various benchmark densities demonstrate that our approach significantly reduces average trajectory lengths while improving mode coverage and mixing compared to standard MCMC baselines.

We study the sample complexity of learning in average-reward weakly-coupled Markov decision processes (WCMDPs) and Restless Bandits (RBs) under a generative model. Naive reduction to a tabular MDP leads to high complexity bounds as the state-action space is exponentially large in the number of arms $N$. By exploiting the weakly coupled structure, we show that near-optimal policies can be learned with sample and computational complexities that are polynomial in $N$. Specifically, we analyze the plug-in approach, which applies an efficient planning algorithm to an empirical model estimated from data. For fully heterogeneous WCMDPs, we establish the first finite-sample PAC guarantee with polynomial complexity and an $O(1/\sqrt{N})$ optimality gap. For homogeneous RBs, we further prove that a smaller optimality gap is achievable under mild structural assumptions. A primary technical contribution of our work is a novel Lyapunov-based analysis framework. Unlike classical approaches that rely on the difficult-to-control bias function, our framework uses an explicitly constructed Lyapunov function along with a drift transfer technique between the true and empirical models. A key step of independent interest in our framework is a fine-grained perturbation analysis for the underlying linear programming (LP) relaxation, which provides a general tool for analyzing LP-based policies and weakly-coupled systems.

State-space models (SSMs) are the standard formalism for Bayesian treatment of dynamical systems, with natural applications in statistics, signal processing, and machine learning. Despite their importance in both theory and application, dynamical systems have proven difficult to incorporate in modern probabilistic programming languages (PPLs), making state-of-the-art methods less accessible to practitioners and introducing friction in following the "Bayesian workflow." We introduce dynestyx, a probabilistic programming library with first-class support for SSMs, including state-of-the-art methods in the estimation of both states and parameters. Through a single, unified interface, users may specify arbitrary priors for discrete-time or continuous-time dynamical systems, perform inference over mixed-effect data, and make state and parameter estimates with principled uncertainty quantification.

This paper studies the information gap between mixture detection and label recovery in binomial logistic mixtures. Standard likelihood-based criteria such as the Bayesian information criterion (BIC) can detect the presence of two components, but this does not guarantee that the corresponding labels are recoverable. We show that this gap is intrinsic to binomial logistic mixtures with a fixed number of trials: observed-data evidence for mixture structure and per-observation information for label recovery have different local orders in the component separation, and only the former accumulates with the sample size. As a result, there exists a detectable-but-unrecoverable regime in which BIC selects two components while the posterior labels remain essentially uninformative. To address this issue, we propose two feasibility-aware inference procedures: a recoverability-aware BIC with a posterior-entropy penalty and an entropy-regularized estimator that mitigates the tendency of the maximum likelihood estimator to produce overly separated components and overly concentrated posterior responsibilities. Numerical experiments confirm the predicted gap and demonstrate that the proposed methods avoid misleading component selections and improve the calibration of posterior label probabilities.