Figure 1: Comparison of network architectures (left) and flow trajectories (right). Discrete flows (NPE, top) require a specialized architecture for the density estimator. Continuous flows (FMPE, bottom) are based on a vector field parametrized with an unconstrained architecture.

Nonetheless, uncertainty estimation for non-independent node-level predictions is under-explored.

However, such methods are usually sensitive to environmental dynamics-irrelevant information, e.g., white-noise. To handle such dynamics-irrelevant information, we propose a Dynamic Bottleneck (DB) model, which attains a dynamics-relevant representation based on the information-bottleneck principle.

Understanding causality in event sequences with thousands of sparse event types is critical in domains such as healthcare, cybersecurity, or vehicle diagnostics, yet current methods fail to scale. We present OSCAR, a one-shot causal autoregressive method that infers per-sequence Markov Boundaries using two pretrained Transformers as density estimators. This enables efficient, parallel causal discovery without costly global CI testing. On a real-world automotive dataset with 29,100 events and 474 labels, OSCAR recovers interpretable causal structures in minutes, while classical methods fail to scale, enabling practical scientific diagnostics at production scale.

We present an approach for the quantification of the usefulness of transfer in reinforcement learning via regret bounds for a multi-agent setting. Considering a number of $\aleph$ agents operating in the same Markov decision process, however possibly with different reward functions, we consider the regret each agent suffers with respect to an optimal policy maximizing her average reward. We show that when the agents share their observations the total regret of all agents is smaller by a factor of $\sqrt{\aleph}$ compared to the case when each agent has to rely on the information collected by herself. This result demonstrates how considering the regret in multi-agent settings can provide theoretical bounds on the benefit of sharing observations in transfer learning.

Hidden Markov Models (HMMs) are fundamental for modeling sequential data, yet learning their parameters from observations remains challenging. Classical methods like the Baum-Welch (EM) algorithm are computationally intensive and prone to local optima, while modern spectral algorithms offer provable guarantees but may produce probability outputs outside valid ranges. This work introduces Belief Net, a novel framework that learns HMM parameters through gradient-based optimization by formulating the HMM's forward filter as a structured neural network. Unlike black-box Transformer models, Belief Net's learnable weights are explicitly the logits of the initial distribution, transition matrix, and emission matrix, ensuring full interpretability. The model processes observation sequences using a decoder-only architecture and is trained end-to-end with standard autoregressive next-observation prediction loss. On synthetic HMM data, Belief Net achieves superior convergence speed compared to Baum-Welch, successfully recovering parameters in both undercomplete and overcomplete settings where spectral methods fail. Comparisons with Transformer-based models are also presented on real-world language data.