Lyapunov functions are fundamental to establishing the stability of Markovian models, yet their construction typically demands substantial creativity and analytical effort. In this paper, we show that deep learning can automate this process by training neural networks to satisfy integral equations derived from first-transition analysis. Beyond stability analysis, our approach can be adapted to solve Poisson's equation and estimate stationary distributions. While neural networks are inherently function approximators on compact domains, it turns out that our approach remains effective when applied to Markov chains on non-compact state spaces. We demonstrate the effectiveness of this methodology through several examples from queueing theory and beyond.

From large language models to multi-modal agents, Generative Artificial Intelligence (AI) now underpins state-of-the-art systems. Despite their varied architectures, many share a common foundation in probabilistic latent variable models (PLVMs), where hidden variables explain observed data for density estimation, latent reasoning, and structured inference. This paper presents a unified perspective by framing both classical and modern generative methods within the PLVM paradigm. We trace the progression from classical flat models such as probabilistic PCA, Gaussian mixture models, latent class analysis, item response theory, and latent Dirichlet allocation, through their sequential extensions including Hidden Markov Models, Gaussian HMMs, and Linear Dynamical Systems, to contemporary deep architectures: Variational Autoencoders as Deep PLVMs, Normalizing Flows as Tractable PLVMs, Diffusion Models as Sequential PLVMs, Autoregressive Models as Explicit Generative Models, and Generative Adversarial Networks as Implicit PLVMs. Viewing these architectures under a common probabilistic taxonomy reveals shared principles, distinct inference strategies, and the representational trade-offs that shape their strengths. We offer a conceptual roadmap that consolidates generative AI's theoretical foundations, clarifies methodological lineages, and guides future innovation by grounding emerging architectures in their probabilistic heritage.

Auto-bidding is widely used in advertising systems, serving a diverse range of advertisers. Generative bidding is increasingly gaining traction due to its strong planning capabilities and generalizability. Unlike traditional reinforcement learning-based bidding, generative bidding does not depend on the Markov Decision Process (MDP), thereby exhibiting superior planning performance in long-horizon scenarios. Conditional diffusion modeling approaches have shown significant promise in the field of auto-bidding. However, relying solely on return as the optimality criterion is insufficient to guarantee the generation of truly optimal decision sequences, as it lacks personalized structural information. Moreover, the auto-regressive generation mechanism of diffusion models inherently introduces timeliness risks. To address these challenges, we introduce a novel conditional diffusion modeling approach that integrates expert trajectory guidance with a skip-step sampling strategy to improve generation efficiency. The efficacy of this method has been demonstrated through comprehensive offline experiments and further substantiated by statistically significant outcomes in online A/B testing, yielding an 11.29% increase in conversions and a 12.36% growth in revenue relative to the baseline.

This study compares probabilistic predictors based on information theory with Naive Discriminative Learning (NDL) predictors in modeling acoustic word duration, focusing on probabilistic reduction. We examine three models using the Buckeye corpus: one with NDL-derived predictors using information-theoretic formulas, one with traditional NDL predictors, and one with N-gram probabilistic predictors. Results show that the N-gram model outperforms both NDL models, challenging the assumption that NDL is more effective due to its cognitive motivation. However, incorporating information-theoretic formulas into NDL improves model performance over the traditional model. This research highlights a) the need to incorporate not only frequency and contextual predictability but also average contextual predictability, and b) the importance of combining information-theoretic metrics of predictability and information derived from discriminative learning in modeling acoustic reduction.

Hopfield networks using Hebbian learning suffer from limited storage capacity. While supervised methods like Linear Logistic Regression (LLR) offer some improvement, kernel methods like Kernel Logistic Regression (KLR) significantly enhance storage capacity and noise robustness. However, KLR requires computationally expensive iterative learning. We propose Kernel Ridge Regression (KRR) as an efficient kernel-based alternative for learning high-capacity Hopfield networks. KRR utilizes the kernel trick and predicts bipolar states via regression, crucially offering a non-iterative, closed-form solution for learning dual variables. We evaluate KRR and compare its performance against Hebbian, LLR, and KLR. Our results demonstrate that KRR achieves state-of-the-art storage capacity (reaching a storage load of 1.5) and noise robustness, comparable to KLR. Crucially, KRR drastically reduces training time, being orders of magnitude faster than LLR and significantly faster than KLR, especially at higher storage loads. This establishes KRR as a potent and highly efficient method for building high-performance associative memories, providing comparable performance to KLR with substantial training speed advantages. This work provides the first empirical comparison between KRR and KLR in the context of Hopfield network learning.

Data assimilation (DA) is the problem of sequentially estimating the state of a dynamical system from noisy observations. Recent advances in generative modeling have inspired new approaches to DA in high-dimensional nonlinear settings, especially the ensemble score filter (EnSF). However, these come at a significant computational burden due to slow sampling. In this paper, we introduce a new filtering framework based on flow matching (FM) -- called the ensemble flow filter (EnFF) -- to accelerate sampling and enable flexible design of probability paths. EnFF -- a training-free DA approach -- integrates MC estimators for the marginal FM vector field (VF) and a localized guidance to assimilate observations. EnFF has faster sampling and more flexibility in VF design compared to existing generative modeling for DA. Theoretically, we show that EnFF encompasses classical filtering methods such as the bootstrap particle filter and the ensemble Kalman filter as special cases. Experiments on high-dimensional filtering benchmarks demonstrate improved cost-accuracy tradeoffs and the ability to leverage larger ensembles than prior methods. Our results highlight the promise of FM as a scalable tool for filtering in high-dimensional applications that enable the use of large ensembles.

We present a novel Simultaneous Localization and Mapping (SLAM) method that employs Gaussian Process (GP) based landmark (object) representations. Instead of conventional grid maps or point cloud registration, we model the environment on a per object basis using GP based contour representations. These contours are updated online through a recursive scheme, enabling efficient memory usage. The SLAM problem is formulated within a fully Bayesian framework, allowing joint inference over the robot pose and object based map. This representation provides semantic information such as the number of objects and their areas, while also supporting probabilistic measurement to object associations. Furthermore, the GP based contours yield confidence bounds on object shapes, offering valuable information for downstream tasks like safe navigation and exploration. We validate our method on synthetic and real world experiments, and show that it delivers accurate localization and mapping performance across diverse structured environments.

Personalized recommendation is a key feature of intelligent tutoring systems, typically relying on accurate models of student knowledge. Knowledge Tracing (KT) models enable this by estimating a student's mastery based on their historical interactions. Many KT models rely on human-annotated knowledge concepts (KCs), which tag each exercise with one or more skills or concepts believed to be necessary for solving it. However, these KCs can be incomplete, error-prone, or overly general. In this paper, we propose a deep learning model that learns sparse binary representations of exercises, where each bit indicates the presence or absence of a latent concept. We refer to these representations as auxiliary KCs. These representations capture conceptual structure beyond human-defined annotations and are compatible with both classical models (e.g., BKT) and modern deep learning KT architectures. We demonstrate that incorporating auxiliary KCs improves both student modeling and adaptive exercise recommendation. For student modeling, we show that augmenting classical models like BKT with auxiliary KCs leads to improved predictive performance. For recommendation, we show that using auxiliary KCs enhances both reinforcement learning-based policies and a simple planning-based method (expectimax), resulting in measurable gains in student learning outcomes within a simulated student environment.

Classical discriminant analysis assumes identically distributed training data, yet in many applications observations are collected over time and the class-conditional distributions drift. This population drift renders stationary classifiers unreliable. We propose a principled, model-based framework that embeds discriminant analysis within state-space models to obtain nonstationary linear discriminant analysis (NSLDA) and nonstationary quadratic discriminant analysis (NSQDA). For linear-Gaussian dynamics, we adapt Kalman smoothing to handle multiple samples per time step and develop two practical extensions: (i) an expectation-maximization (EM) approach that jointly estimates unknown system parameters, and (ii) a Gaussian mixture model (GMM)-Kalman method that simultaneously recovers unobserved time labels and parameters, a scenario common in practice. To address nonlinear or non-Gaussian drift, we employ particle smoothing to estimate time-varying class centroids, yielding fully nonstationary discriminant rules. Extensive simulations demonstrate consistent improvements over stationary linear discriminant analysis (LDA), quadratic discriminant analysis (QDA), and support vector machine (SVM) baselines, with robustness to noise, missing data, and class imbalance. This paper establishes a unified and data-efficient foundation for discriminant analysis under temporal distribution shift.

Large collections of high-dimensional data have become nearly ubiquitous across many academic fields and application domains, ranging from biology to the humanities. Since working directly with high-dimensional data poses challenges, the demand for algorithms that create low-dimensional representations, or embeddings, for data visualization, exploration, and analysis is now greater than ever. In recent years, numerous embedding algorithms have been developed, and their usage has become widespread in research and industry. This surge of interest has resulted in a large and fragmented research field that faces technical challenges alongside fundamental debates, and it has left practitioners without clear guidance on how to effectively employ existing methods. Aiming to increase coherence and facilitate future work, in this review we provide a detailed and critical overview of recent developments, derive a list of best practices for creating and using low-dimensional embeddings, evaluate popular approaches on a variety of datasets, and discuss the remaining challenges and open problems in the field.