Conformal prediction provides distribution-free predictive intervals with finite-sample marginal coverage. However, achieving conditional validity and interval efficiency (in terms of short interval length) remains challenging, particularly in complex settings with heteroskedasticity, skewed responses, or estimation errors. We propose a conformal-style calibration method for responses obtained by the probability integral transform (PIT) of the conditional cumulative distribution function (CDF) estimated via neural networks to construct a finite-sample-adjusted percentile interval with the shortest length determined by the estimated conditional CDF. Calibrating in PIT space is effective because PIT values are asymptotically feature-independent when the CDF estimator is accurate, which mitigates feature-dependent miscoverage and improves conditional calibration. On the other hand, our percentile calibration adapts to the empirical PIT distribution, which is robust against a possibly imperfect estimation of the conditional CDF. We prove the finite-sample marginal coverage property of the proposed method and show its asymptotic conditional coverage under mild consistency conditions. Experiments on diverse synthetic and real-world benchmarks demonstrate better conditional calibration and substantially shorter intervals than existing methods.

Donor-level disease classification from single-cell RNA sequencing (scRNA-seq) requires strict donor-aware cross-validation: naive pipelines that split cells randomly conflate training and test donors, inflating reported performance through pseudoreplication. We present a donor-aware benchmark evaluating three feature representations across two independent IBD cohorts: centered log-ratio (CLR) transformed cell-type composition, GatedStructuralCFN dependency embeddings, and scVI variational autoencoder latent embeddings. The cohorts are the SCP259 ulcerative colitis atlas (UC vs. Healthy, n=30 donors, 51 cell types) and the Kong 2023 Crohn's disease atlas (CD vs. Healthy, n=71 donors, 55-68 cell types across three intestinal regions). Compartment-stratified CLR composition achieves AUROC 0.956 +/- 0.061 on SCP259; GatedStructuralCFN on the same features achieves 0.978 +/- 0.050. In the Kong cohort, CFN achieves its best performance in the colon region (0.960 +/- 0.055 after feature filtering), exceeding linear CLR (0.900 +/- 0.100), while terminal ileum classification is dominated by linear models (CatBoost CLR 0.967 +/- 0.075 vs. CFN 0.811 +/- 0.164). Cross-dataset transfer (CD->UC, four shared cell types) achieves AUC 0.833 with XGBoost CLR; the reverse direction performs at chance. CFN edge stability analysis shows that compartment-wise composition eliminates spurious unit-sum-induced instability present in global composition (Jaccard 0.026 vs. top-20 recurrence 1.0). CFN shows a consistent numerical advantage over linear models in the colon region of CD (AUROC 0.960 vs. 0.900), though no inter-method comparison reached statistical significance at n<=34 donors per region. Compartment-aware feature construction is critical for both classification performance and structural interpretability. Code: https://github.com/Jonathan-321/sfn-scrna-study

We provide a unified theoretical analysis of Linear Discriminant Analysis with simultaneous multilabel scatter matrix formulations and Stiefel orthogonality constraints. Our contributions span both algebraic structure and statistical guarantees. On the algebraic side, we characterize the rank of the multilabel between-class scatter matrix, showing that the effective discriminant dimensionality can strictly exceed the classical single-label bound of $C-1$; we establish a multilabel partition of variance and prove that all four Fisher objectives are equivalent under the $W^\top S_t^{ML} W = I_r$ constraint while characterizing their divergence under the Stiefel constraint; and we prove a two-sided label-distance preservation bound relating projected distances to Hamming distances in label space. On the statistical side, we establish a finite-sample $O(k_{\max}\sqrt{d\log d/n}/gap_r)$ bound on the subspace estimation error under sub-Gaussian noise with a matching $Ω(σ^2 d/(n\,gap_r))$ minimax lower bound, establishing a near-minimax-optimal rate (matching up to logarithmic and $k_{\max}$ factors) for multilabel discriminant subspace estimation. We further provide high-probability distance concentration, robustness guarantees under label interactions, and a regularization analysis preserving the spectral structure when $d \gg n$. All results are verified numerically on synthetic data generated from the linear label-effect model, covering both the algebraic identities and the multilabel-specific quantities ($k_{\max}$, $κ(S_t^{ML})$, $\|Γ/n\|_2$, $Δ_r$) that govern the statistical bounds. The numerical experiments are designed as a sanity check for the theorems rather than as an empirical benchmark; evaluation on real multilabel datasets is left to future work targeting application-oriented venues.

In many classification settings, the class of primary interest is underrepresented, leading to imbalanced data problems that arise in applications such as rare disease detection and fraud identification. In these contexts, identifying a potential positive instance typically triggers costly follow-up actions, such as medical imaging or detailed transaction inspection, which are subject to limited operational capacity. Motivated by this setting, we consider classification problems where data may arrive sequentially and decisions must be made under constraints on the number of instances that can be selected for further analysis. We propose a classification framework that explicitly controls the rate of positive predictions, enforcing a user-defined bound on the proportion of observations classified as belonging to the minority class while maximizing detection performance. The approach can be implemented using standard learning methods and naturally extends to online settings, where decisions are taken in real time. We show that incorporating capacity constraints leads to substantial improvements over classical approaches, including resampling techniques such as SMOTE, which do not directly control the selection rate.

The goal of this thesis is to investigate the structural properties of certain sequential problems in order to bring the solutions closer to a practical use. In the first part, we put a special emphasis on structures that can be represented as graphs on actions. In the second part, we study the large action spaces that can be of exponential size in the number of base actions or even infinite. For graph bandits, we consider the settings of smoothness of rewards (spectral bandits), side observations, and influence maximization. For large structured domains, we cover kernel bandits, polymatroid bandits, bandits for function optimization (including unknown smoothness), and infinitely many-arms bandits. The thesis aspires to be a survey of the author's contributions on graph and structured bandits.

We develop graph-based methods for semi-supervised learning based on label propagation on a data similarity graph. When data is abundant or arrive in a stream, the problems of computation and data storage arise for any graph-based method. We propose a fast approximate online algorithm that solves for the harmonic solution on an approximate graph. We show, both empirically and theoretically, that good behavior can be achieved by collapsing nearby points into a set of local representative points that minimize distortion. Moreover, we regularize the harmonic solution to achieve better stability properties. We also present graph-based methods for detecting conditional anomalies and apply them to the identification of unusual clinical actions in hospitals. Our hypothesis is that patient-management actions that are unusual with respect to the past patients may be due to errors and that it is worthwhile to raise an alert if such a condition is encountered. Conditional anomaly detection extends standard unconditional anomaly framework but also faces new problems known as fringe and isolated points. We devise novel nonparametric graph-based methods to tackle these problems. Our methods rely on graph connectivity analysis and soft harmonic solution. Finally, we conduct an extensive human evaluation study of our conditional anomaly methods by 15 experts in critical care.

Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior distribution of model parameters, and then propagating posterior samples through the predictive model via Monte Carlo simulation. This sequential workflow can be computationally demanding, particularly for high-fidelity models such as those governed by partial differential equations. We propose a variational Bayesian framework that directly targets the posterior-predictive distribution and jointly learns variational approximations of both the posterior and the corresponding predictive distribution. The formulation introduces a variational upper bound on the Kullback--Leibler divergence together with moment-based regularization terms. The variational distributions are trained in an amortized manner, shifting computational effort to an offline stage and enabling efficient online inference. Numerical experiments ranging from analytical benchmarks to a finite-element solid mechanics problem demonstrate that the proposed method achieves more accurate predictive distributions than conventional two-stage variational inference, while substantially reducing the cost of online predictive inference.

Multi Armed Bandit (MAB) algorithms are a cornerstone of reinforcement learning and have been studied both theoretically and numerically. One of the most commonly used implementation uses a softmax mapping to prescribe the optimal policy and served as the foundation for downstream algorithms, including REINFORCE. Distinct from vanilla approaches, we consider here the L2 regularized softmax policy gradient where a quadratic term is subtracted from the mean reward. Previous studies exploiting convexity failed to identify a suitable theoretical framework to analyze its convergence when the regularization parameter vanishes. We prove here theoretical convergence results and confirm empirically that this regime makes the L2 regularization numerically advantageous on standard benchmarks.

Transformers are effective at inferring the latent task from context via two inference modes: recognizing a task seen during training, and adapting to a novel one. Recent interpretability studies have identified from middle-layer representations task-specific directions, or task vectors, that steer model behavior. However, a lack of rigorous foundations hinders connecting internal representations to external model behavior: existing work fails to explain how task-vector geometry is shaped by the training distribution, and what geometry enables out-of-distribution (OOD) generalization. In this paper, we study these questions in a controlled synthetic setting by training small transformers from scratch on latent-task sequence distributions, which allows a principled mathematical characterization. We show that two inference modes can coexist within a single model. In-distribution behavior is governed by Bayesian task retrieval, implemented internally through convex combinations of learned task vectors. OOD behavior, by contrast, arises through extrapolative task learning, whose representations occupy a subspace nearly orthogonal to the task-vector subspace. Taken together, our results suggest that task-vector geometry, training distributions, and generalization behaviors are closely related.

We propose Conformal Seasonal Pools (CSP), a training-free probabilistic time-series forecaster that mixes same-season empirical draws with signed residual draws around a seasonal naive forecast. In an audited rolling-origin benchmark on the six time-series datasets where DeepNPTS was originally evaluated (electricity, exchange_rate, solar_energy, taxi, traffic, wikipedia), CSP-Adaptive significantly outperforms DeepNPTS on every metric we report -- CRPS (per-window paired Wilcoxon $p \approx 4 \times 10^{-10}$), normalized mean quantile loss ($p \approx 7 \times 10^{-10}$), and empirical 95% coverage ($p \approx 8 \times 10^{-45}$, mean 0.89 vs 0.66) -- while running over 500x faster on CPU. Coverage is the most decision-critical of these: a 0.95 nominal interval that contains the truth in only ~66% of cases fails the basic calibration desideratum and would not survive deployment in safety- or decision-critical settings. The failure mode is also more severe than aggregate coverage suggests: in the worst 10% of windows, DeepNPTS's prediction interval covers none of the H forecast horizons -- the entire multi-step trajectory misses the truth at every step simultaneously. This poses serious risk in safety- and decision-critical applications such as healthcare, finance, energy operations, and autonomous systems, where prediction intervals that systematically miss the truth across the entire planning horizon translate directly into misclassified patients, regulatory capital failures, grid imbalances, and safety-case violations. CSP achieves all of this with no learned parameters and no training. We argue training-free conformal samplers should be mandatory baselines when evaluating learned non-parametric forecasters.