Inverse problems, where the goal is to recover an unknown signal from noisy or incomplete measurements, are central to applications in medical imaging, remote sensing, and computational biology. Diffusion models have recently emerged as powerful priors for solving such problems. However, existing methods either rely on projection-based techniques that enforce measurement consistency through heuristic updates, or they approximate the likelihood p(y | x), often resulting in artifacts and instability under complex or high-noise conditions. To address these limitations, we propose a novel framework called coupled data and measurement space diffusion posterior sampling (C-DPS), which eliminates the need for constraint tuning or likelihood approximation. C-DPS introduces a forward stochastic process in the measurement space {yt}, evolving in parallel with the data-space diffusion {xt}, which enables the derivation of a closed-form posterior p(xt 1 | xt,yt 1). This coupling allows for accurate and recursive sampling based on a well-defined posterior distribution. Empirical results demonstrate that C-DPS consistently outperforms existing baselines, both qualitatively and quantitatively, across multiple inverse problem benchmarks.

Gradient smoothing is an efficient approach to reducing noise in gradient-based model explanation methods. SmoothGrad adds Gaussian noise to mitigate much of this noise. However, the crucial hyperparameter in this method, the variance σ of the Gaussian noise, is often set manually or determined using a heuristic approach. This results in the smoothed gradients containing extra noise introduced by the smoothing process. In this paper, we aim to analyze the noise and its connection to the out-of-range sampling in the smoothing process of SmoothGrad. Based on this insight, we propose AdaptGrad, an adaptive gradient smoothing method that controls out-of-range sampling to minimize noise. Comprehensive experiments, both qualitative and quantitative, demonstrate that AdaptGrad could effectively reduce almost all the noise in vanilla gradients compared to baseline methods. AdaptGrad is simple and universal, making it a practical solution to enhance gradient-based interpretability methods to achieve clearer visualization.

A major problem of kernel-based methods (e.g., least squares support vector machines, LS-SVMs) for solving linear/nonlinear ordinary differential equations (ODEs) is the prohibitive O(an3) (a = 1 for linear ODEs and 27 for nonlinear ODEs) part of their computational complexity with increasing temporal discretization points n. We propose a novel Nyström-accelerated LS-SVMs framework that breaks this bottleneck by reformulating ODEs as primal-space constraints. Specifically, we derive for the first time an explicit Nyström-based mapping and its derivatives from one-dimensional temporal discretization points to a higher m-dimensional feature space (1 < m n), enabling the learning process to solve linear/nonlinear equation systems with m-dependent complexity. Numerical experiments on sixteen benchmark ODEs demonstrate: 1) 10 6000 times faster computation than classical LS-SVMs and physics-informed neural networks (PINNs), 2) comparable accuracy to LS-SVMs (< 0.13% relative MAE, RMSE, and y ˆy difference) while maximum surpassing PINNs by 72% in RMSE, and 3) scalability to n = 104 time steps with m = 50features. This work establishes a new paradigm for efficient kernel-based ODEs learning without significantly sacrificing the accuracy of the solution.

The physical sciences are replete with dynamical systems that require the resolution of a wide range of length and time scales. This presents significant computational challenges since direct numerical simulation requires discretization at the finest relevant scales, leading to a high-dimensional state space. In this work, we propose an approach to learn stochastic multiscale models in the form of stochastic differential equations directly from observational data. Drawing inspiration from physics-based multiscale modeling approaches, we resolve the macroscale state on a coarse mesh while introducing a microscale latent state to explicitly model unresolved dynamics. We learn the parameters of the multiscale model using a simulator-free amortized variational inference method with a Product of Experts likelihood that enforces scale separation. We present detailed numerical studies to demonstrate that our learned multiscale models achieve superior predictive accuracy compared to under-resolved direct numerical simulation and closure-type models at equivalent resolution, as well as reduced-order modeling approaches.

We introduce a highly expressive yet distinctly tractable family for black-box variational inference (BBVI). Each member of this family is a weighted product of experts (PoE), and each weighted expert in the product is proportional to a multivariate t-distribution. These products of experts can model distributions with skew, heavy tails, and multiple modes, but to use them for BBVI, we must be able to sample from their densities. We show how to do this by reformulating these products of experts as latent variable models with auxiliary Dirichlet random variables. These Dirichlet variables emerge from a Feynman identity, originally developed for loop integrals in quantum field theory, that expresses the product of multiple fractions (or in our case, t-distributions) as an integral over the simplex.

Understanding the evolving dependence between two sets of multivariate signals is fundamental in neuroscience and other domains where sub-networks in a system interact dynamically over time. Despite the growing interest in multivariate time series analysis, existing methods for between-clusters dependence typically rely on the assumption of stationarity and lack the temporal resolution to capture transient, frequency-specific interactions. To overcome this limitation, we propose scale-specific wavelet canonical coherence (WaveCanCoh), a novel framework that extends canonical coherence analysis to the nonstationary setting by leveraging the multivariate locally stationary wavelet model. The proposed WaveCanCoh enables the estimation of time-varying canonical coherence between clusters, providing interpretable insight into scale-specific time-varying interactions between clusters. Through extensive simulation studies, we demonstrate that WaveCanCoh accurately recovers true coherence structures under both locally stationary and general nonstationary conditions. Application to local field potential (LFP) activity data recorded from the hippocampus reveals distinct dynamic coherence patterns between correct and incorrect memory-guided decisions, illustrating the capacity of the method to detect behaviorally relevant neural coordination.

The goal is to find representations (e.g., embeddings in Rd or a tree metric) where anchors are placed closer to positive than to negative examples. While finding global optima of contrastive objectives is NP-hard, the complexity of finding local optima--representations that do not improve by local search algorithms such as gradient-based methods--remains open. Our work settles the complexity of finding local optima in various contrastive learning problems by proving PLS-hardness in discrete settings (e.g., maximize satisfied triplets) and CLS-hardness in continuous settings (e.g., minimize Triplet Loss), where PLS(Polynomial Local Search) and CLS(Continuous Local Search) are well-studied complexity classes capturing local search dynamics in discrete and continuous optimization, respectively. Our results imply that no polynomial time algorithm (local search or otherwise) can find a local optimum for various contrastive learning problems, unless PLS P(or CLS P for continuous problems). Even in the unlikely scenario that PLS P(or CLS P), our reductions imply that there exist instances where local search algorithms need exponential time to reach a local optimum, even for d = 1(embeddings on a line).

Extant studies predominantly address catastrophic forgetting within a simplified continual learning paradigm, typically confined to a singular data domain. Conversely, real-world applications frequently encompass multiple, evolving data domains, wherein models often struggle to retain many critical past information, thereby leading to performance degradation. This paper addresses this complex scenario by introducing a novel dynamic expansion approach called Learning Expandable and Adaptable Representations (LEAR). This framework orchestrates a collaborative backbone structure, comprising global and local backbones, designed to capture both general and task-specific representations. Leveraging this collaborative backbone, the proposed framework dynamically creates a lightweight expert to delineate decision boundaries for each novel task, thereby facilitating the prediction process. To enhance new task learning, we introduce a novel Mutual Information-Based Prediction Alignment approach, which incrementally optimizes the global backbone via a mutual information metric, ensuring consistency in the prediction patterns of historical experts throughout the optimization phase.

Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a likelihood can be significantly more challenging than constructing a simulator. However, the performance of neural SBI can suffer when simulators are computationally expensive, thereby limiting the number of simulations that can be performed. In this paper, we propose a novel approach to neural SBI which leverages multilevel Monte Carlo techniques for settings where several simulators of varying cost and fidelity are available. We demonstrate through both theoretical analysis and extensive experiments that our method can significantly enhance the accuracy of SBI methods given a fixed computational budget.

Motivated by the recently shown connection between self-attention and (kernel) principal component analysis (PCA), we revisit the fundamentals of PCA. Using the difference-of-convex (DC) framework, we present several novel formulations and provide new theoretical insights. In particular, we show the kernelizability and outof-sample applicability for a PCA-like family of problems. Moreover, we uncover that simultaneous iteration, which is connected to the classical QR algorithm, is an instance of the difference-of-convex algorithm (DCA), offering an optimization perspective on this longstanding method. Further, we describe new algorithms for PCA and empirically compare them with state-of-the-art methods. Lastly, we introduce a kernelizable dual formulation for a robust variant of PCA that minimizes the l1-deviation of the reconstruction errors.