Asymptotic efficiency theory is one of the pillars in the foundations of modern mathematical statistics. Not only does it serve as a rigorous theoretical benchmark for evaluating statistical methods, but it also sheds light on how to develop and unify novel statistical procedures. For example, the calculus of influence functions has led to many important statistical breakthroughs in the past decades. Responding to the pressing challenge of analyzing increasingly complex datasets, particularly those with non-Euclidean/nonlinear structures, many novel statistical models and methods have been proposed in recent years. However, the existing efficiency theory is not always readily applicable to these cases, as the theory was developed, for the most part, under the often neglected premise that both the sample space and the parameter space are normed linear spaces. As a consequence, efficiency results outside normed linear spaces are quite rare and isolated, obtained on a case-by-case basis. This paper aims to develop a more unified asymptotic efficiency theory, allowing the sample space, the parameter space, or both to be Riemannian manifolds satisfying certain regularity conditions. We build a vocabulary that helps translate essential concepts in efficiency theory from normed linear spaces to Riemannian manifolds, such as (locally) regular estimators, differentiable functionals, etc. Efficiency bounds are established under conditions parallel to those for normed linear spaces. We also demonstrate the conceptual advantage of the new framework by applying it to two concrete examples in statistics: the population Frechet mean and the regression coefficient vector of Single-Index Models.

We develop a unified statistical framework for softmax-gated Gaussian mixture of experts (SGMoE) that addresses three long-standing obstacles in parameter estimation and model selection: (i) non-identifiability of gating parameters up to common translations, (ii) intrinsic gate-expert interactions that induce coupled differential relations in the likelihood, and (iii) the tight numerator-denominator coupling in the softmax-induced conditional density. Our approach introduces Voronoi-type loss functions aligned with the gate-partition geometry and establishes finite-sample convergence rates for the maximum likelihood estimator (MLE). In over-specified models, we reveal a link between the MLE's convergence rate and the solvability of an associated system of polynomial equations characterizing near-nonidentifiable directions. For model selection, we adapt dendrograms of mixing measures to SGMoE, yielding a consistent, sweep-free selector of the number of experts that attains pointwise-optimal parameter rates under overfitting while avoiding multi-size training. Simulations on synthetic data corroborate the theory, accurately recovering the expert count and achieving the predicted rates for parameter estimation while closely approximating the regression function. Under model misspecification (e.g., $ε$-contamination), the dendrogram selection criterion is robust, recovering the true number of mixture components, while the Akaike information criterion, the Bayesian information criterion, and the integrated completed likelihood tend to overselect as sample size grows. On a maize proteomics dataset of drought-responsive traits, our dendrogram-guided SGMoE selects two experts, exposes a clear mixing-measure hierarchy, stabilizes the likelihood early, and yields interpretable genotype-phenotype maps, outperforming standard criteria without multi-size training.

With advancements in reasoning capabilities, Large Language Models (LLMs) are increasingly employed for automated judgment tasks. While LLMs-as-Judges offer promise in automating evaluations, current approaches often rely on simplistic aggregation methods (e.g., majority voting), which can fail even when individual agents provide correct answers. To address this, we propose a multi-agent debate judge framework where agents collaboratively reason and iteratively refine their responses. We formalize the debate process mathematically, analyzing agent interactions and proving that debate amplifies correctness compared to static ensembles. To enhance efficiency, we introduce a stability detection mechanism that models judge consensus dynamics via a time-varying Beta-Binomial mixture, with adaptive stopping based on distributional similarity (Kolmogorov-Smirnov test). This mechanism models the judges' collective correct rate dynamics using a time-varying mixture of Beta-Binomial distributions and employs an adaptive stopping criterion based on distributional similarity (Kolmogorov-Smirnov statistic). Experiments across multiple benchmarks and models demonstrate that our framework improves judgment accuracy over majority voting while maintaining computational efficiency.

Accurate intraday forecasts are essential for power system operations, complementing day-ahead forecasts that gradually lose relevance as new information becomes available. This paper introduces a Bayesian updating mechanism that converts fully probabilistic day-ahead forecasts into intraday forecasts without retraining or re-inference. The approach conditions the Gaussian mixture output of a conditional variational autoencoder-based forecaster on observed measurements, yielding an updated distribution for the remaining horizon that preserves its probabilistic structure. This enables consistent point, quantile, and ensemble forecasts while remaining computationally efficient and suitable for real-time applications. Experiments on household electricity consumption and photovoltaic generation datasets demonstrate that the proposed method improves forecast accuracy up to 25% across likelihood-, sample-, quantile-, and point-based metrics. The largest gains occur in time steps with strong temporal correlation to observed data, and the use of pattern dictionary-based covariance structures further enhances performance. The results highlight a theoretically grounded framework for intraday forecasting in modern power systems.

Causal discovery aims to learn causal relationships between variables from targeted data, making it a fundamental task in machine learning. However, causal discovery algorithms often rely on unverifiable causal assumptions, which are usually difficult to satisfy in real-world data, thereby limiting the broad application of causal discovery in practical scenarios. Inspired by these considerations, this work extensively benchmarks the empirical performance of various mainstream causal discovery algorithms, which assume i.i.d. data, under eight model assumption violations. Our experimental results show that differentiable causal discovery methods exhibit robustness under the metrics of Structural Hamming Distance and Structural Intervention Distance of the inferred graphs in commonly used challenging scenarios, except for scale variation. We also provide the theoretical explanations for the performance of differentiable causal discovery methods. Finally, our work aims to comprehensively benchmark the performance of recent differentiable causal discovery methods under model assumption violations, and provide the standard for reasonable evaluation of causal discovery, as well as to further promote its application in real-world scenarios.

PAC generalization bounds on the risk, when expressed in terms of the expected loss, are often insufficient to capture imbalances between subgroups in the data. To overcome this limitation, we introduce a new family of risk measures, called constrained f-entropic risk measures, which enable finer control over distributional shifts and subgroup imbalances via f-divergences, and include the Conditional Value at Risk (CVaR), a well-known risk measure. We derive both classical and disintegrated PAC-Bayesian generalization bounds for this family of risks, providing the first disintegratedPAC-Bayesian guarantees beyond standard risks. Building on this theory, we design a self-bounding algorithm that minimizes our bounds directly, yielding models with guarantees at the subgroup level. Finally, we empirically demonstrate the usefulness of our approach.

Derivative-free Bayesian inversion is an important task in many science and engineering applications, particularly when computing the forward model derivative is computationally and practically challenging. In this paper, we introduce Blade, which can produce accurate and well-calibrated posteriors for Bayesian inversion using an ensemble of interacting particles. Blade leverages powerful data-driven priors based on diffusion models, and can handle nonlinear forward models that permit only black-box access (i.e., derivative-free). Theoretically, we establish a non-asymptotic convergence analysis to characterize the effects of forward model and prior estimation errors. Empirically, Blade achieves superior performance compared to existing derivative-free Bayesian inversion methods on various inverse problems, including challenging highly nonlinear fluid dynamics.

Deploying reinforcement learning (RL) in robotics, industry, and health care is blocked by two obstacles: the difficulty of specifying accurate rewards and the risk of unsafe, data-hungry exploration. We address this by proposing a two-stage framework that first learns a safe initial policy from a reward-free dataset of expert demonstrations, then fine-tunes it online using preference-based human feedback. We provide the first principled analysis of this offline-to-online approach and introduce BRIDGE, a unified algorithm that integrates both signals via an uncertainty-weighted objective. We derive regret bounds that shrink with the number of offline demonstrations, explicitly connecting the quantity of offline data to online sample efficiency. We validate BRIDGE in discrete and continuous control MuJoCo environments, showing it achieves lower regret than both standalone behavioral cloning and online preference-based RL. Our work establishes a theoretical foundation for designing more sample-efficient interactive agents.

Personalized Bayesian federated learning (PBFL) handles non-i.i.d. client data and quantifies uncertainty by combining personalization with Bayesian inference. However, existing PBFL methods face two limitations: restrictive parametric assumptions in client posterior inference and naive parameter averaging for server aggregation. To overcome these issues, we propose FedWBA, a novel PBFL method that enhances both local inference and global aggregation. At the client level, we use particle-based variational inference for nonparametric posterior representation. At the server level, we introduce particle-based Wasserstein barycenter aggregation, offering a more geometrically meaningful approach. Theoretically, we provide local and global convergence guarantees for FedWBA. Locally, we prove a KL divergence decrease lower bound per iteration for variational inference convergence. Globally, we show that the Wasserstein barycenter converges to the true parameter as the client data size increases. Empirically, experiments show that FedWBA outperforms baselines in prediction accuracy, uncertainty calibration, and convergence rate, with ablation studies confirming its robustness.

Belief systems are rarely globally consistent, yet effective reasoning often persists locally. We propose a novel graph-theoretic framework that cleanly separates credibility--external, a priori trust in sources--from confidence--an internal, emergent valuation induced by network structure. Beliefs are nodes in a directed, signed, weighted graph whose edges encode support and contradiction. Confidence is obtained by a contractive propagation process that mixes a stated prior with structure-aware influence and guarantees a unique, stable solution. Within this dynamics, we define reasoning zones: high-confidence, structurally balanced subgraphs on which classical inference is safe despite global contradictions. We provide a near-linear procedure that seeds zones by confidence, tests balance using a parity-based coloring, and applies a greedy, locality-preserving repair with Jaccard de-duplication to build a compact atlas. To model belief change, we introduce shock updates that locally downscale support and elevate targeted contradictions while preserving contractivity via a simple backtracking rule. Re-propagation yields localized reconfiguration-zones may shrink, split, or collapse--without destabilizing the entire graph. We outline an empirical protocol on synthetic signed graphs with planted zones, reporting zone recovery, stability under shocks, and runtime. The result is a principled foundation for contradiction-tolerant reasoning that activates classical logic precisely where structure supports it.