Their hydroxide ion conductivity varies depending on factors such as the type and distribution of quaternary ammonium groups, as well as the structure and connectivity of hydrophilic and hydrophobic domains. In particular, the size and connectivity of hydrophilic domains significantly influence the mobility of hydroxide ions; however, this relationship has remained largely qualitative. In this study, we calculated the number of key constituent elements in the hydrophilic and hydrophobic units based on the copolymer composition, and investigated their relationship with hydroxide ion conductivity by using Bayesian sparse modeling. As a result, we successfully identified composition-derived features that are critical for accurately predicting hydroxide ion conductivity. KEYWORDS anion-conductive polymer membranes; Materials informatics; Data-driven science; Sparse modeling; Bayesian inference 1. Introduction Anion-conductive polymer membranes are promising candidates for use as solid electrolytes in alkaline energy devices, such as fuel cells and water electrolysis cells. In particular, anion exchange membrane water electrolysis systems, which can produce green hydrogen efficiently by utilizing renewable energy sources, are being actively investigated worldwide as a core technology for realizing a carbon-neutral hydrogen society. For such applications, desirable properties of anion-conductive polymers include anion conductivity comparable to that of alkaline aqueous electrolytes, the ability to form thin membranes (thickness < 50µm) with sufficient mechanical strength, gasCONTACT Ryo Murakami.

The widespread use of generative models has created a feedback loop, in which each generation of models is trained on data partially produced by its predecessors. This process has raised concerns about \emph{model collapse}: A critical degradation in performance caused by repeated training on synthetic data. However, different analyses in the literature have reached different conclusions as to the severity of model collapse. As such, it remains unclear how concerning this phenomenon is, and under which assumptions it can be avoided. To address this, we theoretically study model collapse for maximum likelihood estimation (MLE), in a natural setting where synthetic data is gradually added to the original data set. Under standard assumptions (similar to those long used for proving asymptotic consistency and normality of MLE), we establish non-asymptotic bounds showing that collapse can be avoided even as the fraction of real data vanishes. On the other hand, we prove that some assumptions (beyond MLE consistency) are indeed necessary: Without them, model collapse can occur arbitrarily quickly, even when the original data is still present in the training set. To the best of our knowledge, these are the first rigorous examples of iterative generative modeling with accumulating data that rapidly leads to model collapse.

Conformal prediction (CP) is a popular frequentist framework for representing uncertainty by providing prediction sets that guarantee coverage of the true label with a user-adjustable probability. In most applications, CP operates on confidence scores coming from a standard (first-order) probabilistic predictor (e.g., softmax outputs). Second-order predictors, such as credal set predictors or Bayesian models, are also widely used for uncertainty quantification and are known for their ability to represent both aleatoric and epistemic uncertainty. Despite their popularity, there is still an open question on ``how they can be incorporated into CP''. In this paper, we discuss the desiderata for CP when valid second-order predictions are available. We then introduce Bernoulli prediction sets (BPS), which produce the smallest prediction sets that ensure conditional coverage in this setting. When given first-order predictions, BPS reduces to the well-known adaptive prediction sets (APS). Furthermore, when the validity assumption on the second-order predictions is compromised, we apply conformal risk control to obtain a marginal coverage guarantee while still accounting for epistemic uncertainty.

The softmax-contaminated mixture of experts (MoE) model is deployed when a large-scale pre-trained model, which plays the role of a fixed expert, is fine-tuned for learning downstream tasks by including a new contamination part, or prompt, functioning as a new, trainable expert. Despite its popularity and relevance, the theoretical properties of the softmax-contaminated MoE have remained unexplored in the literature. In the paper, we study the convergence rates of the maximum likelihood estimator of gating and prompt parameters in order to gain insights into the statistical properties and potential challenges of fine-tuning with a new prompt. We find that the estimability of these parameters is compromised when the prompt acquires overlapping knowledge with the pre-trained model, in the sense that we make precise by formulating a novel analytic notion of distinguishability. Under distinguishability of the pre-trained and prompt models, we derive minimax optimal estimation rates for all the gating and prompt parameters. By contrast, when the distinguishability condition is violated, these estimation rates become significantly slower due to their dependence on the prompt convergence rate to the pre-trained model. Finally, we empirically corroborate our theoretical findings through several numerical experiments.

We utilise a sampler originating from nonequilibrium statistical mechanics, termed here Jarzynski-adjusted Langevin algorithm (JALA), to build statistical estimation methods in latent variable models. We achieve this by leveraging Jarzynski's equality and developing algorithms based on a weighted version of the unadjusted Langevin algorithm (ULA) with recursively updated weights. Adapting this for latent variable models, we develop a sequential Monte Carlo (SMC) method that provides the maximum marginal likelihood estimate of the parameters, termed JALA-EM. Under suitable regularity assumptions on the marginal likelihood, we provide a nonasymptotic analysis of the JALA-EM scheme implemented with stochastic gradient descent and show that it provably converges to the maximum marginal likelihood estimate. We demonstrate the performance of JALA-EM on a variety of latent variable models and show that it performs comparably to existing methods in terms of accuracy and computational efficiency. Importantly, the ability to recursively estimate marginal likelihoods - an uncommon feature among scalable methods - makes our approach particularly suited for model selection, which we validate through dedicated experiments.

Meta-reinforcement learning trains a single reinforcement learning agent on a distribution of tasks to quickly generalize to new tasks outside of the training set at test time. From a Bayesian perspective, one can interpret this as performing amortized variational inference on the posterior distribution over training tasks. Among the various meta-reinforcement learning approaches, a common method is to represent this distribution with a point-estimate using a recurrent neural network. We show how one can augment this point estimate to give full distributions through the Laplace approximation, either at the start of, during, or after learning, without modifying the base model architecture. With our approximation, we are able to estimate distribution statistics (e.g., the entropy) of non-Bayesian agents and observe that point-estimate based methods produce overconfident estimators while not satisfying consistency. Furthermore, when comparing our approach to full-distribution based learning of the task posterior, our method performs on par with variational baselines while having much fewer parameters.

Discrete diffusion has recently emerged as a promising paradigm in discrete data modeling. However, existing methods typically rely on a fixed rate transition matrix during training, which not only limits the expressiveness of latent representations, a fundamental strength of variational methods, but also constrains the overall design space. To address these limitations, we propose Discrete Markov Bridge, a novel framework specifically designed for discrete representation learning. Our approach is built upon two key components: Matrix Learning and Score Learning. We conduct a rigorous theoretical analysis, establishing formal performance guarantees for Matrix Learning and proving the convergence of the overall framework. Furthermore, we analyze the space complexity of our method, addressing practical constraints identified in prior studies. Extensive empirical evaluations validate the effectiveness of the proposed Discrete Markov Bridge, which achieves an Evidence Lower Bound (ELBO) of 1.38 on the Text8 dataset, outperforming established baselines. Moreover, the proposed model demonstrates competitive performance on the CIFAR-10 dataset, achieving results comparable to those obtained by image-specific generation approaches.

Recent advances in cross-prompt automated essay scoring (AES) typically train models jointly on all source prompts, often requiring additional access to unlabeled target prompt essays simultaneously. However, using all sources is suboptimal in our pilot study, and re-accessing source datasets during adaptation raises privacy concerns. We propose a source-free adaptation approach that selectively merges individually trained source models' parameters instead of datasets. In particular, we simulate joint training through linear combinations of task vectors -- the parameter updates from fine-tuning. To optimize the combination's coefficients, we propose Prior-encoded Information Maximization (PIM), an unsupervised objective which promotes the model's score discriminability regularized by priors pre-computed from the sources. We employ Bayesian optimization as an efficient optimizer of PIM. Experimental results with LLMs on in-dataset and cross-dataset adaptation show that our method (1) consistently outperforms training jointly on all sources, (2) maintains superior robustness compared to other merging methods, (3) excels under severe distribution shifts where recent leading cross-prompt methods struggle, all while retaining computational efficiency.

Deep generative models hold great promise for representing complex physical systems, but their deployment is currently limited by the lack of guarantees on the physical plausibility of the generated outputs. Ensuring that known physical constraints are enforced is therefore critical when applying generative models to scientific and engineering problems. We address this limitation by developing a principled framework for sampling from a target distribution while rigorously satisfying physical constraints. Leveraging the variational formulation of Langevin dynamics, we propose Split Augmented Langevin (SAL), a novel primal-dual sampling algorithm that enforces constraints progressively through variable splitting, with convergence guarantees. While the method is developed theoretically for Langevin dynamics, we demonstrate its effective applicability to diffusion models. In particular, we use constrained diffusion models to generate physical fields satisfying energy and mass conservation laws. We apply our method to diffusion-based data assimilation on a complex physical system, where enforcing physical constraints substantially improves both forecast accuracy and the preservation of critical conserved quantities. We also demonstrate the potential of SAL for challenging feasibility problems in optimal control.

Recent advances in uncertainty estimation for Large Language Models (LLMs) during downstream adaptation have addressed key challenges of reliability and simplicity. However, existing Bayesian methods typically require multiple sampling iterations during inference, creating significant efficiency issues that limit practical deployment. In this paper, we investigate the possibility of eliminating the need for test-time sampling for LLM uncertainty estimation. Specifically, when given an off-the-shelf Bayesian LLM, we distill its aligned confidence into a non-Bayesian student LLM by minimizing the divergence between their predictive distributions. Unlike typical calibration methods, our distillation is carried out solely on the training dataset without the need of an additional validation dataset. This simple yet effective approach achieves N-times more efficient uncertainty estimation during testing, where N is the number of samples traditionally required by Bayesian LLMs. Our extensive experiments demonstrate that uncertainty estimation capabilities on training data can successfully generalize to unseen test data through our distillation technique, consistently producing results comparable to (or even better than) state-of-the-art Bayesian LLMs.