Uncertainty
Distributed Causality in the SDG Network: Evidence from Panel VAR and Conditional Independence Analysis
Fahim, Md Muhtasim Munif, Imran, Md Jahid Hasan, Debnath, Luknath, Shill, Tonmoy, Molla, Md. Naim, Pranto, Ehsanul Bashar, Saad, Md Shafin Sanyan, Karim, Md Rezaul
The achievement of the 2030 Sustainable Development Goals (SDGs) is dependent upon strategic resource distribution. We propose a causal discovery framework using Panel Vector Autoregression, along with both country-specific fixed effects and PCMCI+ conditional independence testing on 168 countries (2000-2025) to develop the first complete causal architecture of SDG dependencies. Utilizing 8 strategically chosen SDGs, we identify a distributed causal network (i.e., no single 'hub' SDG), with 10 statistically significant Granger-causal relationships identified as 11 unique direct effects. Education to Inequality is identified as the most statistically significant direct relationship (r = -0.599; p < 0.05), while effect magnitude significantly varies depending on income levels (e.g., high-income: r = -0.65; lower-middle-income: r = -0.06; non-significant). We also reject the idea that there exists a single 'keystone' SDG. Additionally, we offer a proposed tiered priority framework for the SDGs namely, identifying upstream drivers (Education, Growth), enabling goals (Institutions, Energy), and downstream outcomes (Poverty, Health). Therefore, we conclude that effective SDG acceleration can be accomplished through coordinated multi-dimensional intervention(s), and that single-goal sequential strategies are insufficient.
Latent-IMH: Efficient Bayesian Inference for Inverse Problems with Approximate Operators
We study sampling from posterior distributions in Bayesian linear inverse problems where $A$, the parameters to observables operator, is computationally expensive. In many applications, $A$ can be factored in a manner that facilitates the construction of a cost-effective approximation $\tilde{A}$. In this framework, we introduce Latent-IMH, a sampling method based on the Metropolis-Hastings independence (IMH) sampler. Latent-IMH first generates intermediate latent variables using the approximate $\tilde{A}$, and then refines them using the exact $A$. Its primary benefit is that it shifts the computational cost to an offline phase. We theoretically analyze the performance of Latent-IMH using KL divergence and mixing time bounds. Using numerical experiments on several model problems, we show that, under reasonable assumptions, it outperforms state-of-the-art methods such as the No-U-Turn sampler (NUTS) in computational efficiency. In some cases, Latent-IMH can be orders of magnitude faster than existing schemes.
LoRA and Privacy: When Random Projections Help (and When They Don't)
Hu, Yaxi, Dรผngler, Johanna, Schรถlkopf, Bernhard, Sanyal, Amartya
We introduce the (Wishart) projection mechanism, a randomized map of the form $S \mapsto M f(S)$ with $M \sim W_d(1/r I_d, r)$ and study its differential privacy properties. For vector-valued queries $f$, we prove non-asymptotic DP guarantees without any additive noise, showing that Wishart randomness alone can suffice. For matrix-valued queries, however, we establish a sharp negative result: in the noise-free setting, the mechanism is not DP, and we demonstrate its vulnerability by implementing a near perfect membership inference attack (AUC $> 0.99$). We then analyze a noisy variant and prove privacy amplification due to randomness and low rank projection, in both large- and small-rank regimes, yielding stronger privacy guarantees than additive noise alone. Finally, we show that LoRA-style updates are an instance of the matrix-valued mechanism, implying that LoRA is not inherently private despite its built-in randomness, but that low-rank fine-tuning can be more private than full fine-tuning at the same noise level. Preliminary experiments suggest that tighter accounting enables lower noise and improved accuracy in practice.
Efficient Stochastic Optimisation via Sequential Monte Carlo
Cuin, James, Carbone, Davide, Tang, Yanbo, Akyildiz, O. Deniz
The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation methods for this class of problems typically require inner sampling loops to obtain (biased) stochastic gradient estimates, which rapidly becomes computationally expensive. In this work, we develop sequential Monte Carlo (SMC) samplers for optimisation of functions with intractable gradients. Our approach replaces expensive inner sampling methods with efficient SMC approximations, which can result in significant computational gains. We establish convergence results for the basic recursions defined by our methodology which SMC samplers approximate. We demonstrate the effectiveness of our approach on the reward-tuning of energy-based models within various settings.
Pathwise Learning of Stochastic Dynamical Systems with Partial Observations
The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard approaches typically require high-fidelity training data. In many practical settings, the data are indirectly observed through noisy and nonlinear measurement. The challenge lies not only in approximating the coefficients of the SDEs, but in simultaneously inferring the posterior updates given the observations. In this work, we present a neural path estimation approach to solve stochastic dynamical systems based on variational inference. We first derive a stochastic control problem that solve filtering posterior path measure corresponding to a pathwise Zakai equation. We then construct a generative model that maps the prior path measure to posterior measure through the controlled diffusion and the associated Randon-Nykodym derivative. Through an amortization of sample paths of the observation process, the control is learned by an embedding of the noisy observation paths. Thus, we learn the unknown prior SDE and the control can recover the conditional path measure given the observation sample paths and we learn an associated SDE which induces the same path measure. In the end, we perform experiments on nonlinear dynamical systems, demonstrating the model's ability to learn multimodal, chaotic, or high dimensional systems.
A Judge-Aware Ranking Framework for Evaluating Large Language Models without Ground Truth
Xu, Mingyuan, Tan, Xinzi, Wu, Jiawei, Zhou, Doudou
Evaluating large language models (LLMs) on open-ended tasks without ground-truth labels is increasingly done via the LLM-as-a-judge paradigm. A critical but under-modeled issue is that judge LLMs differ substantially in reliability; treating all judges equally can yield biased leaderboards and misleading uncertainty estimates. More data can make evaluation more confidently wrong under misspecified aggregation. We propose a judge-aware ranking framework that extends the Bradley-Terry-Luce model by introducing judge-specific discrimination parameters, jointly estimating latent model quality and judge reliability from pairwise comparisons without reference labels. We establish identifiability up to natural normalizations and prove consistency and asymptotic normality of the maximum likelihood estimator, enabling confidence intervals for score differences and rank comparisons. Across multiple public benchmarks and a newly collected dataset, our method improves agreement with human preferences, achieves higher data efficiency than unweighted baselines, and produces calibrated uncertainty quantification for LLM rankings.
Provably Reliable Classifier Guidance through Cross-entropy Error Control
Sahu, Sharan, Banerjee, Arisina, Wu, Yuchen
Classifier-guided diffusion models generate conditional samples by augmenting the reverse-time score with the gradient of a learned classifier, yet it remains unclear whether standard classifier training procedures yield effective diffusion guidance. We address this gap by showing that, under mild smoothness assumptions on the classifiers, controlling the cross-entropy error at each diffusion step also controls the error of the resulting guidance vectors: classifiers achieving conditional KL divergence $\varepsilon^2$ from the ground-truth conditional label probabilities induce guidance vectors with mean squared error $\widetilde{O}(d \varepsilon )$. Our result yields an upper bound on the sampling error under classifier guidance and bears resemblance to a reverse log-Sobolev-type inequality. Moreover, we show that the classifier smoothness assumption is essential, by constructing simple counterexamples demonstrating that, without it, control of the guidance vector can fail for almost all distributions. To our knowledge, our work establishes the first quantitative link between classifier training and guidance alignment, yielding both a theoretical foundation for classifier guidance and principled guidelines for classifier selection.
Multilevel and Sequential Monte Carlo for Training-Free Diffusion Guidance
Gleich, Aidan, Schmidler, Scott C.
We address the problem of accurate, training-free guidance for conditional generation in trained diffusion models. Existing methods typically rely on point-estimates to approximate the posterior score, often resulting in biased approximations that fail to capture multimodality inherent to the reverse process of diffusion models. We propose a sequential Monte Carlo (SMC) framework that constructs an unbiased estimator of $p_ฮธ(y|x_t)$ by integrating over the full denoising distribution via Monte Carlo approximation. To ensure computational tractability, we incorporate variance-reduction schemes based on Multi-Level Monte Carlo (MLMC). Our approach achieves new state-of-the-art results for training-free guidance on CIFAR-10 class-conditional generation, achieving $95.6\%$ accuracy with $3\times$ lower cost-per-success than baselines. On ImageNet, our algorithm achieves $1.5\times$ cost-per-success advantage over existing methods.
Efficient Causal Structure Learning via Modular Subgraph Integration
Sun, Haixiang, Tian, Pengchao, Zhou, Zihan, Zhang, Jielei, Li, Peiyi, Liu, Andrew L.
Learning causal structures from observational data remains a fundamental yet computationally intensive task, particularly in high-dimensional settings where existing methods face challenges such as the super-exponential growth of the search space and increasing computational demands. To address this, we introduce VISTA (Voting-based Integration of Subgraph Topologies for Acyclicity), a modular framework that decomposes the global causal structure learning problem into local subgraphs based on Markov Blankets. The global integration is achieved through a weighted voting mechanism that penalizes low-support edges via exponential decay, filters unreliable ones with an adaptive threshold, and ensures acyclicity using a Feedback Arc Set (FAS) algorithm. The framework is model-agnostic, imposing no assumptions on the inductive biases of base learners, is compatible with arbitrary data settings without requiring specific structural forms, and fully supports parallelization. We also theoretically establish finite-sample error bounds for VISTA, and prove its asymptotic consistency under mild conditions. Extensive experiments on both synthetic and real datasets consistently demonstrate the effectiveness of VISTA, yielding notable improvements in both accuracy and efficiency over a wide range of base learners.
The Bayesian Geometry of Transformer Attention
Agarwal, Naman, Dalal, Siddhartha R., Misra, Vishal
Transformers often appear to perform Bayesian reasoning in context, but verifying this rigorously has been impossible: natural data lack analytic posteriors, and large models conflate reasoning with memorization. We address this by constructing \emph{Bayesian wind tunnels} -- controlled environments where the true posterior is known in closed form and memorization is provably impossible. In these settings, small transformers reproduce Bayesian posteriors with $10^{-3}$-$10^{-4}$ bit accuracy, while capacity-matched MLPs fail by orders of magnitude, establishing a clear architectural separation. Across two tasks -- bijection elimination and Hidden Markov Model (HMM) state tracking -- we find that transformers implement Bayesian inference through a consistent geometric mechanism: residual streams serve as the belief substrate, feed-forward networks perform the posterior update, and attention provides content-addressable routing. Geometric diagnostics reveal orthogonal key bases, progressive query-key alignment, and a low-dimensional value manifold parameterized by posterior entropy. During training this manifold unfurls while attention patterns remain stable, a \emph{frame-precision dissociation} predicted by recent gradient analyses. Taken together, these results demonstrate that hierarchical attention realizes Bayesian inference by geometric design, explaining both the necessity of attention and the failure of flat architectures. Bayesian wind tunnels provide a foundation for mechanistically connecting small, verifiable systems to reasoning phenomena observed in large language models.