Abstract--Graph Similarity Computation (GSC) is a fundamental graph-related task where Graph Edit Distance (GED) serves as a prevalent metric. GED is determined by an optimal alignment between a pair of graphs that partitions each into aligned (zero-cost) and unaligned (cost-incurring) substructures. However, the solution for optimal alignment is intractable, motivating Graph Neural Network (GNN)-based GED approximations. Existing GNN-based GED approaches typically learn node embeddings for each graph and then aggregate pairwise node similarities to estimate the final similarity. Despite their effectiveness, we identify a fundamental mismatch between this prevalent node-centric matching paradigm and the core principles of GED. This discrepancy leads to two critical limitations: (1) a failure to capture the global structural correspondence for optimal alignment, and (2) a misattribution of edit costs by learning from spurious node-level signals. T o address these limitations, we propose GCGSim, a GED-consistent graph similarity learning framework that reformulates the GSC task from the perspective of graph-level matching and substructure-level edit costs. Specifically, we make three core technical contributions. First, we design a Graph-Node Cross Matching (GNCM) mechanism to learn pair-aware contextual-ized graph representations. Second, we introduce a principled Prior Similarity-Guided Disentanglement (PSGD) mechanism, justified by variational inference, to unsupervisedly separate graph representations into their aligned and unaligned substructures. Finally, we employ an Intra-Instance Replicate (IIR) consistency regularization to learn a canonical representation for the aligned substructures.

We introduce Random Projection Flows (RPFs), a principled framework for injective normalizing flows that leverages tools from random matrix theory and the geometry of random projections. RPFs employ random semi-orthogonal matrices, drawn from Haar-distributed orthogonal ensembles via QR decomposition of Gaussian matrices, to project data into lower-dimensional latent spaces for the base distribution. Unlike PCA-based flows or learned injective maps, RPFs are plug-and-play, efficient, and yield closed-form expressions for the Riemannian volume correction term. We demonstrate that RPFs are both theoretically grounded and practically effective, providing a strong baseline for generative modeling and a bridge between random projection theory and normalizing flows.

-- In this work we introduce a novel adaptive anomaly detection framework specifically designed for monitoring sequential random finite set (RFS) observations. Our approach effectively distinguishes between In-Control data (normal) and Out-Of-Control data (anomalies) by detecting deviations from the expected statistical behavior of the process. The primary contributions of this study include the development of an innovative RFS-based framework that not only learns the normal behavior of the data-generating process online but also dynamically adapts to behavioral shifts to accurately identify abnormal point patterns. T o achieve this, we introduce a new class of RFS-based posterior distributions, named Power Discounting Posteriors (PD), which facilitate adaptation to systematic changes in data while enabling anomaly detection of point pattern data through a novel predictive posterior density function. The effectiveness of the proposed approach is demonstrated by extensive qualitative and quantitative simulation experiments.

Diffusion models for image generation often exhibit a trade-off between perceptual sample quality and data likelihood: training objectives emphasizing high-noise denoising steps yield realistic images but poor likelihoods, whereas likelihood-oriented training overweights low-noise steps and harms visual fidelity. We introduce a simple plug-and-play sampling method that combines two pre-trained diffusion experts by switching between them along the denoising trajectory. Specifically, we apply an image-quality expert at high noise levels to shape global structure, then switch to a likelihood expert at low noise levels to refine pixel statistics. The approach requires no retraining or fine-tuning--only the choice of an intermediate switching step. On CIFAR-10 and ImageNet32, the merged model consistently matches or outperforms its base components, improving or preserving both likelihood and sample quality relative to each expert alone. These results demonstrate that expert switching across noise levels is an effective way to break the likelihood-quality trade-off in image diffusion models. Diffusion models are a class of probabilistic generative models that learn to approximate a data distribution by reversing a forward noising process through a learned denoising procedure (Sohl-Dickstein et al., 2015; Ho et al., 2020; Nichol & Dhariwal, 2021).

This paper introduces a novel Kalman filter framework designed to achieve robust state estimation under both process and measurement noise. Inspired by the Weighted Observation Likelihood Filter (WoLF), which provides robustness against measurement outliers, we applied generalized Bayesian approach to build a framework considering both process and measurement noise outliers.

We study the problem of matching correlated VAR time series databases, where a multivariate time series is observed along with a perturbed and permuted version, and the goal is to recover the unknown matching between them. To model this, we introduce a probabilistic framework in which two time series $(x_t)_{t\in[T]},(x^\#_t)_{t\in[T]}$ are jointly generated, such that $x^\#_t=x_{π^*(t)}+σ\tilde{x}_{π^*(t)}$, where $(x_t)_{t\in[T]},(\tilde{x}_t)_{t\in[T]}$ are independent and identically distributed vector autoregressive (VAR) time series of order $1$ with Gaussian increments, for a hidden $π^*$. The objective is to recover $π^*$, from the observation of $(x_t)_{t\in[T]},(x^\#_t)_{t\in[T]}$. This generalizes the classical problem of matching independent point clouds to the time series setting. We derive the maximum likelihood estimator (MLE), leading to a quadratic optimization over permutations, and theoretically analyze an estimator based on linear assignment. For the latter approach, we establish recovery guarantees, identifying thresholds for $σ$ that allow for perfect or partial recovery. Additionally, we propose solving the MLE by considering convex relaxations of the set of permutation matrices (e.g., over the Birkhoff polytope). This allows for efficient estimation of $π^*$ and the VAR parameters via alternating minimization. Empirically, we find that linear assignment often matches or outperforms MLE relaxation based approaches.

We propose a way of transforming the problem of conditional density estimation into a single nonparametric regression task via the introduction of auxiliary samples. This allows leveraging regression methods that work well in high dimensions, such as neural networks and decision trees. Our main theoretical result characterizes and establishes the convergence of our estimator to the true conditional density in the data limit. We develop condensité, a method that implements this approach. We demonstrate the benefit of the auxiliary samples on synthetic data and showcase that condensité can achieve good out-of-the-box results. We evaluate our method on a large population survey dataset and on a satellite imaging dataset. In both cases, we find that condensité matches or outperforms the state of the art and yields conditional densities in line with established findings in the literature on each dataset. Our contribution opens up new possibilities for regression-based conditional density estimation and the empirical results indicate strong promise for applied research.

Multi-label feature selection (FS) reduces the dimensionality of multi-label data by removing irrelevant, noisy, and redundant features, thereby boosting the performance of multi-label learning models. However, existing methods typically require centralized data, which makes them unsuitable for distributed and federated environments where each device/client holds its own local dataset. Additionally, federated methods often assume that clients have labeled data, which is unrealistic in cases where clients lack the expertise or resources to label task-specific data. To address these challenges, we propose a Semi-Supervised Federated Multi-Label Feature Selection method, called SSFMLFS, where clients hold only unlabeled data, while the server has limited labeled data. SSFMLFS adapts fuzzy information theory to a federated setting, where clients compute fuzzy similarity matrices and transmit them to the server, which then calculates feature redundancy and feature-label relevancy degrees. A feature graph is constructed by modeling features as vertices, assigning relevancy and redundancy degrees as vertex weights and edge weights, respectively. PageRank is then applied to rank the features by importance. Extensive experiments on five real-world datasets from various domains, including biology, images, music, and text, demonstrate that SSFMLFS outperforms other federated and centralized supervised and semi-supervised approaches in terms of three different evaluation metrics in non-IID data distribution setting.

Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning. Deep generative forecasting models (DGFMs) have shown excellent performance in these areas, but assimilating data into such models is challenging due to their intractable likelihood functions. This limitation restricts the use of standard Bayesian data assimilation methodologies for DGFMs. To overcome this, we introduce prequential posteriors, based upon a predictive-sequential (prequential) loss function; an approach naturally suited for temporally dependent data which is the focus of forecasting tasks. Since the true data-generating process often lies outside the assumed model class, we adopt an alternative notion of consistency and prove that, under mild conditions, both the prequential loss minimizer and the prequential posterior concentrate around parameters with optimal predictive performance. For scalable inference, we employ easily parallelizable wastefree sequential Monte Carlo (SMC) samplers with preconditioned gradient-based kernels, enabling efficient exploration of high-dimensional parameter spaces such as those in DGFMs. We validate our method on both a synthetic multi-dimensional time series and a real-world meteorological dataset; highlighting its practical utility for data assimilation for complex dynamical systems.

Denoising Diffusion Probabilistic Models (DDPMs) have established a new state-of-the-art in generative image synthesis, yet their deployment is hindered by significant computational overhead during inference, often requiring up to 1,000 iterative steps. This study presents a rigorous comparative analysis of DDPMs against the emerging Flow Matching (Rectified Flow) paradigm, specifically isolating their geometric and efficiency properties on low-resource hardware. By implementing both frameworks on a shared Time-Conditioned U-Net backbone using the MNIST dataset, we demonstrate that Flow Matching significantly outperforms Diffusion in efficiency. Our geometric analysis reveals that Flow Matching learns a highly rectified transport path (Curvature $\mathcal{C} \approx 1.02$), which is near-optimal, whereas Diffusion trajectories remain stochastic and tortuous ($\mathcal{C} \approx 3.45$). Furthermore, we establish an ``efficiency frontier'' at $N=10$ function evaluations, where Flow Matching retains high fidelity while Diffusion collapses. Finally, we show via numerical sensitivity analysis that the learned vector field is sufficiently linear to render high-order ODE solvers (Runge-Kutta 4) unnecessary, validating the use of lightweight Euler solvers for edge deployment. \textbf{This work concludes that Flow Matching is the superior algorithmic choice for real-time, resource-constrained generative tasks.}