Many rare diseases offer limited established treatment options, leading patients to switch therapies when new medications emerge. To analyze the impact of such treatment switches within the low sample size limitations of rare disease trials, it is important to use all available data sources. This, however, is complicated when usage of measurement instruments change during the observation period, for example when instruments are adapted to specific age ranges. The resulting disjoint longitudinal data trajectories, complicate the application of traditional modeling approaches like mixed-effects regression. We tackle this by mapping observations of each instrument to a aligned low-dimensional temporal trajectory, enabling longitudinal modeling across instruments. Specifically, we employ a set of variational autoencoder architectures to embed item values into a shared latent space for each time point. Temporal disease dynamics and treatment switch effects are then captured through a mixed-effects regression model applied to latent representations. To enable statistical inference, we present a novel statistical testing approach that accounts for the joint parameter estimation of mixed-effects regression and variational autoencoders. The methodology is applied to quantify the impact of treatment switches for patients with spinal muscular atrophy. Here, our approach aligns motor performance items from different measurement instruments for mixed-effects regression and maps estimated effects back to the observed item level to quantify the treatment switch effect. Our approach allows for model selection as well as for assessing effects of treatment switching. The results highlight the potential of modeling in joint latent representations for addressing small data challenges.

The capability of a novel Kullback-Leibler divergence method is examined herein within the Kalman filter framework to select the input-parameter-state estimation execution with the most plausible results. This identification suffers from the uncertainty related to obtaining different results from different initial parameter set guesses, and the examined approach uses the information gained from the data in going from the prior to the posterior distribution to address the issue. Firstly, the Kalman filter is performed for a number of different initial parameter sets providing the system input-parameter-state estimation. Secondly, the resulting posterior distributions are compared simultaneously to the initial prior distributions using the Kullback-Leibler divergence. Finally, the identification with the least Kullback-Leibler divergence is selected as the one with the most plausible results. Importantly, the method is shown to select the better performed identification in linear, nonlinear, and limited information applications, providing a powerful tool for system monitoring.

Diverse learning algorithms, optimization methods, and natural selection share a common mathematical structure, despite their apparent differences. Here I show that a simple notational partitioning of change by the Price equation reveals a universal force-metric-bias (FMB) law: $Δ\mathbfθ = \mathbf{M}\,\mathbf{f} + \mathbf{b} + \mathbfξ$. The force $\mathbf{f}$ drives improvement in parameters, $Δ\mathbfθ$, in proportion to the slope of performance with respect to the parameters. The metric $\mathbf{M}$ rescales movement by inverse curvature. The bias $\mathbf{b}$ adds momentum or changes in the frame of reference. The noise $\mathbfξ$ enables exploration. This framework unifies natural selection, Bayesian updating, Newton's method, stochastic gradient descent, stochastic Langevin dynamics, Adam optimization, and most other algorithms as special cases of the same underlying process. The Price equation also reveals why Fisher information, Kullback-Leibler divergence, and d'Alembert's principle arise naturally in learning dynamics. By exposing this common structure, the FMB law provides a principled foundation for understanding, comparing, and designing learning algorithms across disciplines.

A diffusion probabilistic model (DPM) is a generative model renowned for its ability to produce high-quality outputs in tasks such as image and audio generation. However, training DPMs on large, high-dimensional datasets such as high-resolution images or audio incurs significant computational, energy, and hardware costs. In this work, we introduce efficient quantum algorithms for implementing DPMs through various quantum ODE solvers. These algorithms highlight the potential of quantum Carleman linearization for diverse mathematical structures, leveraging state-of-the-art quantum linear system solvers (QLSS) or linear combination of Hamiltonian simulations (LCHS). Specifically, we focus on two approaches: DPM-solver-$k$ which employs exact $k$-th order derivatives to compute a polynomial approximation of $ε_θ(x_λ,λ)$; and UniPC which uses finite difference of $ε_θ(x_λ,λ)$ at different points $(x_{s_m}, λ_{s_m})$ to approximate higher-order derivatives. As such, this work represents one of the most direct and pragmatic applications of quantum algorithms to large-scale machine learning models, presumably taking substantial steps towards demonstrating the practical utility of quantum computing.

Idempotent Generative Networks (IGNs) are deep generative models that also function as local data manifold projectors, mapping arbitrary inputs back onto the manifold. They are trained to act as identity operators on the data and as idempotent operators off the data manifold. However, IGNs suffer from mode collapse, mode dropping, and training instability due to their objectives, which contain adversarial components and can cause the model to cover the data manifold only partially -- an issue shared with generative adversarial networks. We introduce Non-Adversarial Idempotent Generative Networks (NAIGNs) to address these issues. Our loss function combines reconstruction with the non-adversarial generative objective of Implicit Maximum Likelihood Estimation (IMLE). This improves on IGN's ability to restore corrupted data and generate new samples that closely match the data distribution. We moreover demonstrate that NAIGNs implicitly learn the distance field to the data manifold, as well as an energy-based model.

Large language models (LLMs) are often queried multiple times at test time, with predictions aggregated by majority vote. While effective, this self-consistency strategy (arXiv:2203.11171) requires a fixed number of calls and can fail when the correct answer is rare. We introduce Confidence-Guided Early Stopping (CGES), a Bayesian framework that forms posteriors over candidate answers using scalar confidence signals derived from token probabilities or reward models. CGES adaptively halts sampling once the posterior mass of a candidate exceeds a threshold. We provide theoretical guarantees for both perfectly calibrated confidences and realistic noisy confidence signals. Across five reasoning benchmarks, CGES reduces the average number of model calls by about 69 percent (for example, from 16.0 to 4.9) while matching the accuracy of self-consistency within 0.06 percentage points.

Breast cancer remains one of the leading causes of mortality among women worldwide, with early diagnosis being critical for effective treatment and improved survival rates. However, timely detection continues to be a challenge due to the complex nature of the disease and variability in patient risk factors . This study presents a fuzzy soft set theory - based expert system designed to assess the risk of breast cancer in patients using measurable clinical and physiological parameters. The proposed system integrates Body Mass Index (BMI), Insulin Level (IL), Lep tin Level (LL), Adiponectin Level (AL), and age as input variables to estimate breast cancer risk through a set of fuzzy inference rules and soft set computations. These parameters can be obtained from routine blood analyses, enabling a non - invasive and ac cessible method for preliminary assessment. The dataset used for model development and validation was obtained from the UCI Machine Learning Repository. The proposed expert system aims to support healthcare professionals in identifying high - risk patients a nd determining the necessity of further diagnostic procedures such as biopsies.

Pulsar Timing Arrays provide a powerful framework to measure low-frequency gravitational waves, but accuracy and robustness of the results are challenged by complex noise processes that must be accurately modeled. Standard PTA analyses assign fixed uniform noise priors to each pulsar, an approach that can introduce systematic biases when combining the array. To overcome this limitation, we adopt a hierarchical Bayesian modeling strategy in which noise priors are parametrized by higher-level hyperparameters. We further address the challenge posed by the correlations between hyperparameters and physical noise parameters, focusing on those describing red noise and dispersion measure variations. To decorrelate these quantities, we introduce an orthogonal reparametrization of the hierarchical model implemented with Normalizing Flows. We also employ i-nessai, a flow-guided nested sampler, to efficiently explore the resulting higher-dimensional parameter space. We apply our method to a minimal 3-pulsar case study, performing a simultaneous inference of noise and SGWB parameters. Despite the limited dataset, the results consistently show that the hierarchical treatment constrains the noise parameters more tightly and partially alleviates the red-noise-SGWB degeneracy, while the orthogonal reparametrization further enhances parameter independence without affecting the correlations intrinsic to the power-law modeling of the physical processes involved.

We present a detailed study of Bayesian inference workflows for pulsar timing array data with a focus on enhancing efficiency, robustness and speed through the use of normalizing flow-based nested sampling. Building on the Enterprise framework, we integrate the i-nessai sampler and benchmark its performance on realistic, simulated datasets. We analyze its computational scaling and stability, and show that it achieves accurate posteriors and reliable evidence estimates with substantially reduced runtime, by up to three orders of magnitude depending on the dataset configuration, with respect to conventional single-core parallel-tempering MCMC analyses. These results highlight the potential of flow-based nested sampling to accelerate PTA analyses while preserving the quality of the inference.

State-space models (SSMs) are a widely used tool in time series analysis. In the complex systems that arise from real-world data, it is common to employ particle filtering (PF), an efficient Monte Carlo method for estimating the hidden state corresponding to a sequence of observations. Applying particle filtering requires specifying both the parametric form and the parameters of the system, which are often unknown and must be estimated. Gradient-based optimisation techniques cannot be applied directly to standard particle filters, as the filters themselves are not differentiable. However, several recently proposed methods modify the resampling step to make particle filtering differentiable. In this paper, we present an implementation of several such differentiable particle filters (DPFs) with a unified API built on the popular PyTorch framework. Our implementation makes these algorithms easily accessible to a broader research community and facilitates straightforward comparison between them. We validate our framework by reproducing experiments from several existing studies and demonstrate how DPFs can be applied to address several common challenges with state space modelling.