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 Uncertainty


StAD: Stein Amortized Divergence for Fast Likelihoods with Diffusion and Flow

arXiv.org Machine Learning

Diffusion and flow-based models are ubiquitously used for generative modelling and density estimation. They admit a deterministic probability flow ordinary differential equation (PF-ODE), analogous to continuous normalizing flows (CNFs), which describes the transport of the probability mass. Obtaining the likelihood from these models is of interest to many workflows, especially Bayesian analysis, and requires solving the trace of the Jacobian to compute the divergence of the learned PF-ODE, which is either $\mathcal{O}(D^2)$ to compute exactly or $\mathcal{O}(D)$ with a noisy estimate. We introduce StAD, a new distillation method to predict and learn the divergence of the PF-ODE using the Langevin-Stein operator without ever computing the Jacobian. We show that our method is competitive with the Hutchinson and Hutch++ on CIFAR-10, ImageNet and other density estimation tasks, consistently improving the variance and speed of the likelihood predictions compared to the Hutchinson. We additionally show our method will generalize to a varied class of generative models, and show that under some regularity conditions these learned vector fields can be made to satisfy the Stein class.


The Score Kalman Filter

arXiv.org Machine Learning

A central obstacle in nonlinear Bayesian filtering is representing the belief distribution. Moment-based filters address this by propagating polynomial moments and reconstructing a density from them. Recent work completes the predict-update loop via the maximum-entropy (MaxEnt) principle, but each step requires the partition function and its gradient, both $n$-dimensional integrals whose cost scales exponentially, restricting the demonstrated MaxEnt moment filtering to $n \le 4$. We avoid the partition function entirely by combining score matching with Stein's identity. In our setting, score matching reduces the density fit to a single linear solve whose coefficients are assembled directly from the propagated moments. The same parameters then drive Stein's identity to close the moment hierarchy during prediction and to recover posterior moments after each Bayesian update, keeping the full predict-update loop free of partition function evaluation. The resulting Score Kalman Filter (SKF) reduces to the classical information-form Kalman filter as a special case and performs every step through linear algebra. On nonlinear coupled-oscillator networks, the SKF runs through $n=20$ and reports lower RMSE than the EKF, UKF, EnKF, and particle-filter baselines on the tested synthetic benchmarks.


HYVINT: Intensity-Driven Hypergraph Generation with Variational Representations

arXiv.org Machine Learning

Hypergraphs provide a principled framework for modeling polyadic interactions, with applications in recommendation systems, social networks, and molecular modeling. Hypergraph generation remains challenging because incidence structures are discrete, sparse, and governed by heterogeneous higher-order interactions. Existing generators often rely on implicit latent spaces or continuous incidence decoders, which provide limited mechanistic interpretation of how node-hyperedge incidences arise. To address these limitations, we propose HYVINT, an intensity-driven hypergraph generative framework. Our key innovations are twofold: (i) we develop an intensity-driven incidence formation mechanism for hypergraphs that links latent interaction strength to binary incidence, and (ii) we derive a tractable lower-bound variational estimator for learning latent representations. We provide generation error bounds with asymptotic convergence rates and empirically show that HYVINT achieves strong fidelity while maintaining substantial novelty and diversity on synthetic and real-world hypergraphs.


Learning in Position-Aware Multinomial Logit Bandits: From Multiplicative to General Position Effects

arXiv.org Machine Learning

We study the dynamic joint assortment selection and positioning problem, where the attraction of each product depends on both its intrinsic appeal and its display position under a Multinomial Logit (MNL) choice framework. Our study ranges from the multiplicative position effects model, in which each product's attraction is scaled by a position-specific factor, to a general position effects model assigning independent attraction parameters to every product--position pair to capture heterogeneous synergies. For both models, we design round-based learning algorithms that update decisions after every single feedback, and establish the first regret-optimal characterization. Besides, our round-based algorithms provide the prompt operations needed by modern platforms. For the multiplicative model, we develop a cross-position pairwise maximum likelihood estimator with a clipping mechanism, and prove that our algorithm P2MLE-UCB attains a regret of $\tilde{O}(\sqrt{NT})$, matching the lower bound and closing the $\sqrt{K}$ gap left by prior epoch-based analyses. For the general model, we establish a minimax lower bound and propose GP2-UCB with a matching upper bound. Moreover, we design an efficient subroutine for the per-round joint assortment and positioning optimization based on Dinkelbach's method and maximum-weight bipartite matching. Numerical experiments on synthetic data and the Expedia dataset show that our algorithms consistently outperform state-of-the-art benchmarks.


Integrating Bayesian Spectral Deconvolution and Expert Scientific Reasoning for Robust Peak Estimation

arXiv.org Machine Learning

Spectral deconvolution is essential for extracting peak structures that encode material properties and chemical structures, but conventional automated methods often fail when spectra contain high-intensity noise or unknown background components. In practice, scientists rarely interpret spectra in isolation. Instead, they identify physically meaningful peaks by relating spectral structures to auxiliary information such as physical-property values, chemical structures, and trends across related measurements. Here, we propose a Bayesian framework that integrates spectral deconvolution with a model of expert scientific reasoning. In this work, expert scientific reasoning refers to the practice of evaluating candidate spectral structures by their consistency with independently measured physical-property values, rather than to manual expert intervention during inference. We formalize this reasoning as a physical-property regression layer, implemented using Gaussian process regression, and couple it with Bayesian spectral deconvolution. By averaging the physical-property likelihood over posterior predictive spectra inferred from Bayesian spectral deconvolution, the proposed method selects spectral models according to the consistency between inferred spectral structures and physical-property information. We validate the framework using synthetic spectra with high-intensity noise or unknown backgrounds and infrared spectra of poly(lactic acid). The method recovers physically meaningful peak structures that conventional Bayesian spectral deconvolution misses or misidentifies from spectra alone, including weak peaks in poly(lactic acid) IR spectra related to measured degradation rates. These results demonstrate that integrating expert scientific reasoning with Bayesian spectral deconvolution enables robust peak estimation under conditions where spectrum-only inference is unreliable.


Controlling False Discovery in Arbitrarily Structured Hypothesis Spaces via Reproducing Kernels

arXiv.org Machine Learning

Large-scale hypothesis testing is central to modern science, where controlling the False Discovery Rate (FDR) has become the standard approach to managing false positives across many simultaneous tests. Hypotheses rarely exist in isolation; they often exhibit structure through proximity, connectivity, or hierarchy. This structure represents both a challenge and an opportunity: while classical methods treat these dependencies as obstacles requiring conservative correction, leveraging them can substantially increase discovery power. Here, we reframe structured FDR control as a regularized learning problem. By optimizing within a suitable Reproducing Kernel Hilbert Space (RKHS), we introduce a framework that unifies continuous domains, graphs, and hierarchies under a single algorithm through kernel choice alone. This formulation enables smooth solutions in place of the piecewise-constant fits of prior methods, principled likelihood-based hyperparameter selection rather than heuristic tuning, and inference at unobserved locations which in turn supports sample-efficient experimental design. Building on this estimator, we provide two decision rules which we prove to control the FDR. We validate our method on two sources: spatial locations derived from high-dimensional real-world datasets, and a differential gene expression task utilizing protein-protein interaction graphs.


On Gaussian approximation for entropy-regularized Q-learning with function approximation

arXiv.org Machine Learning

In this paper, we derive rates of convergence in the high-dimensional central limit theorem for Polyak--Ruppert averaged iterates generated by entropy-regularized asynchronous Q-learning with linear function approximation and a polynomial stepsize $k^{-ω}$, $ω\in (1/2,1)$. Assuming that the sequence of observed triples $(s_k,a_k,s_{k+1})_{k \geq 0}$ forms a uniformly geometrically ergodic Markov chain, and under suitable regularity conditions for the projected soft Bellman equation, we establish a Gaussian approximation bound in the convex distance with rate of order $n^{-1/4}$, up to polylogarithmic factors in $n$, where $n$ is the number of samples used by the algorithm. To obtain this result, we combine a linearization of the soft Bellman recursion with a Gaussian approximation for the leading martingale term. Finally, we derive high-order moment bounds for the algorithm's last iterate, which might be of independent interest.


Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures

arXiv.org Machine Learning

Modern generative models have emerged as a powerful Diffusion-based generative models increasingly paradigm for learning complex, high-dimensional data distributions. In particular, diffusion models (Ho et al., 2020; rely on inference-time guidance, adding a drift Sohl-Dickstein et al., 2015; Song and Ermon, 2019; Song term or reweighting mixture of experts, to imet al., 2020) and flow-based methods (Zhang et al., 2018a; prove sample quality on task-specific objectives. However, most existing techniques reLipman et al., 2022; Albergo and Vanden-Eijnden, 2022; Liu quire repeated score or gradient evaluations, inet al., 2022) provide a principled and scalable framework for generative modeling, achieving state-of-the-art performance troducing bias, high computational overhead, or across diverse applications, including video generation (Ho both. We introduce URGE, approximation-free et al., 2022), protein design (Gruver et al., 2023), and largeResampling via Girsanov Estimation, a derivativefree inference-time scaling algorithm that perscale text generation (Li et al., 2022; Nie et al., 2025). A forms pathwise importance reweighting via a Girunifying perspective underlying these approaches is their formulation in terms of stochastic differential equations sanov change of measure.


A data-driven Fourier-mixture neural-network method for density estimation

arXiv.org Machine Learning

We propose a data-driven Fourier-trained neural-network method for estimating fixed-horizon probability densities from empirical characteristic-function (CF) information. The estimator is a positive Gaussian--Laplace mixture with closed-form CF, so training can be performed directly in Fourier space while preserving nonnegativity and unit mass. We consider two sampling settings. In the direct i.i.d. sampling setting, the method is trained against an empirical CF constructed from i.i.d. samples. In the resampling-based pseudo-sampling setting, it is trained against an empirical pseudo-CF constructed from dependent data by resampling. For the direct i.i.d. case, we derive an expected $L_2$ error bound that separates Fourier truncation, empirical training error, discretization, and CF sampling error. For the pseudo-sampling case, we obtain a conditional analogue with two additional pseudo-law discrepancy terms. We develop a multidimensional extension of the framework and analyze its computational complexity. Numerical experiments show competitive performance relative to Expectation--Maximization on Gaussian-mixture benchmarks, clear gains on heavy-tailed targets, $L_2$ error decay consistent with the theory in a well-specified setting, and effective estimation of one-year Australian equity return law from resampled dependent data.


A note on connections between the Föllmer process and the denoising diffusion probabilistic model

arXiv.org Machine Learning

The Föllmer process is a Brownian motion conditioned to have a pre-specified distribution at time 1. This process can be interpreted as an "augmented" time-compressed version of the reverse stochastic differential equation (SDE) for the denoising diffusion probabilistic model (DDPM). While this fact has been indirectly used to analyze DDPM sampling errors via discretization of the reverse SDE, connections between direct discretization of the Föllmer process and the DDPM sampler have not yet been fully explored. This note aims to clarify this point while surveying relevant results from existing work. We show that discretized Föllmer processes give natural hyper-parameter settings of the DDPM sampler. Moreover, this allows us to systematically recover state-of-the-art results on DDPM sampling error bounds with slight improvements.