How to integrate and verify spatial intelligence in foundation models remains an open challenge. Current practice often proxies Visual-Spatial Intelligence (VSI) with purely textual prompts and VQA-style scoring, which obscures geometry, invites linguistic shortcuts, and weakens attribution to genuinely spatial skills. We introduce Spatial Intelligence Grid (SIG): a structured, grid-based schema that explicitly encodes object layouts, inter-object relations, and physically grounded priors. As a complementary channel to text, SIG provides a faithful, compositional representation of scene structure for foundation-model reasoning. Building on SIG, we derive SIG-informed evaluation metrics that quantify a model's intrinsic VSI, which separates spatial capability from language priors.

Causal self-attention is a coupling mechanism: each token's hidden state is updated by a learned mixture of preceding tokens at the same timescale. This paper asks whether a second, temporally slower coupling-a slow sub-system operating on a temporally-downsampled view of the sequence and fed back into the fast path through a zero-initialised gate-complements it. The question is framed in the language of singularly perturbed ordinary differential equations (ODEs), where the fast variable $x$ evolves at the token rate, the slow variable $y$ evolves at one update per $P$ tokens, and the timescale ratio $\varepsilon = 1/P$ is enforced structurally by causal block-mean pooling. The paper instantiates the fast-slow ODE formalism as a concrete neural network: a fast path of standard causal attention over $T$ tokens, a slow path of full attention over $T/P$ pooled tokens ($P^2 \times$ cheaper per layer), and a zero-initialised additive gate. In addition, under a linear-generator assumption on the fast dynamics, we prove that the equilibrium manifold $x = ϕ(y)$ is exactly the master-equation (ME) stationary distribution $p_{\mathrm{st}}(y)$; in that regime a learned MLP $ϕ_θ(y)$ is a variational approximation of it (the trained block is not a generator, so this identity is the structured limit, not a claim about the network as trained). Empirically, at $500$k tokens the coupling is neutral -- the gate stays closed and the coupled and frozen ablations are within run-to-run noise -- at a wall-clock cost comparable to a dense baseline. The contribution is the precise, gap-marked mapping itself, not a performance gain.

Variational inference (VI) is a core engine of modern AI, enabling scalable approximate Bayesian learning and uncertainty-aware training of large probabilistic and generative models. In this paper, we propose Structured Nonparametric Variational Inference (SN-VI), a novel framework for modeling complex dependencies among latent variables in posterior approximation, leveraging multivariate spline techniques. Unlike traditional methods that rely on the mean-field assumption, SN-VI preserves intricate latent variable dependencies, providing a flexible and accurate approximation of posteriors with arbitrary shapes. We establish rigorous theoretical guarantees, including the derivation of the lower bound for the variational objective and proof of asymptotic consistency in posterior estimation. To facilitate practical implementation, we develop an algorithm that automatically identifies dependent latent variables and their underlying dependence structure, without requiring manual specification. Simulation studies validate the effectiveness of SN-VI in approximating posterior distributions with bounded support and complex dependencies. The proposed method has been successfully applied to high-dimensional structured data, including computer vision datasets and spatial transcriptomics. In these applications, SN-VI demonstrates improved generative model performance and effectively uncovers coupled biological signals through the learned dependency structure.

Interpreting machine-learning models has attracted increasing attention, particularly in the physical sciences, where one often seeks to understand the underlying mechanisms rather than merely make predictions. Multiple linear regression is often regarded as an interpretable alternative to more complex models, such as deep neural networks, because its predictions are expressed as explicit weighted sums of input features. However, when input features are strongly correlated, namely in the presence of multicollinearity, the learned weights can exhibit large dataset-to-dataset fluctuations and oscillatory behavior across physically similar features, making their interpretation difficult or even impossible. Although the instability of the weights under multicollinearity is well known in statistics, its consequences for physical interpretation, in particular its connection to oscillatory weights across physically similar features, have not been systematically clarified. Here, we theoretically discuss the mechanism behind this loss of interpretability by analyzing the eigenmodes of the feature correlation matrix. We show that small-eigenvalue modes associated with multicollinearity amplify fluctuations in the weights and generate oscillatory patterns that do not necessarily reflect meaningful contributions. We test this theoretical picture numerically on physics datasets and show that Ridge regularization suppresses these unstable modes, although the resulting weights must still be interpreted with caution. We further confirm the generality of our findings beyond physics by analyzing a diverse collection of publicly available datasets. Our results clarify why, in the presence of multicollinearity, physical interpretation can remain difficult even for linear regression models.

This paper reviews how a diverse set of popular data-driven priors commonly used in Bayesian inverse problems can be unified through their respective score functions. By framing these priors under this common perspective, we show that they can benefit from their straightfoward and effective integration into a recently proposed sampling algorithm. The applicability of this common framework is illustrated by considering several data-driven priors, namely regularization-by-denoising, normalizing flow-based priors, score-based generative models, and convex-ridge regularizers. For these four particular priors, the performance of the method is evaluated when conducting image inpainting and single image super-resolution. These results, as well as those obtained when restoring real images acquired in a geological context, demonstrate the efficiency of the method. This unified framework proves versatile enough to handle any posterior distribution defined by a broad class of score function-based priors, beyond the specific cases considered in this paper.

Test-time training (TTT) adapts a pretrained model to each prompt via parameter updates, improving accuracy under pretraining-to-test distribution shifts. Yet, its performance often suffers from instability and sensitivity to hyperparameters such as update steps and subspace. We explain this behavior through a decision-theoretic lens, treating TTT as implicit Bayesian inference in the kernel regime. Under a Gaussian process benchmark, we show that TTT reduces prediction error when updates are spectrally matched to the prompt's signal-to-noise ratio and aligned with query-relevant eigen-directions. This perspective underpins the following results: (1) we show when fixed update steps and subspaces fail under distribution shifts, motivating adaptive strategies; (2) we prove that selecting update steps via prompt evidence admits a PAC-Bayes guarantee against overfitting; and (3) we characterize the Bayes-optimal update subspace under a linear-Gaussian correction model, yielding a scoring rule for selecting Transformer blocks and heads. Our theory helps explain the empirical instability of TTT, taking a step toward principled guidance for when, how far, and which directions to adapt.

Domain Generalization (DG) aims to train models that generalize to unseen target domains but often overfit to domain-specific features, known as undesired correlations. Gradient-based DG methods typically guide gradients in a dominant direction but often inadvertently reinforce spurious correlations. Recent work has employed dropout to regularize overconfident parameters, but has not explicitly adjusted gradient alignment or ensured balanced parameter updates. We propose GENIE (Generalization-ENhancing Iterative Equalizer), a novel optimizer that leverages the One-Step Generalization Ratio (OSGR) to quantify each parameter's contribution to loss reduction and assess gradient alignment. By dynamically equalizing OSGR via a preconditioning factor, GENIE prevents a small subset of parameters from dominating optimization, thereby promoting domain-invariant feature learning. Theoretically, GENIE balances convergence contribution and gradient alignment among parameters, achieving higher OSGR while retaining SGD's convergence rate. Empirically, it outperforms existing optimizers and enhances performance when integrated with various DG and single-DG methods.

Flow matching is a powerful generative modeling framework, valued for its simplicity and strong empirical performance. However, its standard formulation treats signals on structured spaces, such as fMRI data on brain graphs, as points in Euclidean space, overlooking the rich topological features of their domains. To address this, we introduce topological flow matching, a topology-aware generalization of flow matching. We interpret flow matching as a framework for solving a degenerate Schrödinger bridge problem and inject topological information by augmenting the reference process with a Laplacian-derived drift. This principled modification captures the structure of the underlying domain while preserving the desirable properties of flow matching: a stable, simulation-free objective and deterministic sample paths. As a result, our framework serves as a drop-in replacement for standard flow matching. We demonstrate its effectiveness on diverse structured datasets, including brain fMRIs, ocean currents, seismic events, and traffic flows.

Detecting distributional differences between two independent samples is a fundamental problem in statistics and machine learning. Nonparametric two-sample testing provides a principled framework for determining whether two samples are drawn from the same underlying distribution, without assuming any specific parametric form for the distribution. In this study, we propose a new two-sample test statistic based on a newly introduced integral probability metric (IPM), using a specially designed parametric discriminator class with a single node of a neural network. We show that the resulting test statistic, called PReLU-IPM, is nonparametric and establish theoretical guarantees for the associated two-sample testing procedure, PReLU-TST, including its consistency and asymptotical equivalence to nonparametric IPM-based tests under regularity conditions. By analyzing multiple simulated and real benchmark datasets, we demonstrate that PReLU-TST achieves higher power across a range of alternatives or performs comparably to its competitors, for finite samples.

Graph Laplacians encode graph structures in matrix form, and thus facilitate the application of linear algebra to graph theory. In statistics, two related families of probabilistic graphical models can be parameterized by graph Laplacians. The first one is the Laplacian-constrained Gaussian graphical model (LCGGM), which imposes that the (pseudo-)inverse covariance matrix of a Gaussian random vector is a Laplacian matrix. Applications include graph signal processing and network topology learning. The second one is the Hüsler-Reiss graphical model, which is considered as an extremal analog of the Gaussian graphical model, and can be used in extremal dependence modeling of floods, heatwaves, and financial losses. For both models, the restriction to positive edge weights in the graph Laplacian gives rise to an approach for graph structure learning that does not require tuning parameters. While these approaches yield a strong model fit in many settings, the resulting graph estimates are typically much denser than the underlying ground truth, limiting interpretability and scalability. In order to improve the accuracy of Laplacian-constrained graph learning, we propose to use spectral graph sparsification as a post-estimation operation. To do so, we replace the original Laplacian estimate by a sparser Laplacian that is spectrally close, and re-fit the model on the resulting graph. We refer to the two resulting methods as Spectral-LCGGM and Spectral-HR. We investigate the properties of the proposed estimators and show several theoretical results on their performance. Furthermore, we demonstrate that the newly proposed methods perform well by running simulations on Erdős-Rényi and stochastic block model graphs, and we also showcase their applications to real data.