Non-Euclidean optimisation methods with matrix-valued updates, such as Muon and Scion, have recently shown strong empirical performance for training Transformer models, yet their theoretical advantages over Euclidean methods remain poorly understood. We address this gap in the heavy-tailed non-convex regime, where stochastic gradients have bounded $p$-th central moments, $p \in (1,2]$. We show that certain non-Euclidean methods achieve optimal sample complexity under stronger stationarity measures, while Euclidean methods incur additional dimension-dependent costs. As a consequence, for $m \times n$ matrices, Muon finds an $\varepsilon$-stationary point in nuclear norm within $\mathcal{O}\left(\min\{m, n\} \frac{Δ_1 L}{\varepsilon^2} \left(\frac σ\varepsilon \right)^{\frac p {p-1}}\right)$ samples, absorbing heavy-tailed noise without extra dimension dependence, unlike Euclidean methods. We further prove this sample complexity, including its dimension dependence, is optimal for all first-order methods under nuclear-norm stationarity. Experiments on large language models support our theory. Surprisingly, our results suggest that other Schatten geometries beyond the spectral geometry of Muon can perform competitively in certain settings.

We introduce a new convex optimization framework for logistic scalar-on-matrix regression which incorporates nuclear and $\ell_1$ norm penalties to enforce simultaneously low-rank and sparse structures in the estimated coefficient matrix. The proposed method enables interpretable modeling of high-dimensional matrix-valued predictors in the presence of binary responses. We derive a custom algorithm based on the Alternating Direction Method of Multipliers (ADMM) to efficiently solve the resulting convex optimization problem and establish the theoretical properties of the obtained solution. Numerical experiments clearly demonstrate the effectiveness of our method in recovering meaningful predictive patterns. Finally, we apply our method to the brain imaging data to identify structures in functional brain connectivity matrices that are characteristic of subjects with a family history of alcohol use disorders (AUDs).

Clustering is widely used for exploratory analysis and scientific discovery, driving insights from market segmentation to biological data analysis, but its outputs can be difficult to interpret, audit, and reproduce as modern datasets become increasingly large and complex. Reliable use of clustering requires understanding which features drive the discovered structure, yet feature-level explanations for clustering remain scarce compared with methods in supervised learning. Furthermore, existing clustering feature importance scores are often tied to specific algorithms and data assumptions. To address these challenges, we propose Cluster LOCO (Leave-One-Covariate-Out), a family of model-agnostic feature importance scores for clustering. Cluster LOCO is built on feature occlusion and clustering generalizability, defined as whether cluster labels learned on one subset of the data can be accurately predicted on held-out samples. For any chosen clustering algorithm, Cluster LOCO quantifies a feature's importance by measuring how much its removal degrades generalizability. We first introduce Cluster LOCO-Split, which relies on data splitting, and then extend it to Cluster LOCO-MP, a minipatch ensemble-based version designed for large-scale data. Across synthetic simulations and an application to cell-type discovery in single-cell transcriptomics, we show that Cluster LOCO more reliably recovers informative features than existing clustering feature importance methods.

Memorization in diffusion models is often treated as a global property of the model or dataset. In practice, however, a single diffusion model can simultaneously generate both memorized and novel samples. Which training samples are most likely to be memorized? In this work, we show that memorization is governed by \emph{local data coverage}. Leveraging the connection between diffusion models and kernel density estimation (KDE), we derive a theoretical criterion that predicts whether a point is memorized based on the density of training data in its neighborhood and the size of the training dataset. In the high-dimensional limit, this leads to a sharp, local transition: regions of low coverage are dominated by isolated training samples, which are memorized, while dense regions support interpolation and generalization. We validate these predictions empirically, showing that memorization increases with local sparsity and that diffusion models exhibit a coexistence of memorized and novel samples within the same model. Extending this framework to multi-class settings, we further show that classes with higher intra-class sparsity (and thus lower local coverage) are more strongly memorized. Our results provide a local view of memorization in diffusion models, explaining when and where memorization occurs in terms of data geometry.

In small-batch scientific deployments, labeled target outcomes may be too scarce for reliable shift estimation even when unlabeled target inputs are available. We address the complementary setting where the practitioner has a pre-specified label-shift correction from domain knowledge and asks whether incoming labeled outcomes support it. We show that the per-observation likelihood ratio between a label-shift-corrected predictive and the source predictive is a conditional e-value, so its running product is a nonnegative martingale and Ville's inequality yields an anytime-valid confirmation rule. The log martingale equals the cumulative negative log-predictive density (NLPD) gap between the source and the corrected predictive, converting routine model monitoring into a formal sequential test. Rejection means the incoming data support the posited correction relative to the source predictive, but it is not a precise estimate of the degree of shift. Closed forms are available for GP sources with Gaussian label-shift ratios. GP regression simulations validate Type I control, finite-sample power, miscalibration sensitivity, and the small-batch advantage of a reliable prior over label-based re-estimation.

Recursive training of generative models on their own outputs can lead to model collapse, a compounding drift away from the true data distribution. Existing theoretical works bound finite-round error accumulation in the context of diffusion models, but two questions remain open:~what distribution does the recursion converge to, and how fast? We answer both, isolating a mechanism distinct from imperfect learning: even with perfect score estimation and exact sampling, the early stopping of the reverse diffusion (required for numerical stability) drives a progressive drift away from the data distribution. We prove that this recursion converges geometrically to a unique limiting distribution, which admits a closed-form characterization as an infinite mixture of increasingly Gaussian-smoothed versions of the data distribution. A Hermite spectral decomposition of this limit reveals that recursive training acts as a low-pass filter: higher-order modes, which encode fine non-Gaussian structure, are attenuated much more strongly than coarse modes. This spectral picture motivates annealed truncation schedules that progressively shrink truncation times across retraining rounds; we prove that any schedule converging to $0$ asymptotically eliminates recursive compounding. Finally, we show our idealized characterization is robust: in the presence of discretization and score estimation errors, the learned distribution remains in a Wasserstein-2 ball around the ideal limit, with mode-dependent contraction rates that contract high-order errors faster than low-order ones. We validate the theory on synthetic Gaussian mixtures and CIFAR-10.

We develop a statistical learning theory for gradient boosting applied to the estimation of covariate-dependent Generalized Pareto (GP) distributions in the context of Peaks-over-Threshold modeling. After an orthogonal reparametrization of the GP likelihood that diagonalizes its Fisher information matrix, we cast the estimation problem within the Empirical Risk Minimization (ERM) framework and derive non-asymptotic error bounds for the boosting estimator. Our analysis accounts for three distinct sources of error in the process: statistical fluctuations, the approximation bias inherent to the asymptotic nature of the GP model-controlled under second-order regular variation-and the approximation error associated with the finite number of boosting iterates, making explicit the resulting bias-variance trade-off. We illustrate the practical benefits of the reparametrization through simulations, showing that it significantly reduces gradient correlation during training and improves convergence stability. The methodology is applied to a medical malpractice insurance dataset from the Texas Department of Insurance, comprising over 18 000 closed claims. The gradient boosting approach yields a good fit for the tail of settlement cost distributions and reveals that the number of days to settlement is the dominant predictor of tail heaviness, consistent with earlier findings in the reserving literature.

Hidden Markov models are foundational for sequential inference, but their Markovian assumption fails under pathwise constraints such as precedence requirements, visitation cardinalities, or monotonic state progression, which induce long-range dependencies that invalidate standard dynamic programming algorithms. To deal with this, we present Controller-Augmented Hidden Markov Models (CHMMs), a framework that compiles each constraint into a finite-state controller tracking the minimal sufficient history, after which standard forward--backward and Viterbi recursions on the augmented chain compute exact constrained posteriors and maximum a posteriori paths in both discrete and continuous time, the latter through uniformization. We establish four theoretical guarantees: exactness of constrained inference, monotone ascent of constrained EM, inference complexity linear in the controller cardinality, and a total-variation bound under constraint misspecification. A catalog of controller encodings covering 11 constraint families across the ordering, visitation, path, and temporal categories operationalizes the framework. Empirically, we evaluate CHMMs against 6 alternative decoders on 3 real-world sequence-labeling tasks of substantively different character: gene-structure decoding in \emph{Drosophila melanogaster}, free-living activity recognition in CASAS smart-home environments, and protocol-defined human activity recognition from wearable sensors. The results reveal a clean local-versus-cumulative dichotomy in which controller augmentation is uniquely able to recover globally feasible trajectories on cumulative-constraint regimes, whilst simpler decoders are matched in validity on locally-dominated regimes. Together, theory and experiment characterize when exact controller augmentation is necessary and when simpler approaches suffice.

Online inventory optimization (OIO) is online convex optimization with physical memory: inventory carryover makes the feasible action set depend on the past. A natural principle, used in stochastic inventory learning and recently in OIO under a single linear capacity constraint, is to maintain a hidden target chosen by an online learner and implement its projection onto the currently feasible order-up-to set. We prove that this simple principle is optimal for OIO on arbitrary bounded convex capacity sets. With online gradient descent as the base learner, the method improves the best known regret guarantee for OIO on general convex sets from inverse to inverse-square-root dependence on the common-demand probability, and we prove a matching lower bound. The same principle gives the first polylogarithmic regret guarantee for strongly convex losses and the first dynamic regret guarantee adapting to Euclidean path variation on general convex capacity sets. The analysis introduces a norm alignment principle: the right state variable is the distance from the hidden target to the feasible set, measured in the same norm as the projection. Under norm alignment, this distance evolves pathwise as a scalar queue, with target movement as arrival and common demand as service. This reduction to one-dimensional queue control resolves the state dependence and extends the guarantees to general convex capacity sets, beyond the reach of prior productwise approaches. Experiments on synthetic and real-world inventory data corroborate the theory.

Sampling plays an important role in long-form language-model reasoning. Over thousands of decoding steps, small changes in the candidate token set can compound into different reasoning trajectories, stability profiles, and final answers. Existing truncation methods such as top-$p$, min-$p$, and fixed top-$nσ$ sampling improve over unrestricted sampling, but they rely on fixed thresholds that cannot adapt to changes in entropy, task difficulty, training stage, or generation budget. We introduce Adaptive Nucleus Truncation Sampling (ANTS), which extends top-\(nσ\) sampling from a fixed decoding rule into an adaptive rollout-control mechanism for long-form generation. ANTS selects standardized neighborhoods around the maximum logit before temperature scaling, adapts the truncation width using an entropy-conditioned controller, and retains a no-truncation fallback arm to stabilize training when truncation becomes unsafe. On a 33B-total / 4B-active sparse Mixture-of-Experts reasoning model, ANTS improves average performance over percentage-based benchmarks by +1.9, +3.8, and +5.2 points at 8K, 16K, and 32K generation budgets, respectively. The strongest gains appear on instruction following and mathematical reasoning, with IFBench improving by more than 10 points at 32K and AIME 2025 improving by 7 points. Code generation reveals an important budget interaction. On Codeforces, ANTS trails the baseline at 8K, but reverses this gap and substantially improves ELO at 16K and 32K. These results suggest that sampler design should be treated not just as a decoding hyperparameter, but as part of how we stabilize and scale long-budget reasoning.