Many Monte Carlo (MC) and importance sampling (IS) methods use mixture models (MMs) for their simplicity and ability to capture multimodal distributions. Recently, subtractive mixture models (SMMs), i.e. MMs with negative coefficients, have shown greater expressiveness and success in generative modeling. However, their negative parameters complicate sampling, requiring costly auto-regressive techniques or accept-reject algorithms that do not scale in high dimensions. In this work, we use the difference representation of SMMs to construct an unbiased IS estimator ($\Delta\text{Ex}$) that removes the need to sample from the SMM, enabling high-dimensional expectation estimation with SMMs. In our experiments, we show that $\Delta\text{Ex}$ can achieve comparable estimation quality to auto-regressive sampling while being considerably faster in MC estimation. Moreover, we conduct initial experiments with $\Delta\text{Ex}$ using hand-crafted proposals, gaining first insights into how to construct safe proposals for $\Delta\text{Ex}$.

We revisit the discrete argmin inference problem in high-dimensional settings. Given $n$ observations from a $d$ dimensional vector, the goal is to test whether the $r$th component of the mean vector is the smallest among all components. We propose dimension-agnostic tests that maintain validity regardless of how $d$ scales with $n$, and regardless of arbitrary ties in the mean vector. Notably, our validity holds under mild moment conditions, requiring little more than finiteness of a second moment, and permitting possibly strong dependence between coordinates. In addition, we establish the local minimax separation rate for this problem, which adapts to the cardinality of a confusion set, and show that the proposed tests attain this rate. Our method uses the sample splitting and self-normalization approach of Kim and Ramdas (2024). Our tests can be easily inverted to yield confidence sets for the argmin index. Empirical results illustrate the strong performance of our approach in terms of type I error control and power compared to existing methods.

Deep generative models have become ubiquitous due to their ability to learn and sample from complex distributions. Despite the proliferation of various frameworks, the relationships among these models remain largely unexplored, a gap that hinders the development of a unified theory of AI learning. We address two central challenges: clarifying the connections between different deep generative models and deepening our understanding of their learning mechanisms. We focus on Restricted Boltzmann Machines (RBMs), known for their universal approximation capabilities for discrete distributions. By introducing a reciprocal space formulation, we reveal a connection between RBMs, diffusion processes, and coupled Bosons. We show that at initialization, the RBM operates at a saddle point, where the local curvature is determined by the singular values, whose distribution follows the Marcenko-Pastur law and exhibits rotational symmetry. During training, this rotational symmetry is broken due to hierarchical learning, where different degrees of freedom progressively capture features at multiple levels of abstraction. This leads to a symmetry breaking in the energy landscape, reminiscent of Landau theory. This symmetry breaking in the energy landscape is characterized by the singular values and the weight matrix eigenvector matrix. We derive the corresponding free energy in a mean-field approximation. We show that in the limit of infinite size RBM, the reciprocal variables are Gaussian distributed. Our findings indicate that in this regime, there will be some modes for which the diffusion process will not converge to the Boltzmann distribution. To illustrate our results, we trained replicas of RBMs with different hidden layer sizes using the MNIST dataset. Our findings bridge the gap between disparate generative frameworks and also shed light on the processes underpinning learning in generative models.

High-dimensional functional time series (HDFTS) are often characterized by nonlinear trends and high spatial dimensions. Such data poses unique challenges for modeling and forecasting due to the nonlinearity, nonstationarity, and high dimensionality. We propose a novel probabilistic functional neural network (ProFnet) to address these challenges. ProFnet integrates the strengths of feedforward and deep neural networks with probabilistic modeling. The model generates probabilistic forecasts using Monte Carlo sampling and also enables the quantification of uncertainty in predictions. While capturing both temporal and spatial dependencies across multiple regions, ProFnet offers a scalable and unified solution for large datasets. Applications to Japan's mortality rates demonstrate superior performance. This approach enhances predictive accuracy and provides interpretable uncertainty estimates, making it a valuable tool for forecasting complex high-dimensional functional data and HDFTS.

In causal inference with observational studies, synthetic control (SC) has emerged as a prominent tool. SC has traditionally been applied to aggregate-level datasets, but more recent work has extended its use to individual-level data. As they contain a greater number of observed units, this shift introduces the curse of dimensionality to SC. To address this, we propose Cluster Synthetic Control (ClusterSC), based on the idea that groups of individuals may exist where behavior aligns internally but diverges between groups. ClusterSC incorporates a clustering step to select only the relevant donors for the target. We provide theoretical guarantees on the improvements induced by ClusterSC, supported by empirical demonstrations on synthetic and real-world datasets. The results indicate that ClusterSC consistently outperforms classical SC approaches.

Decision making under uncertainty is a cross-cutting challenge in science and engineering. Most approaches to this challenge employ probabilistic representations of uncertainty. In complicated systems accessible only via data or black-box models, however, these representations are rarely known. We discuss how to characterize and manipulate such representations using triangular transport maps, which approximate any complex probability distribution as a transformation of a simple, well-understood distribution. The particular structure of triangular transport guarantees many desirable mathematical and computational properties that translate well into solving practical problems. Triangular maps are actively used for density estimation, (conditional) generative modelling, Bayesian inference, data assimilation, optimal experimental design, and related tasks. While there is ample literature on the development and theory of triangular transport methods, this manuscript provides a detailed introduction for scientists interested in employing measure transport without assuming a formal mathematical background. We build intuition for the key foundations of triangular transport, discuss many aspects of its practical implementation, and outline the frontiers of this field.

Out-of-distribution (OOD) detection in deep learning has traditionally been framed as a binary task, where samples are either classified as belonging to the known classes or marked as OOD, with little attention given to the semantic relationships between OOD samples and the in-distribution (ID) classes. We propose a framework for detecting and classifying OOD samples in a given class hierarchy. Specifically, we aim to predict OOD data to their correct internal nodes of the class hierarchy, whereas the known ID classes should be predicted as their corresponding leaf nodes. Our approach leverages the class hierarchy to create a probabilistic model and we implement this model by using networks trained for ID classification at multiple hierarchy depths. We conduct experiments on three datasets with predefined class hierarchies and show the effectiveness of our method. Our code is available at https://github.com/walline/prohoc.

Recently introduced prior-encoding deep generative models (e.g., PriorVAE, $\pi$VAE, and PriorCVAE) have emerged as powerful tools for scalable Bayesian inference by emulating complex stochastic processes like Gaussian processes (GPs). However, these methods remain largely a proof-of-concept and inaccessible to practitioners. We propose DeepRV, a lightweight, decoder-only approach that accelerates training, and enhances real-world applicability in comparison to current VAE-based prior encoding approaches. Leveraging probabilistic programming frameworks (e.g., NumPyro) for inference, DeepRV achieves significant speedups while also improving the quality of parameter inference, closely matching full MCMC sampling. We showcase its effectiveness in process emulation and spatial analysis of the UK using simulated data, gender-wise cancer mortality rates for individuals under 50, and HIV prevalence in Zimbabwe. To bridge the gap between theory and practice, we provide a user-friendly API, enabling scalable and efficient Bayesian inference.

Land cover classification involves the production of land cover maps, which determine the type of land through remote sensing imagery. Over recent years, such classification is being performed by machine learning classification models, which can give highly accurate predictions on land cover per pixel using large quantities of input training data. However, such models do not currently take account of input measurement uncertainty, which is vital for traceability in metrology. In this work we propose a Bayesian classification framework using generative modelling to take account of input measurement uncertainty. We take the specific case of Bayesian quadratic discriminant analysis, and apply it to land cover datasets from Copernicus Sentinel-2 in 2020 and 2021. We benchmark the performance of the model against more popular classification models used in land cover maps such as random forests and neural networks. We find that such Bayesian models are more trustworthy, in the sense that they are more interpretable, explicitly model the input measurement uncertainty, and maintain predictive performance of class probability outputs across datasets of different years and sizes, whilst also being computationally efficient.

The wastage of perishable items has led to significant health and economic crises, increasing business uncertainty and fluctuating customer demand. This issue is worsened by online food delivery services, where frequent and unpredictable orders create inefficiencies in supply chain management, contributing to the bullwhip effect. This effect results in stockouts, excess inventory, and inefficiencies. Accurate demand forecasting helps stabilize inventory, optimize supplier orders, and reduce waste. This paper presents a Third-Party Logistics (3PL) supply chain model involving restaurants, online food apps, and customers, along with a deep learning-based demand forecasting model using a two-phase Long Short-Term Memory (LSTM) network. Phase one, intra-day forecasting, captures short-term variations, while phase two, daily forecasting, predicts overall demand. A two-year dataset from January 2023 to January 2025 from Swiggy and Zomato is used, employing discrete event simulation and grid search for optimal LSTM hyperparameters. The proposed method is evaluated using RMSE, MAE, and R-squared score, with R-squared as the primary accuracy measure. Phase one achieves an R-squared score of 0.69 for Zomato and 0.71 for Swiggy with a training time of 12 minutes, while phase two improves to 0.88 for Zomato and 0.90 for Swiggy with a training time of 8 minutes. To mitigate demand fluctuations, restaurant inventory is dynamically managed using the newsvendor model, adjusted based on forecasted demand. The proposed framework significantly reduces the bullwhip effect, improving forecasting accuracy and supply chain efficiency. For phase one, supply chain instability decreases from 2.61 to 0.96, and for phase two, from 2.19 to 0.80. This demonstrates the model's effectiveness in minimizing food waste and maintaining optimal restaurant inventory levels.