Density ratio estimation (DRE) is a useful tool for quantifying discrepancies between probability distributions, but existing approaches often involve a trade-off between estimation quality and computational efficiency. Classical direct DRE methods are usually efficient at inference time, yet their performance can seriously deteriorate when the discrepancy between distributions is large. In contrast, score-based DRE methods often yield more accurate estimates in such settings, but they typically require considerable repeated function evaluations and numerical integration. We propose One-step Score-based Density Ratio Estimation (OS-DRE), a partly analytic and solver-free framework designed to combine these complementary advantages. OS-DRE decomposes the time score into spatial and temporal components, representing the latter with an analytic radial basis function (RBF) frame. This formulation converts the otherwise intractable temporal integral into a closed-form weighted sum, thereby removing the need for numerical solvers and enabling DRE with only one function evaluation. We further analyze approximation conditions for the analytic frame, and establish approximation error bounds for both finitely and infinitely smooth temporal kernels, grounding the framework in existing approximation theory. Experiments across density estimation, continual Kullback-Leibler and mutual information estimation, and near out-of-distribution detection demonstrate that OS-DRE offers a favorable balance between estimation quality and inference efficiency.

In many problems of data-driven modeling for dynamical systems, the governing equations are not known a priori and must be selected phenomenologically from a large set of candidate interactions and basis functions. In such situations, point estimates alone can be misleading, because multiple model components may explain the observed data comparably well, especially when the data are limited or the dynamics exhibit poor identifiability. Quantifying the uncertainty associated with model selection is therefore essential for constructing reliable dynamical models from data. In this work, we develop a Bayesian sparse identification framework for dynamical systems with coupled components, aimed at inferring both interaction structure and functional form together with principled uncertainty quantification. The proposed method combines sparse modeling with Bayesian model averaging, yielding posterior inclusion probabilities that quantify the credibility of each candidate interaction and basis component. Through numerical experiments on oscillator networks, we show that the framework accurately recovers sparse interaction structures with quantified uncertainty, including higher-order harmonic components, phase-lag effects, and multi-body interactions. We also demonstrate that, even in a phenomenological setting where the true governing equations are not contained in the assumed model class, the method can identify effective functional components with quantified uncertainty. These results highlight the importance of Bayesian uncertainty quantification in data-driven discovery of dynamical models.

This paper introduces a projected functional gradient descent algorithm (P-FGD) for training nonparametric additive quantile regression models in online settings. This algorithm extends the functional stochastic gradient descent framework to the pinball loss. An advantage of P-FGD is that it does not need to store historical data while maintaining $O(J_t\ln J_t)$ computational complexity per step where $J_t$ denotes the number of basis functions. Besides, we only need $O(J_t)$ computational time for quantile function prediction at time $t$. These properties show that P-FGD is much better than the commonly used RKHS in online learning. By leveraging a novel Hilbert space projection identity, we also prove that the proposed online quantile function estimator (P-FGD) achieves the minimax optimal consistency rate $O(t^{-\frac{2s}{2s+1}})$ where $t$ is the current time and $s$ denotes the smoothness degree of the quantile function. Extensions to mini-batch learning are also established.

Learning the potentials of interacting particle systems is a fundamental task across various scientific disciplines. A major challenge is that unlabeled data collected at discrete time points lack trajectory information due to limitations in data collection methods or privacy constraints. We address this challenge by introducing a trajectory-free self-test loss function that leverages the weak-form stochastic evolution equation of the empirical distribution. The loss function is quadratic in potentials, supporting parametric and nonparametric regression algorithms for robust estimation that scale to large, high-dimensional systems with big data. Systematic numerical tests show that our method outperforms baseline methods that regress on trajectories recovered via label matching, tolerating large observation time steps. We establish the convergence of parametric estimators as the sample size increases, providing a theoretical foundation for the proposed approach.

Kernel machines as well as neural networks possess universal function approximation properties. Nevertheless in practice their ways of choosing the appropriate function class differ. Specifically neural networks learn a representation by adapting their basis functions to the data and the task at hand, while kernel methods typically use a basis that is not adapted during training. In this work, we contrast random features of approximated kernel machines with learned features of neural networks. Our analysis reveals how these random and adaptive basis functions affect the quality of learning. Furthermore, we present basis adaptation schemes that allow for a more compact representation, while retaining the generalization properties of kernel machines.

Recent work on scaling up Gaussian process regression (GPR) to large datasets has primarily focused on sparse GPR, which leverages a small set of basis functions to approximate the full Gaussian process during inference. However, the majority of these approaches are batch methods that operate on the entire training dataset at once, precluding the use of datasets that are streaming or too large to fit into memory. Although previous work has considered incrementally solving variational sparse GPR, most algorithms fail to update the basis functions and therefore perform suboptimally. We propose a novel incremental learning algorithm for variational sparse GPR based on stochastic mirror ascent of probability densities in reproducing kernel Hilbert space. This new formulation allows our algorithm to update basis functions online in accordance with the manifold structure of probability densities for fast convergence. We conduct several experiments and show that our proposed approach achieves better empirical performance in terms of prediction error than the recent state-of-the-art incremental solutions to variational sparse GPR.

We develop EigenVI, an eigenvalue-based approach for black-box variational inference (BBVI).

Fourier Neural Operators (FNOs) have shown promise for solving partial differential equations (PDEs).

It is common that these data themselves have inherently complicated 3D geometric structures.

It is common that these data themselves have inherently complicated 3D geometric structures.