We study the sample complexity of learning an $ε$-optimal policy in the Stochastic Shortest Path (SSP) problem. We first derive sample complexity bounds when the learner has access to a generative model. We show that there exists a worst-case SSP instance with $S$ states, $A$ actions, minimum cost $c_{\min}$, and maximum expected cost of the optimal policy over all states $B_{\star}$, where any algorithm requires at least $Ω(SAB_{\star}^3/(c_{\min}ε^2))$ samples to return an $ε$-optimal policy with high probability. Surprisingly, this implies that whenever $c_{\min} = 0$ an SSP problem may not be learnable, thus revealing that learning in SSPs is strictly harder than in the finite-horizon and discounted settings. We complement this lower bound with an algorithm that matches it, up to logarithmic factors, in the general case, and an algorithm that matches it up to logarithmic factors even when $c_{\min} = 0$, but only under the condition that the optimal policy has a bounded hitting time to the goal state.

In the last decades, energy-based models (EBMs) have become an important class of probabilistic models in which a component of the likelihood is intractable and therefore cannot be evaluated explicitly. Consequently, parameter estimation in EBMs is challenging for conventional inference methods. In this work, we provide a unified framework that connects noise contrastive estimation (NCE), reverse logistic regression (RLR), multiple importance sampling (MIS), and bridge sampling within the context of EBMs. We further show that these methods are equivalent under specific conditions. This unified perspective clarifies relationships among existing methods and enables the development of new estimators, with the potential to improve statistical and computational efficiency. Furthermore, this study helps elucidate the success of NCE in terms of its flexibility and robustness, while also identifying scenarios in which its performance can be further improved. Hence, rather than being a purely descriptive review, this work offers a unifying perspective and additional methodological contributions. The MATLAB code used in the numerical experiments is also made freely available to support the reproducibility of the results.

We study finite-sample statistical performance guarantees for distributionally robust optimization (DRO) with optimal transport (OT) and OT-regularized divergence model neighborhoods. Specifically, we derive concentration inequalities for supervised learning via DRO-based adversarial training, as commonly employed to enhance the adversarial robustness of machine learning models. Our results apply to a wide range of OT cost functions, beyond the $p$-Wasserstein case studied by previous authors. In particular, our results are the first to: 1) cover soft-constraint norm-ball OT cost functions; soft-constraint costs have been shown empirically to enhance robustness when used in adversarial training, 2) apply to the combination of adversarial sample generation and adversarial reweighting that is induced by using OT-regularized $f$-divergence model neighborhoods; the added reweighting mechanism has also been shown empirically to further improve performance. In addition, even in the $p$-Wasserstein case, our bounds exhibit better behavior as a function of the DRO neighborhood size than previous results when applied to the adversarial setting.

The problem of constrained online convex optimization is considered, where at each round, once a learner commits to an action $x_t \in \mathcal{X} \subset \mathbb{R}^d$, a convex loss function $f_t$ and a convex constraint function $g_t$ that drives the constraint $g_t(x)\le 0$ are revealed. The objective is to simultaneously minimize the static regret and cumulative constraint violation (CCV) compared to the benchmark that knows the loss functions and constraint functions $f_t$ and $g_t$ for all $t$ ahead of time, and chooses a static optimal action that is feasible with respect to all $g_t(x)\le 0$. In recent prior work Sinha and Vaze [2024], algorithms with simultaneous regret of $O(\sqrt{T})$ and CCV of $O(\sqrt{T})$ or (CCV of $O(1)$ in specific cases Vaze and Sinha [2025], e.g. when $d=1$) have been proposed. It is widely believed that CCV is $Ω(\sqrt{T})$ for all algorithms that ensure that regret is $O(\sqrt{T})$ with the worst case input for any $d\ge 2$. In this paper, we refute this and show that the algorithm of Vaze and Sinha [2025] simultaneously achieves regret of $O(\sqrt{T})$ regret and CCV of $O(T^{1/3})$ when $d=2$.

Autoregressive (AR) models remain widely used in time series analysis due to their interpretability, but convencional parameter estimation methods can be computationally expensive and prone to convergence issues. This paper proposes a Neural Network (NN) formulation of AR estimation by embedding the autoregressive structure directly into a feedforward NN, enabling coefficient estimation through backpropagation while preserving interpretability. Simulation experiments on 125,000 synthetic AR(p) time series with short-term dependence (1 <= p <= 5) show that the proposed NN-based method consistently recovers model coefficients for all series, while Conditional Maximum Likelihood (CML) fails to converge in approximately 55% of cases. When both methods converge, estimation accuracy is comparable with negligible differences in relative error, R2 and, perplexity/likelihood. However, when CML fails, the NN-based approach still provides reliable estimates. In all cases, the NN estimator achieves substantial computational gains, reaching a median speedup of 12.6x and up to 34.2x for higher model orders. Overall, results demonstrate that gradient-descent NN optimization can provide a fast and efficient alternative for interpretable AR parameter estimation.

We present a theoretical framework that reinterprets Population Annealing (PA) through the lens of the discrete-time Schrödinger Bridge (SB) problem. We demonstrate that the heuristic reweighting step in PA is derived by analytically solving the Schrödinger system without iterative computation via instantaneous projection. In addition, we identify the thermodynamic work as the optimal control potential that solves the global variational problem on path space. This perspective unifies non-equilibrium thermodynamics with the geometric framework of optimal transport, interpreting the Jarzynski equality as a consistency condition within the Donsker-Varadhan variational principle, and elucidates the thermodynamic optimality of PA.

The dueling bandit is a learning framework where the feedback information in the learning process is restricted to noisy comparison between a pair of actions. In this paper, we address a dueling bandit problem based on a cost function over a continuous space. We propose a stochastic mirror descent algorithm and show that the algorithm achieves an $O(\sqrt{T\log T})$-regret bound under strong convexity and smoothness assumptions for the cost function. Then, we clarify the equivalence between regret minimization in dueling bandit and convex optimization for the cost function. Moreover, considering a lower bound in convex optimization, it is turned out that our algorithm achieves the optimal convergence rate in convex optimization and the optimal regret in dueling bandit except for a logarithmic factor.

We study the cost function for hierarchical clusterings introduced by [Dasgupta, 2015] where hierarchies are treated as first-class objects rather than deriving their cost from projections into flat clusters. It was also shown in [Dasgupta, 2015] that a top-down algorithm returns a hierarchical clustering of cost at most (O\left(\alpha n) is the approximation ratio of the Sparsest Cut subroutine used. Thus using the best known approximation algorithm for Sparsest Cut due to Arora-Rao-Vazirani, the top down algorithm returns a hierarchical clustering of cost at most (O\left(\log^{3/2} n\right)) times the cost of the optimal solution. We improve this by giving an (O(\log{n}))-approximation algorithm for this problem. Our main technical ingredients are a combinatorial characterization of ultrametrics induced by this cost function, deriving an Integer Linear Programming (ILP) formulation for this family of ultrametrics, and showing how to iteratively round an LP relaxation of this formulation by using the idea of \emph{sphere growing} which has been extensively used in the context of graph partitioning. We also prove that our algorithm returns an (O(\log{n}))-approximate hierarchical clustering for a generalization of this cost function also studied in [Dasgupta, 2015]. Experiments show that the hierarchies found by using the ILP formulation as well as our rounding algorithm often have better projections into flat clusters than the standard linkage based algorithms. We conclude with an inapproximability result for this problem, namely that no polynomial sized LP or SDP can be used to obtain a constant factor approximation for this problem.

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