Fitted Q-evaluation (FQE) is a central method for off-policy evaluation in reinforcement learning, but it generally requires Bellman completeness: that the hypothesis class is closed under the evaluation Bellman operator. This requirement is challenging because enlarging the hypothesis class can worsen completeness. We show that the need for this assumption stems from a fundamental norm mismatch: the Bellman operator is gamma-contractive under the stationary distribution of the target policy, whereas FQE minimizes Bellman error under the behavior distribution. We propose a simple fix: reweight each regression step using an estimate of the stationary density ratio, thereby aligning FQE with the norm in which the Bellman operator contracts. This enables strong evaluation guarantees in the absence of realizability or Bellman completeness, avoiding the geometric error blow-up of standard FQE in this setting while maintaining the practicality of regression-based evaluation.

We propose a function-valued evaluation metric for generative models based on the relative density ratio (RDR) designed to characterize distributional differences between real and generated samples. As an evaluation metric, the RDR function preserves $ϕ$-divergence between two distributions, enables sample-level evaluation that facilitates downstream investigations of feature-specific distributional differences, and has a bounded range that affords clear interpretability and numerical stability. Function estimation of the RDR is achieved efficiently through optimization on the variational form of $ϕ$-divergence. We provide theoretical convergence rate guarantees for general estimators based on M-estimator theory, as well as the convergence rate of neural network-based estimators when the true ratio is in the anisotropic Besov space. We demonstrate the power of the proposed RDR-based evaluation through numerical experiments on MNIST, CelebA64, and the American Gut project microbiome data. We show that the estimated RDR enables not only effective overall comparison of competing generative models, but also a convenient way to reveal the underlying nature of goodness-of-fit. This enables one to assess support overlap, coverage, and fidelity while pinpointing regions of the sample space where generators concentrate and revealing the features that drive the most salient distributional differences.

The cortico-spinal neural pathway is fundamental for motor control and movement execution, and in humans it is typically studied using concurrent electroencephalography (EEG) and electromyography (EMG) recordings. However, current approaches for capturing high-level and contextual connectivity between these recordings have important limitations. Here, we present a novel application of statistical dependence estimators based on orthonormal decomposition of density ratios to model the relationship between cortical and muscle oscillations. Our method extends from traditional scalar-valued measures by learning eigenvalues, eigenfunctions, and projection spaces of density ratios from realizations of the signal, addressing the interpretability, scalability, and local temporal dependence of cortico-muscular connectivity. We experimentally demonstrate that eigenfunctions learned from cortico-muscular connectivity can accurately classify movements and subjects. Moreover, they reveal channel and temporal dependencies that confirm the activation of specific EEG channels during movement.

There are increasing cases where the class labels of test samples are unavailable, creating a significant need and challenge in measuring the discrepancy between training and test distributions. This distribution discrepancy complicates the assessment of whether the hypothesis selected by an algorithm on training samples remains applicable to test samples. We present a novel approach called Importance Divergence (I-Div) to address the challenge of test label unavailability, enabling distribution discrepancy evaluation using only training samples. I-Div transfers the sampling patterns from the test distribution to the training distribution by estimating density and likelihood ratios. Specifically, the density ratio, informed by the selected hypothesis, is obtained by minimizing the Kullback-Leibler divergence between the actual and estimated input distributions. Simultaneously, the likelihood ratio is adjusted according to the density ratio by reducing the generalization error of the distribution discrepancy as transformed through the two ratios. Experimentally, I-Div accurately quantifies the distribution discrepancy, as evidenced by a wide range of complex data scenarios and tasks.

We consider a generalization of the classifier-based density-ratio estimation task to a quasiprobabilistic setting where probability densities can be negative. The problem with most loss functions used for this task is that they implicitly define a relationship between the optimal classifier and the target quasiprobabilistic density ratio which is discontinuous or not surjective. We address these problems by introducing a convex loss function that is well-suited for both probabilistic and quasiprobabilistic density ratio estimation. To quantify performance, an extended version of the Sliced-Wasserstein distance is introduced which is compatible with quasiprobability distributions. We demonstrate our approach on a real-world example from particle physics, of di-Higgs production in association with jets via gluon-gluon fusion, and achieve state-of-the-art results.

This study proposes Riesz representer estimation methods based on score matching. The Riesz representer is a key component in debiased machine learning for constructing $\sqrt{n}$-consistent and efficient estimators in causal inference and structural parameter estimation. To estimate the Riesz representer, direct approaches have garnered attention, such as Riesz regression and the covariate balancing propensity score. These approaches can also be interpreted as variants of direct density ratio estimation (DRE) in several applications such as average treatment effect estimation. In DRE, it is well known that flexible models can easily overfit the observed data due to the estimand and the form of the loss function. To address this issue, recent work has proposed modeling the density ratio as a product of multiple intermediate density ratios and estimating it using score-matching techniques, which are often used in the diffusion model literature. We extend score-matching-based DRE methods to Riesz representer estimation. Our proposed method not only mitigates overfitting but also provides insights for causal inference by bridging marginal effects and average policy effects through time score functions.

We examine the non-asymptotic properties of robust density ratio estimation (DRE) in contaminated settings. Weighted DRE is the most promising among existing methods, exhibiting doubly strong robustness from an asymptotic perspective. This study demonstrates that Weighted DRE achieves sparse consistency even under heavy contamination within a non-asymptotic framework. This method addresses two significant challenges in density ratio estimation and robust estimation. For density ratio estimation, we provide the non-asymptotic properties of estimating unbounded density ratios under the assumption that the weighted density ratio function is bounded. For robust estimation, we introduce a non-asymptotic framework for doubly strong robustness under heavy contamination, assuming that at least one of the following conditions holds: (i) contamination ratios are small, and (ii) outliers have small weighted values. This work provides the first non-asymptotic analysis of strong robustness under heavy contamination.

Statistically correcting measured cross sections for detector effects is an important step across many applications. In particle physics, this inverse problem is known as \textit{unfolding}. In cases with complex instruments, the distortions they introduce are often known only implicitly through simulations of the detector. Modern machine learning has enabled efficient simulation-based approaches for unfolding high-dimensional data. Among these, one of the first methods successfully deployed on experimental data is the \textsc{OmniFold} algorithm, a classifier-based Expectation-Maximization procedure. In practice, however, the forward model is only approximately specified, and the corresponding uncertainty is encoded through nuisance parameters. Building on the well-studied \textsc{OmniFold} algorithm, we show how to extend machine learning-based unfolding to incorporate nuisance parameters. Our new algorithm, called Profile \textsc{OmniFold}, is demonstrated using a Gaussian example as well as a particle physics case study using simulated data from the CMS Experiment at the Large Hadron Collider.

Agentic AI systems execute a sequence of actions, such as reasoning steps or tool calls, in response to a user prompt. To evaluate the success of their trajectories, researchers have developed verifiers, such as LLM judges and process-reward models, to score the quality of each action in an agent's trajectory. Although these heuristic scores can be informative, there are no guarantees of correctness when used to decide whether an agent will yield a successful output. Here, we introduce e-valuator, a method to convert any black-box verifier score into a decision rule with provable control of false alarm rates. We frame the problem of distinguishing successful trajectories (that is, a sequence of actions that will lead to a correct response to the user's prompt) and unsuccessful trajectories as a sequential hypothesis testing problem. E-valuator builds on tools from e-processes to develop a sequential hypothesis test that remains statistically valid at every step of an agent's trajectory, enabling online monitoring of agents over arbitrarily long sequences of actions. Empirically, we demonstrate that e-valuator provides greater statistical power and better false alarm rate control than other strategies across six datasets and three agents. We additionally show that e-valuator can be used for to quickly terminate problematic trajectories and save tokens. Together, e-valuator provides a lightweight, model-agnostic framework that converts verifier heuristics into decisions rules with statistical guarantees, enabling the deployment of more reliable agentic systems.

We introduce Smart Bayes, a new classification framework that bridges generative and discriminative modeling by integrating likelihood-ratio-based generative features into a logistic-regression-style discriminative classifier. From the generative perspective, Smart Bayes relaxes the fixed unit weights of Naive Bayes by allowing data-driven coefficients on density-ratio features. From a discriminative perspective, it constructs transformed inputs as marginal log-density ratios that explicitly quantify how much more likely each feature value is under one class than another, thereby providing predictors with stronger class separation than the raw covariates. To support this framework, we develop a spline-based estimator for univariate log-density ratios that is flexible, robust, and computationally efficient. Through extensive simulations and real-data studies, Smart Bayes often outperforms both logistic regression and Naive Bayes. Our results highlight the potential of hybrid approaches that exploit generative structure to enhance discriminative performance.