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 discrepancy


Sequential Structure-Sensitive Residual Diagnostics for PDE Inverse Problems

arXiv.org Machine Learning

Computational models in science and engineering are often assessed by checking whether the residual norm is consistent with the assumed noise level. This can be misleading in smoothing inverse problems: structured model errors may be attenuated in observation space, leaving residual magnitudes below practitioner discrepancy thresholds while coherent residual patterns remain. As a result, residual-norm diagnostics can accept fitted models that still give biased parameters, predictions, or quantities of interest. We propose a structure-sensitive sequential diagnostic based on e-processes. The method uses a portfolio of spatial residual-pattern experts, updates their likelihood-ratio wealth as observations are processed, and rejects the fitted model when the aggregate wealth crosses a prescribed threshold, giving anytime-valid type-I error control for a fixed fitted model. We compare the method with Morozov discrepancy checks, fixed-sample residual tests, and batch projection tests. Across three inverse problems (elliptic diffusion, two-dimensional Stokes flow, and a glaciological ice-stream inversion implemented in the community finite-element model icepack) we demonstrate how standard discrepancy checks accept misspecified fits that produce materially wrong quantities of interest. Structure-sensitive batch tests detect these failures using the full dataset, while the e-process detects them earlier from a fraction of the observations. After rejection, the expert wealth attributes the evidence to residual patterns in the chosen dictionary and provides a basis for exploratory model correction.


Uniform-in-time Propagation-of-Chaos for Stein Variational Gradient Descent

arXiv.org Machine Learning

We study uniform-in-time propagation-of-chaos for continuous-time Stein Variational Gradient Descent (SVGD). Classical finite-time propagation-of-chaos estimates for mean-field systems typically deteriorate rapidly with time and therefore do not directly explain the long-time relation between the finite-particle system and its mean-field limit. We obtain two complementary classes of uniform-in-time propagation-of-chaos results. For broad distributional metrics, we introduce a cutoff strategy which combines finite-time propagation-of-chaos estimates up to an $N$-dependent horizon with independent quantitative long-time convergence estimates for the finite-particle and mean-field SVGD flows. This yields uniform-in-averaging-time propagation-of-chaos bounds in Langevin kernel Stein discrepancy, Wasserstein-1 distance, and Wasserstein-2 distance, with logarithmic or iterated-logarithmic rates depending on the metric, target and kernel class. We also develop a finite-dimensional theory for matrix-valued finite-rank kernels. For Gaussian targets with bilinear kernels, the SVGD dynamics close exactly on first and second moments, yielding genuine uniform-in-physical-time parametric propagation-of-chaos rates in finite-dimensional Stein-feature metrics. We then prove a conjugacy principle showing that these feature-level estimates transfer to conjugate target-kernel pairs under orientation-preserving diffeomorphisms, thereby extending the theory to broad classes of nonlinear, including multimodal, targets. Together, these results highlight the contrast between generic distributional metrics, for which our general approach yields logarithmic rates, and closed finite-dimensional Stein observables, for which parametric $N^{-1/2}$ propagation-of-chaos rates persist uniformly in time.


TimeLAVA: Learning-Agnostic Valuation for Time Series Data

arXiv.org Machine Learning

Data valuation quantifies the intrinsic quality of individual samples to enable principled data curation, quality control, and robust learning. For time series in critical domains such as healthcare, finance, and industrial monitoring, effective valuation methods are essential yet fundamentally lacking. Existing approaches are either model-dependent, limiting their generalizability, or designed for i.i.d. data and thus fail to capture temporal dependencies, multi-scale patterns, and non-stationary dynamics inherent to sequential data. We introduce TimeLAVA, a learning-agnostic framework that values temporal segments by their marginal contribution to minimizing distributional discrepancy between evaluated and reference data. At its core is a novel Selective Wavelet-based Wasserstein discrepancy combining multi-scale wavelet transforms for temporal localization with unbalanced optimal transport for robustness to distributional shifts. Segment values are efficiently computed via sensitivity analysis without requiring model training and aggregated into point-wise scores. We provide theoretical guarantees linking valuation to model-agnostic generalization and prove bounded sensitivity to outlier contamination. Extensive experiments across anomaly detection, data pruning, and label noise detection demonstrate that TimeLAVA produces significantly more informative value scores than existing methods on diverse real-world datasets.


$ฮป$-PSD: Scalable Approximate SNR-Optimised Polynomial Stein Discrepancies

arXiv.org Machine Learning

Polynomial Stein discrepancies (PSD) provide a scalable alternative to kernel Stein methods for measuring sample quality and goodness-of-fit testing, but their statistical properties remain poorly understood. We show that increasing polynomial degree primarily amplifies signal without adequately controlling variance, rather than directly optimising the signal-to-noise ratio (SNR). Under suitable assumptions, this might lead to a failure mode in which the $\text{SNR}^2$ can provably decay exponentially with polynomial degree. Motivated by this observation, we reformulate Stein discrepancy construction as an explicit $\text{SNR}^2$ maximisation problem, yielding a Rayleigh quotient over Stein features. This perspective motivates $ฮป$-PSD, an approximate scalable covariance-aware reweighting scheme defined in a low-dimensional subspace. Under Gaussian settings, we show that $ฮป$-PSD avoids the exponential $\text{SNR}^2$ collapse and achieves a stable $\text{SNR}^2$. Empirically, $ฮป$-PSD substantially improves test power while retaining linear-time complexity in the number of samples, highlighting the importance of SNR-aware design for scalable Stein discrepancies.


Anchor-based Maximum Discrepancy for Relative Similarity Testing

Neural Information Processing Systems

The relative similarity testing aims to determine which of the distributions, P or Q, is closer to an anchor distribution U. Existing kernel-based approaches often test the relative similarity with a fixed kernel in a manually specified alternative hypothesis, e.g., Qis closer to Uthan P. Although kernel selection is known to be important to kernel-based testing methods, the manually specified hypothesis poses a significant challenge for kernel selection in relative similarity testing: Once the hypothesis is specified first, we can always find a kernel such that the hypothesis is rejected. This challenge makes relative similarity testing ill-defined when we want to select a good kernel after the hypothesis is specified. In this paper, we cope with this challenge via learning a proper hypothesis and a kernel simultaneously, instead of learning a kernel after manually specifying the hypothesis. We propose an anchor-based maximum discrepancy (AMD), which defines the relative similarity as the maximum discrepancy between the distances of (U,P)and (U,Q)in a space of deep kernels. Based on AMD, our testing incorporates two phases. In Phase I, we estimate the AMD over the deep kernel space and infer the potential hypothesis. In Phase II, we assess the statistical significance of the potential hypothesis, where we propose a unified testing framework to derive thresholds for tests over different possible hypotheses from Phase I. Lastly, we validate our method theoretically and demonstrate its effectiveness via extensive experiments on benchmark datasets. Codes are publicly available at: https://github.com/tmlr-group/AMD.


GD2: Robust Graph Learning under Label Noise via Dual-View Prediction Discrepancy

Neural Information Processing Systems

Graph Neural Networks (GNNs) achieve strong performance in node classification tasks but exhibit substantial performance degradation under label noise. Despite recent advances in noise-robust learning, a principled approach that exploits the node-neighbor interdependencies inherent in graph data for label noise detection remains underexplored. To address this gap, we propose GD2, a noise-aware Graph learning framework that detects label noise by leveraging Dual-view prediction Discrepancies. The framework contrasts the ego-view, constructed from node-specific features, with the structure-view, derived through the aggregation of neighboring representations.


Improving the Euclidean Diffusion Generation of Manifold Data by Mitigating Score Function Singularity

Neural Information Processing Systems

Euclidean diffusion models have achieved remarkable success in generative modeling across diverse domains, and they have been extended to manifold cases in recent advances. Instead of explicitly utilizing the structure of special manifolds as studied in previous works, in this paper we investigate direct sampling of the Euclidean diffusion models for general manifold-structured data. We reveal the multiscale singularity of the score function in the ambient space, which hinders the accuracy of diffusion-generated samples. We then present an elaborate theoretical analysis of the singularity structure of the score function by decomposing it along the tangential and normal directions of the manifold. To mitigate the singularity and improve the sampling accuracy, we propose two novel methods: (1) Niso-DM, which reduces the scale discrepancies in the score function by utilizing a nonisotropic noise, and (2) Tango-DM, which trains only the tangential component of the score function using a tangential-only loss function. Numerical experiments demonstrate that our methods achieve superior performance on distributions over various manifolds with complex geometries.


Transforming Gaps into Gains: Bridging Model and Data Heterogeneity in Federated Learning via Knowledge Weak-Aware Zones

Neural Information Processing Systems

Heterogeneous federated learning enables collaborative training across clients under dual heterogeneity of models and data, posing challenges for effective knowledge transfer. Federated mutual learning employs proxy models to bridge cross-model knowledge exchange; however, existing methods remain limited to direct alignment between the outputs of private and proxy models, ignoring the deep discrepancies in representation and decision spaces between them. Such cognitive biases cause knowledge to be transferred only at shallow levels and trigger performance bottlenecks. To address this, this paper proposes FedKWAZ to identify and exploit Knowledge Weak-Aware Zones (KWAZ)--spatial zones of deep knowledge misalignment between private and proxy models, further refined into Semantic Weak-Aware Zones and Decision Weak-Aware Zones, which characterize cognitive misalignments in representation and decision spaces as focal targets for enhanced bidirectional distillation. FedKWAZ designs a Hierarchical Adaptive Patch Mixing (HAPM) mechanism to generate multiple mixed samples and employs a Knowledge Discrepancy Perceptron (KDP) to select the samples exhibiting the largest representation and decision discrepancies, thereby mining critical KWAZ. These modules are integrated into a two-stage mutual learning framework, achieving global class-level representation-decision consistency alignment and local KWAZguided refinement, structurally bridging cognitive biases across heterogeneous mutual learning models. Experimental results on multiple datasets and model configurations demonstrate the superior performance of FedKWAZ.


Path-specific effects for pulse-oximetry guided decisions in critical care

Neural Information Processing Systems

Identifying and measuring biases associated with sensitive attributes is a crucial consideration in healthcare to prevent treatment disparities. One prominent issue is inaccurate pulse oximeter readings, which tend to overestimate oxygen saturation for dark-skinned patients and misrepresent supplemental oxygen needs. Most existing research has revealed statistical disparities linking device measurement errors to patient outcomes in intensive care units (ICUs) without causal formalization. This study causally investigates how racial discrepancies in oximetry measurements affect invasive ventilation in ICU settings. We employ a causal inference-based approach using path-specific effects to isolate the impact of bias by race on clinical decision-making.


On the Geometry of Separation in Finite Gaussian Mixtures

arXiv.org Machine Learning

We study an open problem of understanding the effects of the minimum component separation on the convergence rates of parameter estimation in finite Gaussian mixtures. We address this by developing a unified geometric framework based on novel Hellinger lower bounds that directly relate discrepancies between mixture densities directly to Wasserstein distances between their underlying mixing measures, with explicit dependence on both the minimum separation and the minimum weight. Our approach combines carefully designed interpolation polynomials with confluent divided difference techniques to construct specialized moment-extraction test functions. When the number of components is known, these bounds uncover a localization phenomenon: the separation complexity is driven strictly by the spatial configuration of mixture components, namely, whether they are concentrated in a single cluster, partitioned into multiple clusters separated by a macroscopic gap, or arranged without any structural constraints. On the other hand, when the number of components becomes unknown and is over-specified, the separation complexity is slightly reduced, while the minimum mixture weight disappears entirely from the convergence rates due to a transition from first-order to second-order Wasserstein geometry. As a consequence, we obtain separation-dependent convergence rates that continuously interpolate between point-wise and uniform estimation regimes, thereby settling the fundamental limits of parameter recovery in finite Gaussian mixtures.