An approach to construct explicit integral representations for two-layer ReLU networks is presented, which provides relatively simple representations for any multivariate polynomial. Quantitative bounds are provided for a particular, sharpened ReLU integral representation, which involves a harmonic extension and a projection. The bounds demonstrate that functions can be approximated with $L^{2}(\mathcal{D})$ errors that do not depend explicitly on dimension or degree, but rather the coefficients of their monomial expansions and the distribution $\mathcal{D}$. We also present a connection to the RKHS of the exponential kernel $K(x,y)=\exp\left(\left\langle x,y\right\rangle \right)$, and a very simple integral representation involving additionally multiplication via a fixed function which has better quantitative bounds.

Modern datasets across many disciplines increasingly consist of time-evolving, potentially infinite-dimensional random objects, such as dynamic functional data, which are naturally modeled in Hilbert spaces. In these settings, characterizing probability measures, for example, through densities, can be ill-defined or technically challenging. Motivated by clustering applications, we propose a Gaussian mixture framework for Hilbert-space-valued data based on kernel mean embeddings and develop efficient optimization algorithms for estimation. We establish theoretical guarantees showing that the proposed algorithm is well defined and that the model yields a dense class of approximations in infinite-dimensional spaces. We evaluate the framework through extensive experiments on diverse structures and data geometries, including $L^2$-functional data and random graphs in Laplacian spaces arising in modern medical applications.

In variety testing, multi-environment trials (MET) are essential for evaluating the genotypic performance of crop plants. A persistent challenge in the statistical analysis of MET data is the estimation of variance components, which are often still inaccurately estimated or shrunk to exactly zero when using residual (restricted) maximum likelihood (REML) approaches. At the same time, institutions conducting MET typically possess extensive historical data that can, in principle, be leveraged to improve variance component estimation. However, these data are rarely incorporated sufficiently. The purpose of this paper is to address this gap by proposing a Bayesian framework that systematically integrates historical information to stabilize variance component estimation and better quantify uncertainty. Our Bayesian linear mixed model (BLMM) reformulation uses priors and Markov chain Monte Carlo (MCMC) methods to maintain the variance components as positive, yielding more realistic distributional estimates. Furthermore, our model incorporates historical prior information by managing MET data in successive historical data windows. Variance component prior and posterior distributions are shown to be conjugate and belong to the inverse gamma and inverse Wishart families. While Bayesian methodology is increasingly being used for analyzing MET data, to the best of our knowledge, this study comprises one of the first serious attempts to objectively inform priors in the context of MET data. This refers to the proposed Bayesian updating approach. To demonstrate the framework, we consider an application where posterior variance component samples are plugged into an A-optimality experimental design criterion to determine the average optimal allocations of trials to agro-ecological zones in a sub-divided target population of environments (TPE).

While diffusion models have emerged as a powerful class of generative models, their learning dynamics remain poorly understood. We address this issue first by empirically showing that standard diffusion models trained on natural images exhibit a distributional simplicity bias, learning simple, pair-wise input statistics before specializing to higher-order correlations. We reproduce this behaviour in simple denoisers trained on a minimal data model, the mixed cumulant model, where we precisely control both pair-wise and higher-order correlations of the inputs. We identify a scalar invariant of the model that governs the sample complexity of learning pair-wise and higher-order correlations that we call the diffusion information exponent, in analogy to related invariants in different learning paradigms. Using this invariant, we prove that the denoiser learns simple, pair-wise statistics of the inputs at linear sample complexity, while more complex higher-order statistics, such as the fourth cumulant, require at least cubic sample complexity. We also prove that the sample complexity of learning the fourth cumulant is linear if pair-wise and higher-order statistics share a correlated latent structure. Our work describes a key mechanism for how diffusion models can learn distributions of increasing complexity.

The underlyingmetricis,however,non-parametric.Wedevelopamaximumlikelihood algorithm to infer the distribution parameters that relies on a combination of gradient descent and Monte Carlo integration. We further extend the LAND to mixture models, andprovidethecorresponding EMalgorithm.

A.1 Notationandpreliminaries We consider the metric space(X,d( , )) where d : X X R+. We consider`( , ) to be the cross-entropyloss `log(M(x),y), ylogσ(M(x)) (1 y)logσ((1 M(x))) (whereσ(x) = 11+exp( x) isthe sigmoid function) orthe`2 loss.

We first consider the dynamical partition function, correspondingtoEq.

This implies that M(δ) = T(δ), i.e., the constraint(13) made in T(δ) does not lose any generality in matrix representation. One technical distinction relative to the previous works [2,3] arises from the fact that in our setting, the hamming distances(dx1(`),dx2(`),dx3(`)) defined w.r.t. We focus on the family of rating matrices{Mhci: c T`}. First, we present the following lemma that guarantees the existence of two subsets of users with certainproperties. The proof of this case follows the same structure as that of the grouping-limited regime. It is shown that the groups within each cluster are recovered with a vanishing fraction of errors if Ig = ω(1/n).

The matching lower bounds utilize several different Wasserstein distances.