Bayesian experimental design (BED) for complex physical systems is often limited by the nested inference required to estimate the expected information gain (EIG) or its gradients. Each outer sample induces a different posterior, creating a large and heterogeneous set of inference targets. Existing methods have to sacrifice either accuracy or efficiency: they either perform per-outer-sample posterior inference, which yields higher fidelity but at prohibitive computational cost, or amortize the inner inference across all outer samples for computational reuse, at the risk of degraded accuracy under posterior heterogeneity. To improve accuracy and maintain cost at the amortized level, we propose a grouped geometric pooled posterior framework that partitions outer samples into groups and constructs a pooled proposal for each group. While such grouping strategy would normally require generating separate proposal samples for different groups, our tailored ensemble Kalman inversion (EKI) formulation generates these samples without extra forward-model evaluation cost. We also introduce a conservative diagnostic to assess importance-sampling quality to guide grouping. This grouping strategy improves within-group proposal-target alignment, yielding more accurate and stable estimators while keeping the cost comparable to amortized approaches. We evaluate the performance of our method on both Gaussian-linear and high-dimensional network-based model discrepancy calibration problems.

Across many scientific fields, measurements often represent the number of times an event occurs. For example, a document can be represented by word occurrence counts, neural activity by spike counts per time window, or online communication by daily email counts. These measurements yield high-dimensional count data that often approximate a Poisson distribution, frequently with low rates that produce substantial sparsity and complicate downstream analysis. A useful approach is to embed the data into a low-dimensional space that preserves meaningful structure, commonly termed dimensionality reduction. Yet existing dimensionality reduction methods, including both linear (e.g., PCA) and nonlinear approaches (e.g., t-SNE), often assume continuous Euclidean geometry, thereby misaligning with the discrete, sparse nature of low-rate count data. Here, we propose p-SNE (Poisson Stochastic Neighbor Embedding), a nonlinear neighbor embedding method designed around the Poisson structure of count data, using KL divergence between Poisson distributions to measure pairwise dissimilarity and Hellinger distance to optimize the embedding. We test p-SNE on synthetic Poisson data and demonstrate its ability to recover meaningful structure in real-world count datasets, including weekday patterns in email communication, research area clusters in OpenReview papers, and temporal drift and stimulus gradients in neural spike recordings.

Physics-Informed Neural Networks (PINNs) often suffer from slow convergence, training instability, and reduced accuracy on challenging partial differential equations due to the anisotropic and rapidly varying geometry of their loss landscapes. We propose a lightweight curvature-aware optimization framework that augments existing first-order optimizers with an adaptive predictive correction based on secant information. Consecutive gradient differences are used as a cheap proxy for local geometric change, together with a step-normalized secant curvature indicator to control the correction strength. The framework is plug-and-play, computationally efficient, and broadly compatible with existing optimizers, without explicitly forming second-order matrices. Experiments on diverse PDE benchmarks show consistent improvements in convergence speed, training stability, and solution accuracy over standard optimizers and strong baselines, including on the high-dimensional heat equation, Gray--Scott system, Belousov--Zhabotinsky system, and 2D Kuramoto--Sivashinsky system.

Existing multi-expert learning-to-defer surrogates are statistically consistent, yet they can underfit, suppress useful experts, or degrade as the expert pool grows. We trace these failures to a shared architectural choice: casting classes and experts as actions inside one augmented prediction geometry. Consistency governs the population target; it says nothing about how the surrogate distributes gradient mass during training. We analyze five surrogates along both axes and show that each trades a fix on one for a failure on the other. We then introduce a decoupled surrogate that estimates the class posterior with a softmax and each expert utility with an independent sigmoid. It admits an $\mathcal{H}$-consistency bound whose constant is $J$-independent for fixed per-expert weight $β{=}λ/J$, and its gradients are free of the amplification, starvation, and coupling pathologies of the augmented family. Experiments on synthetic benchmarks, CIFAR-10, CIFAR-10H, and Covertype confirm that the decoupled surrogate is the only method that avoids amplification under redundancy, preserves rare specialists, and consistently improves over a standalone classifier across all settings.

We introduce path-sampled integrated gradients (PS-IG), a framework that generalizes feature attribution by computing the expected value over baselines sampled along the linear interpolation path. We prove that PS-IG is mathematically equivalent to path-weighted integrated gradients, provided the weighting function matches the cumulative distribution function of the sampling density. This equivalence allows the stochastic expectation to be evaluated via a deterministic Riemann sum, improving the error convergence rate from $O(m^{-1/2})$ to $O(m^{-1})$ for smooth models. Furthermore, we demonstrate analytically that PS-IG functions as a variance-reducing filter against gradient noise - strictly lowering attribution variance by a factor of 1/3 under uniform sampling - while preserving key axiomatic properties such as linearity and implementation invariance.

Measurement-based quantum computation (MBQC) is a framework for quantum information processing in which a computational task is carried out through one-qubit measurements on a highly entangled resource state. Due to the indeterminacy of the outcomes of a quantum measurement, the random outcomes of these operations, if not corrected, yield a variational quantum channel family. Traditionally, this randomness is corrected through classical processing in order to ensure deterministic unitary computations. Recently, variational measurement-based quantum computation (VMBQC) has been introduced to exploit this measurement-induced randomness to gain an advantage in generative modeling. A limitation of this approach is that the corresponding channel model has twice as many parameters compared to the unitary model, scaling as $N \times D$, where $N$ is the number of logical qubits (width) and $D$ is the depth of the VMBQC model. This can often make optimization more difficult and may lead to poorly trainable models. In this paper, we present a restricted VMBQC model that extends the unitary setting to a channel-based one using only a single additional trainable parameter. We show, both numerically and algebraically, that this minimal extension is sufficient to generate probability distributions that cannot be learned by the corresponding unitary model.

It is known that the minimum-mean-squared-error (MMSE) denoiser under Gaussian noise can be written as a proximal operator, which suffices for asymptotic convergence of plug-and-play (PnP) methods but does not reveal the structure of the induced regularizer or give convergence rates. We show that the MMSE denoiser corresponds to a regularizer that can be written explicitly as an upper Moreau envelope of the negative log-marginal density, which in turn implies that the regularizer is 1-weakly convex. Using this property, we derive (to the best of our knowledge) the first sublinear convergence guarantee for PnP proximal gradient descent with an MMSE denoiser. We validate the theory with a one-dimensional synthetic study that recovers the implicit regularizer. We also validate the theory with imaging experiments (deblurring and computed tomography), which exhibit the predicted sublinear behavior.

Personalized decision policies are increasingly central in areas such as healthcare [Bertsimas et al., 2017], education[Mandeletal.,2014], andpublicpolicy[Kubeetal.,2019], wheretailoringactions to individual characteristics can improve outcomes. In many of these settings, however, actively experimenting with new policies to generate "online data" is expensive, risky, or infeasible, which motivates methods that can evaluate and optimize policies using pre-existing "offline data." A variety of work studies semiparametric efficient estimation of the value of a fixed policy from offline data [Chernozhukov et al., 2018, Dud ık et al., 2011, Jiang and Li, 2016, Kallus and Uehara, 2020, 2022, Kallus et al., 2022, Scharfstein et al., 1999]. And, a variety of work considers selecting the policy that optimizes such estimates over policies in a given class [Athey and Wager, 2021, Chernozhukov et al., 2019, Foster and Syrgkanis, 2023, Kallus, 2021, Zhang et al., 2013, Zhou et al., 2023], which generally yields rates the scale with policy class complexity, e.g., OP(N 1/2) for VC classes. Luedtke and Chambaz [2020] get regret acceleration to oP(N 1/2) by leveraging an equicontinuity argument.

The natural gradient method is widely used in statistical optimization, but its standard formulation assumes a Euclidean parameter space. This paper proposes an inversion-free stochastic natural gradient method for probability distributions whose parameters lie on a Riemannian manifold. The manifold setting offers several advantages: one can implicitly enforce parameter constraints such as positive definiteness and orthogonality, ensure parameters are identifiable, or guarantee regularity properties of the objective like geodesic convexity. Building on an intrinsic formulation of the Fisher information matrix (FIM) on a manifold, our method maintains an online approximation of the inverse FIM, which is efficiently updated at quadratic cost using score vectors sampled at successive iterates. In the Riemannian setting, these score vectors belong to different tangent spaces and must be combined using transport operations. We prove almost-sure convergence rates of $O(\log{s}/s^α)$ for the squared distance to the minimizer when the step size exponent $α>2/3$. We also establish almost-sure rates for the approximate FIM, which now accumulates transport-based errors. A limited-memory variant of the algorithm with sub-quadratic storage complexity is proposed. Finally, we demonstrate the effectiveness of our method relative to its Euclidean counterparts on variational Bayes with Gaussian approximations and normalizing flows.

Constrained sampling is an important and challenging task in computational statistics, concerned with generating samples from a distribution under certain constraints. There are numerous types of algorithm aimed at this task, ranging from general Markov chain Monte Carlo, to unadjusted Langevin methods. In this article we propose a series of new sampling algorithms based on the latter of these, specifically the kinetic Langevin dynamics. Our series of algorithms are motivated on advanced numerical methods which are splitting order schemes, which include the BU and BAO families of splitting schemes.Their advantage lies in the fact that they have favorable strong order (bias) rates and computationally efficiency. In particular we provide a number of theoretical insights which include a Wasserstein contraction and convergence results. We are able to demonstrate favorable results, such as improved complexity bounds over existing non-splitting methodologies. Our results are verified through numerical experiments on a range of models with constraints, which include a toy example and Bayesian linear regression.