Variational inference with α-divergences has been widely used in modern probabilistic machine learning. Compared to Kullback-Leibler (KL) divergence, a major advantage of using α-divergences (with positive α values) is their mass-covering property. However, estimating and optimizing α-divergences require to use importance sampling, which could have extremely large or infinite variances due to heavy tails of importance weights. In this paper, we propose a new class of tail-adaptive f-divergences that adaptively change the convex function f with the tail of the importance weights, in a way that theoretically guarantee finite moments, while simultaneously achieving mass-covering properties. We test our methods on Bayesian neural networks, as well as deep reinforcement learning in which our method is applied to improve a recent soft actor-critic (SAC) algorithm (Haarnoja et al., 2018). Our results show that our approach yields significant advantages compared with existing methods based on classical KL and α-divergences.

Training a policy in a source domain for deployment in the target domain under a dynamics shift can be challenging, often resulting in performance degradation.

Selecting a suitable pretraining dataset is crucial for both general-domain (e.g., GPT -

Solving OPE is often the starting point in many RL applications. To tackle the problem of OPE, the idea of importance sampling (IS) corrects the mismatch in the distributions under the behavior policy and target policy.

Many recent reasoning gains in large language models can be explained as distribution sharpening: biasing generation toward high-likelihood trajectories already supported by the pretrained model, rather than modifying its weights. A natural formalization is the sequence-level power distribution $π_α(y\mid x)\propto p_θ(y\mid x)^α$ ($α>1$), which concentrates mass on whole sequences instead of adjusting token-level temperature. Prior work shows that Metropolis--Hastings (MH) sampling from this distribution recovers strong reasoning performance, but at order-of-magnitude inference slowdowns. We introduce Power-SMC, a training-free Sequential Monte Carlo scheme that targets the same objective while remaining close to standard decoding latency. Power-SMC advances a small particle set in parallel, corrects importance weights token-by-token, and resamples when necessary, all within a single GPU-friendly batched decode. We prove that temperature $τ=1/α$ is the unique prefix-only proposal minimizing incremental weight variance, interpret residual instability via prefix-conditioned Rényi entropies, and introduce an exponent-bridging schedule that improves particle stability without altering the target. On MATH500, Power-SMC matches or exceeds MH power sampling while reducing latency from $16$--$28\times$ to $1.4$--$3.3\times$ over baseline decoding.