Traditional variational Kalman filtering with unknown noise statistics suffers from inconsistent process covariance estimation and slow convergence speed, limiting its practical utility. To address these issues, we introduce a surrogate variable representing the process-noise-free state, which enables explicit modeling and inference of process noise statistics. In addition, we reformulate the conventional coordinate ascent variation inference (CAVI) as a marginalized maximum a posteriori problem, followed by a single-step hyperparameter fitting. This reformulation obviates the need for multiple inner iterations inherent to CAVI and decouples the design of the covariance tracking filters. Consequently, this architecture permits the deployment of higher-order filters for covariance tracking and enables sliding-window hyperparameter estimation. Notably, when this window encompasses all historical data, the covariance tracking estimator intrinsically operates as a zero-phase filter. Numerical simulations validate the theoretical framework, demonstrating the enhanced convergence speed and superior estimation accuracy compared with existing methods.

Classical hypothesis testing frameworks break down in contemporary settings in which null hypotheses are increasingly abstract, the same data are used to both generate and test hypotheses, and minimal assumptions about the underlying data are made. In this work, we propose a new framework for conducting valid hypothesis tests in broad contexts. We propose to add and subtract external noise generated from a symmetric shift-family to our data, $X$, to partition it into two pieces, $X^{(1)}$ and $X^{(2)}$. We provide a generic strategy for orthogonalizing $X^{(2)}$ against $X^{(1)}$ under the null hypothesis $H_0$, then show that testing whether the orthogonalization was successful provides a valid test of $H_0$ under mild assumptions. Remarkably, this framework extends naturally to the post-selection inference setting: we simply select a hypothesis on $X^{(1)}$, then perform orthogonalization under the selected null. As our approach neither requires pre-specification of the selection mechanism, nor is restricted to a small class of data-generating distributions, it dramatically expands the settings for which valid post-selection inference can be conducted. We showcase the flexibility of our proposal in several case studies involving challenging pre-specified null hypotheses and post-selection inference scenarios.

Normalizing Flows excel at modeling a single fixed density, yet many problems across the sciences, such as high energy physics, instead require modeling how that density deforms as a function of continuous parameters: the strength of a physical effect, a calibration constant, or a source of systematic uncertainty. Learning a separate flow for every parameter configuration quickly becomes intractable, since the number of joint settings grows exponentially with the number of parameters. We introduce Factorizable Normalizing Flows (FNFs), which represent the parameter-dependent density as a fixed, high-fidelity flow for a reference configuration composed with a learnable transformation that is polynomial in the parameters and factorized over them. This structure has a practical consequence: each parameter's effect is learned in isolation, from samples in which that parameter alone is varied. The combined response of many parameters is then recovered by summation at inference, without ever sampling their combinatorially large joint space. On a controlled problem with two interpretable deformations applied jointly to the data, the learned transformation reproduces the true deformations and matches the optimal likelihood, while optional interaction terms capture residual correlations when several parameters vary strongly at once. The resulting model is interpretable, scales linearly with the number of parameters, and keeps the likelihood tractable. This provides a general tool for any inference workflow requiring continuous density morphing, and directly enables the next generation of unbinned likelihood fits in high energy physics.

Principal stratification provides a foundational framework for causal inference with intermediate outcomes by defining causal effects within subpopulations, yet existing work has largely focused on average effects across strata rather than treatment effect heterogeneity within strata. Such within-stratum heterogeneity informs individualized treatment decisions but the associated methods are sparse. We address this gap by studying the identification and estimation of the conditional principal causal effects under principal ignorability combined with an odds ratio sensitivity parameterization, which relaxes the monotonicity assumption. To efficiently learn these estimands, we propose a novel doubly cross-fit doubly robust machine learner that resolves the nested nuisance structure inherent to principal stratification. Leveraging sequential orthogonal learning with regularized least-squares sieves, we derive $\mathcal{L}^2$ and uniform limit theory, establish oracle efficiency, and construct uniform confidence bands for the proposed estimator. We use simulations to demonstrate the finite-sample performance of our estimator, and provide an empirical analysis of a randomized trial in acute lung injury, revealing informative patterns of treatment effect heterogeneity within the always-survivor subpopulation.

Counterfactual inference aims to estimate the counterfactual outcome at the individual level given knowledge of an observed treatment and the factual outcome, with broad applications in fields such as epidemiology, econometrics, and management science. Previous methods rely on a known structural causal model (SCM) or assume the homogeneity of the exogenous variable and strict monotonicity between the outcome and exogenous variable. In this paper, we propose a principled approach for identifying and estimating the counterfactual outcome. We first introduce a simple and intuitive rank preservation assumption to identify the counterfactual outcome without relying on a known structural causal model. Building on this, we propose a novel ideal loss for theoretically unbiased learning of the counterfactual outcome and further develop a kernel-based estimator for its empirical estimation. Our theoretical analysis shows that the rank preservation assumption is not stronger than the homogeneity and strict monotonicity assumptions, and shows that the proposed ideal loss is convex, and the proposed estimator is unbiased. Extensive semi-synthetic and real-world experiments are conducted to demonstrate the effectiveness of the proposed method.

Large Language Models (LLMs) enable a new form of digital experimentation where treatments combine human and model-generated content in increasingly sophisticated ways. The main methodological challenge in this setting is representing these high-dimensional treatments without losing their semantic meaning or rendering analysis intractable. Here we address this problem by focusing on learning low-dimensional representations that capture the underlying structure of such treatments. These representations enable downstream applications such as guiding generative models to produce meaningful treatment variants and facilitating adaptive assignment in online experiments. We propose double kernel representation learning, which models the causal effect through the inner product of kernel-based representations of treatments and user covariates. We develop an alternating-minimization algorithm that learns these representations efficiently from data and provide convergence guarantees under a low-rank factor model. As an application of this framework, we introduce an adaptive design strategy for online experimentation and demonstrate the method's effectiveness through numerical experiments.

We investigate the robustness of Large Language Models (LLMs) to structural interventions by deleting and swapping adjacent layers during inference. Surprisingly, models retain 72-95% of their original top-1 prediction accuracy without any fine-tuning. We find that performance degradation is not uniform across layers: interventions to the early and final layers cause the most degradation, while the model is remarkably robust to dropping middle layers. This pattern of localized sensitivity motivates our hypothesis of four stages of inference, observed across diverse model families and sizes: (1) detokenization, where local context is integrated to lift raw token embeddings into higher-level representations; (2) feature engineering, where task-and entity-specific features are iteratively refined; (3) prediction ensembling, where hidden states are aggregated into plausible next-token predictions; and (4) residual calibration, where irrelevant features are suppressed to finalize the top-1 output distribution. Synthesizing behavioral and mechanistic evidence, we provide a hypothesis for interpreting depth-dependent computations in LLMs.

We propose Shallow Flow Matching (SFM), a novel mechanism that enhances flow matching (FM)-based text-to-speech (TTS) models within a coarse-to-fine generation paradigm. Unlike conventional FM modules, which use the coarse representations from the weak generator as conditions, SFM constructs intermediate states along the FM paths from these representations. During training, we introduce an orthogonal projection method to adaptively determine the temporal position of these states, and apply a principled construction strategy based on a singlesegment piecewise flow. The SFM inference starts from the intermediate state rather than pure noise, thereby focusing computation on the latter stages of the FM paths. We integrate SFM into multiple TTS models with a lightweight SFM head. Experiments demonstrate that SFM yields consistent gains in speech naturalness across both objective and subjective evaluations, and significantly accelerates inference when using adaptive-step ODE solvers. Demo and codes are available at https://ydqmkkx.github.io/SFMDemo/.

Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a prominent model in scientific machine learning, uncertainty is typically quantified using Bayesian or dropout methods. However, both approaches suffer from a fundamental limitation: the prior distribution or dropout rate required to construct honest confidence sets cannot be determined without additional information. In this paper, we propose a novel method within the framework of extended fiducial inference (EFI) to provide rigorous uncertainty quantification for PINNs. The proposed method leverages a narrow-neck hyper-network to learn the parameters of the PINN and quantify their uncertainty based on imputed random errors in the observations. This approach overcomes the limitations of Bayesian and dropout methods, enabling the construction of honest confidence sets based solely on observed data. This advancement represents a significant breakthrough for PINNs, greatly enhancing their reliability, interpretability, and applicability to real-world scientific and engineering challenges. Moreover, it establishes a new theoretical framework for EFI, extending its application to large-scale models, eliminating the need for sparse hyper-networks, and significantly improving the automaticity and robustness of statistical inference.

Realignment becomes necessary when a language model (LM) fails to meet expected performance. We propose a flexible realignment framework that supports quantitative control of alignment degree during training and inference. This framework incorporates Training-time Realignment (TrRa), which efficiently realigns the reference model by leveraging the controllable fusion of logits from both the reference and already aligned models. For example, TrRa reduces token usage by 54.63% on DeepSeek-R1-Distill-Qwen-1.5B without any performance degradation, outperforming DeepScaleR-1.5B's