Kolmogorov-Arnold Networks have emerged as interpretable alternatives to traditional multi-layer perceptrons. However, standard implementations lack principled uncertainty quantification capabilities essential for many scientific applications. We present a framework integrating sparse variational Gaussian process inference with the Kolmogorov-Arnold topology, enabling scalable Bayesian inference with computational complexity quasi-linear in sample size. Through analytic moment matching, we propagate uncertainty through deep additive structures while maintaining interpretability. We use three example studies to demonstrate the framework's ability to distinguish aleatoric from epistemic uncertainty: calibration of heteroscedastic measurement noise in fluid flow reconstruction, quantification of prediction confidence degradation in multi-step forecasting of advection-diffusion dynamics, and out-of-distribution detection in convolutional autoencoders. These results suggest Sparse Variational Gaussian Process Kolmogorov-Arnold Networks (SVGP KANs) is a promising architecture for uncertainty-aware learning in scientific machine learning.

Kolmogorov-Arnold Networks (KANs) offer a promising alternative to Multi-Layer Perceptron (MLP) by placing learnable univariate functions on network edges, enhancing interpretability. However, standard KANs lack probabilistic outputs, limiting their utility in applications requiring uncertainty quantification. While recent Gaussian Process (GP) extensions to KANs address this, they utilize exact inference methods that scale cubically with data size N, restricting their application to smaller datasets. We introduce the Sparse Variational GP-KAN (SVGP-KAN), an architecture that integrates sparse variational inference with the KAN topology. By employing $M$ inducing points and analytic moment matching, our method reduces computational complexity from $O(N^3)$ to $O(NM^2)$ or linear in sample size, enabling the application of probabilistic KANs to larger scientific datasets. Furthermore, we demonstrate that integrating a permutation-based importance analysis enables the network to function as a framework for structural identification, identifying relevant inputs and classifying functional relationships.

In particular, we focus on diffusion models that are either trained in a conditional manner, or conditioned after unconditional training.

We investigate a number of Artificial Neural Network architectures (well-known and more ``exotic'') in application to the long-term financial time-series forecasts of indexes on different global markets. The particular area of interest of this research is to examine the correlation of these indexes' behaviour in terms of Machine Learning algorithms cross-training. Would training an algorithm on an index from one global market produce similar or even better accuracy when such a model is applied for predicting another index from a different market? The demonstrated predominately positive answer to this question is another argument in favour of the long-debated Efficient Market Hypothesis of Eugene Fama.

In particular, we focus on diffusion models that are either trained in a conditional manner, or conditioned after unconditional training.

The integration of multi-omics data presents a major challenge in precision medicine, requiring advanced computational methods for accurate disease classification and biological interpretation. This study introduces the Multi-Omics Graph Kolmogorov-Arnold Network (MOGKAN), a deep learning model that integrates messenger RNA, micro RNA sequences, and DNA methylation data with Protein-Protein Interaction (PPI) networks for accurate and interpretable cancer classification across 31 cancer types. MOGKAN employs a hybrid approach combining differential expression with DESeq2, Linear Models for Microarray (LIMMA), and Least Absolute Shrinkage and Selection Operator (LASSO) regression to reduce multi-omics data dimensionality while preserving relevant biological features. The model architecture is based on the Kolmogorov-Arnold theorem principle, using trainable univariate functions to enhance interpretability and feature analysis. MOGKAN achieves classification accuracy of 96.28 percent and demonstrates low experimental variability with a standard deviation that is reduced by 1.58 to 7.30 percents compared to Convolutional Neural Networks (CNNs) and Graph Neural Networks (GNNs). The biomarkers identified by MOGKAN have been validated as cancer-related markers through Gene Ontology (GO) and Kyoto Encyclopedia of Genes and Genomes (KEGG) enrichment analysis. The proposed model presents an ability to uncover molecular oncogenesis mechanisms by detecting phosphoinositide-binding substances and regulating sphingolipid cellular processes. By integrating multi-omics data with graph-based deep learning, our proposed approach demonstrates superior predictive performance and interpretability that has the potential to enhance the translation of complex multi-omics data into clinically actionable cancer diagnostics.

The Kolmogorov-Arnold Theorem (KAT), or more generally, the Kolmogorov Superposition Theorem (KST), establishes that any non-linear multivariate function can be exactly represented as a finite superposition of non-linear univariate functions. Unlike the universal approximation theorem, which provides only an approximate representation without guaranteeing a fixed network size, KST offers a theoretically exact decomposition. The Kolmogorov-Arnold Network (KAN) was introduced as a trainable model to implement KAT, and recent advancements have adapted KAN using concepts from modern neural networks. However, KAN struggles to effectively model physical systems that require inherent equivariance or invariance to $E(3)$ transformations, a key property for many scientific and engineering applications. In this work, we propose a novel extension of KAT and KAN to incorporate equivariance and invariance over $O(n)$ group actions, enabling accurate and efficient modeling of these systems. Our approach provides a unified approach that bridges the gap between mathematical theory and practical architectures for physical systems, expanding the applicability of KAN to a broader class of problems.

Summary and Contributions: The Baxter Permutation Process provides a generalization of the Mondrian process so that an arbitrary tiling with hyperrectables is supported. In particular, the Mondrian process (MP) is a Bayesian nonparametric version of a decision tree. Since MP is defined by a tree, each cut must extend to the edges of the hyperrectangle being cut. This means that the first cut must extend from -infinity to infinity, and the second cut (should it be perpendicular) must extend from infinity to the level of the first cut (or, if it's parallel, again from -infinity to infinity). This extensive cut nature is not incredibly terrible, but could lead to a lack of local modelling.