A related situation arises when an auxiliary process is introduced to aid training but modelling its dynamics at generation time is unnecessary or difficult, as in Billera et al. [2025b] and Kim et al. [2025]. In each of these works, the projection result and its associated loss are derived on a case-by-case basis, and all theorems are restricted to marginalization over a discrete component of the extended state space. We introduce a general framework that removes these restrictions: given a time-inhomogeneous Feller process (Yt)0 t 1 on an arbitrary state space Y and a map Φ: Y X, one may learn a linear parametrisation of the generator of a Feller process on X whose one-time marginals coincide with those of (Φ(Yt))0 t 1. For Y = X Z and Φthe projection onto the first coordinate, this subsumes these prior works as special cases, allowing for a general class of latent processes (Zt)0 t 1 in a nearly arbitrary state space Z, using the formalism of generator matching to allow for continuous, discrete, or manifold-valued processes. In particular, the learnt process at t = 1 samples from the distribution of Φ(Y1), which is the desired data distribution. We give sufficient conditions for a loss function to be valid in this general setting, recovering the results of the works cited above as corollaries. This result has broad applicability, enabling the construction of a wide array of new flow matching schemes by allowing for a more general class of latent spaces. As a concrete new application, we outline a non-projection Φ: Y X with manifold-valued latents for protein structure generation that separates chain-level rigid-body motion from internal flexibility ( 4), where the particular chain-level versus residue-level or internal state is latent, and the model only sees the world state, which we plan to implement in future work. 2 EARLIERWORK Several recent generative models train with the aid of a latent stochastic process that is marginalised out at generation time.

Shared variability is separated into terms that express condition dependence, as well as trial-to-trial variation in trajectories.

There are plenty of previous studies targeting the problem from different aspects. For temporal point process, agreat number of works [3, 13, 15, 16, 28] attempt to model the intensify function from statistic views, and recent studies harness deep recurrent model [24], generative adversarial network [23] and reinforcement learning [19, 18] to learn the temporal process. These researches mainly focus on one-dimension eventsequences where eacheventpossesses thesame marker.

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Several important families of computational and statistical results in machine learning and randomized algorithms rely on uniform bounds on quadratic forms of random vectors or matrices. Such results include the Johnson-Lindenstrauss (J-L) Lemma, the Restricted Isometry Property (RIP), randomized sketching algorithms, and approximate linear algebra. The existing results critically depend on statistical independence, e.g., independent entries for random vectors, independent rows for random matrices, etc., which prevent their usage in dependent or adaptive modeling settings. In this paper, we show that such independence is in fact not needed for such results which continue to hold under fairly general dependence structures. In particular, we present uniform bounds on random quadratic forms of stochastic processes which are conditionally independent and sub-Gaussian given another (latent) process. Our setup allows general dependencies of the stochastic process on the history of the latent process and the latent process to be influenced by realizations of the stochastic process. The results are thus applicable to adaptive modeling settings and also allows for sequential design of random vectors and matrices. We also discuss stochastic process based forms of J-L, RIP, and sketching, to illustrate the generality of the results.

Latent variable models are ubiquitous in the exploratory analysis of neural population recordings, where they allow researchers to summarize the activity of large populations of neurons in lower dimensional'latent' spaces. Existing methods can generally be categorized into (i) Bayesian methods that facilitate flexible incorporation of prior knowledge and uncertainty estimation, but which typically do not scale to large datasets; and (ii) highly parameterized methods without explicit priors that scale better but often struggle in the low-data regime. Here, we bridge this gap by developing a fully Bayesian yet scalable version of Gaussian process factor analysis (bGPFA), which models neural data as arising from a set of inferred latent processes with a prior that encourages smoothness over time. Additionally, bGPFA uses automatic relevance determination to infer the dimensionality of neural activity directly from the training data during optimization. To enable the analysis of continuous recordings without trial structure, we introduce a novel variational inference strategy that scales near-linearly in time and also allows for non-Gaussian noise models appropriate for electrophysiological recordings.