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Sample Complexities of Estimating Gumbel--Max Watermark Proportions with and without Reduction to Pivotal Statistics
Watermarking promises a statistical trace of large language model (LLM) use, but real documents, after editing or paraphrasing, rarely arrive as purely human-written or purely machine-generated. This motivates a quantitative question beyond detection: what proportion of a document is generated from a pre-specified watermarked LLM? We study this watermark proportion estimation problem under the Gumbel--max watermarking mechanism, treating the next-token prediction (NTP) distributions as unknown and arbitrary nuisance parameters subject to a non-degeneracy condition. We compare two observation regimes: in the full observation regime, the estimator observes the pseudorandom vector and the selected token at each position; under the more popular setting of pivotal reduction, it observes only a scalar pivot, which follows a one-dimensional Uniform--Beta mixture distribution. Under pivotal reduction, we develop a Laguerre-polynomial estimator and establish a matching information-theoretic lower bound for the sample complexity. For full observation, we introduce an event-counting estimator and show a matching lower bound, yielding a substantially smaller sample complexity. As our results imply, although reducing to pivotal statistics is an elegant and widely used procedure, it is not always sample-efficient for estimating the proportion of watermarks.
Stabilizing PDE--ML coupled systems
Qadeer, Saad, Stinis, Panos, Wan, Hui.
Partial differential equations (PDEs) are an essential modeling tool in engineering and physical sciences. The numerical methods used for solving the more descriptive and sophisticated of these models comprise many computationally expensive modules. Machine learning (ML) provides a way of replacing some of these modules by surrogates that are much more efficient at the time of inference. The resulting PDE-ML coupled systems, however, can be highly susceptible to instabilities [1-3]. Efforts towards ameliorating these have mostly concentrated on improving the accuracy of the surrogates, imbuing them with additional structure, or introducing problem-specific stabilizers, and have garnered limited success [4-7]. In this article, we study a prototype problem to understand the mathematical subtleties involved in PDE-ML coupling, and draw insights that can help with more complex systems.
From Fragile to Certified: Wasserstein Audits of Group Fairness Under Distribution Shift
Ehyaei, Ahmad-Reza, Farnadi, Golnoosh, Samadi, Samira
Group-fairness metrics (e.g., equalized odds) can vary sharply across resamples and are especially brittle under distribution shift, undermining reliable audits. We propose a Wasserstein distributionally robust framework that certifies worst-case group fairness over a ball of plausible test distributions centered at the empirical law. Our formulation unifies common group fairness notions via a generic conditional-probability functional and defines $\varepsilon$-Wasserstein Distributional Fairness ($\varepsilon$-WDF) as the audit target. Leveraging strong duality, we derive tractable reformulations and an efficient estimator (DRUNE) for $\varepsilon$-WDF. We prove feasibility and consistency and establish finite-sample certification guarantees for auditing fairness, along with quantitative bounds under smoothness and margin conditions. Across standard benchmarks and classifiers, $\varepsilon$-WDF delivers stable fairness assessments under distribution shift, providing a principled basis for auditing and certifying group fairness beyond observational data.
Multi-Topic Projected Opinion Dynamics for Resource Allocation
Wankhede, Prashil, Mandal, Nirabhra, Martรญnez, Sonia, Tallapragada, Pavankumar
Abstract-- We propose a model of opinion formation on resource allocation among multiple topics by multiple agents, who are subject to hard budget constraints. We define a utility function for each agent and then derive a projected dynamical system model of opinion evolution assuming that each agent myopically seeks to maximize its utility subject to its constraints. Inter-agent coupling arises from an undirected social network, while inter-topic coupling arises from resource constraints. We show that opinions always converge to the equilibrium set. We further show that the underlying opinion formation game is a potential game. We relate the equilibria of the dynamics and the Nash equilibria of the game and characterize the unique Nash equilibrium for networks with no antagonistic relations. Finally, simulations illustrate our findings. Index T erms-- Opinion dynamics, Projected dynamical systems, Utility maximization, Game theory, Multi-agent systems. Multi-agent modeling and study of opinion dynamics finds widespread applications in sociology, economics, and other fields.
How to Boost Any Loss Function
Nock, Richard, Mansour, Yishay
Boosting is a highly successful ML-born optimization setting in which one is required to computationally efficiently learn arbitrarily good models based on the access to a weak learner oracle, providing classifiers performing at least slightly differently from random guessing. A key difference with gradient-based optimization is that boosting's original model does not requires access to first order information about a loss, yet the decades long history of boosting has quickly evolved it into a first order optimization setting -- sometimes even wrongfully \textit{defining} it as such. Owing to recent progress extending gradient-based optimization to use only a loss' zeroth ($0^{th}$) order information to learn, this begs the question: what loss functions can be efficiently optimized with boosting and what is the information really needed for boosting to meet the \textit{original} boosting blueprint's requirements? We provide a constructive formal answer essentially showing that \textit{any} loss function can be optimized with boosting and thus boosting can achieve a feat not yet known to be possible in the classical $0^{th}$ order setting, since loss functions are not required to be be convex, nor differentiable or Lipschitz -- and in fact not required to be continuous either. Some tools we use are rooted in quantum calculus, the mathematical field -- not to be confounded with quantum computation -- that studies calculus without passing to the limit, and thus without using first order information.
Analysis of singular subspaces under random perturbations
We present a comprehensive analysis of singular vector and singular subspace perturbations in the context of the signal plus random Gaussian noise matrix model. Assuming a low-rank signal matrix, we extend the Wedin-Davis-Kahan theorem in a fully generalized manner, applicable to any unitarily invariant matrix norm, extending previous results of O'Rourke, Vu and the author. We also obtain the fine-grained results, which encompass the $\ell_\infty$ analysis of singular vectors, the $\ell_{2, \infty}$ analysis of singular subspaces, as well as the exploration of linear and bilinear functions related to the singular vectors. Moreover, we explore the practical implications of these findings, in the context of the Gaussian mixture model and the submatrix localization problem.
Consensus-based construction of high-dimensional free energy surface
One essential problem in quantifying the collective behaviors of molecular systems lies in the accurate construction of free energy surfaces (FESs). The main challenges arise from the prevalence of energy barriers and the high dimensionality. Existing approaches are often based on sophisticated enhanced sampling methods to establish efficient exploration of the full phase space. On the other hand, the collection of optimal sample points for the numerical approximation of FESs remains largely under-explored, where the discretization error could become dominant for systems with a large number of collective variables (CVs). We propose a consensus sampling based approach by reformulating the construction as a minimax problem which simultaneously optimizes the function representation and the training set. In particular, the maximization step establishes a stochastic interacting particle system to achieve the adaptive sampling of the max-residue regime by modulating the exploitation of the Laplace approximation of the current loss function and the exploration of the uncharted phase space; the minimization step updates the FES approximation with the new training set. By iteratively solving the minimax problem, the present method essentially achieves an adversarial learning of the FESs with unified tasks for both phase space exploration and posterior error enhanced sampling. We demonstrate the method by constructing the FESs of molecular systems with a number of CVs up to 30.
Learning Energy-Based Prior Model with Diffusion-Amortized MCMC
Yu, Peiyu, Zhu, Yaxuan, Xie, Sirui, Ma, Xiaojian, Gao, Ruiqi, Zhu, Song-Chun, Wu, Ying Nian
Latent space Energy-Based Models (EBMs), also known as energy-based priors, have drawn growing interests in the field of generative modeling due to its flexibility in the formulation and strong modeling power of the latent space. However, the common practice of learning latent space EBMs with non-convergent short-run MCMC for prior and posterior sampling is hindering the model from further progress; the degenerate MCMC sampling quality in practice often leads to degraded generation quality and instability in training, especially with highly multi-modal and/or high-dimensional target distributions. To remedy this sampling issue, in this paper we introduce a simple but effective diffusion-based amortization method for long-run MCMC sampling and develop a novel learning algorithm for the latent space EBM based on it. We provide theoretical evidence that the learned amortization of MCMC is a valid long-run MCMC sampler. Experiments on several image modeling benchmark datasets demonstrate the superior performance of our method compared with strong counterparts
Generalization Bounds for Inductive Matrix Completion in Low-noise Settings
Ledent, Antoine, Alves, Rodrigo, Lei, Yunwen, Guermeur, Yann, Kloft, Marius
We study inductive matrix completion (matrix completion with side information) under an i.i.d. subgaussian noise assumption at a low noise regime, with uniform sampling of the entries. We obtain for the first time generalization bounds with the following three properties: (1) they scale like the standard deviation of the noise and in particular approach zero in the exact recovery case; (2) even in the presence of noise, they converge to zero when the sample size approaches infinity; and (3) for a fixed dimension of the side information, they only have a logarithmic dependence on the size of the matrix. Differently from many works in approximate recovery, we present results both for bounded Lipschitz losses and for the absolute loss, with the latter relying on Talagrand-type inequalities. The proofs create a bridge between two approaches to the theoretical analysis of matrix completion, since they consist in a combination of techniques from both the exact recovery literature and the approximate recovery literature.