A curious phenomenon observed in some dynamical generative models is the following: despite learning errors in the score function or the drift vector field, the generated samples appear to shift along the support of the data distribution but not away from it. In this work, we investigate this phenomenon of robustness of the support by taking a dynamical systems approach on the generating stochastic/deterministic process. Our perturbation analysis of the probability flow reveals that infinitesimal learning errors cause the predicted density to be different from the target density only on the data manifold for a wide class of generative models. Further, what is the dynamical mechanism that leads to the robustness of the support? We show that the alignment of the top Lyapunov vectors (most sensitive infinitesimal perturbation directions) with the tangent spaces along the boundary of the data manifold leads to robustness and prove a sufficient condition on the dynamics of the generating process to achieve this alignment. Moreover, the alignment condition is efficient to compute and, in practice, for robust generative models, automatically leads to accurate estimates of the tangent bundle of the data manifold. Using a finite-time linear perturbation analysis on samples paths as well as probability flows, our work complements and extends existing works on obtaining theoretical guarantees for generative models from a stochastic analysis, statistical learning and uncertainty quantification points of view. Our results apply across different dynamical generative models, such as conditional flow-matching and score-based generative models, and for different target distributions that may or may not satisfy the manifold hypothesis.

We study the privacy of releasing posterior sample paths from a Gaussian process (GP) when the entire training set including covariates and responses is private. Unlike standard differential-privacy (DP) mechanisms that add external noise, posterior sampling is random by construction. We show that this intrinsic randomness yields DP guarantees by deriving explicit Rényi-DP bounds for GP posterior sample-path release. The bounds separate posterior-mean leakage from data-dependent posterior-covariance leakage showing that meaningful privacy depends sharply on effective ridge regularisation. We apply membership-inference attacks to show that empirical leakage follows the predicted dependence on regularisation, posterior variance and the number of released posterior sample-paths. Utility experiments on downstream posterior-sampling tasks identify noisy-observation regimes where privacy-compatible regularisation preserves useful decisions with modest utility loss. When stronger privacy is needed, the intrinsic guarantee can be sharpened by adding calibrated GP noise, providing an explicit additional privacy knob.

We consider model-free reinforcement learning for infinite-horizon discounted Markov Decision Processes (MDPs) with a continuous state space and unknown transition kernel, when only a single sample path under an arbitrary policy of the system is available. We consider the Nearest Neighbor Q-Learning (NNQL) algorithm to learn the optimal Q function using nearest neighbor regression method. As the main contribution, we provide tight finite sample analysis of the convergence rate. In particular, for MDPs with a $d$-dimensional state space and the discounted factor $\gamma \in (0,1)$, given an arbitrary sample path with ``covering time'' $L$, we establish that the algorithm is guaranteed to output an $\varepsilon$-accurate estimate of the optimal Q-function using $\Ot(L/(\varepsilon^3(1-\gamma)^7))$ samples. For instance, for a well-behaved MDP, the covering time of the sample path under the purely random policy scales as $\Ot(1/\varepsilon^d),$ so the sample complexity scales as $\Ot(1/\varepsilon^{d+3}).$ Indeed, we establish a lower bound that argues that the dependence of $ \Omegat(1/\varepsilon^{d+2})$ is necessary.

The "folk wisdom" in the literature is that the focus on local optimization sidesteps the curse of dimensionality;

In the current paper we relax the information structure of these classical frameworks by allowing arbitrary information arrivalprocesses.

We now move to the misspecified case.

Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of standard functions, a process that requires expert knowledge, results in limited adaptivity to data, and imposes strong assumptions on the hypothesis space. We study Empirical GPs, a principled framework for constructing flexible, data-driven GP priors that overcome these limitations. Rather than relying on standard parametric kernels, we estimate the mean and covariance functions empirically from a corpus of historical observations, enabling the prior to reflect rich, non-trivial covariance structures present in the data. Theoretically, we show that the resulting model converges to the GP that is closest (in KL-divergence sense) to the real data generating process. Practically, we formulate the problem of learning the GP prior from independent datasets as likelihood estimation and derive an Expectation-Maximization algorithm with closed-form updates, allowing the model handle heterogeneous observation locations across datasets. We demonstrate that Empirical GPs achieve competitive performance on learning curve extrapolation and time series forecasting benchmarks.

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