Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional sorting formulas or sliced Wasserstein costs, making them practical components in training pipelines. We study parameterized objectives defined by sampled transport costs and prove graphical convergence of their subdifferentials to the subdifferential of the population objective. In particular, this ensures that standard subgradient methods consistently approach stationary points of the population-level problem. We illustrate the results in several settings, including risk-averse optimization, fairness-constrained learning, and sliced Wasserstein problems. Our analysis highlights that smooth parameterizations provide a favorable interface between statistical consistency and optimization. By contrast, transport objectives with nonsmooth costs and models may exhibit unstable derivatives in the large-sample limit.

Instrumental variable (IV) analyses generally start by posing a structural equation: Y = hstructural(X)+ϵ, (1) where hstructural represents the causal effect of X on Y, and X and ϵ may be endogenous (E[ϵ | X] = 0). Then given an exogenous instrument Z satisfying the exclusion restriction, the common statistical solution given joint observations of W = (X,Y,Z) P is to conduct inference on some continuous linear functional h 7 EP[m(W;h)] of a solution h H to the linear equation implied by exclusion: TPh = rP, (2) where TP: H G maps h 7 argming GEP(h(X) g(Z))2, rP = argminr GEP(Y r(Z))2, and H, G are closed linear subspaces of square-integrable functions of X and of Z, respectively. For example, if these are all square-integrable functions, then (TPh)(Z) = EP[h(X) | Z] is the conditional expectation.

Heavy-tailed distributions are prevalent in performance evaluation, network traffic, and risk modeling. This behavior poses a fundamental challenge for modern deep generative models. Standard Variational Autoencoders (VAEs) employ Gaussian decoder likelihoods and Lipschitz-constrained neural networks, a combination that is structurally incapable of producing heavy-tailed outputs: the Gaussian tail decays exponentially, and Lipschitz continuity prevents the decoder from amplifying rare events from the latent space input to sufficiently overcome this decay. We provide both a theoretical characterization of this limitation and a controlled empirical demonstration using synthetic Pareto data across a grid of tail indices $α$ $\in$ {2, 3, 5, 30} and dimensions d $\in$ {1, 5, 10}. As a solution, we replace the Gaussian decoder with a Phase-Type (PH) distribution based on Markov chains, while keeping the encoder, latent space, and training procedure identical. PH distributions allow for arbitrarily precise approximations of any positive-valued distributions, including heavy-tailed families. Experiments showed that the PH-based model reduces tail Kolmogorov-Smirnov distance by up to x6 and extreme quantile error by up to x10 compared to the Gaussian baseline for heavy-tailed data. These results demonstrate that integrating Markov chain-based distributions into the decoder of a generative model institutes a principled and practically effective solution to the heavy-tail generation problem.

Capped-usage SaaS products -- LLM subscriptions such as Claude Code and ChatGPT, cloud platforms such as Vercel and Cloudflare Workers, corporate benefit platforms, identity-verification services with liability transfer -- share a structural signature with insurance products: a fixed premium decoupled from realized consumption, stochastic per-user demand with heavy-tailed severity, a non-fungible cap that resets on a fixed schedule, and a portfolio-level exposure that requires reserve adequacy under tail risk. We argue that this is not an analogy. It is the same operational problem actuarial science has been tooled for decades to address, restated with new dependent variables (tokens, bandwidth bytes, function-invocations, gym check-ins) in place of medical claims. This paper proposes a modeling framework for capped-usage SaaS pricing built from frequency-severity decomposition, premium calculation principles, and Monte Carlo reserve adequacy. We map the framework to publicly observable subscription tiers in two domains (LLM services and cloud platforms), ground it in canonical health-insurance economics (Arrow 1963; Pauly 1968; Manning et al. 1987; Brot-Goldberg et al. 2017), and demonstrate divergence from traditional unit economics through a worked example. The contribution is operational rather than theoretical: not a new theorem, but vocabulary and tools currently absent from cs.LG/stat.ML practice.

Every adaptive learning system must alternate between two operations: consolidating what it already knows and expanding into new evidence. We propose \emph{Consolidation-Expansion Operator Mechanics} (OpMech), a framework that makes this structure precise. The central object is the \emph{order-gap} $\Ogap(θ; e)$, the degree to which a consolidation operator~$Q$ and an expansion operator~$P_e$ fail to commute at a given knowledge state. Because the order-gap is computable from the system's own trajectory, it serves as a real-time control signal: large values indicate that the system is still sensitive to the ordering of consolidation and expansion; once the order-gap falls and stays small, further processing is unlikely to change the outcome. Three results give the signal precise meaning: the order-gap decays along convergent trajectories; a persistently large order-gap implies the system is far from its settled state; and an order-gap-based stopping rule terminates with provable guarantees in both noiseless and bounded-noise settings. The framework applies across five domains: bandits, reinforcement learning, stochastic optimization, continual learning, and recursive language models. We give conditions under which the order-gap reliably tracks convergence in three representative cases. We develop the recursive language model application in detail, showing how OpMech replaces heuristic stopping rules and fixed recursion budgets with principled, evidence-driven alternatives.

Zador's celebrated theorem is a cornerstone of optimal quantisation, establishing both the weak limit of the empirical distribution of an $n$-point optimal quantiser in $R^d$ and the decay rate of the associated $L_s$-mean quantisation error. However, for large dimensions $d$, observing this asymptotic behaviour demands an astronomically large sample size $n$, which grows super-exponentially with $d$. Through a detailed analysis of the quantisation problem for spherically symmetric distributions, we demonstrate that for moderate $n$ random quantisers uniformly distributed on a sphere of suitable radius $r$ achieve exceptional performance. The expected distortion, expressed as a triple integral, can be computed with arbitrary precision, and the optimal radius $r$ can be efficiently determined numerically. Leveraging results from extreme-value theory, we derive approximations for $r$, particularly in scenarios where $n$ scales with $d$. Depending on the growth rate of $n$, $r$ may either converge to zero or approach a limiting value that is independent of $s$.

Length-dependent logit rescaling is widely used to stabilize long-context self-attention, but existing analyses and methods suggest conflicting inverse-temperature laws for the context length $n$, ranging from $(\log n)^{1/2}$ to $\log n$ and $(\log n)^2$. We provide a general theory showing that the desirable scale is determined by the gap-counting function $N_n$ of each attention row. Counting how many competitors lie within each gap from the maximum, we define an upper-tail accumulation scale and prove that it gives the critical inverse-temperature scale for softmax concentration: below this scale, the top competitors remain unseparated, whereas above it, the attention entropy collapses. This framework unifies prior scaling laws as different $N_n$ and yields a direct diagnostic for attention-score families, from idealized theoretical models to more practical transformers.

Calibrated probability outputs of trained classifiers are increasingly used as inputs to downstream regression estimands such as effects, prevalences, or disparities for a latent group observed only on a small labelled subset. A standard practice is to threshold the calibrated score at a confidence cutoff and treat the hard label as the truth. Building on a recent identification result for the underlying moment equation, we develop a calibration-aware diagnostic apparatus for pseudo-labelling pipelines. We derive a closed-form expression for the attenuation bias that confidence thresholding induces in the downstream regression coefficient, and show that the bias can be predicted, before any inference is run, from the residual score variance $V^{*}=\mathbb{E}[\operatorname{Var}(p\mid X)]$ on the unlabelled set after partialling out the downstream controls $X$. We further obtain a sharp sensitivity bound under bounded calibration drift, and identify the boundary $V^{*}=0$, which holds iff $p$ is a deterministic function of $X$; this motivates a structural separation between classifier features $W$ and downstream controls $X\subsetneq W$. Five controlled simulations and a UCI Adult illustration trace the predictions. The contribution is operational: a $(V^{*}, κ)$ decision rule that practitioners can compute from any classifier output to decide whether confidence thresholding is safe.

We present the Spatial Adapter, a parameter-efficient post-hoc layer that equips any frozen first-stage predictor with a structured spatial representation of its residual field and an induced closed-form spatial covariance. The adapter operates as a cascade second stage on residuals, jointly learning a spatially regularized orthonormal basis and per-sample scores via a tractable mini-batch ADMM procedure, without modifying any first-stage parameter. Because the first-stage parameters are frozen, the adapter does not retrain the backbone; its role is to supply a compressed distributional summary of the residual field. Smoothness, sparsity, and orthogonality together turn a generic low-rank factorization into an identifiable spatial representation whose induced residual covariance admits a closed-form low-rank-plus-noise estimator; the effective rank is determined data-adaptively by spectral thresholding, while the nominal rank K is an optimization-side upper bound only. This covariance enables kriging-style spatial prediction at unobserved locations, with plug-in uncertainty quantification as a secondary downstream use. Across synthetic data, Weather2K for spatial-holdout prediction, and GWHD patch grids as a basis-transferability diagnostic, the adapter recovers residual spatial structure when paired with frozen first stages from linear models to deep spatiotemporal and vision backbones; the added representation uses fewer than K(N+T) parameters alongside a compact residual-trend network.

Probabilistic linear solvers (PLSs) return probability distributions that quantify uncertainty due to limited computation in the solution of linear systems. The literature has traditionally distinguished between Bayesian PLSs, which condition a prior on information obtained from projections of the linear system, and probabilistic iterative methods (PIMs), which lift classical iterative solvers to probability space. In this work we show this dichotomy to be false: Bayesian PLSs are a special case of non-stationary affine PIMs. In addition, we prove that any realistic affine PIM is calibrated. These results motivate a focus on (non-stationary) affine PIMs, but their practical adoption has been limited by the significant manual effort required to implement them. To address this, we introduce affine tracing, an algorithmic framework that automatically constructs a PIM from a standard implementation of an affine iterative method by passing symbolic tracers through the computation to build an affine computational graph. We show how this graph can be transformed to compute posterior covariances, and how equality saturation can be used to perform algebraic simplifications required for computation under specific prior choices. We demonstrate the framework by automatically generating a probabilistic multigrid solver and evaluate its performance in the context of Gaussian process approximation.