How can we design a market of human-generated content for use in training AI models that both enables technological progress and preserves individual incentives for high-quality content creation? Existing approaches take polar positions: a "free-for-all" model based on fair use and a "strong intellectual property rights" model. We show that both fail: Free-for-all does not compensate creators, and -- by modeling as a static Stackelberg game -- strong intellectual property rights also underpower creative incentives. We find this especially true for more innovative creators, a phenomenon we term the "originality penalty." Extending this insight to a dynamic model, we find another market failure undermining AI model performance, even for an initially good model: Such a model induces greater reliance by humans on AI-assisted creation, resulting in homogenized content feeding back into training, which degrades the model performance -- a "curse of precision." We further propose a market design with a data intermediary internalizing cross-creator externalities and subsidizing innovative contributions, thereby restoring efficiency.

Attention is the key mechanism underlying in-context learning in transformers, and attention patterns have been observed empirically to emerge abruptly during training. We present a Bayesian theory of feature learning in attention; we then focus on how the copy subcircuit in the first layer of an induction head is learned by analyzing a single-layer softmax attention network trained on a copy task. We derive a closed-form posterior over the attention matrix and reduce it to a low-dimensional order parameter space. This reduction reveals a phase transition in the amount of training data, which we verify using both Bayesian sampling and standard training with Adam. We contrast our results with linear attention and find that softmax attention exhibits a \emph{first-order phase transition} while in linear attention an initial \emph{second-order phase transition} is followed by a smooth, continuous evolution toward the structured attention pattern (\emph{crossover}). Our work provides a first-principles theoretical account of the abrupt emergence of the copy subcircuit, reminiscent of the one observed in training large language models.

In this paper, we address the problem of zero-shot understanding of accidents from surveillance videos by identifying when an impact event occurs, what type of impact it is, and where in the frame it occurs using natural language. We propose a three-stage pipeline that decomposes the accident understanding into when, what, and where. The first stage extracts a short temporal window around the impact using vision-language similarity. In the second stage, we perform metadata-driven multi-prompt reasoning with five complementary views (baseline, motion, geometry, contrast, and tiebreaker) and resolve disagreement via an entropy-gated pairwise adjudicator. Finally, we localize the impact of an open-vocabulary detector queried on the predicted accident type and scene layout, and aggregate detections across keyframes using a score-weighted centroid. Our pipeline achieves a substantial improvement in the harmonic-mean score over a centre-of-frame baseline on the zero-shot ACCIDENT @ CVPR benchmark. We show that decomposing zero-shot video understanding into temporal localization, semantic classification, and spatial grounding enable more reliable reasoning with vision-language models than direct prompting alone.

The distinction between aleatoric and epistemic uncertainty has received considerable attention in machine learning research, mainly in the context of supervised learning but also in other settings such as generative modeling. In this paper, we offer a machine learning perspective on uncertainty modeling for dynamical systems, which has been studied much less so far. In particular, we ask: what uncertainties do we need for dynamical systems? We discuss sources of uncertainty, clarify their nature (aleatoric or epistemic), and consider how the objectives of representing and quantifying uncertainty vary across different tasks.

This paper studies efficient online algorithms for multinomial logistic bandits (MLogB), where the feedback distribution over $K+1$ outcomes follows a multinomial logistic model of $d$-dimensional action vectors. A representative UCB-type algorithm, OFUL-MLogB, achieves a regret bound of $\tilde{\mathcal{O}}(Kd\sqrt{T})$, but still requires $\mathcal{O}(K^3d^3)$ time and $\mathcal{O}(K^2d^2)$ space per round due to parameter estimation and optimistic reward construction, which is prohibitive in high-dimensional settings. To address this limitation, we propose EOFD-MLogB, which integrates frequent directions matrix sketching into OFUL-MLogB. By maintaining a low-rank SVD sketch of the accumulated Hessian, constrained online Newton updates in parameter estimation and $Kd \times K$ spectral-norm computations in the reward bonus are reduced to one-dimensional root-finding tasks and $K \times K$ eigenvalue computations, respectively. This yields dominant per-round time complexity $\mathcal{O}(Kd(m+K)^2)$ and space complexity $\mathcal{O}(Kd(m+K))$, where $m \ll d$ is the sketch size. We further prove a regret bound of $\tilde{\mathcal{O}}(\Delta_T(Kd\ln\Delta_T+m)\sqrt{T})$, where the sketching error factor $\Delta_T$ is controlled by the $m$-truncated spectral tail of the Hessian. Thus, when the Hessian is approximately low-rank, the regret is close to that of OFUL-MLogB. Experiments validate the computational efficiency and competitive performance.

We present an online monitoring system for distributional shift in deployed safety classifiers, using calibrated sequential statistics to detect when a classifier has moved out of distribution. Upon detection, a conformal abstention layer adapts decision thresholds to recover a target error rate epsilon=0.1. In a pre-registered factorial evaluation (4 classifiers x 5 shift conditions x 20 seeds x 2 window sizes, 800 cells), the system achieves 86.6% valid detection (693/800, 95% CI [84.1%, 88.8%]) with mean latency of 39.5 steps. Detection holds across three ground-truth regimes: synthetic onset (86.6%), real temporal jailbreaks (85%, 17/20), and GCG adversarial attacks. Weighted conformal prediction recovers up to 39 pp of lost coverage for DeBERTa (ESS=46/300) but collapses for all other classifiers (ESS~300): logistic density ratio estimation achieves perfect source/target separability in high-dimensional embedding spaces, clipping all importance weights to the floor. DeBERTa shows a gradient from effective correction (paraphrase, ESS=46) to near-total collapse (adversarial suffix, ESS=206). PCA to 32 dimensions breaks the collapse, recovering 33 pp for Llama Guard and 21 pp for ShieldGemma. Variance decomposition reveals classifier (eta^2=0.243), shift type (eta^2=0.237), and their interaction (eta^2=0.185) all contribute substantially to detection latency variance (all p<0.001), indicating per-classifier monitoring profiles are necessary.

When a language model processes a hallucinated response, its attention routing tends to fail in one of two shapes: over-concentrating on a narrow set of positions, or spreading so diffusely that relevance is diluted, and the shape of the failure carries diagnostic signal. We study these shapes as a diagnostic characterization, computed from attention matrices under \emph{forced scoring} of benchmark-labeled responses rather than during live generation. A widely used family of spectral methods analyzes the symmetric component of the degree-normalized attention operator, which governs transport \emph{capacity}; we prove that every transpose-invariant spectral diagnostic of this operator is structurally \emph{orientation-blind} (it cannot distinguish an operator from its transpose, and therefore cannot detect information-flow direction), with a converse to the blindness theorem bounding any Lipschitz diagnostic's transpose sensitivity by the asymmetry coefficient $G$. Pairing this with a closed-form bipartite-Cheeger landscape for canonical causal architectures, we show that uniform causal attention satisfies an $n$-independent floor $\phi \ge 1/5$, while window attention pierces the floor as $O(w/n)$; failure modes are shape-different, not just value-different. This floor is an idealized-architecture benchmark, not an empirical attractor: the fraction of real attention heads that pierce it is itself an architectural signature. The resulting two-axis diagnostic ($\phi$ for capacity, $G$ for direction) yields a falsifiable polarity prediction: bottleneck- and diffuse-dominated benchmarks should exhibit opposite polarity. Under length-controlled evaluation, transport features retain interpretable signal (0.62-0.84 LC-AUROC) across the tested decoder-only, encoder-only, and encoder-decoder models, with polarity reversing as predicted between HaluEval and MedHallu.

Persistence diagrams are common representations in topological data analysis, but they do not naturally live in a vector space, and the statistical tools developed for comparing them have largely evolved separately from those used for downstream prediction. We introduce STRAND (Survival Topological Representation ANalysis of Diagrams), which treats (collections of) PDs as survival data: each topological feature with persistence value $p = d - b$ is a fully observed time-to-event, and the persistence survival function $S(t) = \mathbb{P}(p > t)$ is the central object for comparing diagrams. From this single representation we derive (i) a non-parametric two-sample test with calibrated Type I error and high power from a small number of diagrams; (ii) interpretable effect sizes; and (iii) a 1-Wasserstein-stable feature vector for downstream machine learning. We validate calibration and power on synthetic manifolds with controlled topology, demonstrate competitive vectorisation across 14 graph and 3D point cloud benchmarks, and apply the method to study functional brain connectivity in fMRI/neuroscience data. To our knowledge, STRAND is the first method to provide hypothesis testing and vectorisation for persistence diagrams from a single coherent and interpretable representation.

Conformal Bayes combines Bayesian posterior predictives with conformal calibration to produce prediction sets that are both statistically valid and geometrically efficient. We study conformal Bayes under label shift from a unified perspective, identifying two complementary approaches that restore nominal target-domain coverage through importance-weighted conformal calibration but operate through independent mechanisms. \emph{Post-hoc calibration} tilts the posterior predictive toward the target domain and corrects the conformal threshold via an importance-weighted quantile, leaving the parameter posterior unchanged. \emph{In-training adaptation} tilts the parameter posterior itself to the target domain, producing a corrected predictive whose highest predictive density region serves as the highest predictive density (HPD) based prediction set under the fitted target predictive; efficiency is model-dependent and does not imply finite-sample conditional optimality. Two controlled experiments show that in an unbiased training regime both strategies achieve valid coverage equally, while in a lead-optimization regime in-training adaptation acts as a debiasing operator, reducing interval width at unchanged coverage.

Multispecies spatial data arise in many applications where interactions between different entities are central to system behaviour, including biomedical imaging, geospatial analysis, and species ecology. Despite their importance, relatively few quantitative tools exist to capture such interactions. In this work, we propose magnitude-based features for the analysis of multispecies spatial data. Magnitude is a real-valued invariant of finite metric spaces that can be interpreted as an effective number of points, incorporating both spatial configuration and scale. We develop global and local magnitude feature vectors and demonstrate their utility on synthetic tumour microenvironment data, and in tissue microarray data from human colorectal cancer samples. Locally, the method identifies distinct neighbourhood types and reveals spatial heterogeneity; in the model, this includes radial patterns associated with different qualitative outcomes of the simulations, while in the real-world data it reflects the importance of tertiary lymphoid structure-like interactions between B and T cell populations. Globally, the approach recovers known classifications of long-term simulation outcomes across parameter regimes in synthetic data, and suggests important roles for CD4+ T cells and CD163+ macrophages in distinguishing patients with favourable Crohn's like reactions from unfavourable diffuse immune infiltration. Together, these results suggest that magnitude-based features provide a powerful and flexible tool for the analysis of multispecies spatial data.

Time series analysis is a fundamental component of machine learning, especially in astrophysics and cosmology where temporal data abound. This chapter provides a pedagogical review of time series analysis techniques from a machine learning perspective. We cover the basic concepts of time series (stationarity, autocorrelation, seasonality), classical statistical models (autoregressive, moving average, ARIMA, exponential smoothing, state-space models), and modern machine learning approaches. In particular, we discuss how traditional statistical methods lay the groundwork, and then explore machine learning methods for time series, including feature-based regression, tree-based ensemble methods, hidden Markov models, Gaussian processes, and deep learning models (recurrent neural networks, convolutional networks, transformers). Throughout, we illustrate with examples drawn from multiple domains (e.g. astronomy, weather forecasting, finance) to emphasize common principles. The goal is to equip readers with both the theoretical understanding and practical context to apply machine learning techniques for time series analysis in their research.

We study online estimation for high-dimensional generalized linear models with streaming data. First, for the non-distributed setting, we propose a gradient-enhanced surrogate loss that approximates the cumulative loss using only historical summaries, which modifies and improves upon the existing renewable estimation approach for the same model in the high-dimensional setting, and removes the batch-number constraint in previous studies. We then extend the method to distributed streaming data under the master-client architecture, where batches are partitioned across sites and only summaries (gradient vectors) are exchanged. Instead of directing applying the popular method of Jordan et al. (2019) to the surrogate quadratic loss, our adjusted approach does not require the clients to compute the full surrogate loss. We derive non-asymptotic error bounds under the high-dimensional scaling, without the stringent constraint on the number of batches in the previous studies. Simulation results under linear and logistic models, together with a real-data application, show improved accuracy over existing renewable estimators.

Online learning with delayed feedback typically assumes that the learner can track all pending rounds until their feedback arrives. In practice, tracking resources are finite, and feedback from untracked rounds is permanently lost. In this paper, we study delayed online convex optimization (OCO) under a hard capacity constraint, where at most $C$ pending rounds can be tracked at any time. To model delay information, we introduce a semi-clairvoyant model that refines the clairvoyant assumption from prior work: rather than requiring delays to be known at prediction time, the learner observes delay expirations online, consistent with the classical unconstrained delayed setting. Our approach proceeds via a reduction to a novel ``delayed and weighted'' OCO problem, using a scheduler that randomizes tracking decisions and importance-weights the resulting observations. For this base problem, we propose and analyze Delayed-Weighted FTRL and its bandit analogue, establishing regret bounds that explicitly characterize the interaction between time-varying weights and delayed feedback. Combining these base learners with our schedulers yields the first regret guarantees for capacity-constrained OCO under convex and strongly convex losses, for both first-order and bandit feedback. For first-order feedback, capacity $C = \Omega(\log T)$ suffices to recover standard delayed OCO rates up to logarithmic factors. For bandit feedback, the regret rates are modulated by powers of $(1 + \sigma_{\text{max}}/C)$, where $\sigma_{\text{max}}$ is the maximum number of pending observations at any time. This allows the regret bound to degrade gracefully when $C < \sigma_{\text{max}}$, while remaining sublinear.

Compositional data -- vectors encoding relative proportions -- arise across scientific domains, including ecology, geochemistry, and genomics. The features in these data often come with known hierarchical structure (e.g., taxonomies, phylogenies, ontologies), yet existing methods either ignore this structure, discard the intrinsic Aitchison geometry, are designed for binary trees, or yield incomplete coordinate systems. We describe PolyILR, a canonical orthonormal decomposition of the Aitchison tangent space aligned with any tree topology. Our construction defines a weighted local geometry at each internal node capturing full branching structure, then lifts these to a global orthonormal basis where every coordinate corresponds to a specific tree location. On microbiome and single-cell benchmarks, PolyILR yields stable, interpretable features and enables inference at multiscale tree resolution. We also establish a novel theoretical connection to softmax classifiers, suggesting possible applications to probabilistic modeling.

In many materials and product design problems, desirable candidates exhibit properties that fall within an acceptable range rather than achieve a single optimum. Recovering multiple, distinct solutions that satisfy such specifications is also practically valuable, as some candidates may be preferred for reasons of cost, processability, or robustness that are difficult to encode directly in an objective function. Here, we develop a range-aware Bayesian optimization (BO) framework in which the acquisition function directly scores the posterior probability that a candidate satisfies a target range. The framework naturally extends to parallel pursuit of multiple distinct specifications over a shared candidate space. Across benchmark tasks, range-aware acquisition consistently recovers larger and more diverse sets of valid designs than standard BO baselines and recent goal-seeking methods. Its utility is further demonstrated in two practically motivated design case studies involving optimizing reaction conditions for polymer synthesis and sequence-defined oligomer discovery for prescribed optical absorption bands, supported by quantum chemical calculations. These results suggest that range-aware BO can provide a practical and sample-efficient foundation for specification-driven design, particularly when design flexibility and solution diversity are important considerations.

We propose a spectral-based, unsupervised representation learning framework to derive low-dimensional embeddings for clinical concepts and patients in rare disease cohorts from electronic health records, where data are high-dimensional but sample sizes are limited. To overcome this challenge, we incorporate a knowledge matrix extracted from a broader population that shares a partially overlapping subspace with the rare-disease cohort. Our method departs from existing approaches by relaxing restrictive one-to-one signal-alignment assumptions between the latent data matrix and knowledge matrix, allowing more flexible and realistic forms of structured sharing. We introduce a novel two-step spectral embedding procedure: first, we identify and remove irrelevant components from the knowledge matrix; then, we apply a projection-based method to separately recover shared and heterogeneous components. Simulations and an analysis of a real-world multiple sclerosis cohort show that the proposed method outperforms competing approaches, particularly in challenging scenarios where shared signals are weak and only partially aligned, as is common in rare-disease data.

Biotic communities vary continuously across space, yet biome maps impose categorical boundaries that compress this variation, particularly at ecotones where transitional communities are ecologically distinct. Could Earth observation (EO) foundation models, which encode spectral, spatial, and temporal information with dense embeddings, convert discrete biome maps into continuous representations that better capture ecological variation? Here, we fit a linear classifier on Clay v1.5 satellite image embeddings to predict biome labels from a categorical map. The softmax output yields a continuous probability vector whose dimensions correspond to named biome classes. We evaluate this approach using six Brazilian biomes, 1.3 million embeddings, and 10,015 withheld forest inventory plots spanning 4,672 plant species. The continuous biome representation outperforms discrete biome labels for predicting species occurrence (mean per-species AUC 0.618 vs. 0.570 across 10 spatial cross-validation folds). Decomposing this gain shows that continuity in the graded probability output, rather than label reassignment, accounts for the improvement; the pattern holds across all distances from biome boundaries. The raw 1024-dimensional embedding remains the strongest predictor we tested (mean AUC 0.646 vs. 0.618), but the continuous representation recovers most of the embedding's gain over discrete labels. This simple approach provides a probabilistic replacement for categorical map labels, preserving their meaning while encoding graded variation that discrete maps suppress.

We propose a new approach to unbiased estimation of the gradients of the stationary means associated with parametrized families of Markov chains. Our estimators are particularly efficient when the Markov chains have slow mixing rate. Our approach does not require a specific parametrization except for an oracle to evaluate the transition density and its gradient at a given data point without any additional knowledge about the density function itself. It makes our estimator suitable for parametrizations associated with neural networks. The estimator can potentially achieve large improvement in terms of efficiency. Numerical experiments confirm the good performance predicted by the theory.

Prior-fitted networks (PFNs) are a promising class of tabular foundation models that perform in-context learning, whereby the entire labelled training set is supplied as context, and predictions for test queries are produced in a single forward pass. However, the quadratically scaling self-attention mechanism in many PFN architectures makes inference prohibitive for very large training datasets. We propose CRUMB (Clustered Retrieval Using Minimised-MMD Batching), a three-stage inference wrapper that (i) clusters the test queries, (ii) selects a small, distributionally matched training subset for each cluster by greedily minimising the maximum mean discrepancy (MMD), and (iii) runs exact PFN inference on each reduced-context batch. CRUMB is architecture-agnostic and requires no retraining. On the 51-dataset TabArena benchmark, evaluated across three PFN architectures (TabPFNv2, TabICLv1, TabICLv2), we show that CRUMB outperforms similar state-of-the-art context selection strategies. We also show that CRUMB is resilient to covariate drift, as the MMD-minimisation step naturally helps align the training context distribution to match the current test batch distributions.

Efficiently sampling from a complex probability distribution is a fundamental problem which has become increasingly pertinent in recent years with the rise of generative AI, as sophisticated sampling procedures from LLMs have been proposed to solve challenging reasoning problems. The efficacy of such sampling algorithms is limited, however, by the relationship between the LLM and the particular sampling task at hand, which has motivated the framework of test-time training (TTT). TTT works by updating a model's weights in response to partial generations and reward feedback received at inference time, thus adapting to the particular problem. In this work, we propose a formalization for TTT as the problem of producing a sample from a given probability measure $\mu^\star$ belonging to a known class ${F}$ of distributions, given an oracle $\hat \mu$ which yields approximate density estimates for $\mu^\star$. This is closely related to the problem of reducing sampling to approximate counting studied in seminal works of Jerrum, Valiant & Vazirani (1986) and Jerrum & Sinclair (1989): namely, when ${F}$ is the class of all distributions, it coincides exactly with the aforementioned counting-to-sampling reduction. In this paper, we first show a quadratic lower bound on the query complexity of sampling from $\mu^\star$ given query access to $\hat \mu$ (for sufficiently large classes ${F}$), thus showing that the random walk approach proposed by Jerrum & Sinclair (1989) and refined by Hayes & Sinclair (2010), is optimal. This answers an open question posed by Hayes & Sinclair. We then show that this lower bound can be circumvented if the size of ${F}$ is bounded appropriately. As we discuss, this latter result can be viewed as an abstraction of TTT, and thus represents a starting point for the development of a principled theoretical framework for TTT.

Compression progress is a long-standing proposal for intrinsic motivation: reward an agent when its world model becomes better at predicting or compressing experience. The folk claim is that this reward is "credible" because it is paid only for learning. We make this precise and prove it. If intrinsic reward is the signed decrease of a fixed sealed-audit loss, r_t = E(theta_{t-1}) - E(theta_t), then cumulative reward telescopes exactly to endpoint audit improvement, so no policy can push reward up indefinitely while true audit performance stagnates or degrades. For finite audit panels the same result holds with a sharp false-positive budget: cumulative empirical reward is at most true audit improvement plus 2 Delta_n(F, delta), the uniform audit deviation of the model class. This is horizon-free: adaptivity over time costs nothing once the sealed panel uniformly controls the class. The theorem also identifies the failure modes: the guarantee disappears if progress is clipped, scored on the agent's own stream, exposed to a high-capacity model on a reusable panel, or applied to a neural class that makes Delta_n vacuous. We give a Lean 4 mechanization of the structural core (telescoping, the finite-audit bound, finite Gibbs, and the entropy floor) and an experiment suite on ARC-TGI grid-transformation generators with adaptive holdout attacks. Experiments confirm the theory: finite-audit deviation scales as n^{-0.527}; signed progress resists clip-farming, stream leakage, and noisy-TV curiosity; naive reusable audits are exploitable by black-box scalar feedback, while standard release defenses keep the attack below the 2 Delta_n threshold. Signed compression progress on a sealed audit is an accounting signal of genuine improvement.

Gaussian processes are a powerful tool for modeling continuous fields, but their naive $\mathcal{O}(N^3)$ computational cost and $\mathcal{O}(N^2)$ memory requirement often limit their practical use. Vecchia's approximation is a sparse precision matrix approximation for stationary, decaying kernels that conditions each point only on its $k$ nearest neighbors. We present GraphGP, a GPU algorithm for Vecchia's approximation that scales to nearly a billion parameters with linear time and memory requirements, handling arbitrary point distributions over a large dynamic range. Our key contributions are (1) a bit-reversed k-d tree ordering that allows efficient neighbor searches while also maximizing batch parallelism, and (2) a differentiable CUDA implementation, which is substantially faster and more memory efficient than our pure JAX baseline. GraphGP provides the building blocks for inference, including forward generation, inverse application, log-determinant, and kernel parameter derivatives.

We propose Annealed Entropic Allocation, an annealed weighted soft-min framework for sequential budget allocation in ranking and selection. The central idea is to replace the non-smooth maximin large-deviation rate objective with a weighted log-sum-exp surrogate that aggregates challenger-specific pairwise scores through soft-min weights, mitigating hard switching when several challengers are nearly active. To improve finite-budget discrimination, we incorporate the saddlepoint approximation -- a sub-exponential correction derived from refined pairwise tail asymptotics. Because these corrections are sub-exponential and the smoothing parameter is annealed to zero, the surrogate preserves the same first-order large-deviation target as the classical maximin formulation. We show that the surrogate converges uniformly to the hard minimum, that the soft-min weights concentrate on the active challengers, and that, under fixed weights, the induced target allocation map is continuous on the simplex interior. Numerical experiments on Gaussian and exponential instances demonstrate competitive performance, especially when multiple challengers are nearly tied.

We study distributed optimization with stochastic gradients and finite-bit communication modeled by random (unbiased) quantization. We propose q-PDGD, a quantized stochastic primal-dual method, and analyze it under relaxed global geometry. Under restricted secant inequality (RSI), a constant step-size yields linear contraction to an explicit neighborhood determined by gradient noise, quantization distortion, and network connectivity, while a diminishing step-size achieves O(1/k) convergence without shared-minimizer assumptions. Under Polyak-Lojasiewicz (PL) inequality, we obtain linear-to-neighborhood convergence in the same stochastic quantized setting. Our results match the best-known centralized stochastic rates in oracle complexity, and are supported by experiments demonstrating the predicted tradeoffs between quantization level, step-size choice, and graph structure.

We study the problem of generating synthetic data under differential privacy. We establish fixed-parameter tractability (FPT) for this problem where the parameter is the treewidth of the query family's incidence graph. Our algorithms attain optimal error rates across all regimes and are realized by two different approaches: the first is based on linear programming (LP) and the FPT of the separation problem for the LP dual; the second is based on a subsampled private multiplicative weights method, where we obtain FPT for sampling from Gibbs distributions. Both approaches are unified by a dynamic programming framework over a tree decomposition.

We study a dynamic assortment problem on a two-sided service platform with incomplete information and heterogeneous customers in a discrete-time setting. In each period, a customer arrives seeking service, and the platform chooses an assortment of sellers to display. The customer then proposes a transaction to at most one seller in the assortment according to a multinomial logit choice model. After a fixed number of periods, sellers review the proposals they have received and each chooses at most one customer according to another multinomial logit choice model, after which the cycle repeats. A key challenge is that the platform does not know the choice-model parameters of either customers or sellers in advance. To our knowledge, this is the first study of a dynamic assortment problem in which both sides' choice parameters are unknown. We develop a data-driven algorithm that learns these parameters while optimizing the platform's objective over time. We evaluate performance using regret, which measures revenue loss relative to a clairvoyant benchmark that knows all parameters and customer arrivals in advance. We show that the algorithm's worst-case regret grows polylogarithmically over time, and we derive a matching lower bound, establishing its rate optimality.

Covariance estimation yields a fundamental second-order statistic underlying representation learning, dimension reduction, and dependence modeling. While covariance has been well understood in Euclidean spaces, it is ill-defined for random objects residing on nonlinear Riemannian manifolds, which increasingly arise in modern machine learning applications involving shapes, symmetric positive definite (SPD) matrices, etc. This paper introduces an intrinsic Riemannian cross-covariance for manifold-valued random objects. Our approach defines covariance and correlation by transporting local variations to a common tangent space via parallel transport, yielding a second-order descriptor that is independent of arbitrary coordinate choices. We establish that the proposed covariance inherits desirable properties of its Euclidean counterparts and characterize its asymptotic behavior. Numerical studies on spheres and SPD manifolds, together with real-data experiments on heart valve shapes in Kendall's shape space, demonstrate the effectiveness of our estimators and verify the stated properties. Our results position the Riemannian covariance as a fundamental tool for second-order learning and analysis in non-Euclidean representation spaces.

Tissue graph counterfactuals ask how a cell's expression would change under altered spatial neighbor contexts. Such queries are central to predicting cell behavior in tissues, but lack a unified definition, with existing methods targeting specific intervention types or treating cells as i.i.d. In this work, we first formalize tissue graph counterfactuals as a class of spatial interventions that either rewire connections between cells (edge perturbation) or modify the expression of their neighbors (node perturbation). We then introduce Cellina ( this https URL ) - a framework that uses supervised disentanglement to decompose a cell's intrinsic state from its spatial context, using the latter as a conditioning input for counterfactual predictions. Across benchmarks spanning over 2.5 million spatially-resolved cells in colorectal cancer and mouse brain, Cellina outperforms spatially-informed and non-spatial competitors in in-silico graph perturbations, disentanglement, and scalability. Additionally, we show that Cellina reveals biologically distinct cancer subdomains in an unsupervised manner and enables targeted neighbor perturbation simulations.

Reliable decision making pipelines powered by machine learning models require uncertainty quantification (UQ) methods that come with explicit safety guarantees. Conformal prediction provides such UQ by wrapping ML predictions into prediction sets, and recent work by Kiyani et al. (2025b) established that these sets can be translated into optimal risk-averse decision policies -- yet only inheriting marginal safety guarantees. We generalize and strengthen their results by (i) introducing action-conditional conformal prediction, which yields safety guarantees conditioned explicitly on each action taken by the decision maker, (ii) showing that action-conditional prediction sets serve as a proxy for the feasible decision space for risk-averse decision makers aiming to optimize action-conditional value-at-risk, and (iii) proposing a principled finite-sample algorithm based on pinball-loss minimization, connecting the framework of Gibbs et al. (2025) to action-conditional guarantees. Experiments on two real-world datasets confirm that our approach significantly improves action-conditional performance over conformal baselines.

Schrödinger bridges for time series (SBTS) generate synthetic paths by projecting, in relative entropy, a Brownian reference onto the path laws that match the joint distribution of the data on the observation grid. The Brownian reference, however, fixes the quadratic variation of the generated paths, which is restrictive when stochastic volatility, correlated noise, or rank-deficient covariance structures must be reproduced. We introduce "Triangular-Reference Schrödinger Bridges for Time Series" (TR-SBTS), which keeps the entropy-projection backbone of SBTS but replaces the Brownian reference by a triangular, volatility-informed, intervalwise frozen reference on a state augmented with latent covariance descriptors. The construction remains a single entropy projection on the augmented state: the minimiser is the \(h\)-transform of the reference, and on each frozen interval the optimal drift has the logarithmic-gradient form \(b^\star(t,x)=A\,\nabla\log H(t,x)\), intrinsic to the active covariance directions when the frozen covariance \(A\) is degenerate. We prove stability of the frozen approximation and consistency of the associated regularised kernel estimators, describe a reference-aware Nadaraya--Watson implementation of the conditional next-increment law, and evaluate the construction on numerical experiments.