February 2026

arXiv:2505.19013v2 Announce Type: replace-cross Abstract: Data Shapley is an important tool for data valuation, which quantifies the contribution of individual data points to machine learning models. In practice, group-level data valuation is desirable when data providers contribute data in batch. However, we identify that existing group-level extensions of Data Shapley are vulnerable to shell company attacks, where strategic group splitting can unfairly inflate valuations. We propose Faithful Group Shapley Value (FGSV) that uniquely defends against such attacks. Building […]

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arXiv:2505.10919v3 Announce Type: replace-cross Abstract: Fluid thermodynamics underpins atmospheric dynamics, climate science, industrial applications, and energy systems. However, direct numerical simulations (DNS) of such systems can be computationally prohibitive. To address this, we present a novel physics-informed spatiotemporal surrogate model for Rayleigh-Benard convection (RBC), a canonical example of convective fluid flow. Our approach combines convolutional neural networks, for spatial dimension reduction, with an innovative recurrent architecture, inspired by large language models, to model long-range temporal dynamics. Inference is […]

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arXiv:2504.03560v3 Announce Type: replace-cross Abstract: Importance Sampling (IS) is a widely used variance reduction technique for enhancing the efficiency of Monte Carlo methods, particularly in rare-event simulation and related applications. Despite its effectiveness, the performance of IS is highly sensitive to the choice of the proposal distribution and often requires stochastic calibration. While the design and analysis of IS have been extensively studied in estimation settings, applying IS within stochastic optimization introduces a lesser-known fundamental challenge: the decision […]

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arXiv:2406.05637v2 Announce Type: replace-cross Abstract: Chung’s Lemma is a classical tool for establishing asymptotic convergence rates of (stochastic) optimization methods under strong convexity-type assumptions and appropriate polynomial diminishing step sizes. In this work, we develop a generalized version of Chung’s Lemma, which provides a simple non-asymptotic convergence framework for a more general family of step size rules. We demonstrate broad applicability of the proposed generalized lemma by deriving tight non-asymptotic convergence rates for a large variety of stochastic […]

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arXiv:2602.07632v2 Announce Type: replace Abstract: In this work, we investigate the large-scale mean-field variational inference (MFVI) problem from a mini-batch primal-dual perspective. By reformulating MFVI as a constrained finite-sum problem, we develop a novel primal-dual algorithm based on an augmented Lagrangian formulation, termed primal-dual variational inference (PD-VI). PD-VI jointly updates global and local variational parameters in the evidence lower bound in a scalable manner. To further account for heterogeneous loss geometry across different variational parameter blocks, we introduce […]

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arXiv:2602.03970v2 Announce Type: replace Abstract: We study the statistical behaviour of reasoning probes in a stylized model of looped reasoning, given by Boolean circuits whose computational graph is a perfect $nu$-ary tree ($nuge 2$) and whose output is appended to the input and fed back iteratively for subsequent computation rounds. A reasoning probe has access to a sampled subset of internal computation nodes, possibly without covering the entire graph, and seeks to infer which $nu$-ary Boolean gate is […]

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arXiv:2601.19186v2 Announce Type: replace Abstract: Fairness is a central pillar of trustworthy machine learning, especially in domains where accuracy- or profit-driven optimization is insufficient. While most fairness research focuses on supervised learning, fairness in policy learning remains less explored. Because policy learning is interventional, it induces two distinct fairness targets: action fairness (equitable action assignments) and outcome fairness (equitable downstream consequences). Crucially, equalizing actions does not generally equalize outcomes when groups face different constraints or respond differently to […]

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arXiv:2510.12636v4 Announce Type: replace Abstract: The default Gaussian latent in flow-based generative models poses challenges when learning certain distributions such as heavy-tailed ones. We introduce a general framework for learning data-adaptive latent distributions using one-dimensional quantile functions, optimized via the Wasserstein distance between noise and data. The quantile-based parameterization naturally adapts to both heavy-tailed and compactly supported distributions and shortens transport paths. Numerical results confirm the method’s flexibility and effectiveness achieved with negligible computational overhead.

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arXiv:2509.21996v2 Announce Type: replace Abstract: Hawkes process models are used in settings where past events increase the likelihood of future events occurring. Many applications record events as counts on a regular grid, yet discrete-time Hawkes models remain comparatively underused and are often constrained by fixed-form baselines and excitation kernels. In particular, there is a lack of flexible, nonparametric treatments of both the baseline and the excitation in discrete time. To this end, we propose the Gaussian Process Discrete […]

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arXiv:2507.09093v2 Announce Type: replace Abstract: We study convergence in high-probability of SGD-type methods in non-convex optimization and the presence of heavy-tailed noise. To combat the heavy-tailed noise, a general black-box nonlinear framework is considered, subsuming nonlinearities like sign, clipping, normalization and their smooth counterparts. Our first result shows that nonlinear SGD (N-SGD) achieves the rate $widetilde{mathcal{O}}(t^{-1/2})$, for any noise with unbounded moments and a symmetric probability density function (PDF). Crucially, N-SGD has exponentially decaying tails, matching the performance […]

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