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arXiv2026

Exact Limits of Random Projections for Preserving Geometry: Distance Recovery, Nearest-Neighbor Rankings, and Covariance Shape in Gaussian Models

The Johnson-Lindenstrauss (JL) lemma guarantees that a random projection of $n$ points to $m=O(\varepsilon^{-2}\log n)$ dimensions preserves pairwise squared distances within relative error $\varepsilon$ with high probability, and this dimension order is asymptotically optimal. In high dimensions, however, distances concentrate around a baseline while key geometric information lies in much smaller fluctuations. We show that the JL bound can therefore be uninformative about retained geometry: an independent Gaussian replacement map can satisfy it even though the replacement cloud is independent of the original data. We then ask how well any decoder can recover a feature $f(D)$ of a squared distance $D$ from a linear sketch. Under squared-error loss, the optimal decoder is conditional expectation, so recovery defines a linear operator whose singular values quantify feature recovery. For isotropic Gaussian data ($Σ=σ^2 I_d$), we diagonalize this operator in closed form. For fixed $k$ with $m,d-m\to\infty$, its $k$th singular value satisfies $\ell_k\approx(m/ d)^{k/2}$. This yields three sharp consequences. A rank-$m$ sketch retains at most an $m/d$ fraction of the variance of any feature of one squared distance. If $m\to\infty$ and $m/d\to0$, the expected Kendall correlation is $\frac{2}π\sqrt{m/d}(1+o(1))$; for fixed $q$, nearest- neighbor agreement tends to $1/q$. Yet one projection can satisfy the JL bound while mean Kendall correlation vanishes when $\log n\ll m\ll d$. After removing scale, Haar-averaged retained covariance-shape information is $(m/d)^2$. Thus JL distance preservation does not quantify the geometry available for comparison or inference.

cs.LG↗
arXiv2026

Analysis of Triggered Packet Streams: A Matrix-Analytic Method for Exponential Triggering Delays

In many communication networks, the transmission of a packet may automatically trigger the transmission of a subsequent packet from the same source after a (possibly random) delay, without requiring acknowledgment or feedback. Such behavior arises in multi-stage status updating, proactive protocols, and other applications where users generate causally dependent packet streams. In this paper, in order to analyze these systems, we introduce the $\mathrm{M^T/G/1}$ queue. In this model, primary customers arrive according to a Poisson process, and each primary customer triggers a secondary customer to join the queue after an independent delay. This arrival mechanism falls outside the scope of classical queueing models with renewal arrival processes. When the triggering delays follow an exponential distribution, we exploit the memoryless property to set up a tractable Markov description. By truncating the number of pending secondary customers, we derive a finite system of linear algebraic equations in the Laplace--Stieltjes transform domain and solve them using matrix-analytic methods. Based on the resulting workload distribution, we compute class-specific performance metrics using PASTA for primary customers and Palm conditioning for secondary customers. Finally, we validate the accuracy of this truncation through numerical experiments.

math.PR↗
arXiv2026

Dimension Dependent Correlation Gap Bounds under Restricted Independence

The pairwise independent correlation gap is the ratio of the maximum expected value of a set function under arbitrary dependence to that under pairwise independence, measuring the loss from this independence restriction. Under mutual independence, this gap is universally bounded by $e/(e-1)$ for monotone submodular functions. With pairwise independence, a tighter $4/3$ upper bound was established for several special cases, including $n=3$, and conjectured to hold universally. A recent AI-assisted counterexample disproved this conjecture for $n=5$, leaving the validity of the $n=4$ bound and the tight worst case bound open. We resolve both questions. First, for $n=4$, we establish that the $4/3$ bound holds universally and is tight using an AI-assisted proof combining theoretical analysis and computational verification. The proof combines a structural characterization of optimal numerator vertices, permutation symmetry, cone certificate systems, Bernstein polynomial representations, recursive simplex subdivision, and verification of $2,745$ Bernstein coefficient systems. Second, we show that the worst case pairwise independent correlation gap attains $e/(e-1)$ asymptotically by constructing an instance with identical marginal probabilities and a monotone submodular union coverage function on a ground set partitioned into $m$ blocks. The number of blocks grows sublinearly with the ground set size. The result follows by constructing a feasible solution to a scaled asymptotic reduced dual of the pairwise independent linear program and immediately extends to $t$-wise independent random elements ($t\ge2$), since $t$-wise independence implies pairwise independence. Thus, pairwise independence, despite being the least restrictive form of independence in the $t$-wise independence hierarchy, can be as restrictive as mutual independence in the worst case.

math.PR↗
arXiv2026

Neural operators approximate strongly continuous convex monotone semigroups

We approximate strongly continuous convex monotone semigroups by learning their Chernoff-type one-step operators with neural operators. First, we introduce the general class of so-called Chernoff-neural operators and show in a universal approximation theorem that they can approximate the Chernoff one-step operators arbitrarily well. By using stability estimates between weighted Hölder spaces, the one-step approximation error can be propagated through the iterations which yields universal approximation of the corresponding semigroup. Second, we introduce the more specialized class of envelope-neural operators for envelope semigroups which allows us to derive quantitative approximation rates. Finally, we illustrate the effectiveness of these neural operators in several numerical examples arising from non-linear partial differential equations, stochastic optimal control and stochastic processes under model uncertainty.

math.NA↗
arXiv2026

Deep learning based numerical approximation algorithms for stochastic partial differential equations

In this article, we introduce a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied to a set of simulated noise trajectories, it yields empirical distributions of SPDE solutions, from which functionals like the mean and variance can be estimated. We test the performance of the method on stochastic heat equations with additive and multiplicative noise as well as stochastic Black-Scholes equations with multiplicative noise and Zakai equations from nonlinear filtering theory. In all cases, the proposed algorithm yields accurate results with short runtimes in up to 100 space dimensions.

math.NA↗
arXiv2026

Beyond Scaling: Calculable Error Bounds of the Power-of-Two-Choices Mean-Field Model in Heavy-Traffic

This paper provides a recipe for deriving calculable approximation errors of mean-field models in heavy-traffic with the focus on the well-known load balancing algorithm---power-of-two-choices (Po2). The recipe combines Stein's method for linearized mean-field models and State Space Concentration (SSC) based on geometric tail bounds. In particular, we divide the state space into two regions, a neighborhood near the mean-field equilibrium and the complement of that. We first use a tail bound to show that the steady-state probability being outside the neighborhood is small. Then, we use a linearized mean-field model and Stein's method to characterize the generator difference, which provides the dominant term of the approximation error. From the dominant term, we are able to obtain an asymptotically-tight bound, a calculable bound, not order-wise scaling results like most results in the literature. Finally, we compare the theoretical bound with numerical evaluations to show the effectiveness of our results. We note that the simulation results show that the bound is valid even for small size systems such as a system with only hundred servers.

cs.PF↗
arXiv2026

Categorical algebra of conditional probability

In the field of categorical probability, one uses concepts and techniques from category theory, such as monads and monoidal categories, to study the structures of probability and statistics. In this paper, we connect some ideas from categorical algebra, namely weakly cartesian functors and natural transformations, to the idea of conditioning in probability theory, using Markov categories and probability monads. First of all, we show that under some conditions, the monad associated to a Markov category with conditionals has a weakly cartesian functor and weakly cartesian multiplication. In particular, we show that this is the case for the Giry monad on standard Borel spaces. We then connect this theory to existing results on statistical experiments. We show that for deterministic statistical experiments, the so-called standard measure construction (which can be seen as a generalization of the ``hypernormalizations'' introduced by Jacobs) satisfies a universal property, allowing an equivalent definition which does not rely on the existence of conditionals.

math.CT↗
arXiv2026

Group-averaged Markov chains II: tuning of group action in finite state space

We study group-averaged Markov chains obtained by augmenting a $π$-stationary kernel $P$ with orbit kernels induced by a group action. We analyse the Gibbs ($G$), Metropolis--Hastings ($M$), and Barker ($B$) kernels, their sandwiches $QPQ$, and mixtures $\tfrac{1}{2}(P+Q)$, where $Q\in\{G,M,B\}$. Under suitable conditions, $M^t$ and $B^t$ converge blockwise to $G$. The projection chains of $GPG$ and $P$ coincide, while every sandwich $QPQ$ has absolute spectral gap no smaller than that of reversible $P$. For $GPG$, we derive an additive asymptotic-variance bound, prove monotonicity for $G$-invariant observables, and identify it as the Kullback--Leibler (KL) information projection of $P$ onto the $G$-invariant kernels. For a fixed orbit partition, the spectral and KL properties of $GPG$ reduce to those of a lower-dimensional orbit-space chain. Among Gibbs projections with a prescribed number of orbits, we identify the partition minimizing KL divergence to stationarity and characterize exact stationarity. Finally, alternating group projections converge at a rate determined by singular values of an overlap matrix and, in structured cases, can yield exact sampling with logarithmically many group actions. These results motivate tuning heuristics and yield polynomial mixing for a Curie--Weiss example in a regime where Glauber dynamics is exponentially slow.

math.PR↗
arXiv2026

Windowed thinning and query complexity for the bouncy particle and Zigzag samplers

Let $μ(d x)\propto e^{-U(x)} d x$ on $\R^d$, where $U$ is $m$-strongly convex and $L$-smooth, and denote by $κ=L/m$ the condition number. We consider windowed thinning, an exact simulation method for the bouncy particle sampler and the coordinate Zigzag process. The method divides a trajectory into deterministic windows and uses a gradient evaluation at the beginning of each window to construct a tractable local envelope for the event rate. Combining this construction with quantitative mixing estimates and finite-time bounds on the expected numbers of bounces and flips yields query complexity guarantees from a Gaussian cold start. For total-variation error $\varepsilon$, the expected query counts are $O(κ^{1/2}d\,(d\logκ+\log\frac1\varepsilon))$ gradient queries for the bouncy particle sampler and $O(κd^{1/4}(d\logκ+\log\frac1\varepsilon))$ full-gradient equivalents for Zigzag, where $d$ coordinate-partial queries count as one equivalent.

math.NA↗
arXiv2026

Logarithmic-Free Moment and Generalization Bounds for Uniformly Stable Algorithms

Uniform stability is a classical tool for controlling the generalization error of a learning algorithm. Bousquet, Klochkov, and Zhivotovskiy (2020) showed that the problem can be reduced to a moment inequality for a sum of weakly interacting functions of independent random variables. Their bound contains an additional factor $\log n$, and they asked whether this factor can be removed. We answer this upper-bound question affirmatively. More specifically, let $Z=(Z_1,\ldots,Z_n)$ have independent coordinates and let $g_i(Z)$ satisfy $\mathbb E[g_i(Z)\mid Z_{-i}]=0, \ \left| \mathbb E[g_i(Z)\mid Z_i]\right|\le M, \ \text{for every } i = 1, \dots, n, $ where $Z_{-i}$ denotes all coordinates except $Z_i$. Assume additionally that changing any coordinate $Z_j$, $j\neq i$, changes $g_i$ by at most $β$, we prove that, for every $p\ge2$, for every $p\ge2$, $$ \left\| \sum_{i=1}^n g_i(Z)\right\|_p \le 16pnβ+M\sqrt{2pn}. $$ This removes the $\log n$ factor from the previous bound and matches the lower bound of Bousquet, Klochkov, and Zhivotovskiy up to universal constants in the range covered by their construction. Our proof first establishes the required estimate on the Rademacher cube, then transfers it to arbitrary product distributions by a two-copy randomization argument.

stat.ML↗
arXiv2026

Spawn Freely, Act Sparingly: Progressive Risk Vesting for Recursive LLM-Agent Trees

Recursive LLM agents can broaden their search by spawning specialists. Some branches later request tools that send data or deploy code. When should a branch receive authority to act? We distinguish sandbox spawning, in which external controls prevent the specified harm, from capability activation, in which a selected branch crosses an irreversible-action boundary. Progressive Risk Vesting (PRV) holds a trajectory-level risk budget in escrow and debits it as branches are activated. We prove an anytime harm bound for adaptively generated trees. Branch outcomes may be dependent, but each local certificate needs to remain valid conditional on the full pre-activation history, including the information used to select the request. When activation gates, branch charges, and compute constraints are held fixed, delayed vesting preserves every policy available under irrevocable spawn charging. Marginal risk estimates can still fail after branch selection. In a stylized branching model, trajectory harm changes as the authority reproduction number $\mathcal{R}_A$ crosses one. As local risk $p$ approaches zero, trajectory harm is proportional to $p$ below criticality, proportional to $\sqrt{p}$ at criticality, and retains a positive floor above it. A finite-type occupancy model yields risk and compute shadow prices. For nested fanout modes with decreasing marginal value per unit risk, these prices produce a threshold rule. Branching calculations and a split-sample experiment illustrate the results. These synthetic studies do not estimate safety in deployed agents. The analysis suggests a design rule: search broadly in the sandbox and grant recursive authority sparingly, with an explicit risk charge.

cs.AI↗
arXiv2026

From Truncation to Commitment: Persistent Context in Uniform Discrete Diffusion

Uniform-state discrete diffusion models update all tokens in parallel while keeping every position revisable. Even when the commonly used top-$p$ rule leaves only one candidate at a position, that choice affects only the current reverse step and can be revised at the next sampling step. We ask what changes when selected hypotheses instead become persistent context for later predictions. We therefore propose committed reveal sampling (CRS), a training-free sampler that stores selected argmax tokens and inserts them into subsequent model inputs. Our analysis gives a rationale for selecting later and for keeping selected tokens visible. Under the exact forward process, the Bayes error of selecting a clean token cannot increase as noise decreases, while in a simple latent-mode model, keeping the selected token visible helps later parallel predictions agree on the same sequence-level choice. Empirically, paired experiments on Duo-distilled then separate this persistent effect from single-step top-$p$ restriction and scalar temperature scaling. Under the same finalization rule, CRS without top-$p$ truncation reaches lower generative perplexity (GenPPL) than fixed $p=0.95$ and $p=0.9$ baselines across budgets of 8--64 function evaluations (NFE). At 64 NFE, the comparison at matched unigram entropy also gives lower GenPPL for CRS, yielding a more favorable GenPPL--entropy tradeoff. Base Duo shows the same direction in a descriptive comparison, while other diversity and continuation metrics can rank these operating points differently. These results identify support restriction and persistent context as distinct controls of that tradeoff.

cs.LG↗
arXiv2026

Multiplicative comparisons of Rényi entropies for weighted Bernoulli sums

We establish improved multiplicative bounds relating the Rényi entropies of different orders for weighted sums of independent Bernoulli random variables. In particular, we prove a logarithmic bound between the zeroth-order and infinity-order Rényi entropies, which yields a polynomial improvement over the square-root bound of Jain, Sah, and Sawhney. Additionally, we obtain explicit constant-factor bounds for comparisons among Rényi entropies of nonzero orders.

math.PR↗
arXiv2026

Estimating systematic errors in Bayesian inversion using transport maps

In indirect measurements, the sought parameters have to be determined by solving an inverse problem, typically in a Bayesian framework. Often, the accurate numerical simulation of the measuring process is computationally demanding, making it necessary to rely on approximate models. These surrogates, however, introduce an additional model error and thus may distort the resulting parameter distribution. Moreover, even with the additional speed granted by the surrogate, posterior determination through conventional means such as Markov chain Monte Carlo might be cost intensive, specifically for complicated posterior shapes. In this paper, we propose a unified framework that combines Bayesian inference, model error correction and a transport-based sampling scheme to address these issues. To train the transport scheme, we investigate two different losses: one equivalent to the Kullback-Leibler divergence associated to the transport problem and one based on an upper bound of this loss, generally known as the evidence lower bound. We demonstrate that training the transport based on the latter changes the optimisation landscape drastically, potentially introducing an undesired bias in approximating the target posterior. We compare the computational cost of our approach with established methods and underline the theoretical results with numerical examples.

stat.ME↗
arXiv2026

Breakdown of Edgeworth Expansion in Finite-Blocklength Regime and Exact Absorption via $q$-Deformation

This paper addresses the structural breakdown of the Edgeworth expansion in the finite-blocklength (FBL) regime, where conventional asymptotic approximations yield unphysical negative probabilities in the deep-tail region. We propose a $q$-deformed framework that resolves this inconsistency by replacing additive polynomial perturbations with a geometric deformation of the information density space. Motivated by the linearization of nonlinear dynamics, we prove that dynamically scaling the $q$-logarithmic parameter exactly absorbs the third-order skewness while preserving global nonnegativity. We establish a universal asymptotic matching, demonstrating that the framework encapsulates higher-order asymptotic scales. Numerical results confirm that the proposed method matches the state-of-the-art precision of the Cornish-Fisher bound without the risk of negative probabilities. The framework offers a robust and computationally stable foundation for evaluating operational limits in ultra-reliable communications such as 6G and URLLC.

cs.IT↗
arXiv2026

A Borel Concept Class of VC Dimension One with a Non-PAC Consistent Learner in ZFC

The fundamental theorem of statistical learning states that, under suitable measurability assumptions, finite Vapnik--Chervonenkis (VC) dimension guarantees that every proper consistent learning rule is probably approximately correct (PAC). Blumer, Ehrenfeucht, Haussler, and Warmuth showed, assuming the Continuum Hypothesis, that the "well-behavedness" condition of the concept class cannot be omitted: they constructed a concept class of Borel sets of VC dimension one admitting a consistent learning rule that is not PAC. We show that the Continuum Hypothesis is unnecessary. Working in Zermelo--Fraenkel set theory with the Axiom of Choice (ZFC) alone, we construct a concept class of Borel sets on $[0,1]$ of VC dimension one and a proper consistent learning rule that is not PAC. More precisely, for a suitable Borel probability measure and target concept, the rule has true risk one at every sample size on a set of samples of outer probability one. Consequently, finite VC dimension and Borel measurability of the individual concepts do not suffice to guarantee that every proper consistent learning rule is PAC. The result shows, with no need of extra set-theoretical assumptions, that the additional regularity assumption in the fundamental theorem cannot in general be omitted.

math.LO↗
arXiv2026

Convergence rates for the RMSprop optimizer with full control of the hyperparameters

Popular adaptive stochastic gradient descent (SGD) methods to train artificial intelligence (AI) systems include the RMSprop, the Adam, and the AdamW optimizers, where the adaptivity parts in Adam and AdamW basically just coincide with RMSprop. Such adaptive methods involve several hyperparameters including the regularization parameter $ε$ (which ensures that one does not divide by 0 and is often chosen to be very close to zero such as $10^{-8}$ in PyTorch by default) and the second moment decay parameter $β$ (which is often chosen to be very close to $1$ such as 0.99 (RMSprop) and 0.999 (Adam and AdamW) in PyTorch by default). Despite the high relevance of such methods, it remains an open research problem to provide error estimates for such methods with the error constants being not exploding but uniformly bounded with the respect to the hyperparameters, even in the situation of convex stochastic optimization problems. It is the key contribution of this work to essentially solve this problem for RMSprop. Specifically, we bound the expectation of the stopped evaluation of the objective function at the RMSprop process from above by the sum of an initialization term that decays exponentially in the training time, a stochastic approximation remainder of order $γ_n$, and a memory error of order $( 1 - β)^2$ with the error constants being uniformly controlled over all admissible choices of the step sizes, the second moment decay parameter $β$ and the regularization parameter $ε\in[0,1]$ (also covering $ε=0$). Our non-asymptotic error estimates hold not just for all sufficiently large n but hold for every gradient step $n=1,2,3,...$ with all error constants being explicitly specified. The key innovative new feature in the proof of our analysis are suitable inverse moment bounds for the second moment process in RMSprop.

cs.LG↗
arXiv2026

Exponential random graph models with soft clique constraints

Let $r\geq3$ be fixed, and let $\mathbf{G}_n$ be the set of all simple graphs with vertex set $[n]=\{1,\ldots,n\}$. We consider an exponential random graph model which gives higher probability to $G \in \mathbf{G}_n$ than to $H \in \mathbf{G}_n$ if $G$ has fewer $r$-cliques than $H$. But all graphs in $\mathbf{G}_n$ have positive probability. The degree to which graphs with fewer $r$-cliques are given higher probability is determined by a positive weight $w$. We prove that, asymptotically almost surely as $n \to \infty$, a random graph from $\mathbf{G}_n$ has a vertex partition into $r-1$ parts of roughly equal size, the density of edges between the parts is close to $1/2$, and for every $\varepsilon > 0$ the density of edges within any part is less than $\varepsilon$. The asymptotic structural properties are independent of the weight $w$ as long as it is positive. We also extend the result to the context of several clique sizes, each one with its own weight.

math.CO↗