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265 records · Page 2Linked to original sources

PQMass: Probabilistic Assessment of the Quality of Generative Models using Probability Mass Estimation

We propose a likelihood-free method for comparing two distributions given samples from each, with the goal of assessing the quality of generative models. The proposed approach, PQMass, provides a statistically rigorous method for assessing the performance of a single generative model or the comparison of multiple competing models. PQMass divides the sample space into non-overlapping regions and applies chi-squared tests to the number of data samples that fall within each region, giving a p-value that measures the probability that the bin counts derived from two sets of samples are drawn from the same multinomial distribution. PQMass does not depend on assumptions regarding the density of the true distribution, nor does it rely on training or fitting any auxiliary models. We evaluate PQMass on data of various modalities and dimensions, demonstrating its effectiveness in assessing the quality, novelty, and diversity of generated samples. We further show that PQMass scales well to moderately high-dimensional data and thus obviates the need for feature extraction in practical applications.

stat.ML

SHAKE-GNN: Scalable Hierarchical Kirchhoff-Forest Graph Neural Network

Graph Neural Networks (GNNs) have achieved remarkable success across a range of learning tasks. However, scaling GNNs to large graphs remains a significant challenge, especially for graph-level tasks. In this work, we introduce SHAKE-GNN, a novel scalable graph-level GNN framework based on a hierarchy of Kirchhoff Forests, a class of random spanning forests used to construct stochastic multi-resolution decompositions of graphs. SHAKE-GNN produces multi-scale representations, enabling flexible trade-offs between efficiency and performance. We introduce an improved, data-driven strategy for selecting the trade-off parameter and analyse the time-complexity of SHAKE-GNN. Experimental results on multiple large-scale graph classification benchmarks demonstrate that SHAKE-GNN achieves competitive performance while offering improved scalability.

cs.LG

A computational approach to maximum likelihood thresholds for colored Gaussian graphical models

Gaussian graphical models (GGMs) are essential tools for interpretable structure learning. However, in high-dimensional, small-sample regimes, the available data is often insufficient for the maximum likelihood estimator to exist. Colored Gaussian graphical models (CGGMs) mitigate this limitation by imposing symmetry constraints through graph coloring, which reduces the required sample size. This minimal number of observations needed to guarantee that the estimator exists almost surely is defined as the maximum likelihood threshold (MLT). Here, we address the computation of the MLT for CGGMs by focusing on its geometric formulation: finding the minimum rank of a sample covariance matrix such that its projection lies almost surely within the interior of the cone of sufficient statistics. We establish a unified theoretical framework, extending results from uncolored to colored models and introducing new symbolic algorithms. Furthermore, we present a computational study integrating sampling with topological data analysis (TDA) to investigate the local geometry of the cone of sufficient statistics. Our results demonstrate the potential of TDA to overcome the computational bottlenecks of traditional symbolic algebraic methods, particularly Groebner basis computations, in analyzing the likelihood geometry of CGGMs.

stat.ML

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

Off the Normal Path: Learning Spatial Density Models of Node Mobility

We consider the problem of learning models of spatial density functions, representing the steady-state density of mobile nodes moving on a two-dimensional terrain. Deriving such models can assist in network design and optimization problems, e.g., by accelerating the computation of the density function during a parameter sweep. We address the question of applicability of off-the-shelf mixture density network models and of, two varieties of, normalizing flows for the description of mobile node density over a disk. We introduce the use of Möbius distributions to retain symmetric spatial relations. Our results indicate that mixtures of Möbius distributions provide interpretable, parsimonious models for the studied steady state density distributions, that match or outperform the alternatives.

cs.NI

Latency-Response Theory Model: Evaluating Large Language Models via Response Accuracy and Chain-of-Thought Length

The proliferation of Large Language Models (LLMs) necessitates valid evaluation methods to provide guidance for both downstream applications and actionable future improvements. The Item Response Theory (IRT) model with Computerized Adaptive Testing has recently emerged as a promising framework for evaluating LLMs via their response accuracy. Beyond simple response accuracy, LLMs' chain of thought (CoT) lengths serve as a vital indicator of their reasoning ability. To leverage the CoT length information to assist LLM evaluation, we propose the \textbf{La}tency-\textbf{R}esponse \textbf{T}heory (LaRT) model, which jointly models both the response accuracy and CoT length by introducing a key correlation parameter between the latent ability and the latent speed. We derive an efficient stochastic approximation Expectation-Maximization algorithm for parameter estimation. We establish rigorous identifiability results for the latent ability and latent speed parameters to ensure the statistical validity of their estimation. Through both theoretical asymptotic analyses and simulation studies, we demonstrate LaRT's advantages over IRT in terms of superior estimation accuracy and shorter confidence intervals for latent trait estimation. To evaluate LaRT in real data, we collect responses from diverse LLMs on popular benchmark datasets. We find that LaRT yields different LLM rankings than IRT and outperforms IRT across multiple key evaluation metrics including predictive power, item efficiency, ranking validity, and LLM evaluation efficiency. Code and data are available at https://github.com/Toby-X/Latency-Response-Theory-Model

stat.ME

HyperMC: Multi-Fidelity Hyperparameter Tuning for Stochastic Gradient MCMC

Stochastic gradient Markov chain Monte Carlo (SGMCMC) methods enable scalable Bayesian inference, but their performance depends strongly on hyperparameters such as the step size, mini-batch size, and number of leapfrog steps. Since most SGMCMC algorithms lack a Metropolis-Hastings acceptance rate, standard acceptance-based tuning methods are not directly applicable. We propose HyperMC, a multi-fidelity tuning framework that combines Hyperband-style resource allocation with kernel Stein discrepancy (KSD) evaluation. By running multiple successive-halving brackets, HyperMC balances broad exploration of a continuous hyperparameter space with increasingly accurate evaluation of promising configurations under a fixed computational budget. We further introduce Robust HyperMC, which uses global grid initialization followed by elite-guided local refinement to reduce sensitivity to random candidate generation and noisy finite-budget evaluations. Under suitable approximation and concentration conditions for the estimated KSD, we establish that the successive-halving component selects a near-optimal configuration among the sampled candidates with high probability and derive a sufficient computational budget for successful selection. Experiments on logistic regression, probabilistic matrix factorization, and Bayesian neural networks show that HyperMC improves posterior approximation or predictive calibration relative to MAMBA, grid search, and heuristic baselines, while Robust HyperMC yields more stable and reproducible tuning results.

stat.ML

Accelerate Vector Diffusion Maps by Landmarks

We propose a landmark-constrained algorithm, LA-VDM (Landmark Accelerated Vector Diffusion Maps), to accelerate the Vector Diffusion Maps (VDM) framework built upon the Graph Connection Laplacian (GCL), which captures pairwise connection relationships within complex datasets. LA-VDM introduces a novel two-stage normalization that effectively address nonuniform sampling densities in both the data and the landmark sets. Under a manifold model with the frame bundle structure, we show that we can accurately recover the parallel transport with landmark-constrained diffusion from a point cloud, and hence asymptotically LA-VDM converges to the connection Laplacian. The performance and accuracy of LA-VDM are demonstrated through experiments on simulated datasets and an application to nonlocal image denoising.

stat.ML

Conformal Risk-Averse Decision Making with Optimized Certainty Equivalent Risk Control

We study risk-averse decision making, in which an agent selects actions while being uncertain about the true system state. The risk is measured via optimized certainty equivalent (OCE) metrics, which generalize popular criteria such as mean-variance risk and conditional value-at-risk (CVaR). We characterize the optimal policy under known distributions, and show that it reduces to a prediction set-based solution for the CVaR. This provides an operational interpretation of conformal prediction-type prediction sets. For unknown distributions, we develop a data-driven calibration strategy, based on a synthetic model for the likelihood and held-out calibration data, yielding high-probability control of the OCE risk. The approach is evaluated on two wireless beamforming settings.

stat.ML

Optimal Estimation of Watermark Proportions in Hybrid AI-Human Texts

Text watermarks in large language models (LLMs) are an increasingly important tool for detecting synthetic text and distinguishing human-written content from LLM-generated text. While most existing studies focus on determining whether entire texts are watermarked, many real-world scenarios involve mixed-source texts, which blend human-written and watermarked content. In this paper, we address the problem of optimally estimating the watermark proportion in mixed-source texts. We cast this problem as estimating the proportion parameter in a mixture model based on \emph{pivotal statistics}. First, we show that this parameter is not even identifiable in certain watermarking schemes, let alone consistently estimable. In stark contrast, for watermarking methods that employ continuous pivotal statistics for detection, we demonstrate that the proportion parameter is identifiable under mild conditions. We propose efficient estimators for this class of methods, which include several popular unbiased watermarks as examples, and derive minimax lower bounds for any measurable estimator based on pivotal statistics, showing that our estimators achieve these lower bounds. Through evaluations on both synthetic data and mixed-source text generated by open-source models, we demonstrate that our proposed estimators consistently achieve high estimation accuracy.

stat.ML

Online simultaneous inference for quantiles via smoothed stochastic gradient descent

This paper considers the estimation of quantiles via a smoothed version of the stochastic gradient descent (SGD) algorithm. By smoothing the score function with a bandwidth tied to the learning rate, we obtain estimates that are monotone in the quantile level at every iteration, while retaining the memory and computational efficiency required for streaming data. We establish non-asymptotic tail probability bounds for the smoothed estimate with and without Polyak-Ruppert averaging, which are sub-exponential with a multi-regime structure. For the averaged estimate we further derive a Bahadur representation that is uniform in the quantile level and across coordinates, and a resulting Gaussian approximation by the maximum of Brownian bridges, with the dimension $p$ allowed to grow exponentially in the sample size. This yields simultaneous inference across coordinates and quantile levels. As an alternative that avoids estimating the sparsity function, we propose an online multiplier bootstrap that preserves monotonicity, runs in a single pass and is asymptotically valid. Extending the theory to a localized recursion, we obtain online nonparametric conditional quantile estimates with uniform bands over design points and quantile levels. Simulations confirm accurate finite-sample coverage, and we illustrate the method on conditional value-at-risk curves.

stat.ML

Generalized Splines and Gaussian Processes

For finite-dimensional linear inverse problems where the variables are Gaussian, it is well-known that the minimum-mean-square error estimator takes the form of a regularized least-squares data fit. In this chapter, we show that this equivalence extends to a much broader infinite-dimensional setting where generalized splines take the role of linear regressors and generalized Gaussian processes on a nuclear space $S$ are the counterpart of Gaussian random vectors. The scope of this extension is of the same nature as the switch from the classic notion of function to that of a distribution, also known as a "generalized function." Our formalism involves a whitening/regularization operator $L: S\to S'$ whose continuous extension induces a native Hilbert space $H\subset S'$ that plays a central role in our characterization. The presentation is self-contained for the most part and remarkably general and powerful. It allows for the recovery of all known instances of such equivalences; in particular, the methods involving innovations and reproducing-kernel Hilbert spaces developed by Kailath and his students, and the mathematical correspondence between fractional splines and Mandelbrot's fractional Brownian motion (fractals), with the former being the optimal estimators of the latter. It also covers general Bayesian methods for the resolution of infinite-dimensional inverse problems.

math.ST

When Metropolis and Hastings Meet Bradley and Terry: Exact MCMC From Preference Voting

Sampling from distributions conditioned on desired semantic properties is an emerging challenge in modern generative modeling. Metropolis-Hastings (MH) provides a principled route to conditional sampling, but requires access to exact pointwise target-density evaluations, which are not available in generative settings. Meanwhile, pairwise comparisons by humans or model "judge" are highly accessible and have proved valuable across diverse applications. We introduce Pref-MH, a general exact MH sampler for judge-induced conditional distributions using only stochastic binary pairwise comparisons. Our key observation is that the MH unnormalized density ratio matches the preference odds of the Bradley-Terry (BT) choice model. The central challenge is that while MH requires precise ratio computation, BT judges provide only sampled binary feedback. To this end, we develop a valid accept/reject rule whose resulting Markov chain provably converges to the target distribution. We further show that, for a fixed proposal kernel and budget, Pref-MH is optimal in the Peskun-Tierney sense among this class of exact reversible acceptance rules. Experiments on text generation and molecular design with LLM judges, as well as image generation with VLM judges, demonstrate that Pref-MH provides a practical and flexible approach to conditional sampling when comparative feedback is relatively easy to obtain.

cs.LG

Learning Representations through Token Prediction: Geometry, Approximation, and Downstream Guarantees

Token prediction is a central pre-training objective for modern language models. Despite its empirical success, why token prediction learns broadly useful representations remains incompletely understood. We develop a statistical framework connecting token prediction with representation geometry, encoder approximation, and downstream performance. Under a softmax prediction head, we show that accurate token prediction organizes token embeddings according to similarities between the distributions of contexts in which different token types appear, as measured by Hellinger distance, with explicit errors governed by prediction accuracy and token frequency. Meanwhile, the contextual representation provides a low-dimensional coordinate for the conditional distribution of the target token relative to these embeddings. We further introduce a self-consistency principle showing that repeated applications of a shared representation block can progressively refine the contextual representation without introducing additional block parameters. Among representations with the same prediction accuracy, this recurrent construction favors those that can be stably reconstructed from their contexts. Finally, we establish downstream guarantees for token generation, token community recovery, and classification by a linear probe, showing how prediction accuracy and recovered geometry translate into performance beyond the pre-training objective. Together, these results explain how the simple objective of predicting tokens can recover semantic geometry and produce broadly useful representations. A controlled simulation illustrates the theoretical mechanisms.

stat.ML

Variation Spaces for Encoder--Decoder Neural Operators: Approximation and Generalization

Inspired by the function-space theory of neural networks, we formulate and analyze a variation space for nonlinear operators between Hilbert spaces, defined through vector-valued Borel measures of bounded variation. We characterize its unit ball as the closed convex hull of a vector-valued single-neuron dictionary in Bochner spaces. For the ReLU activation, the bounded linear operators in this space are precisely the Schatten-$1$ operators, with equivalent norms. For operators in this space, we establish encoder--decoder approximation bounds in the Bochner $L^q$-norm, where the error decomposes into input and output encoding errors and a finite-width term of order $N^{-1/2}$. Under sub-Gaussian assumptions on the input and noise, we further derive high-probability generalization bounds for empirical least squares over path-norm-constrained encoder--decoder networks; the finite-sample contribution to the squared prediction error is of order $K^{-1/2}$ up to logarithmic factors. The finite-width and finite-sample constants are independent of the encoding dimensions and bases, with the latter also independent of the network width. When the encoding errors decay algebraically, these bounds yield algebraic approximation and learning rates, in contrast to the complexity barriers for Lipschitz and Fréchet differentiable operator classes.

stat.ML

The information geometry of product-reference discrete diffusion: Interaction growth complexity and optimal scheduling

We study a class of product-reference diffusion algorithms for sampling from a discrete distribution. We show that their sampling performance can be characterized using a path-based measure of data geometry that we call the interaction growth complexity (IGC). We show that a bivariate IGC kernel gives an exact representation of both the KL discretization error and a simple one-step upper bound. The simpler univariate IGC density can be used to study the effect of stepsize choices on the iteration complexity required to obtain $ε$-accurate samples in KL divergence. Samplers that traverse the path with equi-spaced steps in log-squared-reliability-odds have performance that depends on the aggregate IGC mass, whereas refined choices of stepsizes have a lower complexity depending on a square-root functional. In the fine-grid limit, both of these characterizations become sharp. We also allow general product reference distributions and show that the reference law can substantially reshape the IGC profile and the resulting sampling complexity; in particular, references far from both the uniform and the data marginals can yield dimension-dependent improvements. Finally, the aggregate IGC mass admits bounds in terms of total correlation and dual total correlation, thereby connecting the pathwise geometry to classical measures of multivariate dependence.

stat.ML

GFlowNets and variational inference

This paper builds bridges between two families of probabilistic algorithms: (hierarchical) variational inference (VI), which is typically used to model distributions over continuous spaces, and generative flow networks (GFlowNets), which have been used for distributions over discrete structures such as graphs. We demonstrate that, in certain cases, VI algorithms are equivalent to special cases of GFlowNets in the sense of equality of expected gradients of their learning objectives. We then point out the differences between the two families and show how these differences emerge experimentally. Notably, GFlowNets, which borrow ideas from reinforcement learning, are more amenable than VI to off-policy training without the cost of high gradient variance induced by importance sampling. We argue that this property of GFlowNets can provide advantages for capturing diversity in multimodal target distributions.

cs.LG

Embedded Conditional Independence Tests for Large Language Model Generated Text with an Application to German Parliament Speeches

Conditional independence tests (CITs) test for conditional dependence between two random objects $X$ and $Y$ given a third random object $Z$. Existing CITs have limited applicability to high-dimensional data, especially multimodal data like text. However, we show that such tests are of interest for large language model (LLM) outputs, where we test whether an output $X$ generated from a source text $Z$ carries information about an attribute $Y$ beyond $Z$ itself. For this purpose, we propose embedded CITs (eCITs), which embed $X$ and $Z$ and apply an existing CIT to the resulting representations and to $Y$. We show that, provided the embedding of $Z$ is sufficient, i.e. retains the information $Z$ carries about either $Y$ or the representation of $X$, the null hypothesis transfers from $X$ and $Z$ to their representations, so that a CIT valid for the embedded hypothesis is valid for the original one. We further give conditions for equivalence of the two hypotheses, and show that sufficiency weakens to mean sufficiency when the embedded test targets conditional mean independence. We propose a semi-synthetic simulation design to assess type I error (T1E) control and power of the eCITs for given embedding maps on a specific dataset and task, and use it to evaluate them on our application. Applying the eCITs to German Parliament speeches, we find for all combinations of embedding maps considered that the summaries of two LLMs contain information about the speaker's faction and gender beyond the speech they were generated from.

stat.ML